Tocht
Quant
Date Joined
22nd October, 2018
Bootcamp progress
0% Complete
Achievements
Python Programming
Choose Python as your preferred programming language.
2018-10-22 02:05:31
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (1)
View More16.848Net Profit
1.313Sharpe Ratio
0.224Alpha
-2.108Beta
30.58CAR
10.2Drawdown
31Loss Rate
2Security Types
0.44344307802484Sortino Ratio
213Tradeable Dates
27Trades
-0.093Treynor Ratio
69Win Rate
Community
View MoreTocht left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Any updates?
Tocht left a comment in the discussion Using Google Trends to Predict Markets
Post above is true but irrelevant -- interesting & out of the box. Thanks for the share OP
16.848Net Profit
1.313Sharpe Ratio
0.224Alpha
-2.108Beta
30.58CAR
10.2Drawdown
31Loss Rate
2Security Types
0.44344307802484Sortino Ratio
213Tradeable Dates
27Trades
-0.093Treynor Ratio
69Win Rate
Tocht left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Doesn't seem to work anymore.
Tocht left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Any updates?
Tocht left a comment in the discussion Using Google Trends to Predict Markets
Post above is true but irrelevant -- interesting & out of the box. Thanks for the share OP
QuantConnect™ 2024. All Rights Reserved
Tocht left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Doesn't seem to work anymore.
6 years ago