Blake McMillian
Quant
Date Joined
30th November, 2020
Bootcamp progress
25% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-04 06:24:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-12-04 08:26:59
Python Programming
Choose Python as your preferred programming language.
2020-11-30 01:43:50
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-01 03:34:17
- 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 (15)
View More16.077Net Profit
38.774PSR
0.904Sharpe Ratio
0.868Alpha
-0.151Beta
33.179CAR
54.7Drawdown
51Loss Rate
27Parameters
1Security Types
0.0631Sortino Ratio
190Tradeable Dates
190Trades
-5.177Treynor Ratio
49Win Rate
356.787Net Profit
80.315PSR
4.209Sharpe Ratio
3.615Alpha
-0.065Beta
418.763CAR
61.5Drawdown
0Loss Rate
7Parameters
1Security Types
6.065Sortino Ratio
336Tradeable Dates
1Trades
-54.124Treynor Ratio
0Win Rate
357.928Net Profit
80.378PSR
4.219Sharpe Ratio
3.567Alpha
-0.212Beta
420.168CAR
61.5Drawdown
0Loss Rate
5Parameters
1Security Types
6.084Sortino Ratio
336Tradeable Dates
1Trades
-16.681Treynor Ratio
0Win Rate
288.325Net Profit
98.6PSR
20.057Sharpe Ratio
14.64Alpha
0.076Beta
1963.757CAR
21.4Drawdown
31Loss Rate
44Parameters
1Security Types
1.4442Sortino Ratio
113Tradeable Dates
41Trades
193.434Treynor Ratio
69Win Rate
11.116Net Profit
50.809PSR
1.755Sharpe Ratio
1.475Alpha
1.159Beta
85.994CAR
35Drawdown
14Loss Rate
44Parameters
1Security Types
0.064Sortino Ratio
41Tradeable Dates
15Trades
1.391Treynor Ratio
86Win Rate
Community
View MoreBlake started the discussion Code Review? Noticing Simple Moving Average(SMA) Inconsistent with Historical Data from Other Providers
Hi All,
16.077Net Profit
38.774PSR
0.904Sharpe Ratio
0.868Alpha
-0.151Beta
33.179CAR
54.7Drawdown
51Loss Rate
27Parameters
1Security Types
0.0631Sortino Ratio
190Tradeable Dates
190Trades
-5.177Treynor Ratio
49Win Rate
356.787Net Profit
80.315PSR
4.209Sharpe Ratio
3.615Alpha
-0.065Beta
418.763CAR
61.5Drawdown
0Loss Rate
7Parameters
1Security Types
6.065Sortino Ratio
336Tradeable Dates
1Trades
-54.124Treynor Ratio
0Win Rate
357.928Net Profit
80.378PSR
4.219Sharpe Ratio
3.567Alpha
-0.212Beta
420.168CAR
61.5Drawdown
0Loss Rate
5Parameters
1Security Types
6.084Sortino Ratio
336Tradeable Dates
1Trades
-16.681Treynor Ratio
0Win Rate
288.325Net Profit
98.6PSR
20.057Sharpe Ratio
14.64Alpha
0.076Beta
1963.757CAR
21.4Drawdown
31Loss Rate
44Parameters
1Security Types
1.4442Sortino Ratio
113Tradeable Dates
41Trades
193.434Treynor Ratio
69Win Rate
11.116Net Profit
50.809PSR
1.755Sharpe Ratio
1.475Alpha
1.159Beta
85.994CAR
35Drawdown
14Loss Rate
44Parameters
1Security Types
0.064Sortino Ratio
41Tradeable Dates
15Trades
1.391Treynor Ratio
86Win Rate
141.521Net Profit
99.932PSR
85.702Sharpe Ratio
45.001Alpha
1.1Beta
8118.237CAR
9.8Drawdown
0Loss Rate
26Parameters
1Security Types
1.5262Sortino Ratio
47Tradeable Dates
38Trades
41.233Treynor Ratio
100Win Rate
2014.516Net Profit
100PSR
8171906.675Sharpe Ratio
9938375.633Alpha
2.925Beta
158040941931.42CAR
8.1Drawdown
0Loss Rate
28Parameters
1Security Types
0.5039Sortino Ratio
36Tradeable Dates
28Trades
3398206.492Treynor Ratio
100Win Rate
2014.516Net Profit
100PSR
8171906.675Sharpe Ratio
9938375.633Alpha
2.925Beta
158040941931.42CAR
8.1Drawdown
0Loss Rate
25Parameters
1Security Types
0.5039Sortino Ratio
36Tradeable Dates
28Trades
3398206.492Treynor Ratio
100Win Rate
116021.62Net Profit
64.717PSR
1.676Sharpe Ratio
1.231Alpha
-0.3Beta
89.854CAR
80.4Drawdown
0Loss Rate
7Parameters
1Security Types
1.563Sortino Ratio
2769Tradeable Dates
2531Trades
-3.981Treynor Ratio
0Win Rate
173651.701Net Profit
81.319PSR
1.838Sharpe Ratio
1.098Alpha
1.098Beta
98.076CAR
62.6Drawdown
-2.19Loss Rate
23Parameters
1Security Types
2.179Sortino Ratio
2747Tradeable Dates
2450Trades
-15.327Treynor Ratio
10.64Win Rate
61.562Net Profit
54.726PSR
1.448Sharpe Ratio
0.672Alpha
-0.074Beta
62.863CAR
28.6Drawdown
36Loss Rate
16Parameters
1Security Types
0.2765Sortino Ratio
249Tradeable Dates
88Trades
-8.871Treynor Ratio
64Win Rate
292.332Net Profit
85.785PSR
4.159Sharpe Ratio
2.953Alpha
2.953Beta
292.332CAR
47.1Drawdown
0Loss Rate
8Parameters
1Security Types
6.215Sortino Ratio
252Tradeable Dates
1Trades
-9.24Treynor Ratio
0Win Rate
16020.952Net Profit
59.727PSR
1.516Sharpe Ratio
0.93Alpha
0.93Beta
76.694CAR
66.5Drawdown
0Loss Rate
6Parameters
1Security Types
1.575Sortino Ratio
2244Tradeable Dates
9Trades
-20.618Treynor Ratio
1299.09Win Rate
294.496Net Profit
58.991PSR
1.797Sharpe Ratio
1.236Alpha
0.068Beta
102.295CAR
36.2Drawdown
38Loss Rate
34Parameters
1Security Types
0.6329Sortino Ratio
492Tradeable Dates
106Trades
19.751Treynor Ratio
62Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
9Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Blake started the discussion Code Review? Noticing Simple Moving Average(SMA) Inconsistent with Historical Data from Other Providers
Hi All,
Blake left a comment in the discussion Code Review? Noticing Simple Moving Average(SMA) Inconsistent with Historical Data from Other Providers
Aaron Janeiro Stone ,
QuantConnect™ 2025. All Rights Reserved
Blake left a comment in the discussion Code Review? Noticing Simple Moving Average(SMA) Inconsistent with Historical Data from Other Providers
Aaron Janeiro Stone ,
5 years ago