Tristan F
Quant
Date Joined
13th November, 2018
Bootcamp progress
29% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-05-15 14:16:58
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-11-20 16:28:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-03-22 18:08:01
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-04-10 20:06:06
Cloner
Clone at least 100 algorithms from the community.
2019-06-17 18:22:32
C# Programming
Choose C# as your preferred programming language.
2018-11-13 21:20:05
Python Programming
Choose Python as your preferred programming language.
2018-11-13 01:21:06
Popular
Receive at least 10 upvotes from different users in the community.
2020-12-01 02:06:21
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2018-11-13 02:00:03
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-03-29 17:23:58
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-10-03 21:01:57
- Profile
- Backtests
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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 (15)
View More712.114Net Profit
0.05PSR
0.456Sharpe Ratio
0.032Alpha
0.785Beta
9.24CAR
51.9Drawdown
-2.57Loss Rate
9Parameters
1Security Types
5958Tradeable Dates
888Trades
0.101Treynor Ratio
2.7Win Rate
904.191Net Profit
30.71PSR
0.944Sharpe Ratio
0.086Alpha
0.426Beta
16.329CAR
39.3Drawdown
-2.45Loss Rate
0Parameters
1Security Types
3837Tradeable Dates
89Trades
0.279Treynor Ratio
12.35Win Rate
204.004Net Profit
1.834PSR
0.559Sharpe Ratio
0.035Alpha
0.297Beta
7.62CAR
26.7Drawdown
-0.81Loss Rate
26Parameters
1Security Types
0.737Sortino Ratio
3810Tradeable Dates
652Trades
0.194Treynor Ratio
0.64Win Rate
678.891Net Profit
20.752PSR
0.867Sharpe Ratio
0.106Alpha
0.047Beta
14.953CAR
19.4Drawdown
-1.09Loss Rate
0Parameters
1Security Types
1.218Sortino Ratio
3706Tradeable Dates
231Trades
2.349Treynor Ratio
5.09Win Rate
1554.432Net Profit
68.246PSR
1.184Sharpe Ratio
0.14Alpha
0.123Beta
21.002CAR
19.4Drawdown
-0.75Loss Rate
0Parameters
1Security Types
1.726Sortino Ratio
3705Tradeable Dates
151Trades
1.215Treynor Ratio
6.7Win Rate
Community
View MoreTristan started the discussion Business Cycle Sector Timing
I'm a big fan of David Varadi of CSSA, he has come up with creative and thoughtful indicators....
Tristan left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Simon David
Tristan left a comment in the discussion Hybrid Asset Allocation
One correction is to replace offensive assets with cash if their momentum values are negative....
Tristan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jack Pizza , I see. The attached has an additional SMA check that can flip an “in” flag to...
