garyha
Quant
Date Joined
1st September, 2015
Bootcamp progress
7% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-05-02 03:17:50
Python Programming
Choose Python as your preferred programming language.
2018-05-01 06:55:41
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- 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 (3)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-30.88Net Profit
-7.194Sharpe Ratio
12.605Alpha
-1540.353Beta
-100CAR
39.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
0.008Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View Moregaryha started the discussion System.InvalidCastException: Specified cast is not valid OR Runtime Error: Specified cast is not valid
System.InvalidCastException: Specified cast is not valid.
garyha started the discussion Porting a common pipeline from Quantopian to QuantConnect
Would appreciate help with basic stock screening. The pipeline code below was common on Quantopian...
garyha started the discussion Security object shows $0.67, history shows $12
Why this discrepancy and any suggestions on how to avoid it?
garyha left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
> it is maybe time to change the strategy from new features to development quality
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-30.88Net Profit
-7.194Sharpe Ratio
12.605Alpha
-1540.353Beta
-100CAR
39.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
0.008Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
garyha started the discussion System.InvalidCastException: Specified cast is not valid OR Runtime Error: Specified cast is not valid
System.InvalidCastException: Specified cast is not valid.
garyha started the discussion Porting a common pipeline from Quantopian to QuantConnect
Would appreciate help with basic stock screening. The pipeline code below was common on Quantopian...
garyha started the discussion Security object shows $0.67, history shows $12
Why this discrepancy and any suggestions on how to avoid it?
garyha left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
The doc update above by Jared looks great and even has better descriptions. An idea, if...
garyha left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
> it is maybe time to change the strategy from new features to development quality
garyha left a comment in the discussion Security object shows $0.67, history shows $12
My comment was in response to the split example, didn't see the other in time. Although...
garyha left a comment in the discussion Security object shows $0.67, history shows $12
That's a single security, "MSFT" being set in Initialize.
garyha left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
I think there is a good answer to this question, I'm not trying to be snarky:
garyha left a comment in the discussion Security object shows $0.67, history shows $12
I'm asking how to keep knowledge of the future out of an algorithm. Seems a rudimentary...
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garyha left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
The doc update above by Jared looks great and even has better descriptions. An idea, if...
7 years ago