Etienne RAINAUT
Quant
Date Joined
26th May, 2020
Bootcamp progress
16% Complete
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Algorithm Sharing
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2020-06-20 09:13:12
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2020-05-26 16:52:35
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2020-05-26 17:25:55
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Activity on QuantConnect
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Public Backtests (3)
View More409.738Net Profit
0.224PSR
0.449Sharpe Ratio
0Alpha
0Beta
8.033CAR
58.9Drawdown
-0.59Loss Rate
35Parameters
1Security Types
0.437Sortino Ratio
5299Tradeable Dates
4185Trades
0Treynor Ratio
0.47Win Rate
119.224Net Profit
63.394PSR
1.328Sharpe Ratio
0Alpha
0Beta
28.6CAR
23.2Drawdown
-0.12Loss Rate
22Parameters
1Security Types
1.721Sortino Ratio
785Tradeable Dates
3803Trades
0Treynor Ratio
0.11Win Rate
3136.429Net Profit
15.099PSR
0.857Sharpe Ratio
0Alpha
0Beta
17.984CAR
32.4Drawdown
-0.14Loss Rate
21Parameters
1Security Types
1.002Sortino Ratio
5286Tradeable Dates
15541Trades
0Treynor Ratio
0.15Win Rate
Community
View MoreEtienne started the discussion Register to additional security data inside Alpha model of framework
Hello,
Etienne started the discussion Andreas Clenow Momentum strategy (using Framework) from Stocks on the move book
Hi,
Etienne left a comment in the discussion Algorithm Framework Questions
Hi Daniel, I am sorry I missed 1 important detail for it to work. You need this line in the main...
Etienne left a comment in the discussion Algorithm Framework Questions
This doc will be useful if you need another frequency.
409.738Net Profit
0.224PSR
0.449Sharpe Ratio
0Alpha
0Beta
8.033CAR
58.9Drawdown
-0.59Loss Rate
35Parameters
1Security Types
0.437Sortino Ratio
5299Tradeable Dates
4185Trades
0Treynor Ratio
0.47Win Rate
119.224Net Profit
63.394PSR
1.328Sharpe Ratio
0Alpha
0Beta
28.6CAR
23.2Drawdown
-0.12Loss Rate
22Parameters
1Security Types
1.721Sortino Ratio
785Tradeable Dates
3803Trades
0Treynor Ratio
0.11Win Rate
3136.429Net Profit
15.099PSR
0.857Sharpe Ratio
0Alpha
0Beta
17.984CAR
32.4Drawdown
-0.14Loss Rate
21Parameters
1Security Types
1.002Sortino Ratio
5286Tradeable Dates
15541Trades
0Treynor Ratio
0.15Win Rate
Etienne started the discussion Register to additional security data inside Alpha model of framework
Hello,
Etienne started the discussion Andreas Clenow Momentum strategy (using Framework) from Stocks on the move book
Hi,
Etienne left a comment in the discussion Algorithm Framework Questions
I attached the backtest of your code when adding the line, seems to work without liquidation after...
Etienne left a comment in the discussion Algorithm Framework Questions
Hi Daniel, I am sorry I missed 1 important detail for it to work. You need this line in the main...
Etienne left a comment in the discussion Algorithm Framework Questions
This doc will be useful if you need another frequency.
Etienne left a comment in the discussion Algorithm Framework Questions
Hi Daniel,
Etienne left a comment in the discussion Andreas Clenow Momentum strategy (using Framework) from Stocks on the move book
Thanks for catching that error Vladimir
Etienne left a comment in the discussion Andreas Clenow Momentum strategy (using Framework) from Stocks on the move book
Hi Derek,
Etienne started the discussion Universe selection + alpha models updates
Hi,
Etienne started the discussion MACD Alpha model error
Hi,
Etienne started the discussion Clean logs - Securities without factor file
Hello, I have a simple issue with securities without factor file like the one below.
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Etienne left a comment in the discussion Algorithm Framework Questions
I attached the backtest of your code when adding the line, seems to work without liquidation after...
3 years ago