Yiyun Wu
Quant
Date Joined
10th April, 2019
Bootcamp progress
45% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-10-04 15:41:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-10-18 23:16:33
C# Programming
Choose C# as your preferred programming language.
2019-10-01 18:13:36
Python Programming
Choose Python as your preferred programming language.
2019-04-10 22:18:01
Popular
Receive at least 10 upvotes from different users in the community.
2020-01-12 18:28:57
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-22 19:47:44
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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 (10)
View More86.303Net Profit
30.4244PSR
0.84Sharpe Ratio
0.069Alpha
0.017Beta
8.891CAR
10.7Drawdown
79Loss Rate
50Parameters
2Security Types
0.1087Sortino Ratio
3768Tradeable Dates
2865Trades
4.096Treynor Ratio
21Win Rate
30.4244PSR
50Parameters
2Security Types
3768Tradeable Dates
0.0531PSR
50Parameters
1Security Types
0Tradeable Dates
0.1426PSR
51Parameters
1Security Types
0Tradeable Dates
-3.302Net Profit
0.1426PSR
-0.108Sharpe Ratio
-0.004Alpha
0.004Beta
-0.664CAR
11.8Drawdown
64Loss Rate
51Parameters
2Security Types
0.0052Sortino Ratio
0Tradeable Dates
903Trades
-1.079Treynor Ratio
36Win Rate
Community
View MoreYiyun left a comment in the discussion Covariance Matrix in Python
Hi Brad,I am glad you solve the problem. Yes, the code works. If you just need log return, you can...
Yiyun left a comment in the discussion Futures - Weekly expirations
Hi Hugh,I am glad the problem has been solved. It's my pleasure. Please feel free to ask if you...
Yiyun left a comment in the discussion Help with indicator coding
Hi Tim,Could you please specify how do you want to combine the indicator and universe for your...
Yiyun left a comment in the discussion Python CandleStickPattern Examples?
Hi Phillip,You can find information about how to apply candlestick patterns in this forum...
86.303Net Profit
30.4244PSR
0.84Sharpe Ratio
0.069Alpha
0.017Beta
8.891CAR
10.7Drawdown
79Loss Rate
50Parameters
2Security Types
0.1087Sortino Ratio
3768Tradeable Dates
2865Trades
4.096Treynor Ratio
21Win Rate
30.4244PSR
50Parameters
2Security Types
3768Tradeable Dates
0.0531PSR
50Parameters
1Security Types
0Tradeable Dates
0.1426PSR
51Parameters
1Security Types
0Tradeable Dates
-3.302Net Profit
0.1426PSR
-0.108Sharpe Ratio
-0.004Alpha
0.004Beta
-0.664CAR
11.8Drawdown
64Loss Rate
51Parameters
2Security Types
0.0052Sortino Ratio
0Tradeable Dates
903Trades
-1.079Treynor Ratio
36Win Rate
0.1426PSR
51Parameters
1Security Types
0Tradeable Dates
15.6199PSR
18Parameters
1Security Types
0Tradeable Dates
-20.116Net Profit
18.356PSR
-1.114Sharpe Ratio
-0.795Alpha
0.238Beta
-73.917CAR
30.9Drawdown
100Loss Rate
3Parameters
2Security Types
-2.0215Sortino Ratio
40Tradeable Dates
27Trades
-3.579Treynor Ratio
0Win Rate
0.0041PSR
0Parameters
1Security Types
3052Tradeable Dates
0Parameters
1Security Types
3051Tradeable Dates
Yiyun left a comment in the discussion Volume with crypto
Hi Pi..R,When access crypto attributes by slice you need to indicate wether you want to...
Yiyun left a comment in the discussion Covariance Matrix in Python
Hi Brad,I am glad you solve the problem. Yes, the code works. If you just need log return, you can...
Yiyun left a comment in the discussion Futures - Weekly expirations
Hi Hugh,I am glad the problem has been solved. It's my pleasure. Please feel free to ask if you...
Yiyun left a comment in the discussion Help with indicator coding
Hi Tim,Could you please specify how do you want to combine the indicator and universe for your...
Yiyun left a comment in the discussion Python CandleStickPattern Examples?
Hi Phillip,You can find information about how to apply candlestick patterns in this forum...
Yiyun left a comment in the discussion How to use option data to select stocks
Hi Hugo,Thanks for asking. Here is the document to find out how to apply option data. And there are...
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Yiyun left a comment in the discussion Volume with crypto
Hi Pi..R,When access crypto attributes by slice you need to indicate wether you want to...
5 years ago