Egor Pavlikhin
Quant
Date Joined
10th December, 2016
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-04 05:42:28
C# Programming
Choose C# as your preferred programming language.
2020-03-09 23:41:44
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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 (1)
View More1Security Types
1091Tradeable Dates
Community
View MoreEgor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
You are not using RAW prices, but adjusted prices, that's why you are getting these returns....
Egor left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which...
1Security Types
1091Tradeable Dates
Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Jared, comission and slippage are usually not calculated correctly, plus price movements, while...
Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
You are not using RAW prices, but adjusted prices, that's why you are getting these returns....
Egor left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
Your code uses incorrect data for backtests and mostly profits from overnight decay of UVXY, which...
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Egor left a comment in the discussion Intraday Mean-Reversion Strategy (TVIX - VXX )
Jared, comission and slippage are usually not calculated correctly, plus price movements, while...
8 years ago