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
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 (3)
View More0Net Profit
0PSR
-10.312Sharpe Ratio
0Alpha
0Beta
-0.001CAR
0Drawdown
0Loss Rate
0Parameters
1Security 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
1Security 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
1Security 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
1Security 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.
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Feng left a comment in the discussion Questions about order submitted times inconsistent and data warming up in Framework
Hi Derek,
4 years ago