Wei Chian Ong
Quant
Date Joined
6th March, 2018
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-07-10 10:31:34
Python Programming
Choose Python as your preferred programming language.
2018-03-06 18:05:53
- 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 (5)
View More1Security Types
2140Tradeable Dates
1429.023Net Profit
0.98Sharpe Ratio
0.216Alpha
-2.527Beta
21.214CAR
31.3Drawdown
31Loss Rate
1Security Types
0.17720055404769Sortino Ratio
3565Tradeable Dates
1962Trades
-0.069Treynor Ratio
69Win Rate
19.398Net Profit
0.558Sharpe Ratio
0.044Alpha
-0.093Beta
4.032CAR
12.2Drawdown
54Loss Rate
1Security Types
0.49442482132944Sortino Ratio
951Tradeable Dates
83Trades
-0.453Treynor Ratio
46Win Rate
18.379Net Profit
0.75Sharpe Ratio
0.186Alpha
-3.703Beta
14.426CAR
17Drawdown
32Loss Rate
1Security Types
0.12530222799599Sortino Ratio
314Tradeable Dates
178Trades
-0.034Treynor Ratio
68Win Rate
211.582Net Profit
0.77Sharpe Ratio
0.303Alpha
-8.184Beta
19.116CAR
46.6Drawdown
55Loss Rate
1Security Types
0.047460928676773Sortino Ratio
3290Tradeable Dates
9981Trades
-0.021Treynor Ratio
45Win Rate
Community
View MoreWei started the discussion Does self.SetHoldings() require a string or a Security object?
I'm a little confused by some of the documentation (trading-and-orders) and I was hoping...
Wei started the discussion List of all properties for coarse and fine selection
Could someone tell me a link where I might be able to find all the properties that exist in coarse...
Wei started the discussion Using universe selection and indicators together
I'm looking at the documentation for use of indicators, and it's well put...
Wei left a comment in the discussion Using universe selection and indicators together
That makes perfect sense to me thank you. Since universe selection is triggered only once every...
1Security Types
2140Tradeable Dates
1429.023Net Profit
0.98Sharpe Ratio
0.216Alpha
-2.527Beta
21.214CAR
31.3Drawdown
31Loss Rate
1Security Types
0.17720055404769Sortino Ratio
3565Tradeable Dates
1962Trades
-0.069Treynor Ratio
69Win Rate
19.398Net Profit
0.558Sharpe Ratio
0.044Alpha
-0.093Beta
4.032CAR
12.2Drawdown
54Loss Rate
1Security Types
0.49442482132944Sortino Ratio
951Tradeable Dates
83Trades
-0.453Treynor Ratio
46Win Rate
18.379Net Profit
0.75Sharpe Ratio
0.186Alpha
-3.703Beta
14.426CAR
17Drawdown
32Loss Rate
1Security Types
0.12530222799599Sortino Ratio
314Tradeable Dates
178Trades
-0.034Treynor Ratio
68Win Rate
211.582Net Profit
0.77Sharpe Ratio
0.303Alpha
-8.184Beta
19.116CAR
46.6Drawdown
55Loss Rate
1Security Types
0.047460928676773Sortino Ratio
3290Tradeable Dates
9981Trades
-0.021Treynor Ratio
45Win Rate
Wei started the discussion Does self.SetHoldings() require a string or a Security object?
I'm a little confused by some of the documentation (trading-and-orders) and I was hoping...
Wei started the discussion List of all properties for coarse and fine selection
Could someone tell me a link where I might be able to find all the properties that exist in coarse...
Wei started the discussion Using universe selection and indicators together
I'm looking at the documentation for use of indicators, and it's well put...
Wei left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
I think I kept getting the same Nick and I wasn't sure why either. I deleted the code for the...
Wei left a comment in the discussion Using universe selection and indicators together
That makes perfect sense to me thank you. Since universe selection is triggered only once every...
Wei left a comment in the discussion Using universe selection and indicators together
Thank you Gurumeher, that is very helpful. If I'm using a monthly rebalancing strategy, with a...
Wei left a comment in the discussion List of all properties for coarse and fine selection
Sorry for yet another follow up question, but I've managed to find 2 similar algorithms and was...
Wei left a comment in the discussion List of all properties for coarse and fine selection
Thanks Jared, that's exactly what I was looking for.
Wei left a comment in the discussion List of all properties for coarse and fine selection
Thank you Gurumeher for the explanation and for updating the documentation. Sorry, just one follow...
QuantConnect™ 2024. All Rights Reserved
Wei left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
I think I kept getting the same Nick and I wasn't sure why either. I deleted the code for the...
6 years ago