Yujun Tang
Quant
Date Joined
2nd June, 2018
Bootcamp progress
20% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-24 13:55:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-06-07 14:57:09
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-10 11:42:36
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-01-13 08:47:04
C# Programming
Choose C# as your preferred programming language.
2019-01-14 12:32:58
Python Programming
Choose Python as your preferred programming language.
2018-06-02 15:00:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-08-13 12:01:12
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Activity on QuantConnect
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Public Backtests (4)
View More61.968Net Profit
0.942Sharpe Ratio
0.252Alpha
1.461Beta
27.281CAR
24Drawdown
33Loss Rate
1Security Types
2.4621352140637Sortino Ratio
502Tradeable Dates
71Trades
0.193Treynor Ratio
67Win Rate
-4.672Net Profit
-28.649Sharpe Ratio
-1.482Alpha
-32.124Beta
-91.75CAR
4.7Drawdown
75Loss Rate
1Security Types
0.025912467646775Sortino Ratio
5Tradeable Dates
685Trades
0.062Treynor Ratio
25Win Rate
1Security Types
0Sortino Ratio
987Tradeable Dates
0.321Net Profit
0.442Sharpe Ratio
5.332Alpha
-250.507Beta
1.323CAR
28Drawdown
50Loss Rate
1Security Types
0.00020000488613102Sortino Ratio
61Tradeable Dates
120Trades
-0.001Treynor Ratio
50Win Rate
Community
View MoreYujun started the discussion DGAZ Data error before Nov 26, 2018
Hello, there seems to be an issue with the DGAZ data where the values are extremely small before...
Yujun started the discussion TradeBar not working for forex
I'm trying to make an algorithm using forex tradebars, but I keep getting an error. the curious...
Yujun left a comment in the discussion Overnight Equity Glitch
One way is to create an event at the start and end of each day to log the opening and closing...
Yujun left a comment in the discussion TradeBar not working for forex
Thank you for your assistance.
61.968Net Profit
0.942Sharpe Ratio
0.252Alpha
1.461Beta
27.281CAR
24Drawdown
33Loss Rate
1Security Types
2.4621352140637Sortino Ratio
502Tradeable Dates
71Trades
0.193Treynor Ratio
67Win Rate
-4.672Net Profit
-28.649Sharpe Ratio
-1.482Alpha
-32.124Beta
-91.75CAR
4.7Drawdown
75Loss Rate
1Security Types
0.025912467646775Sortino Ratio
5Tradeable Dates
685Trades
0.062Treynor Ratio
25Win Rate
1Security Types
0Sortino Ratio
987Tradeable Dates
0.321Net Profit
0.442Sharpe Ratio
5.332Alpha
-250.507Beta
1.323CAR
28Drawdown
50Loss Rate
1Security Types
0.00020000488613102Sortino Ratio
61Tradeable Dates
120Trades
-0.001Treynor Ratio
50Win Rate
Yujun started the discussion DGAZ Data error before Nov 26, 2018
Hello, there seems to be an issue with the DGAZ data where the values are extremely small before...
Yujun started the discussion TradeBar not working for forex
I'm trying to make an algorithm using forex tradebars, but I keep getting an error. the curious...
Yujun left a comment in the discussion 3X ETF Short Hedge Algorithm
IB's borrow cost starts at 0.25%, their statistics say the average is 0.3% but can go up to 30%...
Yujun left a comment in the discussion Overnight Equity Glitch
One way is to create an event at the start and end of each day to log the opening and closing...
Yujun left a comment in the discussion TradeBar not working for forex
Thank you for your assistance.
Yujun left a comment in the discussion TradeBar not working for forex
Hi Jared,
Yujun left a comment in the discussion Letting Winners Run with Algo
You could try backtesting with a trailing stop loss and see if the performance of the algo improves.
Yujun left a comment in the discussion DGAZ Data error before Nov 26, 2018
By the way, there was a reverse split of 1 to 20 on Nov 26, 2018, although the numbers still dont...
Yujun started the discussion Daily Resolution Data Question
Hi,
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Yujun left a comment in the discussion 3X ETF Short Hedge Algorithm
IB's borrow cost starts at 0.25%, their statistics say the average is 0.3% but can go up to 30%...
5 years ago