Denis Litvin
Quant
Date Joined
29th March, 2020
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-03-21 01:17:00
Python Programming
Choose Python as your preferred programming language.
2020-03-29 04:46:27
Popular
Receive at least 10 upvotes from different users in the community.
2023-06-18 22:24:53
- 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 (3)
View More2012.958Net Profit
0.042PSR
0.493Sharpe Ratio
0.079Alpha
0.741Beta
13.353CAR
61.4Drawdown
-0.9Loss Rate
26Parameters
1Security Types
0Tradeable Dates
1738Trades
0.168Treynor Ratio
1.72Win Rate
5416.19Net Profit
2.843PSR
0.725Sharpe Ratio
0.105Alpha
0.606Beta
17.911CAR
57Drawdown
-1.1Loss Rate
31Parameters
1Security Types
0Tradeable Dates
1255Trades
0.235Treynor Ratio
2.03Win Rate
16893.097Net Profit
0.089PSR
0.652Sharpe Ratio
0.147Alpha
0.724Beta
22.579CAR
62.4Drawdown
-0.64Loss Rate
33Parameters
1Security Types
0Tradeable Dates
1736Trades
0.269Treynor Ratio
1.54Win Rate
Community
View MoreDenis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Guy Fleury I've been running some tests with different initial capital amounts. The stock number...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Thanks Guy Fleury. That's a good find
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Fixed the holding period to be year + 1 day
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi David Eldringhoff,
2012.958Net Profit
0.042PSR
0.493Sharpe Ratio
0.079Alpha
0.741Beta
13.353CAR
61.4Drawdown
-0.9Loss Rate
26Parameters
1Security Types
0Tradeable Dates
1738Trades
0.168Treynor Ratio
1.72Win Rate
5416.19Net Profit
2.843PSR
0.725Sharpe Ratio
0.105Alpha
0.606Beta
17.911CAR
57Drawdown
-1.1Loss Rate
31Parameters
1Security Types
0Tradeable Dates
1255Trades
0.235Treynor Ratio
2.03Win Rate
16893.097Net Profit
0.089PSR
0.652Sharpe Ratio
0.147Alpha
0.724Beta
22.579CAR
62.4Drawdown
-0.64Loss Rate
33Parameters
1Security Types
0Tradeable Dates
1736Trades
0.269Treynor Ratio
1.54Win Rate
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Jeroen van Hoof ,I've noticed value factor was underperforming growth factor for the past 10...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Guy Fleury I've been running some tests with different initial capital amounts. The stock number...
Denis left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
Thanks Guy Fleury. That's a good find
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Fixed the holding period to be year + 1 day
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi David Eldringhoff,
Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Kristofferson V Tandoc,
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Denis left a comment in the discussion Quant-Investing model focused on value small-caps and efficiency
Hi Jeroen van Hoof ,I've noticed value factor was underperforming growth factor for the past 10...
2 years ago