William Patterson
Quant
Date Joined
10th March, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-02-16 16:24:09
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 01:14:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-03-25 20:39:58
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-06-18 17:39:36
Cloner
Clone at least 100 algorithms from the community.
2018-02-11 03:48:11
Popular
Receive at least 10 upvotes from different users in the community.
2018-06-13 10:48:53
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
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Public Backtests (53)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2615Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
161.36Net Profit
0.625Sharpe Ratio
-0.055Alpha
5.403Beta
5.066CAR
15.7Drawdown
50Loss Rate
1Security Types
-0.16785694387213Sortino Ratio
4639Tradeable Dates
30Trades
0.01Treynor Ratio
50Win Rate
169.964Net Profit
3.905Sharpe Ratio
1.802Alpha
1.302Beta
879.22CAR
16Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
109Tradeable Dates
9Trades
1.548Treynor Ratio
100Win Rate
249.288Net Profit
1.288Sharpe Ratio
0.015Alpha
3.466Beta
8.585CAR
7.5Drawdown
26Loss Rate
1Security Types
1.1573831173983Sortino Ratio
3819Tradeable Dates
319Trades
0.024Treynor Ratio
74Win Rate
252.371Net Profit
1.294Sharpe Ratio
0.016Alpha
3.418Beta
8.654CAR
7.5Drawdown
26Loss Rate
1Security Types
1.2403459474143Sortino Ratio
3817Tradeable Dates
324Trades
0.024Treynor Ratio
74Win Rate
Community
View MoreWilliam started the discussion Hurst Exponent and Stable Alpha Distribution
I was inspired to start programming this after reading this article: "Can Asset Bubbles be...
William left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Agreed! I'm planning on working on it when I get some free time to dedicate to it! The place I...
William left a comment in the discussion Elo Ranking System
That looks really interesting Chris J.T. Auld , definitely going to take a look into that!
William left a comment in the discussion The "correct" way to simulate high leverage
I believe it is
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2615Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
161.36Net Profit
0.625Sharpe Ratio
-0.055Alpha
5.403Beta
5.066CAR
15.7Drawdown
50Loss Rate
1Security Types
-0.16785694387213Sortino Ratio
4639Tradeable Dates
30Trades
0.01Treynor Ratio
50Win Rate
169.964Net Profit
3.905Sharpe Ratio
1.802Alpha
1.302Beta
879.22CAR
16Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
109Tradeable Dates
9Trades
1.548Treynor Ratio
100Win Rate
249.288Net Profit
1.288Sharpe Ratio
0.015Alpha
3.466Beta
8.585CAR
7.5Drawdown
26Loss Rate
1Security Types
1.1573831173983Sortino Ratio
3819Tradeable Dates
319Trades
0.024Treynor Ratio
74Win Rate
252.371Net Profit
1.294Sharpe Ratio
0.016Alpha
3.418Beta
8.654CAR
7.5Drawdown
26Loss Rate
1Security Types
1.2403459474143Sortino Ratio
3817Tradeable Dates
324Trades
0.024Treynor Ratio
74Win Rate
247.645Net Profit
1.284Sharpe Ratio
0.015Alpha
3.465Beta
8.56CAR
7.5Drawdown
26Loss Rate
1Security Types
1.1570121344023Sortino Ratio
3815Tradeable Dates
318Trades
0.024Treynor Ratio
74Win Rate
247.645Net Profit
1.284Sharpe Ratio
