Angus Li
Quant
Date Joined
10th January, 2023
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
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2023-01-27 17:56:14
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Run at least 100 backtests on QuantConnect's cloud.
2023-10-19 22:57:27
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-09-20 02:41:13
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Run multiple live algorithms simultaneously.
2023-12-30 06:13:53
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Choose Python as your preferred programming language.
2023-01-10 16:56:11
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-01-19 16:03:02
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-01-21 17:11:45
- 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 (22)
View More327.452Net Profit
20.419PSR
0.634Sharpe Ratio
0.023Alpha
0.782Beta
15.623CAR
33.3Drawdown
-1.33Loss Rate
44Parameters
1Security Types
2514Tradeable Dates
383Trades
0.115Treynor Ratio
0.69Win Rate
354.983Net Profit
26.753PSR
0.687Sharpe Ratio
0.029Alpha
0.768Beta
16.346CAR
33.3Drawdown
-0.57Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
360Trades
0.122Treynor Ratio
0.65Win Rate
361.247Net Profit
53.287PSR
0.836Sharpe Ratio
0.046Alpha
0.528Beta
16.505CAR
22.7Drawdown
-0.22Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
1093Trades
0.173Treynor Ratio
0.39Win Rate
363.976Net Profit
29.247PSR
0.707Sharpe Ratio
0.032Alpha
0.74Beta
16.574CAR
32.8Drawdown
-1.25Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
371Trades
0.129Treynor Ratio
0.78Win Rate
504.628Net Profit
60.289PSR
0.925Sharpe Ratio
0.058Alpha
0.654Beta
19.699CAR
26.6Drawdown
-0.04Loss Rate
40Parameters
1Security Types
2514Tradeable Dates
324Trades
0.174Treynor Ratio
0.74Win Rate
Community
View MoreAngus left a comment in the discussion Precise Market Open and Close Times for Daily Data
does this accurate daily end-times implemented for every dataset?
Angus started the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
Angus started the discussion Help with insight setup in Alpha model, the insight is rolling over to the next day
Hi All,
Angus started the discussion How to trigger a mark order with the insight is up for another time but not rebalance?
When i fired the first insight up, the system will make a market order 5% from my portfolio....
327.452Net Profit
20.419PSR
0.634Sharpe Ratio
0.023Alpha
0.782Beta
15.623CAR
33.3Drawdown
-1.33Loss Rate
44Parameters
1Security Types
2514Tradeable Dates
383Trades
0.115Treynor Ratio
0.69Win Rate
354.983Net Profit
26.753PSR
0.687Sharpe Ratio
0.029Alpha
0.768Beta
16.346CAR
33.3Drawdown
-0.57Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
360Trades
0.122Treynor Ratio
0.65Win Rate
361.247Net Profit
53.287PSR
0.836Sharpe Ratio
0.046Alpha
0.528Beta
16.505CAR
22.7Drawdown
-0.22Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
1093Trades
0.173Treynor Ratio
0.39Win Rate
363.976Net Profit
29.247PSR
0.707Sharpe Ratio
0.032Alpha
0.74Beta
16.574CAR
32.8Drawdown
-1.25Loss Rate
43Parameters
1Security Types
2514Tradeable Dates
371Trades
0.129Treynor Ratio
0.78Win Rate
504.628Net Profit
60.289PSR
0.925Sharpe Ratio
0.058Alpha
0.654Beta
19.699CAR
26.6Drawdown
-0.04Loss Rate
40Parameters
1Security Types
2514Tradeable Dates
324Trades
0.174Treynor Ratio
0.74Win Rate
411.291Net Profit
18.567PSR
0.706Sharpe Ratio
0.162Alpha
1.124Beta
31.221CAR
56.9Drawdown
-5.64Loss Rate
49Parameters
1Security Types
1508Tradeable Dates
9Trades
0.23Treynor Ratio
73.66Win Rate
0.859Net Profit
1.253PSR
0.191Sharpe Ratio
0.004Alpha
1.03Beta
0.143CAR
86.3Drawdown
-30.1Loss Rate
43Parameters
1Security Types
1508Tradeable Dates
13Trades
0.09Treynor Ratio
122.38Win Rate
583.713Net Profit
56.518PSR
0.922Sharpe Ratio
0.058Alpha
0.774Beta
21.103CAR
29Drawdown
-0.01Loss Rate
6Parameters
1Security Types
2521Tradeable Dates
845Trades
0.162Treynor Ratio
0.33Win Rate
33851.42Net Profit
20.411PSR
0.934Sharpe Ratio
0.26Alpha
1.317Beta
43.903CAR
78.8Drawdown
-9.69Loss Rate
43Parameters
1Security Types
4024Tradeable Dates
29Trades
0.284Treynor Ratio
94.62Win Rate
26711.324Net Profit
99.47PSR
1.656Sharpe Ratio
0.335Alpha
0.948Beta
74.712CAR
31.5Drawdown
0Loss Rate
33Parameters
1Security Types
2519Tradeable Dates
121Trades
0.437Treynor Ratio
0Win Rate
163.864Net Profit
13.684PSR
0.526Sharpe Ratio
0.087Alpha
0.341Beta
17.829CAR
51Drawdown
-3.18Loss Rate
280Parameters
1Security Types
1486Tradeable Dates
315Trades
0.343Treynor Ratio
3.76Win Rate
297.745Net Profit
9.599PSR
0.533Sharpe Ratio
0Alpha
0.986Beta
13.482CAR
33.5Drawdown
0Loss Rate
29Parameters
1Security Types
2744Tradeable Dates
