GEightyFour
Quant
Date Joined
9th October, 2020
Bootcamp progress
39% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-10-06 18:41:22
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-02-24 02:24:56
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-04-21 17:08:52
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-05-04 13:48:08
Python Programming
Choose Python as your preferred programming language.
2020-10-09 02:55:35
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-02-20 23:48:23
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-02-21 02:28:42
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Activity on QuantConnect
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Public Backtests (2)
View More-157.969Net Profit
0.041PSR
-0.196Sharpe Ratio
-0.255Alpha
1.2Beta
0CAR
131.7Drawdown
-0.07Loss Rate
12Parameters
0Security Types
0Sortino Ratio
3202Tradeable Dates
24329Trades
-0.102Treynor Ratio
0.01Win Rate
4227.894Net Profit
99.049PSR
1.897Sharpe Ratio
0.307Alpha
0.229Beta
31.474CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.51Sortino Ratio
3464Tradeable Dates
61Trades
1.47Treynor Ratio
16.34Win Rate
Community
View MoreGEightyFour started the discussion Long only unleveraged backtest results in negative balance?
So I've been backtesting momentum factors on long-only unleveraged equities lately but noticed in...
GEightyFour started the discussion Question on SetHoldings/CalculateOrderQuantity price usage on live deploy
Given that a deployed live algorithm is running all of its universe on Daily resolution. If the...
GEightyFour left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Rafael Trevisan The general rule of thumb is to backtest on ~70-80% of all of the data you have....
GEightyFour left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther I appreciate your explanation Peter. Having the center=True parameter made that...
-157.969Net Profit
0.041PSR
-0.196Sharpe Ratio
-0.255Alpha
1.2Beta
0CAR
131.7Drawdown
-0.07Loss Rate
12Parameters
0Security Types
0Sortino Ratio
3202Tradeable Dates
24329Trades
-0.102Treynor Ratio
0.01Win Rate
4227.894Net Profit
99.049PSR
1.897Sharpe Ratio
0.307Alpha
0.229Beta
31.474CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.51Sortino Ratio
3464Tradeable Dates
61Trades
1.47Treynor Ratio
16.34Win Rate
GEightyFour started the discussion Long only unleveraged backtest results in negative balance?
So I've been backtesting momentum factors on long-only unleveraged equities lately but noticed in...
GEightyFour started the discussion Question on SetHoldings/CalculateOrderQuantity price usage on live deploy
Given that a deployed live algorithm is running all of its universe on Daily resolution. If the...
GEightyFour left a comment in the discussion Alpha Streams Refactoring 2.0
I really appreciate that your team is working on improving the Alpha Universes but is there any...
GEightyFour left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Rafael Trevisan The general rule of thumb is to backtest on ~70-80% of all of the data you have....
GEightyFour left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther I appreciate your explanation Peter. Having the center=True parameter made that...
GEightyFour left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Peter Guenther Can you explain what are we trying to achieve here? Looks like some odd delayed...
GEightyFour left a comment in the discussion Finite Impulse Response Digital Filter (Power Weighted Moving Average).
Interesting, but what use cases would this have over just using SMA/EMA?
GEightyFour started the discussion Long-term projected earnings growth in morningstar fundamentals?
Is there a fine fundamental property that holds such value as mentioned in the title?...
GEightyFour started the discussion Loops longer than 10 minutes on live?
I have been running into issues with my universe selection during live deployment where I encounter...
GEightyFour left a comment in the discussion Loops longer than 10 minutes on live?
I ended up ported algorithm into csharp instead, shaved off a few minutes in runtime by doing so. I...
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GEightyFour left a comment in the discussion Alpha Streams Refactoring 2.0
I really appreciate that your team is working on improving the Alpha Universes but is there any...
2 years ago