Vladimir
Quant PRO
Date Joined
1st March, 2015
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-24 05:29:05
Chatter Box
Leave at least 100 comments on community posts.
2021-01-04 20:04:56
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-01 00:53:53
Cloner
Clone at least 100 algorithms from the community.
2020-11-26 04:31:04
C# Programming
Choose C# as your preferred programming language.
2021-06-17 21:22:28
Python Programming
Choose Python as your preferred programming language.
2019-11-02 20:15:40
Popular
Receive at least 10 upvotes from different users in the community.
2020-12-15 15:40:50
Bug Hunter
Report at least 10 bugs to QuantConnect.
2021-12-10 00:02:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-17 23:36:00
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-11-18 00:20:47
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2021-08-05 14:27:37
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2021-08-06 13:40:21
Alpha Streams Master
Have at least 10 Alpha Stream submissions approved.
2021-10-29 22:53:41
Outstanding Community Service
Awarded by administrators for outstanding voluntary support of other community members.
2021-05-05 22:43:16
- 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 (344)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
65Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
65Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
268.05Net Profit
43.039PSR
1.035Sharpe Ratio
0.099Alpha
1.206Beta
29.717CAR
33.6Drawdown
-0.04Loss Rate
10Parameters
0Security Types
0.714Sortino Ratio
0Tradeable Dates
600Trades
0.188Treynor Ratio
0.49Win Rate
167.591Net Profit
15.53PSR
0.68Sharpe Ratio
0.089Alpha
1.166Beta
21.446CAR
45.5Drawdown
-0.99Loss Rate
7Parameters
0Security Types
0.909Sortino Ratio
0Tradeable Dates
825Trades
0.162Treynor Ratio
0.89Win Rate
-1.568Net Profit
15.674PSR
-0.192Sharpe Ratio
-0.012Alpha
0.024Beta
-3.127CAR
6.5Drawdown
-0.82Loss Rate
7Parameters
0Security Types
-0.321Sortino Ratio
125Tradeable Dates
112Trades
-0.73Treynor Ratio
0.78Win Rate
Community
View MoreVladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Do we need to explicitly add Security to calculate automatic EMA values?
Log Up
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
65Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
65Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
268.05Net Profit
43.039PSR
1.035Sharpe Ratio
0.099Alpha
1.206Beta
29.717CAR
33.6Drawdown
-0.04Loss Rate
10Parameters
0Security Types
0.714Sortino Ratio
0Tradeable Dates
600Trades
0.188Treynor Ratio
0.49Win Rate
167.591Net Profit
15.53PSR
0.68Sharpe Ratio
0.089Alpha
1.166Beta
21.446CAR
45.5Drawdown
-0.99Loss Rate
7Parameters
0Security Types
0.909Sortino Ratio
0Tradeable Dates
825Trades
0.162Treynor Ratio
0.89Win Rate
-1.568Net Profit
15.674PSR
-0.192Sharpe Ratio
-0.012Alpha
0.024Beta
-3.127CAR
6.5Drawdown
-0.82Loss Rate
7Parameters
0Security Types
-0.321Sortino Ratio
125Tradeable Dates
112Trades
-0.73Treynor Ratio
0.78Win Rate
16.937Net Profit
88.03PSR
8.536Sharpe Ratio
3.012Alpha
-0.625Beta
585.527CAR
5.7Drawdown
-0.45Loss Rate
5Parameters
0Security Types
25.025Sortino Ratio
20Tradeable Dates
53Trades
-5.04Treynor Ratio
1.31Win Rate
1.576Net Profit
15.213PSR
0.149Sharpe Ratio
0.013Alpha
0.655Beta
1.568CAR
18.7Drawdown
-7.47Loss Rate
7Parameters
0Security Types
0.058Sortino Ratio
0Tradeable Dates
21Trades
0.036Treynor Ratio
2.2Win Rate
108.631Net Profit
92.928PSR
23.75Sharpe Ratio
18.204Alpha
-2.235Beta
6985.446CAR
22.5Drawdown
0Loss Rate
5Parameters
0Security Types
142.727Sortino Ratio
54Tradeable Dates
1Trades
-8.081Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
435Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
85.071Net Profit
96.672PSR
2.008Sharpe Ratio
0.192Alpha
-0.002Beta
28.019CAR
10.3Drawdown
56Loss Rate
10Parameters
1Security Types
0.024Sortino Ratio
627Tradeable Dates
8235Trades
-86.789Treynor Ratio
44Win Rate
5.444Net Profit
0PSR
80.999Sharpe Ratio
47.337Alpha
-0.649Beta
12513.367CAR
4.3Drawdown
-0.08Loss Rate
4Parameters
0Security Types
542.098Sortino Ratio
4Tradeable Dates
142Trades
-73.592Treynor Ratio
0.76Win Rate
20.431Net Profit
66.445PSR
1.751Sharpe Ratio
0.293Alpha
-0.178Beta
47.488CAR
13.9Drawdown
-0.91Loss Rate
3Parameters
0Security Types
3.563Sortino Ratio
120Tradeable Dates
115Trades
-1.867Treynor Ratio
1.53Win Rate
14.775Net Profit
99.96PSR
281.199Sharpe Ratio
0Alpha
0Beta
53670.962CAR
4Drawdown
-0.39Loss Rate
9Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
29Trades
0Treynor Ratio
1.77Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1350Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
15.895Net Profit
67.034PSR
1.37Sharpe Ratio
0.086Alpha
-0.055Beta
11.768CAR
4.1Drawdown
-0.08Loss Rate
10Parameters
