Chantal Coolsma
Quant
Date Joined
31st August, 2019
Bootcamp progress
73% Complete
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Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-09-08 18:31:21
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-10-13 10:57:50
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2019-09-08 15:22:09
Python Programming
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2019-08-31 09:01:55
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Complete a beginner bootcamp in the algorithm lab.
2019-09-01 07:40:19
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Complete an advanced bootcamp in the algorithm lab.
2019-11-03 07:59:01
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Public Backtests (3)
View More7.2014PSR
20Parameters
1Security Types
249Tradeable Dates
21.6Net Profit
52.7763PSR
1.07Sharpe Ratio
0.32Alpha
-0.503Beta
28.666CAR
9.2Drawdown
0Loss Rate
19Parameters
1Security Types
0Sortino Ratio
243Tradeable Dates
3Trades
-0.443Treynor Ratio
100Win Rate
47.055Net Profit
2.126Sharpe Ratio
0.42Alpha
-0.057Beta
76.013CAR
7.4Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
214Tradeable Dates
153Trades
-7.162Treynor Ratio
100Win Rate
Community
View MoreChantal started the discussion Likely Overfitting vs Not Overfitting
Hi,
Chantal started the discussion Runtime Error accessing SMA
I am a bit puzzled and I don't know what I am doing wrong. This code:
Chantal started the discussion Invalid Message: BrokerageModel declared unable to submit order
I have a problem with a backtest. It starts to execute orders. The first order is opened and closed...
Chantal left a comment in the discussion Invalid Message: BrokerageModel declared unable to submit order
Just found that BrokerageModel doesn't support MarketOnOpen order types. So I have to check if...
7.2014PSR
20Parameters
1Security Types
249Tradeable Dates
21.6Net Profit
52.7763PSR
1.07Sharpe Ratio
0.32Alpha
-0.503Beta
28.666CAR
9.2Drawdown
0Loss Rate
19Parameters
1Security Types
0Sortino Ratio
243Tradeable Dates
3Trades
-0.443Treynor Ratio
100Win Rate
47.055Net Profit
2.126Sharpe Ratio
0.42Alpha
-0.057Beta
76.013CAR
7.4Drawdown
0Loss Rate
11Parameters
1Security Types
0Sortino Ratio
214Tradeable Dates
153Trades
-7.162Treynor Ratio
100Win Rate
Chantal started the discussion Likely Overfitting vs Not Overfitting
Hi,
Chantal started the discussion Runtime Error accessing SMA
I am a bit puzzled and I don't know what I am doing wrong. This code:
Chantal started the discussion Invalid Message: BrokerageModel declared unable to submit order
I have a problem with a backtest. It starts to execute orders. The first order is opened and closed...
Chantal left a comment in the discussion Warning: fill at stale price
Still seeing this problem. My algorithm will try to close positions 60 minutes before the forex...
Chantal left a comment in the discussion Invalid Message: BrokerageModel declared unable to submit order
Just found that BrokerageModel doesn't support MarketOnOpen order types. So I have to check if...
Chantal left a comment in the discussion Change in Stock Price per Minute/Second
Don't know if minute resolution is possible, but you can create a RollingWindow to store previous...
Chantal left a comment in the discussion Likely Overfitting vs Not Overfitting
Hi Warren,
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Chantal left a comment in the discussion Warning: fill at stale price
Still seeing this problem. My algorithm will try to close positions 60 minutes before the forex...
5 years ago