Warren Harding
Quant
Date Joined
24th April, 2016
Bootcamp progress
36% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-05 07:32:39
Chatter Box
Leave at least 100 comments on community posts.
2018-04-19 11:12:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 17:49:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-03-16 15:07:12
Cloner
Clone at least 100 algorithms from the community.
2018-01-25 01:45:00
C# Programming
Choose C# as your preferred programming language.
2019-02-07 02:16:45
Python Programming
Choose Python as your preferred programming language.
2021-06-17 23:53:29
Popular
Receive at least 10 upvotes from different users in the community.
2018-03-08 21:45:05
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-11 04:06:31
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-06-20 11:20:50
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-05-21 18:04:48
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-08-01 15:16:07
- 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 (55)
View More2542.679Net Profit
93.012PSR
3.976Sharpe Ratio
2.787Alpha
0.723Beta
392.109CAR
46.2Drawdown
-0.87Loss Rate
19Parameters
1Security Types
6.572Sortino Ratio
0Tradeable Dates
4439Trades
4.024Treynor Ratio
1.07Win Rate
2638.789Net Profit
97.193PSR
4.383Sharpe Ratio
2.64Alpha
0.674Beta
417.475CAR
43.5Drawdown
-0.99Loss Rate
18Parameters
1Security Types
9.174Sortino Ratio
0Tradeable Dates
2625Trades
4.096Treynor Ratio
1.46Win Rate
2746.964Net Profit
95.658PSR
3.792Sharpe Ratio
2.233Alpha
0.796Beta
339.968CAR
46.2Drawdown
-0.96Loss Rate
18Parameters
1Security Types
7.344Sortino Ratio
0Tradeable Dates
3005Trades
3Treynor Ratio
1.39Win Rate
13013.014Net Profit
99.953PSR
7.247Sharpe Ratio
4.163Alpha
0.524Beta
766.987CAR
33.8Drawdown
-0.47Loss Rate
16Parameters
1Security Types
14.85Sortino Ratio
0Tradeable Dates
8981Trades
8.133Treynor Ratio
0.59Win Rate
861.987Net Profit
96.936PSR
2.355Sharpe Ratio
0.645Alpha
-0.071Beta
57.24CAR
19.7Drawdown
60Loss Rate
8Parameters
1Security Types
0.1602Sortino Ratio
1258Tradeable Dates
1415Trades
-8.895Treynor Ratio
40Win Rate
Community
View MoreWarren left a comment in the discussion Algo: Flock
The singularity is here. When the cost of software development falls through the floor I might try...
Warren left a comment in the discussion Algo: stochasticShort
Warren left a comment in the discussion What do you think! A penny for your thoughts!
Quantconnect has definitely helped me along the way. After much effort and many backtests I am...
Warren left a comment in the discussion Coding environment 3.0 initialization takes a long time
3.0 wouldn't load for me today either. Must be a significant outage.
2542.679Net Profit
93.012PSR
3.976Sharpe Ratio
2.787Alpha
0.723Beta
392.109CAR
46.2Drawdown
-0.87Loss Rate
19Parameters
1Security Types
6.572Sortino Ratio
0Tradeable Dates
4439Trades
4.024Treynor Ratio
1.07Win Rate
2638.789Net Profit
97.193PSR
4.383Sharpe Ratio
2.64Alpha
0.674Beta
417.475CAR
43.5Drawdown
-0.99Loss Rate
18Parameters
1Security Types
9.174Sortino Ratio
0Tradeable Dates
2625Trades
4.096Treynor Ratio
1.46Win Rate
2746.964Net Profit
95.658PSR
3.792Sharpe Ratio
2.233Alpha
0.796Beta
339.968CAR
46.2Drawdown
-0.96Loss Rate
18Parameters
1Security Types
7.344Sortino Ratio
0Tradeable Dates
3005Trades
3Treynor Ratio
1.39Win Rate
13013.014Net Profit
99.953PSR
7.247Sharpe Ratio
4.163Alpha
0.524Beta
766.987CAR
33.8Drawdown
-0.47Loss Rate
16Parameters
1Security Types
14.85Sortino Ratio
0Tradeable Dates
8981Trades
8.133Treynor Ratio
0.59Win Rate
861.987Net Profit
96.936PSR
2.355Sharpe Ratio
0.645Alpha
-0.071Beta
57.24CAR
19.7Drawdown
60Loss Rate
8Parameters
1Security Types
0.1602Sortino Ratio
1258Tradeable Dates
1415Trades
-8.895Treynor Ratio
40Win Rate
-82.764Net Profit
0PSR
-0.782Sharpe Ratio
-0.197Alpha
-0.137Beta
-29.606CAR
88.8Drawdown
-0.65Loss Rate
5Parameters
0Security Types
-1.422Sortino Ratio
1550Tradeable Dates
1843Trades
1.582Treynor Ratio
0.76Win Rate
-82.764Net Profit
0PSR
-0.782Sharpe Ratio
-0.197Alpha
-0.137Beta
-29.606CAR
88.8Drawdown
-0.65Loss Rate
3Parameters
0Security Types
-1.422Sortino Ratio
1550Tradeable Dates
1843Trades
1.582Treynor Ratio
0.76Win Rate
-38.004Net Profit
0PSR
-2.08Sharpe Ratio
-0.075Alpha