0Security Types
3.143Sortino Ratio
0Tradeable Dates
1335Trades
-1.496Treynor Ratio
0.13Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
17Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
113.987Net Profit
14.063PSR
0.637Sharpe Ratio
0.025Alpha
1.049Beta
16.414CAR
31.9Drawdown
-0.06Loss Rate
11Parameters
0Security Types
0.526Sortino Ratio
0Tradeable Dates
4096Trades
0.127Treynor Ratio
0.08Win Rate
6.043Net Profit
32.006PSR
0.461Sharpe Ratio
0.372Alpha
0.69Beta
13.686CAR
23.1Drawdown
-8.27Loss Rate
8Parameters
0Security Types
0.426Sortino Ratio
115Tradeable Dates
14Trades
0.233Treynor Ratio
19.13Win Rate
-0.054Net Profit
0PSR
-9.007Sharpe Ratio
0.001Alpha
-0.755Beta
-4.808CAR
0.3Drawdown
0Loss Rate
47Parameters
0Security Types
-1.831Sortino Ratio
2Tradeable Dates
6Trades
0.046Treynor Ratio
0Win Rate
433.456Net Profit
93.723PSR
4.811Sharpe Ratio
2.709Alpha
-0.066Beta
426.72CAR
33.8Drawdown
-5.17Loss Rate
8Parameters
0Security Types
4.173Sortino Ratio
367Tradeable Dates
260Trades
-41.038Treynor Ratio
5.1Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
115Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
115Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
10Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
12.126Net Profit
42.154PSR
0.889Sharpe Ratio
0.058Alpha
0.033Beta
8.223CAR
5.4Drawdown
49Loss Rate
14Parameters
1Security Types
0.0995Sortino Ratio
364Tradeable Dates
45Trades
1.767Treynor Ratio
51Win Rate
4.674Net Profit
15.423PSR
0.408Sharpe Ratio
0.005Alpha
0.132Beta
2.276CAR
5.4Drawdown
52Loss Rate
6Parameters
1Security Types
0.5599Sortino Ratio
512Tradeable Dates
111Trades
0.125Treynor Ratio
48Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
435Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
435Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.199Net Profit
0PSR
-20.351Sharpe Ratio
-0.264Alpha
-0.092Beta
-21.553CAR
0.2Drawdown
-0.01Loss Rate
3Parameters
0Security Types
-30.616Sortino Ratio
3Tradeable Dates
26Trades
1.982Treynor Ratio
0.01Win Rate
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
Vladimir left a comment in the discussion Do we need to explicitly add Security to calculate automatic EMA values?
Log Up
Vladimir left a comment in the discussion Do we need to explicitly add Security to calculate automatic EMA values?
Log Up
Vladimir started the discussion OperationRatios.ROE
I was trying to filter the top_roe stocks in the commented part of the attached backtest.
Vladimir started the discussion StandardDeviation test
Is there any explanation for when we can use indicators with long names (StandardDeviation) and...
Vladimir started the discussion Comparison of QC MOMP with momentum calculated using self.History.
I use many of return indicators in my algorithms.Here is a test that compares QC MOMP and momentum...
Vladimir started the discussion About TradeBarConsolidator
I want to calculate my custom indicator based on a bar over two market days and want this data to...
Vladimir started the discussion Finite Impulse Response Synthesized Filters (TATL, FATL, SATL)
Inspired by my friend and colleague Aleksandr Temesov Ph.D. in digital signal processing, who...
Vladimir started the discussion Bootcamp strategy
How do I correctly add manually selected BONDS to the trading list of this Bootcamp strategy?
Vladimir started the discussion Finding Risk-Factors ... Without Using Old Data
Here is an abstract from an interesting article by Siddhartha Chiba, Lingxiao Zhao, Guofu Zhou...
Vladimir started the discussion Correlation matrix of daily returns across multiple projects.
Can anyone share a notebook with a correlation matrix of daily returns across multiple projects.
Vladimir started the discussion About demo algorithm 12044
Warad Kabade has kindly posted a demo algorithm 12044 here.
Vladimir started the discussion Epanechnikov kernel custom indicator
Here is my attempt to create custom indicator based on second order Epanechnikov kernel, described...
Vladimir started the discussion NVDA prices
NVDA prices - missed split adjustment.
Vladimir started the discussion ETFConstituentsUniverse
Ollie Hooper opened the very promising thread "Creating our own Index Fund!" the discussion
Vladimir started the discussion Transition from Quantopian to QuantConnect.
We’d like to ease your transition from Quantopian to QuantConnect.Once done our support team can...
Vladimir started the discussion Dual Momentum Technology ETF
I used this Dual Momentum setup to select ETFs in the "DUAL MOMENTUM IN OUT" strategy.This is how...
Vladimir started the discussion Thanks to the QC Team.
I see valuable additions to the "results".
QuantConnect™ 2024. All Rights Reserved
Vladimir left a comment in the discussion Incorrect Minimum indicator value
Log Up
2 years ago