Ido Elmaliah
Quant
Date Joined
24th February, 2021
Bootcamp progress
21% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-04-07 17:12:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-02-28 10:07:12
Python Programming
Choose Python as your preferred programming language.
2021-02-24 14:40:54
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-02-24 20:08:18
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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 (3)
View More-0.37Net Profit
19.178PSR
-0.026Sharpe Ratio
-0.039Alpha
0.275Beta
-0.732CAR
4.7Drawdown
60Loss Rate
11Parameters
1Security Types
0.0289Sortino Ratio
0Tradeable Dates
601Trades
-0.007Treynor Ratio
40Win Rate
1.709Net Profit
46.797PSR
0.859Sharpe Ratio
0.085Alpha
-0.017Beta
8.841CAR
3.5Drawdown
-0.46Loss Rate
2Parameters
0Security Types
0.753Sortino Ratio
47Tradeable Dates
4Trades
-4.818Treynor Ratio
2.18Win Rate
8.971Net Profit
73.46PSR
22.534Sharpe Ratio
0Alpha
0Beta
1015.85CAR
5.7Drawdown
-0.03Loss Rate
39Parameters
0Security Types
21.156Sortino Ratio
0Tradeable Dates
1012Trades
0Treynor Ratio
0.08Win Rate
Community
View MoreIdo started the discussion Custom Fill Model with Universe Selection
Hey Team,I am trying to implement a custom fill model with universe selection and I am unable to...
Ido started the discussion No data when using rest api
Hello team!
Ido left a comment in the discussion No data when using rest api
Hey Fred,Thanks for looking at this :)
Ido started the discussion Framework's flow and holding a trade
Hello everyone.
-0.37Net Profit
19.178PSR
-0.026Sharpe Ratio
-0.039Alpha
0.275Beta
-0.732CAR
4.7Drawdown
60Loss Rate
11Parameters
1Security Types
0.0289Sortino Ratio
0Tradeable Dates
601Trades
-0.007Treynor Ratio
40Win Rate
1.709Net Profit
46.797PSR
0.859Sharpe Ratio
0.085Alpha
-0.017Beta
8.841CAR
3.5Drawdown
-0.46Loss Rate
2Parameters
0Security Types
0.753Sortino Ratio
47Tradeable Dates
4Trades
-4.818Treynor Ratio
2.18Win Rate
8.971Net Profit
73.46PSR
22.534Sharpe Ratio
0Alpha
0Beta
1015.85CAR
5.7Drawdown
-0.03Loss Rate
39Parameters
0Security Types
21.156Sortino Ratio
0Tradeable Dates
1012Trades
0Treynor Ratio
0.08Win Rate
Ido started the discussion Custom Fill Model with Universe Selection
Hey Team,I am trying to implement a custom fill model with universe selection and I am unable to...
Ido started the discussion No data when using rest api
Hello team!
Ido left a comment in the discussion No data when using rest api
Hey Fred,Thanks for the clarification.
Ido left a comment in the discussion No data when using rest api
Hey Fred,Thanks for looking at this :)
Ido started the discussion Framework's flow and holding a trade
Hello everyone.
Ido started the discussion Rearranging symbol list
Hello everyone.
Ido started the discussion Wrong EMA values when using History
Hello everyone.I have a simple strategy using the Algorithm Framework, Universe to scan for symbols...
Ido started the discussion Backtest Statistics
Greetings.
Ido left a comment in the discussion Wrong EMA values when using History
I have found that when changing the Universe to a Manual Universe or a Scheduled Universe will...
Ido left a comment in the discussion Wrong EMA values when using History
Yeah I agree with you, Vladimir.But, even using a 1000 history lookup or using 1500 does not change...
Ido left a comment in the discussion Wrong EMA values when using History
I just wanted to state again that the ONLY way I managed to get the exact indicator values is when...
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Ido left a comment in the discussion No data when using rest api
Hey Fred,Thanks for the clarification.
3 years ago