Feng Li
Quant
Date Joined
31st March, 2021
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-04-19 13:56:46
Python Programming
Choose Python as your preferred programming language.
2021-04-01 10:34:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-04-17 04:09:07
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-04-18 06:25:23
- 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 (3)
View More0Net Profit
0PSR
-10.312Sharpe Ratio
0Alpha
0Beta
-0.001CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
16Trades
0.213Treynor Ratio
0Win Rate
0Net Profit
11.931PSR
-5.908Sharpe Ratio
0Alpha
0Beta
-0.006CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
19Trades
0.102Treynor Ratio
0Win Rate
-0.019Net Profit
0PSR
-19.67Sharpe Ratio
-0.006Alpha
-0.002Beta
-0.972CAR
0Drawdown
100Loss Rate
0Parameters
1Security Types
-0.2758Sortino Ratio
5Tradeable Dates
18Trades
4.338Treynor Ratio
0Win Rate
Community
View MoreFeng started the discussion After Enabling ExtendedMarketHours, the Intraday trading become inconsistent with the real case.
When I don't enable ExtendedMarketHours, strategy trade 18 times,...
Feng started the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi~
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi Derek,
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
QCAlgorithm code is here.
0Net Profit
0PSR
-10.312Sharpe Ratio
0Alpha
0Beta
-0.001CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
16Trades
0.213Treynor Ratio
0Win Rate
0Net Profit
11.931PSR
-5.908Sharpe Ratio
0Alpha
0Beta
-0.006CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
19Trades
0.102Treynor Ratio
0Win Rate
-0.019Net Profit
0PSR
-19.67Sharpe Ratio
-0.006Alpha
-0.002Beta
-0.972CAR
0Drawdown
100Loss Rate
0Parameters
1Security Types
-0.2758Sortino Ratio
5Tradeable Dates
18Trades
4.338Treynor Ratio
0Win Rate
Feng started the discussion After Enabling ExtendedMarketHours, the Intraday trading become inconsistent with the real case.
When I don't enable ExtendedMarketHours, strategy trade 18 times,...
Feng started the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi~
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi Derek,
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi Derek,
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
QCAlgorithm code is here.
QuantConnect™ 2025. All Rights Reserved
Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi Derek,
4 years ago