Ian Grey
Quant
Date Joined
3rd August, 2019
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-08-12 02:49:15
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-08-11 09:30:45
Python Programming
Choose Python as your preferred programming language.
2019-08-03 08:27:03
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-04 00:08:20
- Profile
- Backtests
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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 (1)
View More-7.821Net Profit
-3.017Sharpe Ratio
-0.207Alpha
0.003Beta
-26.394CAR
11.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
97Tradeable Dates
249Trades
-81.558Treynor Ratio
0Win Rate
Community
View MoreIan started the discussion Triangular Arbitrage - Discrepancy in losses
Hello, I still have more work to do on this bot, but I am looking for an explanation of the losses...
-7.821Net Profit
-3.017Sharpe Ratio
-0.207Alpha
0.003Beta
-26.394CAR
11.4Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
97Tradeable Dates
249Trades
-81.558Treynor Ratio
0Win Rate
Ian started the discussion Triangular Arbitrage - Discrepancy in losses
Hello, I still have more work to do on this bot, but I am looking for an explanation of the losses...
Ian left a comment in the discussion Triangular Arbitrage - Discrepancy in losses
I see that I should not reference the open prices, but rather the Ask and Bid prices. I tried this...
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Ian left a comment in the discussion Triangular Arbitrage - Discrepancy in losses
I see that I should not reference the open prices, but rather the Ask and Bid prices. I tried this...
6 years ago