Derek Liu
Quant
Date Joined
16th September, 2018
Bootcamp progress
0% Complete
Achievements
Python Programming
Choose Python as your preferred programming language.
2018-09-16 22:14:14
- Profile
- Backtests
- Community
Biography
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 (5)
View More364.457Net Profit
0.863Sharpe Ratio
0.467Alpha
-15.112Beta
25.406CAR
26.5Drawdown
43Loss Rate
1Security Types
0.16914900147509Sortino Ratio
1706Tradeable Dates
1561Trades
-0.014Treynor Ratio
57Win Rate
371.734Net Profit
0.844Sharpe Ratio
0.478Alpha
-15.454Beta
25.694CAR
27.6Drawdown
42Loss Rate
1Security Types
0.14823342294209Sortino Ratio
1706Tradeable Dates
1454Trades
-0.014Treynor Ratio
58Win Rate
29.831Net Profit
0.402Sharpe Ratio
0.158Alpha
-5.058Beta
7.192CAR
32.7Drawdown
47Loss Rate
1Security Types
0.17014858543201Sortino Ratio
946Tradeable Dates
344Trades
-0.015Treynor Ratio
53Win Rate
29.831Net Profit
0.402Sharpe Ratio
0.158Alpha
-5.058Beta
7.192CAR
32.7Drawdown
47Loss Rate
1Security Types
0.17014858543201Sortino Ratio
946Tradeable Dates
344Trades
-0.015Treynor Ratio
53Win Rate
50.023Net Profit
0.498Sharpe Ratio
0.249Alpha
-7.99Beta
11.466CAR
37.2Drawdown
50Loss Rate
1Security Types
0.059414762823201Sortino Ratio
940Tradeable Dates
900Trades
-0.015Treynor Ratio
50Win Rate
Community
View MoreDerek started the discussion Question about universe
Hello! I'm wondering whether we can change the universe from all 18,000 stocks to only a...
364.457Net Profit
0.863Sharpe Ratio
0.467Alpha
-15.112Beta
25.406CAR
26.5Drawdown
43Loss Rate
1Security Types
0.16914900147509Sortino Ratio
1706Tradeable Dates
1561Trades
-0.014Treynor Ratio
57Win Rate
371.734Net Profit
0.844Sharpe Ratio
0.478Alpha
-15.454Beta
25.694CAR
27.6Drawdown
42Loss Rate
1Security Types
0.14823342294209Sortino Ratio
1706Tradeable Dates
1454Trades
-0.014Treynor Ratio
58Win Rate
29.831Net Profit
0.402Sharpe Ratio
0.158Alpha
-5.058Beta
7.192CAR
32.7Drawdown
47Loss Rate
1Security Types
0.17014858543201Sortino Ratio
946Tradeable Dates
344Trades
-0.015Treynor Ratio
53Win Rate
29.831Net Profit
0.402Sharpe Ratio
0.158Alpha
-5.058Beta
7.192CAR
32.7Drawdown
47Loss Rate
1Security Types
0.17014858543201Sortino Ratio
946Tradeable Dates
344Trades
-0.015Treynor Ratio
53Win Rate
50.023Net Profit
0.498Sharpe Ratio
0.249Alpha
-7.99Beta
11.466CAR
37.2Drawdown
50Loss Rate
1Security Types
0.059414762823201Sortino Ratio
940Tradeable Dates
900Trades
-0.015Treynor Ratio
50Win Rate
Derek started the discussion Question about universe
Hello! I'm wondering whether we can change the universe from all 18,000 stocks to only a...
Derek left a comment in the discussion Question about universe
Thank you!
QuantConnect™ 2025. All Rights Reserved
Derek left a comment in the discussion Question about universe
Thank you!
6 years ago