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Jason Wilkes (AV Lab)

Quant

Date Joined

28th June, 2018

Bootcamp progress

4% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2018-07-18 01:22:01
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2018-07-24 21:53:52
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2018-08-09 16:31:34
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Python Programming

Choose Python as your preferred programming language.

2018-06-28 23:34:57
  • Profile
  • Backtests
  • Community

Biography

I like my job.

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.

Public Backtests (24)

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963 - Produce comparable backtest results for a simple algo placing stoploss orders

-0.428Net Profit

-0.775Sharpe Ratio

-0.069Alpha

2.768Beta

-1.659CAR

1.6Drawdown

50Loss Rate

1Security Types

-0.10526959952835Sortino Ratio

67Tradeable Dates

132Trades

-0.006Treynor Ratio

50Win Rate

962 - Produce comparable backtest results for a simple algo placing limit orders

-0.192Net Profit

-0.785Sharpe Ratio

-0.029Alpha

1.148Beta

-0.746CAR

0.5Drawdown

55Loss Rate

1Security Types

-0.10515542777217Sortino Ratio

67Tradeable Dates

40Trades

-0.006Treynor Ratio

45Win Rate

961 - Produce comparable backtest results for a simple algo placing market orders

-0.642Net Profit

-1.01Sharpe Ratio

-0.113Alpha

4.633Beta

-2.479CAR

1.8Drawdown

50Loss Rate

1Security Types

-0.095999990479457Sortino Ratio

67Tradeable Dates

132Trades

-0.005Treynor Ratio

50Win Rate

Maxwell - LimitOrders - Open + 1m

207.473Net Profit

2.398Sharpe Ratio

0.601Alpha

-5.412Beta

60.23CAR

21.1Drawdown

43Loss Rate

1Security Types

0.11155671974018Sortino Ratio

601Tradeable Dates

10902Trades

-0.091Treynor Ratio

57Win Rate

Maxwell - LimitOrders - Open + 5m

211.863Net Profit

2.614Sharpe Ratio

0.481Alpha

0.683Beta

61.186CAR

20Drawdown

44Loss Rate

1Security Types

0.13745843461309Sortino Ratio

601Tradeable Dates

10871Trades

0.725Treynor Ratio

56Win Rate

Community

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Jason left a comment in the discussion New Compiler

Thanks Jared, will do! Just to clarify though, I didn't mean it to sound like an edge case....

7 years ago

Jason left a comment in the discussion New Compiler

Hi Jared,

7 years ago

963 - Produce comparable backtest results for a simple algo placing stoploss orders

-0.428Net Profit

-0.775Sharpe Ratio

-0.069Alpha

2.768Beta

-1.659CAR

1.6Drawdown

50Loss Rate

1Security Types

-0.10526959952835Sortino Ratio

67Tradeable Dates

132Trades

-0.006Treynor Ratio

50Win Rate

962 - Produce comparable backtest results for a simple algo placing limit orders

-0.192Net Profit

-0.785Sharpe Ratio

-0.029Alpha

1.148Beta

-0.746CAR

0.5Drawdown

55Loss Rate

1Security Types

-0.10515542777217Sortino Ratio

67Tradeable Dates

40Trades

-0.006Treynor Ratio

45Win Rate

961 - Produce comparable backtest results for a simple algo placing market orders

-0.642Net Profit

-1.01Sharpe Ratio

-0.113Alpha

4.633Beta

-2.479CAR

1.8Drawdown

50Loss Rate

1Security Types

-0.095999990479457Sortino Ratio

67Tradeable Dates

132Trades

-0.005Treynor Ratio

50Win Rate

Maxwell - LimitOrders - Open + 1m

207.473Net Profit

2.398Sharpe Ratio

0.601Alpha

-5.412Beta

60.23CAR

21.1Drawdown

43Loss Rate

1Security Types

0.11155671974018Sortino Ratio

601Tradeable Dates

10902Trades

-0.091Treynor Ratio

57Win Rate

Maxwell - LimitOrders - Open + 5m

211.863Net Profit

2.614Sharpe Ratio

0.481Alpha

0.683Beta

61.186CAR

20Drawdown

44Loss Rate

1Security Types

0.13745843461309Sortino Ratio

601Tradeable Dates

10871Trades

0.725Treynor Ratio

56Win Rate

Maxwell - LimitOrders - Open + 10m

206.692Net Profit

2.736Sharpe Ratio

0.51Alpha

-1.214Beta

60.059CAR

12.8Drawdown

44Loss Rate

1Security Types

0.13274861263721Sortino Ratio

601Tradeable Dates

10940Trades

-0.4Treynor Ratio

56Win Rate

Maxwell - LimitOrders - Placed overnight

119.385Net Profit

2.087Sharpe Ratio

0.626Alpha

-14.134Beta

39.098CAR

19.8Drawdown

42Loss Rate

1Security Types

0.092277639157281Sortino Ratio

601Tradeable Dates

6990Trades

-0.024Treynor Ratio

58Win Rate

Market O+10 and Liquidate C-2 (No fees, No slippage)

132.814Net Profit

1.615Sharpe Ratio

0.169Alpha

10.697Beta

42.574CAR

15.2Drawdown

48Loss Rate

1Security Types

0.038593579689018Sortino Ratio

601Tradeable Dates

12282Trades

0.036Treynor Ratio

52Win Rate

Market O+5 and Liquidate C-2 (No fees, No slippage)

