Zicai Feng
Quant
Date Joined
20th June, 2019
Bootcamp progress
56% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-05-14 11:19:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-05-14 08:19:59
Python Programming
Choose Python as your preferred programming language.
2019-06-20 11:42:22
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-05-04 00:57:21
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-05-04 00:47:10
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Activity on QuantConnect
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Public Backtests (12)
View More-7.255Net Profit
0.016PSR
-0.399Sharpe Ratio
-0.011Alpha
0.003Beta
-1.357CAR
10.1Drawdown
57Loss Rate
7Parameters
1Security Types
-0.0845Sortino Ratio
1384Tradeable Dates
198Trades
-4.278Treynor Ratio
43Win Rate
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
Community
View MoreZicai started the discussion Binance ETA
Hi team, any ETA on the Binance module being ready in the production?
Zicai started the discussion OnData not getting enough data?
Hi, I have this simple algo that screens for a new universe each month (top 2000 US stocks). As you...
Zicai started the discussion Runtime Error: IndexError : -1 (pandas)......depending on the start date
Hi, the following algo works fine with the existing startdate (2015). However, if we change the...
Zicai left a comment in the discussion Recursion Depth Exceeded - Python MA Cross
oh, just noticed some of those logics are from the C# land, that explains…
-7.255Net Profit
0.016PSR
-0.399Sharpe Ratio
-0.011Alpha
0.003Beta
-1.357CAR
10.1Drawdown
57Loss Rate
7Parameters
1Security Types
-0.0845Sortino Ratio
1384Tradeable Dates
198Trades
-4.278Treynor Ratio
43Win Rate
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
7Parameters
1Security Types
0Sortino Ratio
2642Tradeable Dates
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
417Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1943.111Net Profit
77.354PSR
1.302Sharpe Ratio
0.211Alpha
0.096Beta
25.229CAR
20.4Drawdown
-0.06Loss Rate
0Parameters
1Security Types
2.173Sortino Ratio
3374Tradeable Dates
8684Trades
2.3Treynor Ratio
0.21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
216.805Net Profit
1.025PSR
0.441Sharpe Ratio
0.106Alpha
0.027Beta
9.217CAR
45.5Drawdown
-0.36Loss Rate
42Parameters
0Security Types
0.495Sortino Ratio
3290Tradeable Dates
23270Trades
3.982Treynor Ratio
0.53Win Rate
334.43Net Profit
2.476PSR
0.541Sharpe Ratio
0.093Alpha
0.397Beta
11.885CAR
39.4Drawdown
-0.36Loss Rate
42Parameters
0Security Types
0.687Sortino Ratio
3290Tradeable Dates
23615Trades
0.322Treynor Ratio
0.51Win Rate
Zicai started the discussion Binance ETA
Hi team, any ETA on the Binance module being ready in the production?
Zicai started the discussion OnData not getting enough data?
Hi, I have this simple algo that screens for a new universe each month (top 2000 US stocks). As you...
Zicai started the discussion Runtime Error: IndexError : -1 (pandas)......depending on the start date
Hi, the following algo works fine with the existing startdate (2015). However, if we change the...
Zicai left a comment in the discussion Runtime Error: IndexError : -1 (pandas)......depending on the start date
Thanks Louis, yeah iloc works now! rookie error by me. thank you so much!
Zicai left a comment in the discussion Recursion Depth Exceeded - Python MA Cross
oh, just noticed some of those logics are from the C# land, that explains…
Zicai left a comment in the discussion Recursion Depth Exceeded - Python MA Cross
Hi Tomes,
Zicai left a comment in the discussion InternFund Begins Live Trading
Hope it gets launched again :). Btw, similarly, your stop loss limit in your tesla example is a...
Zicai left a comment in the discussion Improving continuous futures prices
using some of Aram's logic, here is my attempt at building n collecting continuous futures. Major...
Zicai left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
hi pplz, i have transformed Strongs' P-score backtest into an Algo Framework, so for those who...
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Zicai left a comment in the discussion Runtime Error: IndexError : -1 (pandas)......depending on the start date
Thanks Louis, yeah iloc works now! rookie error by me. thank you so much!
3 years ago