Chak
Quant
Date Joined
7th September, 2020
Bootcamp progress
68% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-09-14 00:12:18
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-09-14 03:39:24
Python Programming
Choose Python as your preferred programming language.
2020-09-07 23:31:53
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Complete a beginner bootcamp in the algorithm lab.
2020-10-10 02:27:39
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-10-10 15:18:22
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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 (22)
View More30.394Net Profit
98.63PSR
1.808Sharpe Ratio
0.061Alpha
0.32Beta
24.031CAR
2.8Drawdown
-0.47Loss Rate
68Parameters
0Security Types
308Tradeable Dates
209Trades
0.344Treynor Ratio
0.67Win Rate
25.877Net Profit
97.704PSR
1.848Sharpe Ratio
0.077Alpha
0.335Beta
25.194CAR
3.2Drawdown
-0.48Loss Rate
72Parameters
0Security Types
256Tradeable Dates
172Trades
0.354Treynor Ratio
0.74Win Rate
26.902Net Profit
97.758PSR
2.088Sharpe Ratio
0.092Alpha
0.372Beta
28.311CAR
3.9Drawdown
-0.55Loss Rate
55Parameters
2Security Types
241Tradeable Dates
127Trades
0.374Treynor Ratio
0.93Win Rate
25.258Net Profit
97.792PSR
2.03Sharpe Ratio
0.083Alpha
0.351Beta
26.572CAR
3.7Drawdown
-0.53Loss Rate
56Parameters
2Security Types
241Tradeable Dates
127Trades
0.363Treynor Ratio
0.88Win Rate
13.208Net Profit
94.953PSR
1.825Sharpe Ratio
0.075Alpha
0.33Beta
22.64CAR
3.3Drawdown
-0.49Loss Rate
56Parameters
2Security Types
155Tradeable Dates
73Trades
0.305Treynor Ratio
0.99Win Rate
Community
View MoreChak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
You just need safety measures built into the portfolio management and trade execution portions of...
Chak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Sector rotation, first tapering event, and seasonality contributed to algorithm buying behavior and...
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Stephen David Bennett a good start to improve these public baselines is to incorporate hour and...
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I have read and followed this strategy since it was introduced on quantconnect 10 months ago. While...
30.394Net Profit
98.63PSR
1.808Sharpe Ratio
0.061Alpha
0.32Beta
24.031CAR
2.8Drawdown
-0.47Loss Rate
68Parameters
0Security Types
308Tradeable Dates
209Trades
0.344Treynor Ratio
0.67Win Rate
25.877Net Profit
97.704PSR
1.848Sharpe Ratio
0.077Alpha
0.335Beta
25.194CAR
3.2Drawdown
-0.48Loss Rate
72Parameters
0Security Types
256Tradeable Dates
172Trades
0.354Treynor Ratio
0.74Win Rate
26.902Net Profit
97.758PSR
2.088Sharpe Ratio
0.092Alpha
0.372Beta
28.311CAR
3.9Drawdown
-0.55Loss Rate
55Parameters
2Security Types
241Tradeable Dates
127Trades
0.374Treynor Ratio
0.93Win Rate
25.258Net Profit
97.792PSR
2.03Sharpe Ratio
0.083Alpha
0.351Beta
26.572CAR
3.7Drawdown
-0.53Loss Rate
56Parameters
2Security Types
241Tradeable Dates
127Trades
0.363Treynor Ratio
0.88Win Rate
13.208Net Profit
94.953PSR
1.825Sharpe Ratio
0.075Alpha
0.33Beta
22.64CAR
3.3Drawdown
-0.49Loss Rate
56Parameters
2Security Types
155Tradeable Dates
73Trades
0.305Treynor Ratio
0.99Win Rate
1664.974Net Profit
96.835PSR
1.5Sharpe Ratio
0.139Alpha
0.209Beta
22.448CAR
14.1Drawdown
-0.78Loss Rate
59Parameters
0Security Types
2.409Sortino Ratio
3566Tradeable Dates
11696Trades
0.746Treynor Ratio
1.69Win Rate
5008.488Net Profit
98.855PSR
1.643Sharpe Ratio
0.199Alpha
0.252Beta
31.548CAR
24.3Drawdown
-0.96Loss Rate
72Parameters
1Security Types
2.825Sortino Ratio
3610Tradeable Dates
15741Trades
0.871Treynor Ratio
2.26Win Rate
5598.583Net Profit
99.747PSR
1.777Sharpe Ratio
0.209Alpha
0.229Beta
33.172CAR
16.5Drawdown
-0.77Loss Rate
68Parameters
1Security Types
3.121Sortino Ratio
3551Tradeable Dates
16087Trades
0.997Treynor Ratio
2.23Win Rate
5483.928Net Profit
99.791PSR
1.794Sharpe Ratio
0.207Alpha
0.236Beta
33.003CAR
15.6Drawdown
-0.77Loss Rate
53Parameters
1Security Types
3.091Sortino Ratio
3550Tradeable Dates
15948Trades
0.963Treynor Ratio
2.16Win Rate
