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AlexP

Quant

Date Joined

13th November, 2020

Bootcamp progress

29% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2020-12-22 00:14:03
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2021-06-24 09:35:21
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C# Programming

Choose C# as your preferred programming language.

2020-12-01 19:59:59
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Python Programming

Choose Python as your preferred programming language.

2020-11-13 17:22:28
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2020-11-27 20:41:10
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2020-12-02 20:44:38
  • Profile
  • Backtests
  • Community

Biography

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 (23)

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Determined Fluorescent Yellow Sardine

0.014Net Profit

93.349PSR

6.242Sharpe Ratio

0.006Alpha

-0.003Beta

0.747CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

78.664Sortino Ratio

5Tradeable Dates

2Trades

-2.204Treynor Ratio

0Win Rate

Adaptable Brown Kangaroo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

31Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

288Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Asparagus Hornet

-0.093Net Profit

0.16PSR

-0.938Sharpe Ratio

0Alpha

0Beta

-0.081CAR

0.1Drawdown

60Loss Rate

31Parameters

2Security Types

-0.8053Sortino Ratio

288Tradeable Dates

20Trades

0Treynor Ratio

40Win Rate

Ugly Fluorescent Orange Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Asparagus Kangaroo

5.099Net Profit

43.881PSR

0.821Sharpe Ratio

-0.007Alpha

1.005Beta

18.482CAR

7.2Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

72Tradeable Dates

1Trades

0.141Treynor Ratio

0Win Rate

Community

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AlexP started the discussion Calendar spread - strange behaviour

Hello everyone, I have been looking at...

1 years ago

AlexP started the discussion Could not read IEX API key from config.json. Please make sure to add "iex-cloud-api-key" to your configuration file

Trying to get some IBM data downloaded using the local system 

3 years ago

AlexP started the discussion My first helloWorld model: advice is needed 

Hello everyone. I am just starting with LEAN and have already hit my second hurdle. With this algo,...

3 years ago

AlexP started the discussion Trying to add GOOGL, but algo gets GOOG assigned

Hello everyone, I am trying to follow a simple strategy of defining...

3 years ago

AlexP left a comment in the discussion Trying to add GOOGL, but algo gets GOOG assigned

still can't find the solution; I know that GOOGL and GOOG swapped tickers sometime ago but I am...

3 years ago

Determined Fluorescent Yellow Sardine

0.014Net Profit

93.349PSR

6.242Sharpe Ratio

0.006Alpha

-0.003Beta

0.747CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

78.664Sortino Ratio

5Tradeable Dates

2Trades

-2.204Treynor Ratio

0Win Rate

Adaptable Brown Kangaroo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

31Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

288Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Asparagus Hornet

-0.093Net Profit

0.16PSR

-0.938Sharpe Ratio

0Alpha

0Beta

-0.081CAR

0.1Drawdown

60Loss Rate

31Parameters

2Security Types

-0.8053Sortino Ratio

288Tradeable Dates

20Trades

0Treynor Ratio

40Win Rate

Ugly Fluorescent Orange Armadillo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

18Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Swimming Asparagus Kangaroo