0.015Alpha
3.465Beta
8.56CAR
7.5Drawdown
26Loss Rate
1Security Types
1.1570121344023Sortino Ratio
3815Tradeable Dates
318Trades
0.024Treynor Ratio
74Win Rate
-17.466Net Profit
-5.906Sharpe Ratio
-0.357Alpha
-46.984Beta
-77.48CAR
19.5Drawdown
58Loss Rate
1Security Types
-2.1099168080452Sortino Ratio
47Tradeable Dates
77Trades
0.021Treynor Ratio
42Win Rate
451.332Net Profit
0.848Sharpe Ratio
0.229Alpha
-7.402Beta
12.835CAR
30.4Drawdown
20Loss Rate
1Security Types
0.31607277070638Sortino Ratio
3556Tradeable Dates
240Trades
-0.015Treynor Ratio
80Win Rate
151.943Net Profit
0.636Sharpe Ratio
0.113Alpha
-3.637Beta
6.302CAR
14.4Drawdown
47Loss Rate
1Security Types
1.6350640705346Sortino Ratio
3804Tradeable Dates
383Trades
-0.015Treynor Ratio
53Win Rate
468.426Net Profit
0.793Sharpe Ratio
0.241Alpha
-7.743Beta
13.531CAR
24.4Drawdown
37Loss Rate
1Security Types
0.029635942836421Sortino Ratio
3444Tradeable Dates
1752Trades
-0.015Treynor Ratio
63Win Rate
195.128Net Profit
0.745Sharpe Ratio
0.145Alpha
-4.675Beta
8.224CAR
17.8Drawdown
38Loss Rate
1Security Types
0.048169417488408Sortino Ratio
3444Tradeable Dates
2481Trades
-0.015Treynor Ratio
62Win Rate
1448.506Net Profit
0.978Sharpe Ratio
0.381Alpha
-12.257Beta
22.151CAR
35.3Drawdown
47Loss Rate
1Security Types
0.064084766186205Sortino Ratio
3444Tradeable Dates
2876Trades
-0.015Treynor Ratio
53Win Rate
295.083Net Profit
0.918Sharpe Ratio
0.183Alpha
-5.867Beta
10.554CAR
18.3Drawdown
47Loss Rate
1Security Types
0.062078378078096Sortino Ratio
3444Tradeable Dates
3883Trades
-0.015Treynor Ratio
53Win Rate
613.146Net Profit
0.795Sharpe Ratio
0.276Alpha
-8.878Beta
15.427CAR
28.8Drawdown
48Loss Rate
1Security Types
0.21752156638386Sortino Ratio
3444Tradeable Dates
1465Trades
-0.015Treynor Ratio
52Win Rate
426.465Net Profit
0.781Sharpe Ratio
0.23Alpha
-7.39Beta
12.897CAR
20.9Drawdown
42Loss Rate
1Security Types
0.03110567235124Sortino Ratio
3444Tradeable Dates
1102Trades
-0.015Treynor Ratio
58Win Rate
311.344Net Profit
0.846Sharpe Ratio
0.19Alpha
-6.112Beta
10.878CAR
18.9Drawdown
48Loss Rate
1Security Types
0.25132725053522Sortino Ratio
3445Tradeable Dates
776Trades
-0.015Treynor Ratio
52Win Rate
311.344Net Profit
0.846Sharpe Ratio
0.19Alpha
-6.112Beta
10.878CAR
18.9Drawdown
48Loss Rate
1Security Types
0.25132725053522Sortino Ratio
3445Tradeable Dates
776Trades
-0.015Treynor Ratio
52Win Rate
-14.712Net Profit
-1.324Sharpe Ratio
-0.226Alpha
4.68Beta
-17.764CAR
21.1Drawdown
52Loss Rate
1Security Types
-0.028247298298676Sortino Ratio
629Tradeable Dates
10001Trades
-0.032Treynor Ratio
48Win Rate
17.496Net Profit
9.211Sharpe Ratio
5.62Alpha
-133.464Beta
6511.615CAR
6.3Drawdown
36Loss Rate
1Security Types
0.71980580849055Sortino Ratio
8Tradeable Dates
22Trades
-0.026Treynor Ratio
64Win Rate
88.841Net Profit
1.051Sharpe Ratio
0.033Alpha
0.307Beta
8.342CAR
10.7Drawdown
42Loss Rate
1Security Types
0.828173269547Sortino Ratio
1996Tradeable Dates
440Trades
0.22Treynor Ratio
58Win Rate
3.282Net Profit
0.592Sharpe Ratio
0.03Alpha
-0.038Beta
3.559CAR
2.6Drawdown
82Loss Rate
1Security Types
0.27780950962883Sortino Ratio
287Tradeable Dates
76Trades
-0.669Treynor Ratio
18Win Rate
248.613Net Profit
0.648Sharpe Ratio
0.053Alpha
