Yuxin Guan
Quant
Date Joined
14th October, 2019
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-06-17 22:59:09
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-06-18 22:55:28
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-06-19 16:36:58
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-06-22 04:00:30
C# Programming
Choose C# as your preferred programming language.
2019-10-22 01:47:39
Python Programming
Choose Python as your preferred programming language.
2019-10-14 19:56:35
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-22 03:12:52
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-05-02 21:11:49
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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 (20)
View More17Parameters
0Security Types
56Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
13Parameters
0Security Types
2Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
Community
View MoreYuxin left a comment in the discussion AccumulativeInsightPortfolioConstructionModel piecemeal selling
Hello Sean
Yuxin left a comment in the discussion Indicator help
Hello Dat,With a reference to RsiAlphaModel.py, I attached a backtest which achieves the...
Yuxin left a comment in the discussion Self.Log - where is output being sent
Hello Rob,
Yuxin left a comment in the discussion Error when going live in paper trading
Hello Arjun,In “def OnData(self, data)” event handler, please put this following code to make...
17Parameters
0Security Types
56Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
13Parameters
0Security Types
2Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
0Parameters
0Security Types
56Tradeable Dates
13Parameters
0Security Types
2Tradeable Dates
10Parameters
1Security Types
0Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
0Sortino Ratio
64Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-69.519Net Profit
0PSR
-1.948Sharpe Ratio
-0.405Alpha
0.291Beta
-38.115CAR
70.8Drawdown
87Loss Rate
10Parameters
1Security Types
-0.1363Sortino Ratio
0Tradeable Dates
2303Trades
-1.272Treynor Ratio
13Win Rate
0Parameters
0Security Types
56Tradeable Dates
-3.379Net Profit
25.523PSR
0.073Sharpe Ratio
-0.022Alpha
0.996Beta
-6.502CAR
35Drawdown
42Loss Rate
4Parameters
1Security Types
-0.0109Sortino Ratio
130Tradeable Dates
259Trades
0.033Treynor Ratio
58Win Rate
0Parameters
0Security Types
135Tradeable Dates
7Parameters
0Security Types
253Tradeable Dates
0Parameters
0Security Types
5Tradeable Dates
7Parameters
0Security Types
253Tradeable Dates
158.754Net Profit
97.562PSR
125.596Sharpe Ratio
109.457Alpha
2.589Beta
7984.249CAR
17.4Drawdown
50Loss Rate
10Parameters
1Security Types
0Sortino Ratio
56Tradeable Dates
4Trades
44.36Treynor Ratio
50Win Rate
-67.449Net Profit
0.205PSR
-0.877Sharpe Ratio
-0.44Alpha
0.046Beta
-49.729CAR
76.2Drawdown
54Loss Rate
8Parameters
1Security Types
-0.0241Sortino Ratio
409Tradeable Dates
6275Trades
-9.486Treynor Ratio
46Win Rate
-13.175Net Profit
0.912PSR
-0.204Sharpe Ratio
0Alpha
-0.185Beta
-3.53CAR
28.1Drawdown
52Loss Rate
21Parameters
1Security Types
-0.0279Sortino Ratio
1123Tradeable Dates
554Trades
0.146Treynor Ratio
48Win Rate
37.033Net Profit
0.615PSR
0.269Sharpe Ratio
0.032Alpha
0.039Beta
2.785CAR
20Drawdown
89Loss Rate
6Parameters
1Security Types
0.0851Sortino Ratio
4187Tradeable Dates
1343Trades
0.973Treynor Ratio
11Win Rate
3Parameters
0Security Types
0Tradeable Dates
Yuxin left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Hello Michael,
Yuxin left a comment in the discussion AccumulativeInsightPortfolioConstructionModel piecemeal selling
Hello Sean
Yuxin left a comment in the discussion Indicator help
Hello Dat,With a reference to RsiAlphaModel.py, I attached a backtest which achieves the...
Yuxin left a comment in the discussion Self.Log - where is output being sent
Hello Rob,
Yuxin left a comment in the discussion Error when going live in paper trading
Hello Arjun,In “def OnData(self, data)” event handler, please put this following code to make...
Yuxin left a comment in the discussion Forex Multi Timeframe - All Data Note Being Processed
Hello Matthew,Since the data in the Slice object is keyed by Symbol, we don't have more than one...
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Yuxin left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Hello Michael,
4 years ago