Hugh Donnelly
Quant
Date Joined
20th August, 2017
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-14 02:13:18
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-04 21:20:17
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-03-10 16:56:59
Cloner
Clone at least 100 algorithms from the community.
2018-05-04 20:09:33
Python Programming
Choose Python as your preferred programming language.
2025-09-22 15:33:44
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-09-23 18:46:41
- 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 (195)
View More127.051Net Profit
99.985PSR
1.356Sharpe Ratio
0.054Alpha
-0.009Beta
11.83CAR
4.6Drawdown
-0.02Loss Rate
31Parameters
1Security Types
1842Tradeable Dates
71179Trades
-5.871Treynor Ratio
0.11Win Rate
175Parameters
1Security Types
0Tradeable Dates
446Trades
80.625Net Profit
20.078PSR
0.409Sharpe Ratio
0.024Alpha
0.128Beta
8.396CAR
14Drawdown
-0.49Loss Rate
39Parameters
1Security Types
1842Tradeable Dates
295Trades
0.255Treynor Ratio
0.88Win Rate
-48.277Net Profit
0.001PSR
-0.489Sharpe Ratio
-0.021Alpha
-0.62Beta
-7.606CAR
66.7Drawdown
-0.07Loss Rate
17Parameters
1Security Types
2093Tradeable Dates
5914Trades
0.112Treynor Ratio
0.12Win Rate
1698.424Net Profit
80.515PSR
1.352Sharpe Ratio
0.304Alpha
0.187Beta
47.62CAR
23Drawdown
-0.37Loss Rate
25Parameters
1Security Types
1862Tradeable Dates
7896Trades
1.698Treynor Ratio
0.43Win Rate
Community
View MoreHugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jing for posting this strategy. This is great work! I have been taking a look and it...
127.051Net Profit
99.985PSR
1.356Sharpe Ratio
0.054Alpha
-0.009Beta
11.83CAR
4.6Drawdown
-0.02Loss Rate
31Parameters
1Security Types
1842Tradeable Dates
71179Trades
-5.871Treynor Ratio
0.11Win Rate
175Parameters
1Security Types
0Tradeable Dates
446Trades
80.625Net Profit
20.078PSR
0.409Sharpe Ratio
0.024Alpha
0.128Beta
8.396CAR
14Drawdown
-0.49Loss Rate
39Parameters
1Security Types
1842Tradeable Dates
295Trades
0.255Treynor Ratio
0.88Win Rate
-48.277Net Profit
0.001PSR
-0.489Sharpe Ratio
-0.021Alpha
-0.62Beta
-7.606CAR
66.7Drawdown
-0.07Loss Rate
17Parameters
1Security Types
2093Tradeable Dates
5914Trades
0.112Treynor Ratio
0.12Win Rate
1698.424Net Profit
80.515PSR
1.352Sharpe Ratio
0.304Alpha
0.187Beta
47.62CAR
23Drawdown
-0.37Loss Rate
25Parameters
1Security Types
1862Tradeable Dates
7896Trades
1.698Treynor Ratio
0.43Win Rate
106.321Net Profit
24.371PSR
0.513Sharpe Ratio
0.022Alpha
0.358Beta
10.379CAR
16.4Drawdown
-0.12Loss Rate
73Parameters
1Security Types
1842Tradeable Dates
2608Trades
0.132Treynor Ratio
0.18Win Rate
120.657Net Profit
99.764PSR
1.263Sharpe Ratio
0.055Alpha
0.005Beta
11.96CAR
7.8Drawdown
-0.02Loss Rate
31Parameters
1Security Types
1761Tradeable Dates
68466Trades
10.463Treynor Ratio
0.12Win Rate
82.201Net Profit
24.086PSR
0.469Sharpe Ratio
0.028Alpha
0.126Beta
8.941CAR
14Drawdown
-0.51Loss Rate
39Parameters
1Security Types
1761Tradeable Dates
271Trades
0.3Treynor Ratio
0.92Win Rate
-46.478Net Profit
0.002PSR
-0.477Sharpe Ratio
-0.012Alpha
-0.635Beta
-7.511CAR
65.9Drawdown
-0.07Loss Rate
17Parameters
1Security Types
2012Tradeable Dates
5705Trades
0.107Treynor Ratio
0.12Win Rate
1132.339Net Profit
71.492PSR
1.238Sharpe Ratio
0.272Alpha
0.166Beta
42.506CAR
23Drawdown
-0.38Loss Rate
25Parameters
1Security Types
1781Tradeable Dates
7521Trades
1.719Treynor Ratio
0.42Win Rate
104.562Net Profit
26.266PSR
0.546Sharpe Ratio
0.02Alpha
0.389Beta
10.756CAR
16.4Drawdown
-0.12Loss Rate
73Parameters
1Security Types
1761Tradeable Dates
2503Trades
0.132Treynor Ratio
0.18Win Rate
154.458Net Profit
53.178PSR
0.793Sharpe Ratio
0.053Alpha
0.267Beta
14.263CAR
15.2Drawdown
-0.56Loss Rate
175Parameters
1Security Types
0Tradeable Dates
419Trades
0.279Treynor Ratio
1.27Win Rate
1126.707Net Profit
72.966PSR
1.257Sharpe Ratio
0.274Alpha
0.163Beta
43.045CAR
23.1Drawdown
-0.37Loss Rate
0Parameters
1Security Types
1760Tradeable Dates
7449Trades
1.765Treynor Ratio
0.43Win Rate
155.683Net Profit
