Grateful Trading
Quant
Date Joined
1st March, 2021
Bootcamp progress
56% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-04-01 23:04:58
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-04-20 00:47:41
Python Programming
Choose Python as your preferred programming language.
2021-03-01 23:17:56
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-03-01 23:53:43
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-03-09 01:58:21
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Activity on QuantConnect
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Public Backtests (5)
View More24.307Net Profit
99.688PSR
5.508Sharpe Ratio
0.642Alpha
0.1Beta
103.588CAR
4.4Drawdown
-0.25Loss Rate
32Parameters
0Security Types
5.701Sortino Ratio
77Tradeable Dates
268Trades
6.515Treynor Ratio
0.42Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
486Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.049Net Profit
100PSR
14.603Sharpe Ratio
-0.014Alpha
0.019Beta
2.345CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
1Trades
1.677Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5.08Net Profit
90.856PSR
6.081Sharpe Ratio
0.694Alpha
-0.252Beta
80.5CAR
2.6Drawdown
61Loss Rate
2Parameters
1Security Types
0.1594Sortino Ratio
0Tradeable Dates
128Trades
-2.477Treynor Ratio
39Win Rate
Community
View MoreGrateful started the discussion Day Trade Algo Step 1: Universe Creation
Hi all,
Grateful started the discussion Automating backtests on dozens of pairs
I've calculated the correlation coefficient on every possible stock pair in the S&P, and...
Grateful started the discussion MACD indicator for multiple equities in rolling window using consolidator
I went ahead and started a new thread because this seems to be a theme that comes up often, and the...
Grateful started the discussion Finding historical chart gaps and fills
Has anyone worked on detecting historical gaps and fills in candlestick charts? For example, on a...
24.307Net Profit
99.688PSR
5.508Sharpe Ratio
0.642Alpha
0.1Beta
103.588CAR
4.4Drawdown
-0.25Loss Rate
32Parameters
0Security Types
5.701Sortino Ratio
77Tradeable Dates
268Trades
6.515Treynor Ratio
0.42Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
6Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
486Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.049Net Profit
100PSR
14.603Sharpe Ratio
-0.014Alpha
0.019Beta
2.345CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
1Trades
1.677Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
5.08Net Profit
90.856PSR
6.081Sharpe Ratio
0.694Alpha
-0.252Beta
80.5CAR
2.6Drawdown
61Loss Rate
2Parameters
1Security Types
0.1594Sortino Ratio
0Tradeable Dates
128Trades
-2.477Treynor Ratio
39Win Rate
Grateful started the discussion Day Trade Algo Step 1: Universe Creation
Hi all,
Grateful started the discussion Automating backtests on dozens of pairs
I've calculated the correlation coefficient on every possible stock pair in the S&P, and...
Grateful started the discussion MACD indicator for multiple equities in rolling window using consolidator
I went ahead and started a new thread because this seems to be a theme that comes up often, and the...
Grateful started the discussion Finding historical chart gaps and fills
Has anyone worked on detecting historical gaps and fills in candlestick charts? For example, on a...
Grateful left a comment in the discussion Finding historical chart gaps and fills
Thank you Derek Melchin The thread is helpful, but I'm looking for more of a log of past gaps,...
Grateful left a comment in the discussion Limit order fill
Hi Ximin,
Grateful left a comment in the discussion Alpha Streams Market
I love to see the innovation and industry disruption happening here. Excited for future...
Grateful left a comment in the discussion MACD indicator for multiple equities in rolling window using consolidator
SOLVED!
Grateful left a comment in the discussion Coarse and Fine filter SMA (using SymbolData class) on daily resolution and get the current price of those symbols with minute resolution
This code helped me quite a bit with building consolidators of all sizes.
Grateful left a comment in the discussion Coarse and Fine filter SMA (using SymbolData class) on daily resolution and get the current price of those symbols with minute resolution
Hi Eduardo, are you able to attach a backtest? This will make it much easier to help you.
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Grateful left a comment in the discussion Finding historical chart gaps and fills
Thank you Derek Melchin The thread is helpful, but I'm looking for more of a log of past gaps,...
3 years ago