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Halldor Andersen

Quant

Date Joined

2nd January, 2019

Bootcamp progress

0% Complete

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2019-01-15 18:14:15
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Notebook Sharing

Share a notebook with others.

2019-03-09 00:02:48
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Chatter Box

Leave at least 100 comments on community posts.

2019-04-15 21:26:11
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2019-01-14 17:41:43
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2019-01-14 22:45:53
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2019-03-15 03:17:53
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C# Programming

Choose C# as your preferred programming language.

2019-03-06 17:17:34
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Python Programming

Choose Python as your preferred programming language.

2019-01-02 17:40:29
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Popular

Receive at least 10 upvotes from different users in the community.

2019-03-08 18:01:09
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2019-01-02 22:55:47
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2019-03-06 22:01:32
  • Profile
  • 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 (127)

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Hyper-Active Orange Elephant

4Parameters

1Security Types

834Tradeable Dates

Adaptable Fluorescent Pink Owl

4Parameters

1Security Types

834Tradeable Dates

Hipster Magenta Badger

3Parameters

1Security Types

1Tradeable Dates

Determined Red Badger

31.696Net Profit

0.279Sharpe Ratio

-0.04Alpha

3.7Beta

2.259CAR

17.6Drawdown

52Loss Rate

6Parameters

2Security Types

0.30954910093396Sortino Ratio

4497Tradeable Dates

47Trades

0.006Treynor Ratio

48Win Rate

Calculating Asparagus Elephant

89.362Net Profit

0.376Sharpe Ratio

0.143Alpha

-5.54Beta

5.32CAR

46.7Drawdown

47Loss Rate

6Parameters

2Security Types

0.05474889643214Sortino Ratio

4497Tradeable Dates

1130Trades

-0.009Treynor Ratio

53Win Rate

Community

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Halldor started the discussion Mean-Reversion effect in ETF price series

Equity indices exhibit mean reversion in daily returns, which means that if a significant price...

5 years ago

Halldor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm

Hi Igor. It is possible to achieve a similar result by short selling the two leveraged ETFs, SPXU...

5 years ago

Halldor left a comment in the discussion Security Implied Volatility Calculation

Hi Nick.

5 years ago

Halldor left a comment in the discussion Technical Indicators based on range bars

Hi Filib.

5 years ago

Halldor left a comment in the discussion In sample Vs Out of sample

Hi Adam.

