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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)

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Determined Asparagus Penguin

-31.836Net Profit

0.064PSR

-0.927Sharpe Ratio

-0.132Alpha

0.502Beta

-19.552CAR

42Drawdown

-8.93Loss Rate

5Parameters

1Security Types

444Tradeable Dates

11Trades

-0.261Treynor Ratio

0Win Rate


Community

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ilya started the discussion Need help with simple momentum strategy

Hi! I tried to make a simple momentum strategy - buy best ETF if returns are positive for lookback...

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

Hi, Yuri! First of all thank you so much for your reply and time. 

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

I decided to add that the main idea was to test by months

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

Understood with warming up, added

2 years ago

ilya started the discussion Execution Security Error: Operation timed out - 1.5 minutes max.

Modified code to asset selection using CoarseSelectionFilter but received “Operation timed out”...

3 years ago

Determined Asparagus Penguin

-31.836Net Profit

0.064PSR

-0.927Sharpe Ratio

-0.132Alpha

0.502Beta

-19.552CAR

42Drawdown

-8.93Loss Rate

5Parameters

1Security Types

444Tradeable Dates

11Trades

-0.261Treynor Ratio

0Win Rate

ilya started the discussion Need help with simple momentum strategy

Hi! I tried to make a simple momentum strategy - buy best ETF if returns are positive for lookback...

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

Hi, Yuri! First of all thank you so much for your reply and time. 

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

I decided to add that the main idea was to test by months

2 years ago

ilya left a comment in the discussion Need help with simple momentum strategy

Understood with warming up, added

2 years ago

ilya started the discussion Execution Security Error: Operation timed out - 1.5 minutes max.

Modified code to asset selection using CoarseSelectionFilter but received “Operation timed out”...

3 years ago

ilya left a comment in the discussion Execution Security Error: Operation timed out - 1.5 minutes max.

Why is it “Accessing the securities collection/slice object by string ticker is only available...

3 years ago

ilya started the discussion Need help from Newbie, making easy stuff

Hi, Guys! Need some help trying to realize some simple stuff: buy AAPL stock if close >...

4 years ago

ilya left a comment in the discussion Need help from Newbie, making easy stuff

Fred, your code doesn't work 

4 years ago

ilya left a comment in the discussion Need help from Newbie, making easy stuff

Tried to modify it, but got the same error message, 

4 years ago