0.051Beta
-9.11CAR
40.1Drawdown
-0.2Loss Rate
6Parameters
0Security Types
-2.992Sortino Ratio
1552Tradeable Dates
2335Trades
-1.453Treynor Ratio
0.18Win Rate
-38.004Net Profit
0PSR
-2.08Sharpe Ratio
-0.075Alpha
0.051Beta
-9.11CAR
40.1Drawdown
-0.2Loss Rate
5Parameters
0Security Types
-2.992Sortino Ratio
1552Tradeable Dates
2335Trades
-1.453Treynor Ratio
0.18Win Rate
176.795Net Profit
33.001PSR
0.908Sharpe Ratio
0.204Alpha
-0.01Beta
22.557CAR
43.6Drawdown
-3.66Loss Rate
7Parameters
0Security Types
1.458Sortino Ratio
1562Tradeable Dates
128Trades
-20.673Treynor Ratio
2.83Win Rate
-78.432Net Profit
0PSR
-0.654Sharpe Ratio
-0.165Alpha
-0.226Beta
-26.383CAR
87Drawdown
-0.7Loss Rate
3Parameters
0Security Types
-1.065Sortino Ratio
1550Tradeable Dates
1970Trades
0.745Treynor Ratio
0.82Win Rate
-42.863Net Profit
0PSR
-1.398Sharpe Ratio
-0.088Alpha
0.19Beta
-10.58CAR
43.6Drawdown
-0.32Loss Rate
5Parameters
0Security Types
-2.015Sortino Ratio
1552Tradeable Dates
2509Trades
-0.448Treynor Ratio
0.29Win Rate
176.795Net Profit
33.001PSR
0.908Sharpe Ratio
0.204Alpha
-0.01Beta
22.557CAR
43.6Drawdown
30Loss Rate
7Parameters
1Security Types
0.2034Sortino Ratio
0Tradeable Dates
128Trades
-20.673Treynor Ratio
70Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
116Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
35.548Net Profit
31.147PSR
0.841Sharpe Ratio
0.045Alpha
-0.003Beta
6.262CAR
8.7Drawdown
-0.04Loss Rate
10Parameters
0Security Types
1.625Sortino Ratio
1827Tradeable Dates
120Trades
-13.904Treynor Ratio
0.18Win Rate
35.548Net Profit
31.147PSR
0.841Sharpe Ratio
0.045Alpha
-0.003Beta
6.262CAR
8.7Drawdown
-0.04Loss Rate
13Parameters
0Security Types
1.625Sortino Ratio
1827Tradeable Dates
120Trades
-13.904Treynor Ratio
0.18Win Rate
14.515Net Profit
5.925PSR
0.378Sharpe Ratio
0.024Alpha
0.003Beta
2.744CAR
16.1Drawdown
-1.66Loss Rate
3Parameters
0Security Types
0.614Sortino Ratio
1562Tradeable Dates
1558Trades
8.136Treynor Ratio
1.48Win Rate
14.515Net Profit
5.925PSR
0.378Sharpe Ratio
0.024Alpha
0.003Beta
2.744CAR
16.1Drawdown
-1.66Loss Rate
3Parameters
0Security Types
0.614Sortino Ratio
1562Tradeable Dates
1558Trades
8.136Treynor Ratio
1.48Win Rate
31.769Net Profit
25.584PSR
0.755Sharpe Ratio
0.047Alpha
0.003Beta
5.667CAR
13Drawdown
30Loss Rate
5Parameters
1Security Types
0.1833Sortino Ratio
1562Tradeable Dates
127Trades
14.051Treynor Ratio
70Win Rate
31.769Net Profit
25.61PSR
0.755Sharpe Ratio
0.047Alpha
0.003Beta
5.67CAR
13Drawdown
30Loss Rate
5Parameters
1Security Types
0.1833Sortino Ratio
1561Tradeable Dates
127Trades
14.069Treynor Ratio
70Win Rate
31.769Net Profit
25.61PSR
0.755Sharpe Ratio
0.047Alpha
0.003Beta
5.67CAR
13Drawdown
30Loss Rate
5Parameters
1Security Types
0.1833Sortino Ratio
1561Tradeable Dates
127Trades
14.069Treynor Ratio
70Win Rate
14.515Net Profit
5.925PSR
0.378Sharpe Ratio
0.024Alpha
0.003Beta
2.744CAR
16.1Drawdown
-1.66Loss Rate
4Parameters
0Security Types
0.614Sortino Ratio
1562Tradeable Dates
1558Trades
8.136Treynor Ratio
1.48Win Rate
10.314Net Profit
3.707PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.98CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1562Tradeable Dates
67Trades
3.879Treynor Ratio
70Win Rate
10.314Net Profit
3.707PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.98CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1562Tradeable Dates
67Trades
3.879Treynor Ratio
70Win Rate
10.309Net Profit
3.705PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.979CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1562Tradeable Dates
67Trades
3.877Treynor Ratio
70Win Rate
10.309Net Profit
3.711PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.98CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1561Tradeable Dates
67Trades
3.88Treynor Ratio
70Win Rate
10.309Net Profit
3.711PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.98CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1561Tradeable Dates
67Trades
3.88Treynor Ratio
70Win Rate
10.309Net Profit
3.711PSR
0.286Sharpe Ratio
0.017Alpha
0.005Beta
1.98CAR
12.5Drawdown
30Loss Rate
5Parameters
1Security Types
0.0721Sortino Ratio
1561Tradeable Dates
67Trades
3.88Treynor Ratio
70Win Rate
1408.893Net Profit
99.465PSR
2.884Sharpe Ratio
0.782Alpha
0.03Beta
72.046CAR
