andrestone
Quant
Date Joined
27th June, 2017
Bootcamp progress
4% Complete
Achievements
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-12-13 21:07:48
C# Programming
Choose C# as your preferred programming language.
2018-03-22 08:45:36
Python Programming
Choose Python as your preferred programming language.
2022-08-24 16:33:57
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Activity on QuantConnect
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Public Backtests (4)
View More3.107Net Profit
3.658Sharpe Ratio
-3.325Alpha
-7.03Beta
4039.256CAR
6.2Drawdown
55Loss Rate
1Security Types
0.3811255898511Sortino Ratio
3Tradeable Dates
59Trades
-0.292Treynor Ratio
45Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
169Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
17Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View Moreandrestone started the discussion I've been AFK for one year, what did I miss?
Could someone point out what were the most relevant happenings in 2018?
andrestone started the discussion Plotting Hour Resolution Chart in local LEAN instance
Hello,
andrestone started the discussion Slippage and Latency
Hey.
andrestone started the discussion Consolidated Bar Indicators
Hello,
andrestone started the discussion Economic Calendar
Hey.
3.107Net Profit
3.658Sharpe Ratio
-3.325Alpha
-7.03Beta
4039.256CAR
6.2Drawdown
55Loss Rate
1Security Types
0.3811255898511Sortino Ratio
3Tradeable Dates
59Trades
-0.292Treynor Ratio
45Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
169Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
17Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
andrestone started the discussion I've been AFK for one year, what did I miss?
Could someone point out what were the most relevant happenings in 2018?
andrestone started the discussion Plotting Hour Resolution Chart in local LEAN instance
Hello,
andrestone started the discussion Slippage and Latency
Hey.
andrestone started the discussion Consolidated Bar Indicators
Hello,
andrestone started the discussion Economic Calendar
Hey.
andrestone left a comment in the discussion Research - Backpropagating neural network using sklearn
Any chances of getting a C# version of this?
andrestone left a comment in the discussion [question] How to get historical data in several timeframes?
I came up with a very rough solution, I created my own bars.
andrestone left a comment in the discussion Instantiate QCAlgorithm inside QCAlgorithm
Hmm... I think you might be able to use some sort of workaround. If "Running a backtest"...
andrestone left a comment in the discussion [question] How to get historical data in several timeframes?
How could I do the same as above for several securities?
andrestone left a comment in the discussion Consolidated Bar Indicators
Thank you!
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andrestone left a comment in the discussion Tiny C# Profiler
Beautiful, artful work. Two thumbs up!
7 years ago