Daniel Root
Quant
Date Joined
19th March, 2019
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-04-05 02:26:44
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-03-21 20:11:34
C# Programming
Choose C# as your preferred programming language.
2019-03-19 18:23:13
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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 (2)
View More224.965Net Profit
0.962Sharpe Ratio
0.104Alpha
-0.237Beta
12.193CAR
16.1Drawdown
35Loss Rate
17Parameters
2Security Types
0.20392690316546Sortino Ratio
3739Tradeable Dates
1105Trades
-0.423Treynor Ratio
65Win Rate
14Parameters
1Security Types
3294Tradeable Dates
Community
View MoreDaniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...
Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...
Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used
I am getting the error "An item with the same key has already been added" when using...
Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
Thanks for the reply. I understand how that is a better way to write the algorithm, but this does...
224.965Net Profit
0.962Sharpe Ratio
0.104Alpha
-0.237Beta
12.193CAR
16.1Drawdown
35Loss Rate
17Parameters
2Security Types
0.20392690316546Sortino Ratio
3739Tradeable Dates
1105Trades
-0.423Treynor Ratio
65Win Rate
14Parameters
1Security Types
3294Tradeable Dates
Daniel started the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
I've written an algorithm using SetBrokerageModel(BrokerageName.Alpaca, AccountType.Cash); It runs...
Daniel started the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
I would like to use fundamentals data for purposes other than selecting stocks (ie as inputs in...
Daniel started the discussion Duplicate key exception in PortfolioConstructionModels when QC500 is used
I am getting the error "An item with the same key has already been added" when using...
Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
Thanks for the reply. I understand I can access fundamentals inside of a Course or Fine selector,...
Daniel left a comment in the discussion Does Alpaca really take 4 to 5 days to settle funds in a cash account?
Thanks for the reply. I understand how that is a better way to write the algorithm, but this does...
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Daniel left a comment in the discussion How to get Fundamentals in Backtesting outside of CourseGrainSelector and FineGrainSelector in C#
Thanks for the reply. I understand I can access fundamentals inside of a Course or Fine selector,...
6 years ago