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Hugh Donnelly

Quant

Date Joined

20th August, 2017

Bootcamp progress

9% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2018-04-14 02:13:18
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Live Trading

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

2018-10-04 21:20:17
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2019-03-10 16:56:59
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Cloner

Clone at least 100 algorithms from the community.

2018-05-04 20:09:33
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Python Programming

Choose Python as your preferred programming language.

2025-09-22 15:33:44
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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 (207)

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T5_Tiny_20pct_Cap_Sept_2026

176.266Net Profit

13.01PSR

0.721Sharpe Ratio

0.041Alpha

0.284Beta

13.959CAR

13.3Drawdown

-0.54Loss Rate

241Parameters

1Security Types

0Tradeable Dates

455Trades

0.245Treynor Ratio

1.27Win Rate

Bold_Asset_Allocation_Sept_2026

118.776Net Profit

4.578PSR

0.523Sharpe Ratio

0.029Alpha

0.175Beta

10.625CAR

14Drawdown

-0.54Loss Rate

39Parameters

1Security Types

1947Tradeable Dates

319Trades

0.264Treynor Ratio

0.9Win Rate

Lottery_Copycat_Sept_2026

122.211Net Profit

3.908PSR

0.505Sharpe Ratio

0.024Alpha

0.252Beta

10.847CAR

18.9Drawdown

-0.17Loss Rate

68Parameters

1Security Types

1947Tradeable Dates

2331Trades

0.194Treynor Ratio

0.26Win Rate

Virtual Fluorescent Pink Butterfly

88.838Net Profit

3.871PSR

0.243Sharpe Ratio

-0.019Alpha

0.599Beta

7.841CAR

44.4Drawdown

-0.19Loss Rate

21Parameters

2Security Types

3074Tradeable Dates

5778Trades

0.052Treynor Ratio

0.17Win Rate

Creative Red Orange Snake

269.822Net Profit

16.347PSR

0.576Sharpe Ratio

0.019Alpha

0.941Beta

16.72CAR

35.1Drawdown

-0.1Loss Rate

89Parameters

1Security Types

2124Tradeable Dates

2177Trades

0.103Treynor Ratio

0.23Win Rate

Community

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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...

9 years ago

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...

9 years ago

Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Jing Wu -- Thanks, I will take a look.

9 years ago

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...

9 years ago

T5_Tiny_20pct_Cap_Sept_2026

176.266Net Profit

13.01PSR

0.721Sharpe Ratio

0.041Alpha

0.284Beta

13.959CAR

13.3Drawdown

-0.54Loss Rate

241Parameters

1Security Types

0Tradeable Dates

455Trades

0.245Treynor Ratio

1.27Win Rate

Bold_Asset_Allocation_Sept_2026

118.776Net Profit

4.578PSR

0.523Sharpe Ratio

0.029Alpha

0.175Beta

10.625CAR

14Drawdown

-0.54Loss Rate

39Parameters

1Security Types

1947Tradeable Dates

319Trades

0.264Treynor Ratio

0.9Win Rate

Lottery_Copycat_Sept_2026

122.211Net Profit

3.908PSR

0.505Sharpe Ratio

0.024Alpha

0.252Beta

10.847CAR

18.9Drawdown

-0.17Loss Rate

68Parameters

1Security Types

1947Tradeable Dates

2331Trades

0.194Treynor Ratio

0.26Win Rate

Virtual Fluorescent Pink Butterfly

88.838Net Profit

3.871PSR

0.243Sharpe Ratio

-0.019Alpha

0.599Beta

7.841CAR

44.4Drawdown

-0.19Loss Rate

21Parameters

2Security Types

3074Tradeable Dates

5778Trades

0.052Treynor Ratio

0.17Win Rate

Creative Red Orange Snake

269.822Net Profit

16.347PSR

0.576Sharpe Ratio

0.019Alpha

0.941Beta

16.72CAR

35.1Drawdown

-0.1Loss Rate

89Parameters

1Security Types

2124Tradeable Dates

2177Trades

0.103Treynor Ratio

0.23Win Rate

ORB_Jan_2026

115.378Net Profit

99.955PSR

1.197Sharpe Ratio

0.048Alpha

-0.007Beta

11.432CAR

5.2Drawdown

-0.02Loss Rate

31Parameters

1Security Types

1780Tradeable Dates

68509Trades

-6.843Treynor Ratio

0.11Win Rate

Lottery_Copycat_Jan_2026

68.466Net Profit

11.358PSR

0.283Sharpe Ratio

-0.005Alpha

0.299Beta

7.636CAR

17.1Drawdown

-0.13Loss Rate

68Parameters

1Security Types

1780Tradeable Dates

2414Trades

0.084Treynor Ratio

0.17Win Rate

Week_High_Jan_2026

979.861Net Profit

52.341PSR

1.043Sharpe Ratio

0.251Alpha

0.197Beta

39.339CAR

28.7Drawdown

-0.41Loss Rate

27Parameters

1Security Types

1799Tradeable Dates

7361Trades

1.365Treynor Ratio

0.45Win Rate

Bold_Asset_Allocation_Jan_2026

114.893Net Profit

40.682PSR

0.591Sharpe Ratio

0.035Alpha

0.151Beta

11.397CAR

14Drawdown

-0.51Loss Rate

39Parameters

1Security Types

1780Tradeable Dates

285Trades

0.332Treynor Ratio

0.88Win Rate

Beta_Jan_2026

-57.535Net Profit

0PSR

-0.809Sharpe Ratio

-0.046Alpha

-0.589Beta

-10.049CAR

58.7Drawdown

-0.07Loss Rate

17Parameters

1Security Types

2031Tradeable Dates

5517Trades

0.159Treynor Ratio

0.07Win Rate

T5_Tiny_20pct_Cap_Jan_2026

132.568Net Profit

37.699PSR

0.619Sharpe Ratio

0.032Alpha

0.276Beta

12.648CAR

13.4Drawdown

-0.56Loss Rate

241Parameters

1Security Types

0Tradeable Dates

409Trades

0.216Treynor Ratio

1.21Win Rate

BIL_Jan_2026_2019

19.136Net Profit

100PSR

-6.01Sharpe Ratio

-0.014Alpha

0Beta

2.502CAR

0.2Drawdown

0Loss Rate

3Parameters

1Security Types

1780Tradeable Dates

1Trades

-105.715Treynor Ratio

0Win Rate

ORB_Apr_2025

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

T5_Tiny_20pct_Cap_Apr_2025

175Parameters

1Security Types

0Tradeable Dates

446Trades

Bold_Asset_Allocation_Apr_2025

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

Beta_Apr_2025

-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

Week_High_Apr_2025

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

Lottery_Copycat_Apr_2025

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

ORB_Dec_2024

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

Bold_Asset_Allocation_Dec_2024

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

Beta_Dec_2024

-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

Week_High_Dec_2024

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

Lottery_Copycat_Dec_2024

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

T5_Tiny_20pct_Cap_Dec_2024

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

Week_High_Nov_2024

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

T5_Tiny_20pct_Cap_Nov_2024

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

Beta_Nov_2024

-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

Lottery_Copycat_Nov_2024

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

Bold_Asset_Allocation_Nov_2024

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

Focused Blue Penguin

-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

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...

9 years ago

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...

9 years ago

Hugh left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Jing Wu -- Thanks, I will take a look.

9 years ago

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...

9 years ago

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