Wally Tung
Quant
Date Joined
15th September, 2017
Bootcamp progress
46% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-15 03:30:59
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-20 04:59:03
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-05-11 15:33:40
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-06-30 02:22:40
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-07-02 12:13:21
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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 (3)
View More0.114Net Profit
2.972Sharpe Ratio
0Alpha
6.959Beta
15.817CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.01Treynor Ratio
0Win Rate
-3.846Net Profit
-7.486Sharpe Ratio
2.105Alpha
-262.275Beta
-92.001CAR
12.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
1Trades
0.009Treynor Ratio
0Win Rate
1718.611Net Profit
7.932Sharpe Ratio
1387.097Alpha
-17050.917Beta
7.9228162514264E+28CAR
11.7Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
1Trades
-0.064Treynor Ratio
0Win Rate
Community
View MoreWally started the discussion Parse Error on custom data
Hi all,
Wally started the discussion Using Consolidator and EMA for Quandl Data
Hi all,
Wally started the discussion Understanding Quandl Data Dates
Hi all,
Wally started the discussion Runtime Error: A data subscription for type 'PythonQuandl' was not found.
Hi all,
Wally started the discussion Persistence for algorithm state
Hi all,
0.114Net Profit
2.972Sharpe Ratio
0Alpha
6.959Beta
15.817CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
2Trades
0.01Treynor Ratio
0Win Rate
-3.846Net Profit
-7.486Sharpe Ratio
2.105Alpha
-262.275Beta
-92.001CAR
12.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
1Trades
0.009Treynor Ratio
0Win Rate
1718.611Net Profit
7.932Sharpe Ratio
1387.097Alpha
-17050.917Beta
7.9228162514264E+28CAR
11.7Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
1Trades
-0.064Treynor Ratio
0Win Rate
Wally started the discussion Parse Error on custom data
Hi all,
Wally started the discussion Using Consolidator and EMA for Quandl Data
Hi all,
Wally started the discussion Understanding Quandl Data Dates
Hi all,
Wally started the discussion Runtime Error: A data subscription for type 'PythonQuandl' was not found.
Hi all,
Wally started the discussion Persistence for algorithm state
Hi all,
Wally started the discussion After Hours Trading
Hi all,
Wally left a comment in the discussion TVIX incorrect split, Minute The issue starts from Jun 7th, 2018 09:30 AM; and continues until Jun 10th, 2018 10:00 AM
Hi JayJayD,
Wally left a comment in the discussion TVIX incorrect split, Minute The issue starts from Jun 7th, 2018 09:30 AM; and continues until Jun 10th, 2018 10:00 AM
What is the fix here? @JayJayD
Wally left a comment in the discussion Understanding Quandl Data Dates
Thanks for the reply. That was very helpful. The only problem now is SetWarmUp line 19 and I am...
Wally left a comment in the discussion Understanding Quandl Data Dates
Also, if the data is coming in from Tue. to Sat onData(). Why the data is missing on 2018-1-6,...
Wally left a comment in the discussion Understanding Quandl Data Dates
That explains the behavior of it. Doesn't it make more sense of having:
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Wally left a comment in the discussion After Hours Trading
Thank you, Jing!
6 years ago