AutomatedMachine
Quantbot
Date Joined
2nd December, 2017
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-06-21 15:12:12
Popular
Receive at least 10 upvotes from different users in the community.
2021-06-10 13:27:09
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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 (2)
View More425.403Net Profit
1.448Sharpe Ratio
0.104Alpha
9.653Beta
31.856CAR
21.3Drawdown
52Loss Rate
1Security Types
0.21172558007084Sortino Ratio
1509Tradeable Dates
1086Trades
0.031Treynor Ratio
48Win Rate
275.346Net Profit
0.931Sharpe Ratio
0.048Alpha
1.013Beta
17.979CAR
20.3Drawdown
10Loss Rate
1Security Types
0.34419026834249Sortino Ratio
0Tradeable Dates
776Trades
0.146Treynor Ratio
90Win Rate
Community
View MoreAutomatedMachine started the discussion Complete newbie - looking for some help
Hi,
AutomatedMachine started the discussion Definition of Period
Hi,
AutomatedMachine started the discussion Institutional Holdings/Buyers
I am looking for data from the Morningstar Fundamentals to indicate the count of large institutions...
AutomatedMachine left a comment in the discussion Algorithm organization
Rename the project to MyFolder/MyProject. That should do it, I think.
425.403Net Profit
1.448Sharpe Ratio
0.104Alpha
9.653Beta
31.856CAR
21.3Drawdown
52Loss Rate
1Security Types
0.21172558007084Sortino Ratio
1509Tradeable Dates
1086Trades
0.031Treynor Ratio
48Win Rate
275.346Net Profit
0.931Sharpe Ratio
0.048Alpha
1.013Beta
17.979CAR
20.3Drawdown
10Loss Rate
1Security Types
0.34419026834249Sortino Ratio
0Tradeable Dates
776Trades
0.146Treynor Ratio
90Win Rate
AutomatedMachine started the discussion Complete newbie - looking for some help
Hi,
AutomatedMachine started the discussion Definition of Period
Hi,
AutomatedMachine started the discussion Institutional Holdings/Buyers
I am looking for data from the Morningstar Fundamentals to indicate the count of large institutions...
AutomatedMachine left a comment in the discussion VIX, Order
That won't work, VIX is an Index. Change your security to VXX, or choose another ETF that...
AutomatedMachine left a comment in the discussion Algorithm organization
Rename the project to MyFolder/MyProject. That should do it, I think.
AutomatedMachine left a comment in the discussion VXX Intraday Strategies
Good stuff! Has anyone had any live success with this?
AutomatedMachine left a comment in the discussion Template: S&P 500 Custom Universe
Thanks! Hopefully this comes in use for somebody. As a long time Excel user, I only fairly recently...
AutomatedMachine left a comment in the discussion Logging from separate indicator file
I think this will help you out. I just threw it together in the comment editor without trying to...
AutomatedMachine left a comment in the discussion Reversing Trades Didn't Reverse Profits
Without seeing the code, I would say because you're holding different assets at different times...
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AutomatedMachine left a comment in the discussion VIX, Order
That won't work, VIX is an Index. Change your security to VXX, or choose another ETF that...
6 years ago