Yanki Margalit
Quant
Date Joined
4th January, 2021
Bootcamp progress
45% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-14 23:00:15
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-01-15 23:06:55
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-01-26 09:54:40
Cloner
Clone at least 100 algorithms from the community.
2021-02-11 21:42:29
Python Programming
Choose Python as your preferred programming language.
2021-01-04 09:01:39
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-09 18:44:54
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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 (17)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.735Net Profit
60.247PSR
1.862Sharpe Ratio
-0.038Alpha
1.135Beta
35.191CAR
5Drawdown
0Loss Rate
68Parameters
1Security Types
0Sortino Ratio
37Tradeable Dates
7Trades
0.277Treynor Ratio
100Win Rate
148.91Net Profit
98.241PSR
4.123Sharpe Ratio
0.99Alpha
0.127Beta
125.651CAR
20.1Drawdown
6Loss Rate
57Parameters
1Security Types
0Sortino Ratio
282Tradeable Dates
33Trades
8.004Treynor Ratio
94Win Rate
99.777Net Profit
92.725PSR
3.211Sharpe Ratio
0.798Alpha
0.126Beta
99.4CAR
19.4Drawdown
0Loss Rate
41Parameters
0Security Types
4.486Sortino Ratio
253Tradeable Dates
22Trades
6.552Treynor Ratio
7.07Win Rate
Community
View MoreYanki started the discussion Need help in Liquidating :) TY
I have been trying to completely liquidate a portfolio however even after explicit Liquidate() and...
Yanki started the discussion Warmup does not warm up
I am trying to warm up data:
Yanki started the discussion Can it be that the Coase Universe list does not contain a few key symbols?
ADPASMLBIIBBKNGCDNSCHKPEAEXCFOXFOXAGOOGLKDPMDLZMNSTSIRISWKSTCOMTMUSWBAXEL
Yanki started the discussion Interactive Brokers security question
A newbie question:
Yanki started the discussion Need help manually updating a bunch of daily indicators on Schedule before trade
https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_fb36d81583db843ec3720c9...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
14Parameters
1Security Types
0Sortino Ratio
38Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
4.735Net Profit
60.247PSR
1.862Sharpe Ratio
-0.038Alpha
1.135Beta
35.191CAR
5Drawdown
0Loss Rate
68Parameters
1Security Types
0Sortino Ratio
37Tradeable Dates
7Trades
0.277Treynor Ratio
100Win Rate
148.91Net Profit
98.241PSR
4.123Sharpe Ratio
0.99Alpha
0.127Beta
125.651CAR
20.1Drawdown
6Loss Rate
57Parameters
1Security Types
0Sortino Ratio
282Tradeable Dates
33Trades
8.004Treynor Ratio
94Win Rate
99.777Net Profit
92.725PSR
3.211Sharpe Ratio
0.798Alpha
0.126Beta
99.4CAR
19.4Drawdown
0Loss Rate
41Parameters
0Security Types
4.486Sortino Ratio
253Tradeable Dates
22Trades
6.552Treynor Ratio
7.07Win Rate
3.419Net Profit
0PSR
69.491Sharpe Ratio
15.927Alpha
1.348Beta
5877.111CAR
0.3Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
4Trades
11.979Treynor Ratio
0Win Rate
113.568Net Profit
95.052PSR
3.352Sharpe Ratio
0.78Alpha
0.092Beta
99.504CAR
15.7Drawdown
14Loss Rate
34Parameters
1Security Types
68.9451Sortino Ratio
276Tradeable Dates
29Trades
8.911Treynor Ratio
86Win Rate
445.883Net Profit
95.753PSR
1.959Sharpe Ratio
0.223Alpha
0.505Beta
39.523CAR
12.6Drawdown
36Loss Rate
22Parameters
1Security Types
3.1705Sortino Ratio
1280Tradeable Dates
117Trades
0.663Treynor Ratio
64Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
33.47Net Profit
52.085PSR
1.204Sharpe Ratio
-0.025Alpha
0.738Beta
33.365CAR
29.7Drawdown
-0.37Loss Rate
15Parameters
0Security Types
1.391Sortino Ratio
253Tradeable Dates
570Trades
0.421Treynor Ratio
0.68Win Rate
142.897Net Profit
98.771PSR
5.23Sharpe Ratio
1.338Alpha
0.306Beta
142.308CAR
13.4Drawdown
-0.81Loss Rate
15Parameters
0Security Types
7.224Sortino Ratio
253Tradeable Dates
34Trades
4.954Treynor Ratio
7.69Win Rate
801.39Net Profit
72.018PSR
1.291Sharpe Ratio
0.066Alpha
0.944Beta
24.577CAR
21.1Drawdown
-0.33Loss Rate
17Parameters
0Security Types
1.866Sortino Ratio
2516Tradeable Dates
4149Trades
0.228Treynor Ratio
0.63Win Rate
66.177Net Profit
69.412PSR
1.885Sharpe Ratio
0.214Alpha
0.837Beta
65.947CAR
33.7Drawdown
-0.48Loss Rate
21Parameters
0Security Types
2.245Sortino Ratio
253Tradeable Dates
572Trades
0.711Treynor Ratio
0.66Win Rate
36.021Net Profit
46.927PSR
1.086Sharpe Ratio
-0.048Alpha
0.898Beta
35.907CAR
36.4Drawdown
-0.55Loss Rate
27Parameters
0Security Types
1.153Sortino Ratio
253Tradeable Dates
470Trades
0.402Treynor Ratio
0.75Win Rate
68.85Net Profit
78.823PSR
2.183Sharpe Ratio
0.261Alpha
0.733Beta
68.609CAR
25.6Drawdown
-0.18Loss Rate
24Parameters
0Security Types
3.196Sortino Ratio
253Tradeable Dates
1475Trades
0.812Treynor Ratio
0.36Win Rate
-0.533Net Profit
0PSR
9.516Sharpe Ratio
0.086Alpha
-0.051Beta
-30.234CAR
0.9Drawdown
0Loss Rate
24Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
20Trades
-1.535Treynor Ratio
0Win Rate
56.445Net Profit
66.589PSR
1.72Sharpe Ratio
0.336Alpha
0.867Beta
56.254CAR
29Drawdown
-0.23Loss Rate
23Parameters
0Security Types
2.239Sortino Ratio
253Tradeable Dates
994Trades
0.586Treynor Ratio
0.57Win Rate
Yanki started the discussion Need help in Liquidating :) TY
I have been trying to completely liquidate a portfolio however even after explicit Liquidate() and...
Yanki started the discussion Warmup does not warm up
I am trying to warm up data:
Yanki started the discussion Can it be that the Coase Universe list does not contain a few key symbols?
ADPASMLBIIBBKNGCDNSCHKPEAEXCFOXFOXAGOOGLKDPMDLZMNSTSIRISWKSTCOMTMUSWBAXEL
Yanki started the discussion Interactive Brokers security question
A newbie question:
Yanki started the discussion Need help manually updating a bunch of daily indicators on Schedule before trade
https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_fb36d81583db843ec3720c9...
Yanki left a comment in the discussion Need help manually updating a bunch of daily indicators on Schedule before trade
Thnaks for the answer.
Yanki left a comment in the discussion IB connectivity error
Does it mean that while I have an algorithm live trading on IB I cannot use TWS?
Yanki left a comment in the discussion Can it be that the Coase Universe list does not contain a few key symbols?
TY Shile. Much appreciated. It seems to be working OK. I will further look into it.
Yanki left a comment in the discussion Need help in Liquidating :) TY
Thank you Derek. I am still studying the basics. Making progress :) Thank you for the willingness...
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Yanki left a comment in the discussion Need help manually updating a bunch of daily indicators on Schedule before trade
One more key issue - It seems that the way uou implemented it - The indicator is not updated before...
3 years ago