Daniel Russell
Quant
Date Joined
26th June, 2022
Bootcamp progress
50% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-12-09 19:54:52
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-12-06 23:37:24
Python Programming
Choose Python as your preferred programming language.
2022-06-26 16:01:09
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-11-29 16:24:30
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-11-30 18:12:39
- 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 (6)
View More-3.508Net Profit
5.657PSR
-1.811Sharpe Ratio
-0.033Alpha
0.208Beta
-17.056CAR
4.2Drawdown
0Loss Rate
1Parameters
1Security Types
-3.215Sortino Ratio
60Tradeable Dates
2Trades
-0.485Treynor Ratio
0Win Rate
64.935Net Profit
0.692PSR
0.35Sharpe Ratio
-0.012Alpha
0.571Beta
5.158CAR
40.2Drawdown
-1.33Loss Rate
9Parameters
4Security Types
0.398Sortino Ratio
3113Tradeable Dates
446Trades
0.076Treynor Ratio
1.75Win Rate
19.157Net Profit
0.075PSR
0.166Sharpe Ratio
0.038Alpha
-0.028Beta
1.777CAR
79Drawdown
-2.16Loss Rate
18Parameters
4Security Types
0.087Sortino Ratio
3113Tradeable Dates
894Trades
-1.266Treynor Ratio
2.68Win Rate
-60.342Net Profit
0.033PSR
0.106Sharpe Ratio
0.041Alpha
0.098Beta
-8.876CAR
98.8Drawdown
-5.73Loss Rate
10Parameters
4Security Types
-0.202Sortino Ratio
3113Tradeable Dates
447Trades
0.517Treynor Ratio
10.3Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreDaniel started the discussion Futures Options Overnight Session?
I am trying to capture the vol of a few futures to use as an indicator, and would like to capture...
Daniel started the discussion FuturesChains - Resolution to OnData
I am trying to handle rolling futures and would like to roll based on OI. I am having problems...
Daniel left a comment in the discussion FuturesChains - Resolution to OnData
Won't let me edit but should use the if str(security_holding)[:2] == str(contract)[:2] instead of...
Daniel left a comment in the discussion FuturesChains - Resolution to OnData
I solved this on my own. For good order, here is the working code. I believe the problem was the...
-3.508Net Profit
5.657PSR
-1.811Sharpe Ratio
-0.033Alpha
0.208Beta
-17.056CAR
4.2Drawdown
0Loss Rate
1Parameters
1Security Types
-3.215Sortino Ratio
60Tradeable Dates
2Trades
-0.485Treynor Ratio
0Win Rate
64.935Net Profit
0.692PSR
0.35Sharpe Ratio
-0.012Alpha
0.571Beta
5.158CAR
40.2Drawdown
-1.33Loss Rate
9Parameters
4Security Types
0.398Sortino Ratio
3113Tradeable Dates
446Trades
0.076Treynor Ratio
1.75Win Rate
19.157Net Profit
0.075PSR
0.166Sharpe Ratio
0.038Alpha
-0.028Beta
1.777CAR
79Drawdown
-2.16Loss Rate
18Parameters
4Security Types
0.087Sortino Ratio
3113Tradeable Dates
894Trades
-1.266Treynor Ratio
2.68Win Rate
-60.342Net Profit
0.033PSR
0.106Sharpe Ratio
0.041Alpha
0.098Beta
-8.876CAR
98.8Drawdown
-5.73Loss Rate
10Parameters
4Security Types
-0.202Sortino Ratio
3113Tradeable Dates
447Trades
0.517Treynor Ratio
10.3Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
304.942Net Profit
2.004PSR
0.492Sharpe Ratio
0.052Alpha
1.003Beta
14.414CAR
60.1Drawdown
-5.3Loss Rate
14Parameters
2Security Types
0.38Sortino Ratio
3791Tradeable Dates
315Trades
0.153Treynor Ratio
7.6Win Rate
Daniel started the discussion Futures Options Overnight Session?
I am trying to capture the vol of a few futures to use as an indicator, and would like to capture...
Daniel started the discussion FuturesChains - Resolution to OnData
I am trying to handle rolling futures and would like to roll based on OI. I am having problems...
Daniel left a comment in the discussion Error when Adding VIX
You can get the spot vix level on the minute resolution by using the at the money vix options at...
Daniel left a comment in the discussion FuturesChains - Resolution to OnData
Won't let me edit but should use the if str(security_holding)[:2] == str(contract)[:2] instead of...
Daniel left a comment in the discussion FuturesChains - Resolution to OnData
I solved this on my own. For good order, here is the working code. I believe the problem was the...
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Daniel left a comment in the discussion Error when Adding VIX
You can get the spot vix level on the minute resolution by using the at the money vix options at...
2 years ago