5.099Net Profit

43.881PSR

0.821Sharpe Ratio

-0.007Alpha

1.005Beta

18.482CAR

7.2Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

72Tradeable Dates

1Trades

0.141Treynor Ratio

0Win Rate

Fat Brown Fish

15.833Net Profit

63.987PSR

1.85Sharpe Ratio

0.257Alpha

1.379Beta

65.069CAR

9Drawdown

0Loss Rate

19Parameters

1Security Types

0Sortino Ratio

72Tradeable Dates

18Trades

0.335Treynor Ratio

0Win Rate

Determined Magenta Snake

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Yellow Pig

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Orange Beaver

7.07Net Profit

61.464PSR

2.082Sharpe Ratio

0.649Alpha

-0.148Beta

64.658CAR

7.7Drawdown

-0.9Loss Rate

14Parameters

0Security Types

4.448Sortino Ratio

0Tradeable Dates

32Trades

-4.041Treynor Ratio

0.52Win Rate

[Debugging] Logical Yellow-Green Chimpanzee

6.615Net Profit

99.104PSR

4.636Sharpe Ratio

0.416Alpha

0.264Beta

59.615CAR

0.7Drawdown

-0.17Loss Rate

13Parameters

0Security Types

25.617Sortino Ratio

0Tradeable Dates

125Trades

1.916Treynor Ratio

0.55Win Rate

Retrospective Brown Dragonfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

13Parameters

1Security Types

0Sortino Ratio

14Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Red-Orange Guanaco

6.242Net Profit

57.239PSR

1.434Sharpe Ratio

0.175Alpha

-0.04Beta

19.926CAR

8.8Drawdown

-1.28Loss Rate

78Parameters

0Security Types

1.176Sortino Ratio

85Tradeable Dates

26Trades

-4.145Treynor Ratio

0.22Win Rate

Pensive Orange Baboon

4.714Net Profit

47.77PSR

0.972Sharpe Ratio

0.135Alpha

0.12Beta

14.769CAR

8.7Drawdown

-0.63Loss Rate

81Parameters

0Security Types

0.865Sortino Ratio

85Tradeable Dates

91Trades

1.35Treynor Ratio

0.31Win Rate

Swimming Asparagus Parrot

-9.287Net Profit

6.554PSR

-1.674Sharpe Ratio

-0.272Alpha

-0.23Beta

-43.859CAR

13.1Drawdown

-2.26Loss Rate

29Parameters

0Security Types

-1.984Sortino Ratio

44Tradeable Dates

6Trades

1.549Treynor Ratio

0Win Rate

Logical Yellow-Green Rat

-1.928Net Profit

28.416PSR

-0.246Sharpe Ratio

-0.064Alpha

0.009Beta

-10.889CAR

9Drawdown

-1.8Loss Rate

29Parameters

0Security Types

-0.461Sortino Ratio

44Tradeable Dates

8Trades

-6.765Treynor Ratio

0Win Rate

Crying Fluorescent Yellow Bear

-0.155Net Profit

36.137PSR

-0.563Sharpe Ratio

-0.025Alpha

-0.004Beta

-2.579CAR

1.5Drawdown

50Loss Rate

0Parameters

1Security Types

-0.017Sortino Ratio

0Tradeable Dates

12Trades

6.306Treynor Ratio

50Win Rate

Square Yellow-Green Bear

-0.155Net Profit

36.137PSR

-0.563Sharpe Ratio

-0.025Alpha

-0.004Beta

-2.579CAR

1.5Drawdown

50Loss Rate

0Parameters

1Security Types

-0.017Sortino Ratio

0Tradeable Dates

12Trades

6.306Treynor Ratio

50Win Rate

[Debugging] Hipster Light Brown Giraffe

-5.368Net Profit

0.038PSR

-4.404Sharpe Ratio

-0.719Alpha

0.133Beta

-64.088CAR

5.9Drawdown

60Loss Rate

0Parameters

1Security Types

-0.5127Sortino Ratio

0Tradeable Dates

30Trades

-4.911Treynor Ratio

40Win Rate

[Debugging] Pensive Fluorescent Yellow Goshawk

-4.076Net Profit

0.567PSR

-3.926Sharpe Ratio

-0.694Alpha

0.219Beta

-57.674CAR

4.8Drawdown

57Loss Rate

0Parameters

1Security Types

-0.4295Sortino Ratio

0Tradeable Dates

28Trades

-2.787Treynor Ratio

43Win Rate

Upgraded Blue Viper

-0.49Net Profit

1.048PSR

-5.86Sharpe Ratio

-0.079Alpha

-0.361Beta

-16.913CAR

0.5Drawdown

100Loss Rate

0Parameters

1Security Types

-1.8351Sortino Ratio

0Tradeable Dates

3Trades

0.516Treynor Ratio

0Win Rate

Pensive Fluorescent Orange Galago

5.786Net Profit

77.087PSR

9.424Sharpe Ratio

2.588Alpha

0.478Beta

219.686CAR

4.3Drawdown

53Loss Rate

0Parameters

1Security Types

-0.1735Sortino Ratio

0Tradeable Dates

165Trades

5.798Treynor Ratio

47Win Rate

Swimming Magenta Fly

7.718Net Profit

60.377PSR

3.715Sharpe Ratio

1.783Alpha

1.595Beta

189.334CAR

8.6Drawdown

21Loss Rate

0Parameters

1Security Types

0.0397Sortino Ratio

0Tradeable Dates

207Trades

1.336Treynor Ratio

79Win Rate

Crawling Blue Baboon

7.718Net Profit

60.377PSR

3.715Sharpe Ratio

1.783Alpha

1.595Beta

189.334CAR

8.6Drawdown

21Loss Rate

0Parameters

1Security Types

0.0397Sortino Ratio

0Tradeable Dates

207Trades

1.336Treynor Ratio

79Win Rate

AlexP started the discussion Calendar spread - strange behaviour

Hello everyone, I have been looking at...

1 years ago

AlexP started the discussion Could not read IEX API key from config.json. Please make sure to add "iex-cloud-api-key" to your configuration file

Trying to get some IBM data downloaded using the local system 

3 years ago

AlexP started the discussion My first helloWorld model: advice is needed 

Hello everyone. I am just starting with LEAN and have already hit my second hurdle. With this algo,...

3 years ago

AlexP started the discussion Trying to add GOOGL, but algo gets GOOG assigned

Hello everyone, I am trying to follow a simple strategy of defining...

3 years ago

AlexP left a comment in the discussion Trying to add GOOGL, but algo gets GOOG assigned

still can't find the solution; I know that GOOGL and GOOG swapped tickers sometime ago but I am...

3 years ago

AlexP left a comment in the discussion My first helloWorld model: advice is needed 

sorted this out. help us no longer needed 

3 years ago

AlexP left a comment in the discussion My first helloWorld model: advice is needed 

Lastly, if I get "GOOG.L" I get "Runtime Error: It is not possible to cast a non-finite...

3 years ago

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