Chris
Quant
Date Joined
24th March, 2023
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-11-20 08:29:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-04-04 09:07:49
Python Programming
Choose Python as your preferred programming language.
2023-03-24 15:52:39
- Profile
- Backtests
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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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.123Net Profit
0PSR
3.409Sharpe Ratio
-1.199Alpha
0.225Beta
11.903CAR
2.1Drawdown
0Loss Rate
0Parameters
1Security Types
4Tradeable Dates
2Trades
2.689Treynor Ratio
0Win Rate
0.046Net Profit
0PSR
3.105Sharpe Ratio
1.08Alpha
-0.072Beta
4.302CAR
1.6Drawdown
0Loss Rate
0Parameters
1Security Types
4Tradeable Dates
3Trades
-6.959Treynor Ratio
0Win Rate
Community
View MoreChris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
Sorry, previous backtest was using 60 min bars, so not comparable. See this one for 1:1 comparison....
Chris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
See example backtest, using coinbase data
Chris started the discussion Cannot ask Mia. Send button not working
Hi. Pretty much as title says:
Chris left a comment in the discussion Cannot ask Mia. Send button not working
Okay, seems to have worked now. Just large delay between question and answer and no sign of...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.123Net Profit
0PSR
3.409Sharpe Ratio
-1.199Alpha
0.225Beta
11.903CAR
2.1Drawdown
0Loss Rate
0Parameters
1Security Types
4Tradeable Dates
2Trades
2.689Treynor Ratio
0Win Rate
0.046Net Profit
0PSR
3.105Sharpe Ratio
1.08Alpha
-0.072Beta
4.302CAR
1.6Drawdown
0Loss Rate
0Parameters
1Security Types
4Tradeable Dates
3Trades
-6.959Treynor Ratio
0Win Rate
Chris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
Same backtest using Kraken data:
Chris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
Sorry, previous backtest was using 60 min bars, so not comparable. See this one for 1:1 comparison....
Chris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
See example backtest, using coinbase data
Chris started the discussion Cannot ask Mia. Send button not working
Hi. Pretty much as title says:
Chris left a comment in the discussion Cannot ask Mia. Send button not working
Okay, seems to have worked now. Just large delay between question and answer and no sign of...
Chris started the discussion Calculate_order_quantity returning none - why?
Hi all.
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
Okay, now I understand how calculate_order_quantity works. It seems closely related to how...
Chris left a comment in the discussion Calculate_order_quantity returning none - why?
In the meanwhile I found two possible solutions on how to calculate the position size, specifically...
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Chris left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025
Same backtest using Kraken data:
4 months ago