James Parrish
Quant
Date Joined
9th September, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-07 21:30:24
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-27 20:29:17
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-22 20:15:48
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-03-09 20:28:32
Python Programming
Choose Python as your preferred programming language.
2018-09-08 21:45:47
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-07-02 23:25:39
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-08-30 22:08:07
- Profile
- Backtests
- Community
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 (4)
View More149.256Net Profit
0.821Sharpe Ratio
0.07Alpha
-0.053Beta
7.986CAR
9.3Drawdown
41Loss Rate
8Parameters
1Security Types
0.4388Sortino Ratio
2991Tradeable Dates
480Trades
-1.264Treynor Ratio
59Win Rate
28.179Net Profit
1.146Sharpe Ratio
-0.122Alpha
25.916Beta
40.539CAR
21.1Drawdown
50Loss Rate
1Security Types
3.8224043669293Sortino Ratio
131Tradeable Dates
13Trades
0.015Treynor Ratio
50Win Rate
14.46Net Profit
3.209Sharpe Ratio
0.481Alpha
-10.324Beta
31.362CAR
4.3Drawdown
72Loss Rate
1Security Types
1.4171736378424Sortino Ratio
124Tradeable Dates
329Trades
-0.027Treynor Ratio
28Win Rate
10.277Net Profit
1.707Sharpe Ratio
0.272Alpha
-3.181Beta
21.979CAR
11.7Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
123Tradeable Dates
5Trades
-0.065Treynor Ratio
50Win Rate
Community
View MoreJames started the discussion How do I prepare indicators for usage?
The following backtest trades the price crossover of the 252 EMA for SPY. This moving average...
James started the discussion Algorithm is trading too often
I would like my algo to buy a certain percentage of my portfolio, (say 30%) when it breaches its...
James left a comment in the discussion How do I add up the volume during the day?
Wow- very fast response. Thanks so much!
James left a comment in the discussion How do I add up the volume during the day?
Could you provide an example for average volume (say 10 or 30 days averaged)? Would greatly...
149.256Net Profit
0.821Sharpe Ratio
0.07Alpha
-0.053Beta
7.986CAR
9.3Drawdown
41Loss Rate
8Parameters
1Security Types
0.4388Sortino Ratio
2991Tradeable Dates
480Trades
-1.264Treynor Ratio
59Win Rate
28.179Net Profit
1.146Sharpe Ratio
-0.122Alpha
25.916Beta
40.539CAR
21.1Drawdown
50Loss Rate
1Security Types
3.8224043669293Sortino Ratio
131Tradeable Dates
13Trades
0.015Treynor Ratio
50Win Rate
14.46Net Profit
3.209Sharpe Ratio
0.481Alpha
-10.324Beta
31.362CAR
4.3Drawdown
72Loss Rate
1Security Types
1.4171736378424Sortino Ratio
124Tradeable Dates
329Trades
-0.027Treynor Ratio
28Win Rate
10.277Net Profit
1.707Sharpe Ratio
0.272Alpha
-3.181Beta
21.979CAR
11.7Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
123Tradeable Dates
5Trades
-0.065Treynor Ratio
50Win Rate
James started the discussion How do I prepare indicators for usage?
The following backtest trades the price crossover of the 252 EMA for SPY. This moving average...
James started the discussion Algorithm is trading too often
I would like my algo to buy a certain percentage of my portfolio, (say 30%) when it breaches its...
James left a comment in the discussion How do I add up the volume during the day?
Jing- I implemented the code you provided and am testing a few things out.
James left a comment in the discussion How do I add up the volume during the day?
Wow- very fast response. Thanks so much!
James left a comment in the discussion How do I add up the volume during the day?
Could you provide an example for average volume (say 10 or 30 days averaged)? Would greatly...
James left a comment in the discussion Daily Volume with Minute resolution
Hello- any chance you could provide an example in python of the same? Would be greatly appreciated
James left a comment in the discussion VIX Future Data Available!
Thanks Jing!
James left a comment in the discussion VIX Future Data Available!
Ok, I will wait for that post then. Thank you for the update!
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James left a comment in the discussion How do I add up the volume during the day?
Jing- I implemented the code you provided and am testing a few things out.
7 years ago