5 years ago

Hyper-Active Orange Elephant

4Parameters

1Security Types

834Tradeable Dates

Adaptable Fluorescent Pink Owl

4Parameters

1Security Types

834Tradeable Dates

Hipster Magenta Badger

3Parameters

1Security Types

1Tradeable Dates

Determined Red Badger

31.696Net Profit

0.279Sharpe Ratio

-0.04Alpha

3.7Beta

2.259CAR

17.6Drawdown

52Loss Rate

6Parameters

2Security Types

0.30954910093396Sortino Ratio

4497Tradeable Dates

47Trades

0.006Treynor Ratio

48Win Rate

Calculating Asparagus Elephant

89.362Net Profit

0.376Sharpe Ratio

0.143Alpha

-5.54Beta

5.32CAR

46.7Drawdown

47Loss Rate

6Parameters

2Security Types

0.05474889643214Sortino Ratio

4497Tradeable Dates

1130Trades

-0.009Treynor Ratio

53Win Rate

Muscular Light Brown Tapir

89.362Net Profit

0.376Sharpe Ratio

0.143Alpha

-5.54Beta

5.32CAR

46.7Drawdown

47Loss Rate

7Parameters

2Security Types

0.05474889643214Sortino Ratio

4497Tradeable Dates

1130Trades

-0.009Treynor Ratio

53Win Rate

Hipster Magenta Rhinoceros

7Parameters

1Security Types

4497Tradeable Dates

Well Dressed Magenta Leopard

117.868Net Profit

0.662Sharpe Ratio

0.097Alpha

-2.172Beta

7.162CAR

22.5Drawdown

49Loss Rate

5Parameters

2Security Types

0.12302602393115Sortino Ratio

4109Tradeable Dates

675Trades

-0.028Treynor Ratio

51Win Rate

Muscular Asparagus Alpaca

-6.566Net Profit

-0.789Sharpe Ratio

0.03Alpha

-4.015Beta

-5.055CAR

9.7Drawdown

52Loss Rate

4Parameters

1Security Types

-0.018001706210539Sortino Ratio

0Tradeable Dates

2939Trades

0.012Treynor Ratio

48Win Rate

Upgraded Yellow Owlet

-6.566Net Profit

-0.789Sharpe Ratio

0.03Alpha

-4.015Beta

-5.055CAR

9.7Drawdown

52Loss Rate

4Parameters

1Security Types

-0.018001706210539Sortino Ratio

0Tradeable Dates

2939Trades

0.012Treynor Ratio

48Win Rate

Swimming Tan Owlet

-2.428Net Profit

-0.427Sharpe Ratio

-0.04Alpha

0.986Beta

-2.089CAR

6.8Drawdown

56Loss Rate

9Parameters

1Security Types

-0.0026593286917448Sortino Ratio

0Tradeable Dates

294Trades

-0.02Treynor Ratio

44Win Rate

Geeky Fluorescent Yellow Jellyfish

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

12Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Orange Elephant

1.939Net Profit

0.367Sharpe Ratio

-0.055Alpha

3.556Beta

1.506CAR

5.2Drawdown

33Loss Rate

3Parameters

1Security Types

6.1127276591529Sortino Ratio

322Tradeable Dates

13Trades

0.004Treynor Ratio

67Win Rate

Dancing Fluorescent Pink Lemur

-5.554Net Profit

-1.103Sharpe Ratio

0.001Alpha

-10.669Beta

-20.123CAR

11Drawdown

54Loss Rate

15Parameters

1Security Types

-0.010606633589513Sortino Ratio

92Tradeable Dates

216Trades

0.014Treynor Ratio

46Win Rate

Fat Magenta Termite

2Parameters

1Security Types

0Tradeable Dates

Square Light Brown Badger

1.918Net Profit

0.364Sharpe Ratio

-0.055Alpha

3.564Beta

1.493CAR

5.2Drawdown

33Loss Rate

3Parameters

1Security Types

6.1127276591529Sortino Ratio

321Tradeable Dates

13Trades

0.004Treynor Ratio

67Win Rate

Crying Green Monkey

6Parameters

2Security Types

198Tradeable Dates

Determined Yellow-Green Alligator

6Parameters

2Security Types

198Tradeable Dates

Hipster Fluorescent Orange Termite

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Red-Orange Antelope

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

125Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Orange Bee

-2.428Net Profit

-0.427Sharpe Ratio

-0.04Alpha

0.986Beta

-2.089CAR

6.8Drawdown

56Loss Rate

9Parameters

1Security Types

-0.0026593286917448Sortino Ratio

0Tradeable Dates

294Trades

-0.02Treynor Ratio

44Win Rate

Well Dressed Yellow-Green Leopard

42.46Net Profit

0.275Sharpe Ratio

0.105Alpha

-3.045Beta

3.295CAR

49.9Drawdown

20Loss Rate

2Parameters

1Security Types

0.0084717461331685Sortino Ratio

0Tradeable Dates

8059Trades

-0.015Treynor Ratio

80Win Rate

Smooth Apricot Whale

42.46Net Profit

0.275Sharpe Ratio

0.105Alpha

-3.045Beta

3.295CAR

49.9Drawdown

20Loss Rate

2Parameters

1Security Types

0.0084717461331685Sortino Ratio

0Tradeable Dates

8059Trades

-0.015Treynor Ratio

80Win Rate

Creative Yellow-Green Whale

42.46Net Profit

0.275Sharpe Ratio

0.105Alpha

-3.045Beta

3.295CAR

49.9Drawdown

20Loss Rate

2Parameters

1Security Types

0.0084717461331685Sortino Ratio

0Tradeable Dates

8059Trades

-0.015Treynor Ratio

80Win Rate

Fat Sky Blue Crocodile

-0.045Net Profit

-0.198Sharpe Ratio

0.057Alpha

-3.19Beta

-0.509CAR

0.5Drawdown

53Loss Rate

8Parameters

1Security Types

-0.0036319823713222Sortino Ratio

0Tradeable Dates

21Trades

0.001Treynor Ratio

47Win Rate

Pensive Yellow-Green Hippopotamus

-22.845Net Profit

-0.258Sharpe Ratio

-0.043Alpha

1.454Beta

-1.551CAR

38.2Drawdown

51Loss Rate

8Parameters

1Security Types

-0.03944052542546Sortino Ratio

0Tradeable Dates

4890Trades

-0.01Treynor Ratio

49Win Rate

Crying Fluorescent Orange Bat

35.478Net Profit

0.234Sharpe Ratio

0.109Alpha

-3.593Beta

2.582CAR

50.4Drawdown

29Loss Rate

2Parameters

1Security Types

0.035668692039655Sortino Ratio

0Tradeable Dates

8784Trades

-0.011Treynor Ratio

71Win Rate

Creative Magenta Tapir

1.012Net Profit

0.891Sharpe Ratio

0.332Alpha

-15.661Beta

8.928CAR

3.6Drawdown

49Loss Rate

12Parameters

1Security Types

0.083703730389523Sortino Ratio

0Tradeable Dates

288Trades

-0.005Treynor Ratio

51Win Rate

Adaptable Red-Orange Horse

-4.632Net Profit

-1.449Sharpe Ratio

0.611Alpha

-55.834Beta

-33.167CAR

6.9Drawdown

50Loss Rate

12Parameters

1Security Types

-0.041817918099347Sortino Ratio

0Tradeable Dates

501Trades

0.006Treynor Ratio

50Win Rate

Logical Light Brown Koala

204.682Net Profit

0.796Sharpe Ratio

0.02Alpha

3.583Beta

8.88CAR

20.7Drawdown

28Loss Rate

4Parameters

1Security Types

1.2723155543052Sortino Ratio

3294Tradeable Dates

37Trades

0.025Treynor Ratio

72Win Rate

Halldor started the discussion Mean-Reversion effect in ETF price series

Equity indices exhibit mean reversion in daily returns, which means that if a significant price...

5 years ago

Halldor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm

Hi Igor. It is possible to achieve a similar result by short selling the two leveraged ETFs, SPXU...

5 years ago

Halldor left a comment in the discussion Security Implied Volatility Calculation

Hi Nick.

5 years ago

Halldor left a comment in the discussion Technical Indicators based on range bars

Hi Filib.

5 years ago

Halldor left a comment in the discussion In sample Vs Out of sample

Hi Adam.

5 years ago

Halldor left a comment in the discussion How to run multiple algos on multiple FXCM accounts?

Hi Darko.

5 years ago

Halldor left a comment in the discussion Question about MarketOrder

Hi Mikael.

5 years ago

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