Zhen Liu
Humble Servant
Date Joined
17th July, 2018
Bootcamp progress
43% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-08-10 08:57:22
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-07 04:27:32
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-04-20 19:09:58
Python Programming
Choose Python as your preferred programming language.
2018-07-17 13:46:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-04-06 20:09:32
Investor
2023-01-04 16:39:01
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Public Backtests (12)
View More-0.435Net Profit
3.002PSR
0.125Sharpe Ratio
0.111Alpha
-0.569Beta
-0.127CAR
55Drawdown
-1.01Loss Rate
20Parameters
0Security Types
0Tradeable Dates
328Trades
-0.07Treynor Ratio
1.51Win Rate
36.063Net Profit
16.188PSR
0.507Sharpe Ratio
0.073Alpha
-0.068Beta
9.425CAR
20.2Drawdown
-3.41Loss Rate
0Parameters
0Security Types
861Tradeable Dates
22Trades
-0.892Treynor Ratio
15.73Win Rate
27.04Net Profit
79.307PSR
1.242Sharpe Ratio
0Alpha
0.995Beta
26.738CAR
10.2Drawdown
0Loss Rate
1Parameters
0Security Types
253Tradeable Dates
1Trades
0.119Treynor Ratio
0Win Rate
25.946Net Profit
77.552PSR
1.191Sharpe Ratio
0Alpha
0.995Beta
26.053CAR
10.2Drawdown
0Loss Rate
1Parameters
0Security Types
250Tradeable Dates
1Trades
0.114Treynor Ratio
0Win Rate
8.819Net Profit
12.506PSR
-0.048Sharpe Ratio
-0.012Alpha
0.182Beta
2.854CAR
9.3Drawdown
-2.4Loss Rate
28Parameters
0Security Types
756Tradeable Dates
70Trades
-0.012Treynor Ratio
1.19Win Rate
Community
View MoreZhen started the discussion Options Data Error
SPY Put 150821P00145000 is priced at $57 on 8/20, while the market price of SPY was 185. Seems an...
Zhen left a comment in the discussion Documentation discussion research/fundamental-data
Is it supposed to be an overlook?
-0.435Net Profit
3.002PSR
0.125Sharpe Ratio
0.111Alpha
-0.569Beta
-0.127CAR
55Drawdown
-1.01Loss Rate
20Parameters
0Security Types
0Tradeable Dates
328Trades
-0.07Treynor Ratio
1.51Win Rate
36.063Net Profit
16.188PSR
0.507Sharpe Ratio
0.073Alpha
-0.068Beta
9.425CAR
20.2Drawdown
-3.41Loss Rate
0Parameters
0Security Types
861Tradeable Dates
22Trades
-0.892Treynor Ratio
15.73Win Rate
27.04Net Profit
79.307PSR
1.242Sharpe Ratio
0Alpha
0.995Beta
26.738CAR
10.2Drawdown
0Loss Rate
1Parameters
0Security Types
253Tradeable Dates
1Trades
0.119Treynor Ratio
0Win Rate
25.946Net Profit
77.552PSR
1.191Sharpe Ratio
0Alpha
0.995Beta
26.053CAR
10.2Drawdown
0Loss Rate
1Parameters
0Security Types
250Tradeable Dates
1Trades
0.114Treynor Ratio
0Win Rate
8.819Net Profit
12.506PSR
-0.048Sharpe Ratio
-0.012Alpha
0.182Beta
2.854CAR
9.3Drawdown
-2.4Loss Rate
28Parameters
0Security Types
756Tradeable Dates
70Trades
-0.012Treynor Ratio
1.19Win Rate
29.809Net Profit
14.983PSR
0.31Sharpe Ratio
0Alpha
0.995Beta
9.23CAR
26.2Drawdown
0Loss Rate
1Parameters
1Security Types
0.371Sortino Ratio
743Tradeable Dates
1Trades
0.045Treynor Ratio
0Win Rate
30.228Net Profit
7.195PSR
0.435Sharpe Ratio
-0.016Alpha
0.508Beta
5.418CAR
22.2Drawdown
-4.38Loss Rate
32Parameters
0Security Types
0.356Sortino Ratio
1259Tradeable Dates
141Trades
0.083Treynor Ratio
1.42Win Rate
6.042Net Profit
22.728PSR
0.555Sharpe Ratio
0.001Alpha
0.073Beta
2.974CAR
4.4Drawdown
-12.65Loss Rate
0Parameters
0Security Types
0.508Sortino Ratio
506Tradeable Dates
76Trades
0.292Treynor Ratio
16.04Win Rate
-5.514Net Profit
5.602PSR
-0.073Sharpe Ratio
0Alpha
0.997Beta
-3.676CAR
26.2Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
383Tradeable Dates
1Trades
-0.012Treynor Ratio
0Win Rate
-3.25Net Profit
6.467PSR
-0.03Sharpe Ratio
0.01Alpha
0.792Beta
-2.178CAR
22.6Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
380Tradeable Dates
3Trades
-0.005Treynor Ratio
0Win Rate
591.651Net Profit
0PSR
0.603Sharpe Ratio
0.131Alpha
0.35Beta
20.581CAR
9.7Drawdown
-0.12Loss Rate
13Parameters
0Security Types
3.243Sortino Ratio
2599Tradeable Dates
174Trades
0.481Treynor Ratio
170.59Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
756Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Zhen left a comment in the discussion BRK.B, Minute The issue starts from Jan 1st, 2013 12:00 AM; and continues until now
Same here. Neither ‘BRK.B’ nor ‘BRKB’ works for me.
Zhen started the discussion Options Data Error
SPY Put 150821P00145000 is priced at $57 on 8/20, while the market price of SPY was 185. Seems an...
Zhen left a comment in the discussion Documentation discussion research/fundamental-data
Is it supposed to be an overlook?
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Zhen left a comment in the discussion BRK.B, Minute The issue starts from Jan 1st, 2013 12:00 AM; and continues until now
Same here. Neither ‘BRK.B’ nor ‘BRKB’ works for me.
9 months ago