0.461Beta
10.2CAR
25Drawdown
63Loss Rate
1Security Types
0.90313629504365Sortino Ratio
3235Tradeable Dates
127Trades
0.193Treynor Ratio
37Win Rate
383.701Net Profit
1.037Sharpe Ratio
0.23Alpha
0.056Beta
31.304CAR
32.9Drawdown
37Loss Rate
1Security Types
0.27531926773806Sortino Ratio
556Tradeable Dates
990Trades
4.26Treynor Ratio
63Win Rate
383.701Net Profit
1.037Sharpe Ratio
0.23Alpha
0.056Beta
31.304CAR
32.9Drawdown
37Loss Rate
1Security Types
0.27531926773806Sortino Ratio
556Tradeable Dates
990Trades
4.26Treynor Ratio
63Win Rate
135.349Net Profit
0.659Sharpe Ratio
0.021Alpha
0.325Beta
5.795CAR
25Drawdown
42Loss Rate
1Security Types
0.1540520764488Sortino Ratio
3824Tradeable Dates
814Trades
0.15Treynor Ratio
58Win Rate
1052.377Net Profit
1.116Sharpe Ratio
0.398Alpha
0.052Beta
54.843CAR
50.5Drawdown
36Loss Rate
1Security Types
0.34617423661696Sortino Ratio
493Tradeable Dates
887Trades
7.774Treynor Ratio
64Win Rate
219.027Net Profit
1.121Sharpe Ratio
0.127Alpha
-0.014Beta
18.734CAR
11.9Drawdown
47Loss Rate
1Security Types
0.14016040857848Sortino Ratio
2090Tradeable Dates
2097Trades
-9.182Treynor Ratio
53Win Rate
-11.738Net Profit
-0.497Sharpe Ratio
-0.046Alpha
0.007Beta
-6.873CAR
16.9Drawdown
78Loss Rate
1Security Types
-0.32256565951182Sortino Ratio
543Tradeable Dates
66Trades
-6.596Treynor Ratio
22Win Rate
190.11Net Profit
0.758Sharpe Ratio
0.258Alpha
-0.084Beta
33.091CAR
30.1Drawdown
39Loss Rate
1Security Types
0.059192556432685Sortino Ratio
1166Tradeable Dates
432Trades
-3.01Treynor Ratio
61Win Rate
William started the discussion Hurst Exponent and Stable Alpha Distribution
I was inspired to start programming this after reading this article: "Can Asset Bubbles be...
William left a comment in the discussion Trend Following Strategy Free
I like your use of multiple time frames, great results!
William left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Agreed! I'm planning on working on it when I get some free time to dedicate to it! The place I...
William left a comment in the discussion Elo Ranking System
That looks really interesting Chris J.T. Auld , definitely going to take a look into that!
William left a comment in the discussion The "correct" way to simulate high leverage
I believe it is
William left a comment in the discussion Learning Limit Orders in C#
Alright, I'm pretty new as well so hopefully someone else could be of more assistance. When...
William left a comment in the discussion Momentum Based Asset Allocation
The RSI is a pretty standard indicator and the one that I have used the most, not sure how...
William started the discussion Referencing Previous Bar Data
Hi, I'm working on an algorithm and there are two things I want to do that I couldn't...
William started the discussion Improperly Calculating EMA
Hi all, working on my algorithm and appreciate all the help I'm getting on these forums!
William started the discussion SetHoldings Calculation
Good Evening y'all, I was working on this mean reversion strategy and just on some quick...
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William left a comment in the discussion Trend Following Strategy Free
I like your use of multiple time frames, great results!
6 years ago