5670.847Net Profit
99.766PSR
1.784Sharpe Ratio
0.21Alpha
0.23Beta
33.314CAR
16.5Drawdown
-0.77Loss Rate
53Parameters
1Security Types
3.134Sortino Ratio
3550Tradeable Dates
16087Trades
1.001Treynor Ratio
2.23Win Rate
5725.025Net Profit
99.785PSR
1.791Sharpe Ratio
0.211Alpha
0.221Beta
33.432CAR
16.5Drawdown
-0.82Loss Rate
53Parameters
1Security Types
3.139Sortino Ratio
3546Tradeable Dates
15407Trades
1.043Treynor Ratio
2.23Win Rate
5725.025Net Profit
99.785PSR
1.791Sharpe Ratio
0.211Alpha
0.221Beta
33.432CAR
16.5Drawdown
-0.82Loss Rate
53Parameters
1Security Types
3.139Sortino Ratio
3546Tradeable Dates
15407Trades
1.043Treynor Ratio
2.23Win Rate
5485.213Net Profit
99.758PSR
1.781Sharpe Ratio
0.209Alpha
0.222Beta
33.064CAR
16.6Drawdown
-0.72Loss Rate
53Parameters
1Security Types
3.12Sortino Ratio
3544Tradeable Dates
14733Trades
1.028Treynor Ratio
2.19Win Rate
5555.408Net Profit
99.755PSR
1.78Sharpe Ratio
0.21Alpha
0.22Beta
33.182CAR
15.9Drawdown
-0.73Loss Rate
53Parameters
1Security Types
3.114Sortino Ratio
3544Tradeable Dates
15405Trades
1.041Treynor Ratio
2.23Win Rate
6073.621Net Profit
99.869PSR
1.83Sharpe Ratio
0.215Alpha
0.218Beta
34.075CAR
13Drawdown
21Loss Rate
53Parameters
1Security Types
0.8137Sortino Ratio
3538Tradeable Dates
706Trades
1.078Treynor Ratio
79Win Rate
6111.622Net Profit
99.871PSR
1.832Sharpe Ratio
0.216Alpha
0.218Beta
34.172CAR
13Drawdown
-0.73Loss Rate
57Parameters
1Security Types
3.232Sortino Ratio
3536Tradeable Dates
15403Trades
1.077Treynor Ratio
2.23Win Rate
2896.917Net Profit
98.181PSR
1.591Sharpe Ratio
0.178Alpha
0.163Beta
27.685CAR
12.4Drawdown
-0.44Loss Rate
177Parameters
1Security Types
2.698Sortino Ratio
3502Tradeable Dates
169Trades
1.181Treynor Ratio
5.17Win Rate
1781.006Net Profit
95.424PSR
1.478Sharpe Ratio
0.142Alpha
0.247Beta
23.517CAR
12.9Drawdown
-0.4Loss Rate
144Parameters
1Security Types
2.27Sortino Ratio
3498Tradeable Dates
172Trades
0.665Treynor Ratio
4.34Win Rate
429.388Net Profit
98.163PSR
1.584Sharpe Ratio
0.109Alpha
-0.003Beta
12.97CAR
6.4Drawdown
-0.09Loss Rate
116Parameters
1Security Types
2.355Sortino Ratio
3439Tradeable Dates
894Trades
-31.066Treynor Ratio
0.39Win Rate
440.809Net Profit
98.872PSR
1.641Sharpe Ratio
0.111Alpha
-0.004Beta
13.245CAR
6.5Drawdown
-0.34Loss Rate
111Parameters
1Security Types
2.433Sortino Ratio
3414Tradeable Dates
821Trades
-28.64Treynor Ratio
0.39Win Rate
585.234Net Profit
98.562PSR
1.633Sharpe Ratio
0.129Alpha
-0.007Beta
15.344CAR
7.7Drawdown
-0.06Loss Rate
101Parameters
1Security Types
2.452Sortino Ratio
3391Tradeable Dates
1823Trades
-19.288Treynor Ratio
0.22Win Rate
2836.22Net Profit
57.257PSR
1.221Sharpe Ratio
0.365Alpha
-0.173Beta
36.528CAR
48Drawdown
80Loss Rate
275Parameters
1Security Types
0.9908Sortino Ratio
2732Tradeable Dates
449Trades
-1.993Treynor Ratio
20Win Rate
Chak left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
Elsid Aliaj, smart rolling windows object construct works, so serves this specific thread's purpose.
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
You just need safety measures built into the portfolio management and trade execution portions of...
Chak left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Sector rotation, first tapering event, and seasonality contributed to algorithm buying behavior and...
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Stephen David Bennett a good start to improve these public baselines is to incorporate hour and...
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I have read and followed this strategy since it was introduced on quantconnect 10 months ago. While...
Chak left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Moving forward, I'm suggesting that perhaps using np.percentile has some limitations to finding...
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Chak left a comment in the discussion Share: Kalman Filter Crossovers for Crypto and ‘Smart’ RollingWindows
Elsid Aliaj, smart rolling windows object construct works, so serves this specific thread's purpose.
2 years ago