Hugh Todd
Quant
Date Joined
8th December, 2017
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-04-17 13:47:56
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-25 18:11:42
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-05-01 14:26:52
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-04-28 18:57:15
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Activity on QuantConnect
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Public Backtests (5)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
84Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
84Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.014Net Profit
-1.414Sharpe Ratio
-0.001Alpha
0.012Beta
-0.029CAR
0Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
126Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
6.335Net Profit
2.935Sharpe Ratio
-0.966Alpha
87.443Beta
102.984CAR
7.7Drawdown
47Loss Rate
1Security Types
0.14924553615007Sortino Ratio
0Tradeable Dates
47Trades
0.008Treynor Ratio
53Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
72Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreHugh started the discussion Scheduling events during warmup
I trade with minute resolution data but need to execute paricular code at the end of the day. My...
Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
Thanks Jared. We appreciate the efforts you all are putting into this.
Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
I've been testing the quoteBars in slice with some low volume ETFs I follow and the availability of...
Hugh left a comment in the discussion Scheduling events during warmup
@Rahul Chowdhury, Thanks for that potential workaround. I don't see how to adapt it to work with...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
84Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
84Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.014Net Profit
-1.414Sharpe Ratio
-0.001Alpha
0.012Beta
-0.029CAR
0Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
126Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
6.335Net Profit
2.935Sharpe Ratio
-0.966Alpha
87.443Beta
102.984CAR
7.7Drawdown
47Loss Rate
1Security Types
0.14924553615007Sortino Ratio
0Tradeable Dates
47Trades
0.008Treynor Ratio
53Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
72Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Hugh started the discussion Scheduling events during warmup
I trade with minute resolution data but need to execute paricular code at the end of the day. My...
Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
Is this available for live trading yet? I'm seeing errors when I try to reference quote bars...
Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
Thanks Jared. We appreciate the efforts you all are putting into this.
Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
I've been testing the quoteBars in slice with some low volume ETFs I follow and the availability of...
Hugh left a comment in the discussion Scheduling events during warmup
@Rahul Chowdhury, Thanks for that potential workaround. I don't see how to adapt it to work with...
Hugh left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests
Jared Broad - I just realized the problem. My backtest (and live system) pulls in data from...
Hugh left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests
Jared Broad - Thanks. A real backtest over that period matches my trade account very closely so...
Hugh started the discussion RSI problems, negative values?
I'm having a couple of issues with RSI so plan to post two backtests.
Hugh started the discussion Timing of Events around market open
I was scheduling an event around market open and noticed that some data points were not being...
Hugh started the discussion Futures - Weekly expirations
Do we have access to the weekly contracts - particularly VIX futures?
Hugh started the discussion Percentage Price Oscillator (PPO) values
The PPO values don't look correct to me which means I'm likely doing something wrong -...
Hugh started the discussion How many stocks do I hold
My model only holds a subset of the symbols I track. What is the best way to count the number...
Hugh started the discussion Need help with Custom Universes - Python
I'm trying to understand how custom universes work. The following backtest should buy the...
Hugh started the discussion Access slice.Bars by symbol text
The docs for Handling Data include sample code like:
Hugh started the discussion Bar Time in History - Python
I am using the following to retrieve prices from History with a Minute resolution. How do I...
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Hugh left a comment in the discussion Coming Soon - L1 Equity Quote Data!
Is this available for live trading yet? I'm seeing errors when I try to reference quote bars...
4 years ago