Jake
Quant
Date Joined
8th October, 2024
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-10-16 01:14:08
Python Programming
Choose Python as your preferred programming language.
2024-10-09 16:14:13
- Profile
- Backtests
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Biography
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 (1)
View More85.838Net Profit
58.526PSR
1.44Sharpe Ratio
0.257Alpha
3.079Beta
85.943CAR
31.8Drawdown
-4.82Loss Rate
0Parameters
0Security Types
251Tradeable Dates
54Trades
0.212Treynor Ratio
8.68Win Rate
Community
View MoreJake started the discussion Simple RSI mean reversion failed to match Composer.trade
Good day all,
85.838Net Profit
58.526PSR
1.44Sharpe Ratio
0.257Alpha
3.079Beta
85.943CAR
31.8Drawdown
-4.82Loss Rate
0Parameters
0Security Types
251Tradeable Dates
54Trades
0.212Treynor Ratio
8.68Win Rate
Jake started the discussion Simple RSI mean reversion failed to match Composer.trade
Good day all,
Jake left a comment in the discussion Simple RSI mean reversion failed to match Composer.trade
for trade in trades.itertuples(): rsi.update(trade.index, trade.close)This part...
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Jake left a comment in the discussion Simple RSI mean reversion failed to match Composer.trade
for trade in trades.itertuples(): rsi.update(trade.index, trade.close)This part...
8 months ago