15.2Drawdown
63Loss Rate
9Parameters
1Security Types
0.2011Sortino Ratio
1258Tradeable Dates
1518Trades
26.532Treynor Ratio
37Win Rate
1408.893Net Profit
99.465PSR
2.884Sharpe Ratio
0.782Alpha
0.03Beta
72.046CAR
15.2Drawdown
63Loss Rate
9Parameters
1Security Types
0.2011Sortino Ratio
1258Tradeable Dates
1518Trades
26.532Treynor Ratio
37Win Rate
Warren left a comment in the discussion Algo: Flock
Claude seems to work pretty well. OpenAI's o1 models are getting the best marks on exams from what...
Warren left a comment in the discussion Algo: Flock
The singularity is here. When the cost of software development falls through the floor I might try...
Warren left a comment in the discussion Algo: stochasticShort
Warren left a comment in the discussion What do you think! A penny for your thoughts!
Quantconnect has definitely helped me along the way. After much effort and many backtests I am...
Warren left a comment in the discussion Coding environment 3.0 initialization takes a long time
3.0 wouldn't load for me today either. Must be a significant outage.
Warren left a comment in the discussion Algo: Flock
Hi S.T.E,
Warren started the discussion Algo: Coins, RSI
A simple momentum rotation system for crypto. There's no slippage modelling but the trade...
Warren started the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
As of this writing this algo is ranked #1 and is in the top 1% of the community.
Warren started the discussion History of fundamental data.
I typically 'warmup' my indicators in the OnSecuritiesChanged function when using universes...
Warren started the discussion Time zone question.
When downloading forex trades, what timezone are the timestamps in?
Warren started the discussion Problems with Quandl, Yahoo, Google data importation.
I've tried the "How Do I Import Quandl Data?" and "How Do I Import Yahoo...
Warren started the discussion VIX
Anyone know how to get historical spot VIX in 2017? It looks like they yanked Google and Yahoo from...
Warren started the discussion After hours with IB
If I get a data subscription from IB that includes after hours data, does Quantconnect support...
Warren started the discussion Algo: Changes
This is a price action strategy that uses Quantconnect's universe selection mechanism. There...
Warren started the discussion Performance tip for those coming from Quantopian
I've found Quantconnect's History function to be painfully slow at times. The built in...
Warren started the discussion Live trading and fundamental data
According to your Data Library page on morningstar fundamentals, there is no support for using...
Warren started the discussion Daily and minute data in same algo.
If I'm using a universe set to Minute, can I call the history function with resolution Daily?
Warren started the discussion Detect if Algorithm is Live Trading
Is there any way to tell from within a script if the strategy is being backtested or traded live?
Warren started the discussion Am I #1? Funding, Modeling Issue
Here's a screenshot of my backtest. Is it supposed to say #1? it says I came in at #0.
Warren started the discussion Upgrade account
Backtest queue's are very slow. Is there any type of premium service that will eliminate the wait...
Warren started the discussion Bounce Strategy
Although the compounding annual return is 2421.010% for the January to April of 2016 period, it...
Warren started the discussion Bug in LEAN?
I suspect this is not from my code. The code attached reproduces the bug on my machine.
Warren started the discussion Total Equity
I didn't see a TotalEquity in the Portfolio class. Did I miss it? How can I get my total equity?
Warren started the discussion Broken link
If you go here: https://www.quantconnect.com/lean/docs#topic16.html
Warren started the discussion My backtesting is down
It's been down all night. It just says it's queueing and hangs there :(
Warren started the discussion Varying backtest results
Any idea why the results of backtesting this come out different every time? I have another...
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Warren left a comment in the discussion Algo: Flock
Claude seems to work pretty well. OpenAI's o1 models are getting the best marks on exams from what...
2 months ago