Bill McCabe
Quant
Date Joined
2nd July, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-13 19:59:13
- 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 (7)
View More21.912Net Profit
1.739Sharpe Ratio
0.123Alpha
-3.91Beta
90.686CAR
23.8Drawdown
19Loss Rate
1Security Types
2.3243127113468Sortino Ratio
0Tradeable Dates
181724Trades
-0.143Treynor Ratio
81Win Rate
-4.155Net Profit
-1.033Sharpe Ratio
-0.179Alpha
-1.411Beta
-17.212CAR
10Drawdown
20Loss Rate
1Security Types
2.3567634083519Sortino Ratio
0Tradeable Dates
91393Trades
0.099Treynor Ratio
80Win Rate
-1.744Net Profit
-0.371Sharpe Ratio
0.001Alpha
-1.106Beta
-7.74CAR
9.6Drawdown
3Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
73432Trades
0.049Treynor Ratio
97Win Rate
1.809Net Profit
0.354Sharpe Ratio
0.089Alpha
-1.877Beta
8.382CAR
14.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
96088Trades
-0.056Treynor Ratio
100Win Rate
-8.613Net Profit
-1.516Sharpe Ratio
-0.357Alpha
-0.945Beta
-33.03CAR
15.6Drawdown
32Loss Rate
1Security Types
1.2625903338896Sortino Ratio
0Tradeable Dates
94635Trades
0.317Treynor Ratio
68Win Rate
Community
View MoreBill started the discussion Need help finding a simple mean reversion algo
I am pretty new to this but was hoping to break into the algo trading world. I am looking for...
Bill started the discussion Why is this backtest stopping??
Not really sure what's going on I'm sure I'm just missing something but none of my...
Bill left a comment in the discussion Why is this backtest stopping??
Sorry do you know how to put that filter on to have only one position open because when I attempt...
Bill left a comment in the discussion Need help finding a simple mean reversion algo
Thanks Alexandre! I'll take a look and try to make my own.
21.912Net Profit
1.739Sharpe Ratio
0.123Alpha
-3.91Beta
90.686CAR
23.8Drawdown
19Loss Rate
1Security Types
2.3243127113468Sortino Ratio
0Tradeable Dates
181724Trades
-0.143Treynor Ratio
81Win Rate
-4.155Net Profit
-1.033Sharpe Ratio
-0.179Alpha
-1.411Beta
-17.212CAR
10Drawdown
20Loss Rate
1Security Types
2.3567634083519Sortino Ratio
0Tradeable Dates
91393Trades
0.099Treynor Ratio
80Win Rate
-1.744Net Profit
-0.371Sharpe Ratio
0.001Alpha
-1.106Beta
-7.74CAR
9.6Drawdown
3Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
73432Trades
0.049Treynor Ratio
97Win Rate
1.809Net Profit
0.354Sharpe Ratio
0.089Alpha
-1.877Beta
8.382CAR
14.4Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
96088Trades
-0.056Treynor Ratio
100Win Rate
-8.613Net Profit
-1.516Sharpe Ratio
-0.357Alpha
-0.945Beta
-33.03CAR
15.6Drawdown
32Loss Rate
1Security Types
1.2625903338896Sortino Ratio
0Tradeable Dates
94635Trades
0.317Treynor Ratio
68Win Rate
10.26Net Profit
1.795Sharpe Ratio
0.905Alpha
-4.79Beta
219.274CAR
14.7Drawdown
0Loss Rate
1Security Types
3.6411698587349Sortino Ratio
0Tradeable Dates
88982Trades
-0.225Treynor Ratio
100Win Rate
33.654Net Profit
2.225Sharpe Ratio
6.697Alpha
-25.208Beta
4050.671CAR
66.6Drawdown
9Loss Rate
1Security Types
1.1912890500196Sortino Ratio
314Tradeable Dates
4942Trades
-0.304Treynor Ratio
91Win Rate
Bill started the discussion Need help finding a simple mean reversion algo
I am pretty new to this but was hoping to break into the algo trading world. I am looking for...
Bill started the discussion Why is this backtest stopping??
Not really sure what's going on I'm sure I'm just missing something but none of my...
Bill left a comment in the discussion Why is this backtest stopping??
i changed the difference and it is still only making 3 trades
Bill left a comment in the discussion Why is this backtest stopping??
Sorry do you know how to put that filter on to have only one position open because when I attempt...
Bill left a comment in the discussion Need help finding a simple mean reversion algo
Thanks Alexandre! I'll take a look and try to make my own.
Bill left a comment in the discussion Need help finding a simple mean reversion algo
I am having trouble doing these things in python
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Bill left a comment in the discussion Why is this backtest stopping??
i changed the difference and it is still only making 3 trades
8 years ago