54.777PSR
0.812Sharpe Ratio
0.054Alpha
0.267Beta
14.537CAR
15.2Drawdown
-0.56Loss Rate
0Parameters
1Security Types
0Tradeable Dates
419Trades
0.288Treynor Ratio
1.27Win Rate
-62.193Net Profit
0PSR
-0.854Sharpe Ratio
-0.044Alpha
-0.603Beta
-11.56CAR
65.2Drawdown
-0.08Loss Rate
0Parameters
1Security Types
1991Tradeable Dates
5106Trades
0.165Treynor Ratio
0.08Win Rate
105.545Net Profit
28.247PSR
0.568Sharpe Ratio
0.02Alpha
0.383Beta
10.977CAR
16.4Drawdown
-0.12Loss Rate
0Parameters
1Security Types
1740Tradeable Dates
2470Trades
0.138Treynor Ratio
0.18Win Rate
83.353Net Profit
25.512PSR
0.49Sharpe Ratio
0.029Alpha
0.126Beta
9.159CAR
14Drawdown
-0.51Loss Rate
0Parameters
1Security Types
1740Tradeable Dates
269Trades
0.315Treynor Ratio
0.92Win Rate
-61.488Net Profit
0PSR
-0.841Sharpe Ratio
-0.042Alpha
-0.603Beta
-11.335CAR
65.1Drawdown
72Loss Rate
0Parameters
1Security Types
-1.017Sortino Ratio
1994Tradeable Dates
5108Trades
0.162Treynor Ratio
28Win Rate
140.182Net Profit
12.625PSR
0.497Sharpe Ratio
0.001Alpha
0.685Beta
11.681CAR
29.3Drawdown
30Loss Rate
0Parameters
1Security Types
0.498Sortino Ratio
1994Tradeable Dates
6760Trades
0.093Treynor Ratio
70Win Rate
-78.805Net Profit
0PSR
-0.648Sharpe Ratio
-0.03Alpha
-1.108Beta
-17.766CAR
81.6Drawdown
74Loss Rate
0Parameters
1Security Types
-0.83Sortino Ratio
1994Tradeable Dates
4893Trades
0.119Treynor Ratio
26Win Rate
-74.871Net Profit
0PSR
-0.647Sharpe Ratio
-0.041Alpha
-1.113Beta
-18.073CAR
78.8Drawdown
72Loss Rate
0Parameters
1Security Types
-0.848Sortino Ratio
1742Tradeable Dates
4564Trades
0.122Treynor Ratio
28Win Rate
-95.042Net Profit
0PSR
-0.508Sharpe Ratio
-0.049Alpha
-0.89Beta
-11.348CAR
96.7Drawdown
74Loss Rate
0Parameters
1Security Types
-0.592Sortino Ratio
6269Tradeable Dates
15685Trades
0.099Treynor Ratio
26Win Rate
134.726Net Profit
0.003PSR
0.062Sharpe Ratio
-0.012Alpha
0.375Beta
3.48CAR
39.8Drawdown
34Loss Rate
0Parameters
1Security Types
0.053Sortino Ratio
6269Tradeable Dates
53771Trades
0.013Treynor Ratio
66Win Rate
-11.675Net Profit
0.066PSR
-0.198Sharpe Ratio
0.028Alpha
-0.667Beta
-1.777CAR
52.1Drawdown
100Loss Rate
0Parameters
1Security Types
-0.244Sortino Ratio
1741Tradeable Dates
13Trades
0.043Treynor Ratio
0Win Rate
-75.071Net Profit
0PSR
-0.662Sharpe Ratio
-0.07Alpha
-0.79Beta
-18.174CAR
79.1Drawdown
96Loss Rate
0Parameters
1Security Types
-0.83Sortino Ratio
1741Tradeable Dates
39Trades
0.173Treynor Ratio
4Win Rate
9.069Net Profit
100PSR
-5.154Sharpe Ratio
-0.018Alpha
0Beta
5.087CAR
0.1Drawdown
0Loss Rate
0Parameters
1Security Types
438Tradeable Dates
1Trades
-101.82Treynor Ratio
0Win Rate
137.766Net Profit
12.436PSR
0.502Sharpe Ratio
-0.001Alpha
0.998Beta
13.686CAR
33.7Drawdown
0Loss Rate
0Parameters
1Security Types
1697Tradeable Dates
1Trades
0.082Treynor Ratio
0Win Rate
105.258Net Profit
28.549PSR
0.583Sharpe Ratio
0.023Alpha
0.395Beta
11.236CAR
16.4Drawdown
-0.12Loss Rate
0Parameters
1Security Types
1697Tradeable Dates
2412Trades
0.141Treynor Ratio
0.18Win Rate
1204.961Net Profit
76.84PSR
1.319Sharpe Ratio
0.292Alpha
0.168Beta
45.593CAR
22.3Drawdown
-0.37Loss Rate
0Parameters
1Security Types
1717Tradeable Dates
7304Trades
1.817Treynor Ratio
0.43Win Rate
84.11Net Profit
27.749PSR
0.521Sharpe Ratio
0.032Alpha
0.124Beta
9.459CAR
14Drawdown
-0.51Loss Rate
0Parameters
1Security Types
1697Tradeable Dates
260Trades
0.342Treynor Ratio
0.92Win Rate
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh started the discussion Dynamic Universe Selection for Options
I see examples of Dynamic security selection for stocks written in python, is there an example of...
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Jing Wu -- Thanks, I will take a look.
Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Thanks Jing for posting this strategy. This is great work! I have been taking a look and it...
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Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration
Jing Wu -- Thanks, I will take a look.
8 years ago