Vytautas Zukauskas
Quant
Date Joined
24th March, 2023
Bootcamp progress
16% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-07-11 13:59:45
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-05-22 12:18:41
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-05-24 11:16:26
Parallel Live Trading
Run multiple live algorithms simultaneously.
2023-07-28 19:08:43
Python Programming
Choose Python as your preferred programming language.
2023-03-24 09:19:31
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-04-27 11:01:05
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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 More-9.044Net Profit
2.164PSR
-1.423Sharpe Ratio
-0.131Alpha
-0.058Beta
-20.398CAR
14.9Drawdown
-0.47Loss Rate
12Parameters
0Security Types
126Tradeable Dates
62Trades
2.449Treynor Ratio
9.09Win Rate
Community
View MoreVytautas started the discussion Buy futures from consolidation of index
Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...
Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model
Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...
Vytautas started the discussion Managing multiple independent Alpha Models
Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...
Vytautas started the discussion Limit Order Working Shady On Hybrid Framework
Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...
-9.044Net Profit
2.164PSR
-1.423Sharpe Ratio
-0.131Alpha
-0.058Beta
-20.398CAR
14.9Drawdown
-0.47Loss Rate
12Parameters
0Security Types
126Tradeable Dates
62Trades
2.449Treynor Ratio
9.09Win Rate
Vytautas started the discussion Buy futures from consolidation of index
Hi,I create 15 min SPX Index consolidation and based on this data try to buy SP500EMini.My code not...
Vytautas started the discussion Multi timeframe; Multi alphas; Multi symbol model
Hi, I've been digging into creating very hybrid models consisting of multiple alpha models, each...
Vytautas started the discussion Managing multiple independent Alpha Models
Hi, what is the best way to manage orders from multiple alpha models that are independent? Problem:...
Vytautas started the discussion Limit Order Working Shady On Hybrid Framework
Hey,I am creating a hybrid framework algorithm and so far it works as expected until I try to add a...
Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Mia, could you give please an example of a more complex portfolio construction model which can...
Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Source model is really okay, I can return insight with the source model simply by writing...
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Vytautas left a comment in the discussion Managing multiple independent Alpha Models
Mia, could you give please an example of a more complex portfolio construction model which can...
1 years ago