Xiang Li
Quant
Date Joined
27th April, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-06 13:12:41
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Activity on QuantConnect
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Public Backtests (23)
View More50.432Net Profit
1.717Sharpe Ratio
0.138Alpha
-0.036Beta
20.997CAR
6.9Drawdown
45Loss Rate
1Security Types
0.24837912676716Sortino Ratio
664Tradeable Dates
235Trades
-3.826Treynor Ratio
55Win Rate
50.432Net Profit
1.717Sharpe Ratio
0.138Alpha
-0.036Beta
20.997CAR
6.9Drawdown
45Loss Rate
1Security Types
0.24837912676716Sortino Ratio
664Tradeable Dates
235Trades
-3.826Treynor Ratio
55Win Rate
36.41Net Profit
1.321Sharpe Ratio
0.106Alpha
-0.035Beta
15.595CAR
6.4Drawdown
44Loss Rate
1Security Types
0.18732771667692Sortino Ratio
664Tradeable Dates
225Trades
-3.01Treynor Ratio
56Win Rate
86.052Net Profit
0.493Sharpe Ratio
0.044Alpha
-0.049Beta
5.574CAR
16.1Drawdown
46Loss Rate
1Security Types
0.065849527823422Sortino Ratio
3546Tradeable Dates
1023Trades
-0.839Treynor Ratio
54Win Rate
131.501Net Profit
0.53Sharpe Ratio
0.056Alpha
0.115Beta
7.025CAR
19.2Drawdown
53Loss Rate
1Security Types
0.037874252276299Sortino Ratio
0Tradeable Dates
19092Trades
0.544Treynor Ratio
47Win Rate
Community
View MoreXiang left a comment in the discussion Research - Backpropagating neural network using sklearn
That's a good point!
Xiang left a comment in the discussion Backtest Report
Currently we are making some changes to the report generator. Sorry for the inconvenience. You...
50.432Net Profit
1.717Sharpe Ratio
0.138Alpha
-0.036Beta
20.997CAR
6.9Drawdown
45Loss Rate
1Security Types
0.24837912676716Sortino Ratio
664Tradeable Dates
235Trades
-3.826Treynor Ratio
55Win Rate
50.432Net Profit
1.717Sharpe Ratio
0.138Alpha
-0.036Beta
20.997CAR
6.9Drawdown
45Loss Rate
1Security Types
0.24837912676716Sortino Ratio
664Tradeable Dates
235Trades
-3.826Treynor Ratio
55Win Rate
36.41Net Profit
1.321Sharpe Ratio
0.106Alpha
-0.035Beta
15.595CAR
6.4Drawdown
44Loss Rate
1Security Types
0.18732771667692Sortino Ratio
664Tradeable Dates
225Trades
-3.01Treynor Ratio
56Win Rate
86.052Net Profit
0.493Sharpe Ratio
0.044Alpha
-0.049Beta
5.574CAR
16.1Drawdown
46Loss Rate
1Security Types
0.065849527823422Sortino Ratio
3546Tradeable Dates
1023Trades
-0.839Treynor Ratio
54Win Rate
131.501Net Profit
0.53Sharpe Ratio
0.056Alpha
0.115Beta
7.025CAR
19.2Drawdown
53Loss Rate
1Security Types
0.037874252276299Sortino Ratio
0Tradeable Dates
19092Trades
0.544Treynor Ratio
47Win Rate
12.38Net Profit
0.099Sharpe Ratio
-0.009Alpha
0.436Beta
0.688CAR
40.1Drawdown
57Loss Rate
1Security Types
0.012222569158215Sortino Ratio
0Tradeable Dates
29361Trades
0.027Treynor Ratio
43Win Rate
-1.519Net Profit
-0.048Sharpe Ratio
-0.171Alpha
1.411Beta
-3.679CAR
15Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
104Tradeable Dates
4Trades
-0.007Treynor Ratio
50Win Rate
-1.519Net Profit
-0.048Sharpe Ratio
-0.171Alpha
1.411Beta
-3.679CAR
15Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
104Tradeable Dates
4Trades
-0.007Treynor Ratio
50Win Rate
7.296Net Profit
2.232Sharpe Ratio
1.493Alpha
0.494Beta
221.679CAR
8.9Drawdown
33Loss Rate
1Security Types
0Sortino Ratio
16Tradeable Dates
8Trades
1.98Treynor Ratio
67Win Rate
26.607Net Profit
0.862Sharpe Ratio
0.295Alpha
0.178Beta
32.498CAR
16.6Drawdown
47Loss Rate
1Security Types
0.14727940967664Sortino Ratio
0Tradeable Dates
119Trades
1.6Treynor Ratio
53Win Rate
29.901Net Profit
1.353Sharpe Ratio
0.249Alpha
-0.213Beta
29.901CAR
6.7Drawdown
59Loss Rate
1Security Types
1.5349973568391Sortino Ratio
0Tradeable Dates
122Trades
-1.072Treynor Ratio
41Win Rate
1Security Types
1510Tradeable Dates
1Security Types
252Tradeable Dates
0Net Profit
1.139Sharpe Ratio
0.06Alpha
0.479Beta
13.221CAR
6.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
252Tradeable Dates
1Trades
0.22Treynor Ratio
0Win Rate
1Security Types
252Tradeable Dates
1Security Types
916Tradeable Dates
1Security Types
916Tradeable Dates
1Security Types
916Tradeable Dates
138.731Net Profit
0.742Sharpe Ratio
0.127Alpha
0.167Beta
15.111CAR
21.2Drawdown
51Loss Rate
1Security Types
0.060966776528203Sortino Ratio
40Tradeable Dates
9622Trades
0.782Treynor Ratio
49Win Rate
1Security Types
40Tradeable Dates
1Security Types
0Tradeable Dates
1Security Types
252Tradeable Dates
1Security Types
252Tradeable Dates
Xiang left a comment in the discussion Indicator Research Template
However, it is very likely to come across overfitting problems when using indicators. Here is an...
Xiang left a comment in the discussion Research - Backpropagating neural network using sklearn
That's a good point!
Xiang left a comment in the discussion Backtest Report
Currently we are making some changes to the report generator. Sorry for the inconvenience. You...
QuantConnect™ 2024. All Rights Reserved
Xiang left a comment in the discussion Indicator Research Template
However, it is very likely to come across overfitting problems when using indicators. Here is an...
7 years ago