71.548Net Profit

1.002Sharpe Ratio

-0.209Alpha

23.491Beta

25.423CAR

22.1Drawdown

49Loss Rate

1Security Types

0.022140045734843Sortino Ratio

601Tradeable Dates

12262Trades

0.011Treynor Ratio

51Win Rate

Market O+1 and Liquidate C-2 (No fees, No slippage)

-45.159Net Profit

-0.624Sharpe Ratio

-0.973Alpha

38.739Beta

-22.286CAR

50.7Drawdown

49Loss Rate

1Security Types

-0.017256807971421Sortino Ratio

601Tradeable Dates

12327Trades

-0.005Treynor Ratio

51Win Rate

Maxwell 10 (No fees, No slippage) - MOO and Liquidate - IB Model

369.84Net Profit

2.851Sharpe Ratio

1.236Alpha

-27.974Beta

91.44CAR

14Drawdown

45Loss Rate

1Security Types

0.072103824646907Sortino Ratio

601Tradeable Dates

9392Trades

-0.024Treynor Ratio

55Win Rate

Maxwell 10 (No fees) - MOO and Liquidate - IB Model

370.348Net Profit

2.854Sharpe Ratio

1.237Alpha

-27.992Beta

91.526CAR

14Drawdown

45Loss Rate

1Security Types

0.072118041083674Sortino Ratio

601Tradeable Dates

9396Trades

-0.024Treynor Ratio

55Win Rate

Maxwell 30 - MOO and Liquidate - IB Model

1Security Types

602Tradeable Dates

Maxwell - MOO and Liquidate - IB Model

122.882Net Profit

1.538Sharpe Ratio

0.663Alpha

-15.011Beta

39.774CAR

17.3Drawdown

47Loss Rate

1Security Types

0.077309262832364Sortino Ratio

602Tradeable Dates

9398Trades

-0.024Treynor Ratio

53Win Rate

Maxwell - MOO and Liquidate

122.471Net Profit

1.534Sharpe Ratio

0.662Alpha

-14.98Beta

39.666CAR

17.3Drawdown

47Loss Rate

1Security Types

0.077233782105069Sortino Ratio

602Tradeable Dates

9400Trades

-0.024Treynor Ratio

53Win Rate

Maxwell - Market buy 5 mins after open and MOC

-35.947Net Profit

-0.456Sharpe Ratio

-0.532Alpha

19.642Beta

-16.982CAR

43.5Drawdown

50Loss Rate

1Security Types

0.0099917395953276Sortino Ratio

602Tradeable Dates

12956Trades

-0.007Treynor Ratio

50Win Rate

Maxwell - Market buy 1 min after open and MOC

-79.32Net Profit

-1.689Sharpe Ratio

-1.139Alpha

27.227Beta

-48.235CAR

79.7Drawdown

50Loss Rate

1Security Types

-0.019465168209Sortino Ratio

602Tradeable Dates

12605Trades

-0.022Treynor Ratio

50Win Rate

Maxwell - Market buy 10 mins after open and MOC

-10.967Net Profit

-0.012Sharpe Ratio

-0.307Alpha

15.204Beta

-4.737CAR

38.9Drawdown

49Loss Rate

1Security Types

0.023420472108583Sortino Ratio

602Tradeable Dates

12977Trades

0Treynor Ratio

51Win Rate

Geeky Apricot Caterpillar

0.642Net Profit

1.206Sharpe Ratio

-0.003Alpha

0.451Beta

0.646CAR

0.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

251Tradeable Dates

1667Trades

0.014Treynor Ratio

0Win Rate

June 1st 2017 - January 1st 2018

8.592Net Profit

1.04Sharpe Ratio

0.27Alpha

-6.05Beta

15.27CAR

7.2Drawdown

44Loss Rate

1Security Types

1.9676350166108Sortino Ratio

148Tradeable Dates

2303Trades

-0.025Treynor Ratio

56Win Rate

September 1st 2017 - January 1st 2018

13.905Net Profit

2.115Sharpe Ratio

0.536Alpha

-6.12Beta

48.731CAR

13.1Drawdown

49Loss Rate

1Security Types

0.099775682998868Sortino Ratio

83Tradeable Dates

1073Trades

-0.068Treynor Ratio

51Win Rate

January 1st 2014 - January 1st 2015

6.168Net Profit

0.503Sharpe Ratio

0.409Alpha

-17.104Beta

6.174CAR

10.8Drawdown

44Loss Rate

1Security Types

0.019042358076676Sortino Ratio

252Tradeable Dates

4331Trades

-0.004Treynor Ratio

56Win Rate

Square Green Bison

-0.002Net Profit

-10.938Sharpe Ratio

-0.001Alpha

-0.104Beta

-0.241CAR

0Drawdown

67Loss Rate

1Security Types

-0.16054937661394Sortino Ratio

3Tradeable Dates

12Trades

0.014Treynor Ratio

33Win Rate

Smooth Magenta Fox

-0.002Net Profit

-10.938Sharpe Ratio

-0.001Alpha

-0.104Beta

-0.241CAR

0Drawdown

67Loss Rate

1Security Types

-0.16054937661394Sortino Ratio

3Tradeable Dates

12Trades

0.014Treynor Ratio

33Win Rate

Jason left a comment in the discussion New Compiler

Thanks Jared, will do! Just to clarify though, I didn't mean it to sound like an edge case....

7 years ago

Jason left a comment in the discussion New Compiler

Hi Jared,

7 years ago

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