712.114Net Profit
0.05PSR
0.456Sharpe Ratio
0.032Alpha
0.785Beta
9.24CAR
51.9Drawdown
-2.57Loss Rate
9Parameters
1Security Types
5958Tradeable Dates
888Trades
0.101Treynor Ratio
2.7Win Rate
904.191Net Profit
30.71PSR
0.944Sharpe Ratio
0.086Alpha
0.426Beta
16.329CAR
39.3Drawdown
-2.45Loss Rate
0Parameters
1Security Types
3837Tradeable Dates
89Trades
0.279Treynor Ratio
12.35Win Rate
204.004Net Profit
1.834PSR
0.559Sharpe Ratio
0.035Alpha
0.297Beta
7.62CAR
26.7Drawdown
-0.81Loss Rate
26Parameters
1Security Types
0.737Sortino Ratio
3810Tradeable Dates
652Trades
0.194Treynor Ratio
0.64Win Rate
678.891Net Profit
20.752PSR
0.867Sharpe Ratio
0.106Alpha
0.047Beta
14.953CAR
19.4Drawdown
-1.09Loss Rate
0Parameters
1Security Types
1.218Sortino Ratio
3706Tradeable Dates
231Trades
2.349Treynor Ratio
5.09Win Rate
1554.432Net Profit
68.246PSR
1.184Sharpe Ratio
0.14Alpha
0.123Beta
21.002CAR
19.4Drawdown
-0.75Loss Rate
0Parameters
1Security Types
1.726Sortino Ratio
3705Tradeable Dates
151Trades
1.215Treynor Ratio
6.7Win Rate
139.138Net Profit
33.284PSR
0.904Sharpe Ratio
0.078Alpha
0.101Beta
12.029CAR
14.1Drawdown
-0.52Loss Rate
44Parameters
1Security Types
1.227Sortino Ratio
1932Tradeable Dates
218Trades
0.855Treynor Ratio
1.4Win Rate
4763.977Net Profit
95.639PSR
1.531Sharpe Ratio
0.205Alpha
0.232Beta
32.153CAR
19.4Drawdown
-2.7Loss Rate
0Parameters
1Security Types
2.536Sortino Ratio
3507Tradeable Dates
65Trades
0.972Treynor Ratio
16.05Win Rate
222.496Net Profit
0.242PSR
0.421Sharpe Ratio
0.031Alpha
0.426Beta
5.528CAR
32.8Drawdown
33Loss Rate
6Parameters
1Security Types
0.1856Sortino Ratio
5471Tradeable Dates
520Trades
0.164Treynor Ratio
67Win Rate
5.193Net Profit
26.819PSR
0.687Sharpe Ratio
0.012Alpha
0.012Beta
1.711CAR
2.8Drawdown
-0.33Loss Rate
11Parameters
1Security Types
1.121Sortino Ratio
929Tradeable Dates
71Trades
0.93Treynor Ratio
0.62Win Rate
1665.916Net Profit
99.062PSR
1.859Sharpe Ratio
0.254Alpha
0.072Beta
24.946CAR
15.7Drawdown
25Loss Rate
15Parameters
1Security Types
1.6295Sortino Ratio
3247Tradeable Dates
230Trades
3.645Treynor Ratio
75Win Rate
1771.16Net Profit
99.327PSR
1.902Sharpe Ratio
0.26Alpha
0.068Beta
25.539CAR
16.5Drawdown
27Loss Rate
26Parameters
1Security Types
1.6267Sortino Ratio
3243Tradeable Dates
224Trades
3.924Treynor Ratio
73Win Rate
1Parameters
0Security Types
22Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1307Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
195.942Net Profit
0.865Sharpe Ratio
0.007Alpha
0.812Beta
11.454CAR
22.1Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
2516Tradeable Dates
2Trades
0.142Treynor Ratio
0Win Rate
208.862Net Profit
0.752Sharpe Ratio
0.217Alpha
-4.769Beta
11.41CAR
29Drawdown
45Loss Rate
2Parameters
1Security Types
0.0681Sortino Ratio
2625Tradeable Dates
5249Trades
-0.025Treynor Ratio
55Win Rate
Tristan started the discussion Business Cycle Sector Timing
I'm a big fan of David Varadi of CSSA, he has come up with creative and thoughtful indicators....
Tristan left a comment in the discussion Hybrid Asset Allocation
Hi jam ,
Tristan left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Simon David
Tristan left a comment in the discussion Hybrid Asset Allocation
One correction is to replace offensive assets with cash if their momentum values are negative....
Tristan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jack Pizza , I see. The attached has an additional SMA check that can flip an “in” flag to...
Tristan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jack Pizza ,
Tristan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
In/out with relative momentum attached. This combines the in/out trigger with Bold Asset...
Tristan started the discussion Who's Wrong - Me or Amibroker?
I've been exploring mean reversion strategies to diversify from the trend following algos I tend to...
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Tristan left a comment in the discussion Hybrid Asset Allocation
Hi jam ,
1 years ago