1Trades
0.08Treynor Ratio
0Win Rate
304.352Net Profit
10.966PSR
0.549Sharpe Ratio
0.014Alpha
0.828Beta
13.653CAR
24.9Drawdown
0Loss Rate
29Parameters
1Security Types
2744Tradeable Dates
1Trades
0.095Treynor Ratio
0Win Rate
391.05Net Profit
13.897PSR
0.609Sharpe Ratio
0.014Alpha
1.015Beta
15.694CAR
30.4Drawdown
0Loss Rate
29Parameters
1Security Types
2744Tradeable Dates
1Trades
0.093Treynor Ratio
0Win Rate
551.134Net Profit
15.488PSR
0.659Sharpe Ratio
0.03Alpha
1.138Beta
18.723CAR
35Drawdown
0Loss Rate
29Parameters
1Security Types
2744Tradeable Dates
1Trades
0.105Treynor Ratio
0Win Rate
709.712Net Profit
18.092PSR
0.705Sharpe Ratio
0.043Alpha
1.217Beta
21.117CAR
40.6Drawdown
0Loss Rate
29Parameters
1Security Types
2744Tradeable Dates
1Trades
0.114Treynor Ratio
0Win Rate
686.255Net Profit
7.797PSR
0.603Sharpe Ratio
-0.001Alpha
0.998Beta
13.922CAR
33.7Drawdown
0Loss Rate
29Parameters
1Security Types
3977Tradeable Dates
1Trades
0.087Treynor Ratio
0Win Rate
2.606Net Profit
21.922PSR
-0.237Sharpe Ratio
-0.064Alpha
0.531Beta
3.366CAR
13.7Drawdown
-0.42Loss Rate
107Parameters
1Security Types
195Tradeable Dates
127Trades
-0.049Treynor Ratio
0.39Win Rate
27.815Net Profit
78.443PSR
1.526Sharpe Ratio
0.155Alpha
0.628Beta
37.139CAR
11.2Drawdown
-0.39Loss Rate
142Parameters
1Security Types
195Tradeable Dates
192Trades
0.318Treynor Ratio
0.46Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.516Net Profit
56.856PSR
2.125Sharpe Ratio
0Alpha
0Beta
27.736CAR
1.7Drawdown
0Loss Rate
0Parameters
1Security Types
5Tradeable Dates
778Trades
0Treynor Ratio
0.52Win Rate
Angus left a comment in the discussion Opening Range Breakout for Stocks in Play
The backtest doesn't look good for other years. Does it overfit?
Angus left a comment in the discussion Precise Market Open and Close Times for Daily Data
does this accurate daily end-times implemented for every dataset?
Angus started the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
Angus started the discussion Help with insight setup in Alpha model, the insight is rolling over to the next day
Hi All,
Angus started the discussion How to trigger a mark order with the insight is up for another time but not rebalance?
When i fired the first insight up, the system will make a market order 5% from my portfolio....
Angus started the discussion Is there any way to find identify how the symbol is being added in execution model
I would like to check in execution model how the security is being added.
Angus started the discussion Finding Top n losing trade in backtest result
Hi all,
Angus started the discussion How get 20 week average?
I don't see weekly resolution. how can i calculate moving averages for 20bars weekly?
Angus started the discussion How to get Investor business daily RS value into filtering?
how to filter the RS > 90 into my backtesting criteria?
Angus started the discussion What should i do after backtested a strategy
after over 3mths on and off working in quantconnect bt coding as well as research on trading...
Angus started the discussion Insight period is not as expected
I set the period for my insight as 30days
Angus started the discussion Is it possible to start a custom backtest inside the main.py
when i start the backtesting, it will automatically name my backtest
Angus left a comment in the discussion Insight period is not as expected
Thanks for reply, but in the main.py, i didn't use FixedWeightingPortfolioConstructionModel for my...
Angus left a comment in the discussion What should i do after backtested a strategy
Sorry, it should be annual return 26% instead of 3x% and sharpe ratio is 3.x.
Angus left a comment in the discussion Coding environment does not load?
I have the same issue, i think there is something wrong with the service. You can check live...
Angus left a comment in the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
i used several hours to go through the doc and source code, and i ended up with customize my own...
Angus started the discussion Why market order place some tickets that i didn't add?
i added the following tickets for back testing
Angus started the discussion How can i set a rule to sell the stock after 5 trading days no matter what?
How can i set a rule to sell the stock after 5 trading days no matter what?
Angus started the discussion Is there any way to get future prices?
my use case is that i want to investigate on next 3month price movement for the stock that i sold...
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Angus left a comment in the discussion Opening Range Breakout for Stocks in Play
The backtest doesn't look good for other years. Does it overfit?
1 years ago