DEVON
Quant
Date Joined
16th April, 2014
Bootcamp progress
4% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-27 03:03:47
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-26 15:11:37
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-01-26 15:11:37
Cloner
Clone at least 100 algorithms from the community.
2018-01-29 15:26:10
- Profile
- Backtests
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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 (2)
View More563.122Net Profit
0.745Sharpe Ratio
0.286Alpha
-9.22Beta
15.661CAR
23.7Drawdown
38Loss Rate
1Security Types
0.41054299009371Sortino Ratio
0Tradeable Dates
153Trades
-0.015Treynor Ratio
62Win Rate
785.662Net Profit
0.81Sharpe Ratio
0.092Alpha
4.406Beta
16.878CAR
36Drawdown
37Loss Rate
1Security Types
0.44081633481065Sortino Ratio
3520Tradeable Dates
143Trades
0.041Treynor Ratio
63Win Rate
Community
View MoreDEVON started the discussion How to track and control your algorithm leverage
In the Quantopian Open, leverage is constrained to 3x for eligible entries. You can track and...
DEVON started the discussion How to confirm whether my account have been upgrade to "PRIME*" level ?
I have been do the Quantconnect Subscribe to "PRIME*" account,
DEVON started the discussion How to read the Levrage diagram on stratefy backtest report
I am confused that how to read the Levrage diagram on stratefy backtest report?
DEVON started the discussion Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out
sir,
563.122Net Profit
0.745Sharpe Ratio
0.286Alpha
-9.22Beta
15.661CAR
23.7Drawdown
38Loss Rate
1Security Types
0.41054299009371Sortino Ratio
0Tradeable Dates
153Trades
-0.015Treynor Ratio
62Win Rate
785.662Net Profit
0.81Sharpe Ratio
0.092Alpha
4.406Beta
16.878CAR
36Drawdown
37Loss Rate
1Security Types
0.44081633481065Sortino Ratio
3520Tradeable Dates
143Trades
0.041Treynor Ratio
63Win Rate
DEVON started the discussion How to track and control your algorithm leverage
In the Quantopian Open, leverage is constrained to 3x for eligible entries. You can track and...
DEVON started the discussion How to confirm whether my account have been upgrade to "PRIME*" level ?
I have been do the Quantconnect Subscribe to "PRIME*" account,
DEVON started the discussion How to read the Levrage diagram on stratefy backtest report
I am confused that how to read the Levrage diagram on stratefy backtest report?
DEVON started the discussion Runtime Error: System.Exception: Execution Security Error: Memory Usage Maxed Out
sir,
DEVON left a comment in the discussion Fundamental Factor Long/Short Strategy with Mean Variance Portfolio Optimization
Python3's range is Python2's xrange? 28 | 20:32:22: Runtime Error: NameError : name...
DEVON left a comment in the discussion ETF Trend Following Algorithm
How to avoid the backtest issue:
DEVON left a comment in the discussion A tool algorithm for picking effective factors in stock selection model
after I clone this strategy, then backtest it, but I got following error message:
DEVON left a comment in the discussion ETF Trend Following Algorithm
Hi Jing,
DEVON left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
Aaron,
DEVON left a comment in the discussion Piotroski F-Score Fundamental Filter / Value Screen
How to limited this strategy Leverage under 100% ?
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DEVON left a comment in the discussion Fundamental Factor Long/Short Strategy with Mean Variance Portfolio Optimization
Python3's range is Python2's xrange? 28 | 20:32:22: Runtime Error: NameError : name...
7 years ago