Alex Rehf
Quant
Date Joined
30th January, 2020
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-10 15:24:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-03-06 15:33:01
Python Programming
Choose Python as your preferred programming language.
2020-01-30 19:28:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-16 10:59:17
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-01-17 18:49:42
- Profile
- Backtests
- Community
Biography
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 (1)
View More1486.776Net Profit
58.192PSR
1.158Sharpe Ratio
0.218Alpha
-0.043Beta
23.963CAR
40.5Drawdown
23Loss Rate
29Parameters
1Security Types
2.3788Sortino Ratio
3239Tradeable Dates
141Trades
-4.992Treynor Ratio
77Win Rate
Community
View MoreAlex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Elsid Aliaj Yes, thats right. My plans are use an other data provider to get the current price of...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nathan Swenson I used the code (more or less as it is) and used yahoo finance to get the stock...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
As this strategy doesnt need to be traded automated, i set up a telegram bot notifying me, when the...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther thanks for your reply. Is there a reason, that you use a average of the 11 days 60...
1486.776Net Profit
58.192PSR
1.158Sharpe Ratio
0.218Alpha
-0.043Beta
23.963CAR
40.5Drawdown
23Loss Rate
29Parameters
1Security Types
2.3788Sortino Ratio
3239Tradeable Dates
141Trades
-4.992Treynor Ratio
77Win Rate
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi,
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Elsid Aliaj Yes, thats right. My plans are use an other data provider to get the current price of...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nathan Swenson I used the code (more or less as it is) and used yahoo finance to get the stock...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
As this strategy doesnt need to be traded automated, i set up a telegram bot notifying me, when the...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther thanks for your reply. Is there a reason, that you use a average of the 11 days 60...
Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther nice modifications, thank you! Just a quick question: The timeperiod for...
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Alex left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi,
5 years ago