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Jerry Yang

Quant

Date Joined

16th February, 2024

Bootcamp progress

58% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2024-06-10 06:59:09
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2024-07-10 05:32:19
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2024-06-13 06:46:07
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C# Programming

Choose C# as your preferred programming language.

2024-09-22 23:01:07
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Python Programming

Choose Python as your preferred programming language.

2024-02-16 19:58:32
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2024-06-16 17:20:27
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Biography

Hi, I am Jerry Yang, a quant trading enthusiast, currently a MSCS student at UC San Diego. I have a solid background in programming, with high proficiency in Python, Java, C, Rust, and also some familiarity with C++ and C#. I write Vue.js for frontend development and Node.js/FastAPI/SpringBoot for backend. Python is my favorite scripting language but for computational intensive task I would choose Rust. I like Rust for writing side projects. I am actively learning things about options and futures, with some exposures to time-series analysis paradigms and tools at the moment.

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 (17)

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Muscular Black Frog

89.346Net Profit

93.374PSR

2.956Sharpe Ratio

0.614Alpha

1.144Beta

128.514CAR

14.5Drawdown

-0.27Loss Rate

0Parameters

0Security Types

0Tradeable Dates

90Trades

0.681Treynor Ratio

2.71Win Rate

Logical Fluorescent Orange Chicken

1.337Net Profit

3.711PSR

-0.217Sharpe Ratio

-0.037Alpha

0.312Beta

0.5CAR

25.3Drawdown

-0.1Loss Rate

0Parameters

0Security Types

669Tradeable Dates

3602Trades

-0.091Treynor Ratio

0.16Win Rate

Casual Blue Bull

87.103Net Profit

14.334PSR

0.465Sharpe Ratio

-0.016Alpha

0.753Beta

11.688CAR

34Drawdown

-0.77Loss Rate

0Parameters

0Security Types

1426Tradeable Dates

2984Trades

0.085Treynor Ratio

0.76Win Rate

Crying Tan Sheep

56.497Net Profit

20.449PSR

0.468Sharpe Ratio

0.095Alpha

0.924Beta

18.275CAR

25.8Drawdown

-1.46Loss Rate

0Parameters

0Security Types

0Tradeable Dates

216Trades

0.13Treynor Ratio

2.08Win Rate

Geeky Black Alpaca

87.103Net Profit

14.334PSR

0.465Sharpe Ratio

-0.016Alpha

0.753Beta

11.688CAR

34Drawdown

-0.77Loss Rate

0Parameters

0Security Types

1426Tradeable Dates

2984Trades

0.085Treynor Ratio

0.76Win Rate

Community

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Jerry left a comment in the discussion Protective Momentum Holding

For now, the strategy only performs monthly rebalancing.

5 months ago

Muscular Black Frog

89.346Net Profit

93.374PSR

2.956Sharpe Ratio

0.614Alpha

1.144Beta

128.514CAR

14.5Drawdown

-0.27Loss Rate

0Parameters

0Security Types

0Tradeable Dates

90Trades

0.681Treynor Ratio

2.71Win Rate

Logical Fluorescent Orange Chicken

1.337Net Profit

3.711PSR

-0.217Sharpe Ratio

-0.037Alpha

0.312Beta

0.5CAR

25.3Drawdown

-0.1Loss Rate

0Parameters

0Security Types

669Tradeable Dates

3602Trades

-0.091Treynor Ratio

0.16Win Rate

Casual Blue Bull

87.103Net Profit

14.334PSR

0.465Sharpe Ratio

-0.016Alpha

0.753Beta

11.688CAR

34Drawdown

-0.77Loss Rate

0Parameters

0Security Types

1426Tradeable Dates

2984Trades

0.085Treynor Ratio

0.76Win Rate

Crying Tan Sheep

56.497Net Profit

20.449PSR

0.468Sharpe Ratio

0.095Alpha

0.924Beta

18.275CAR

25.8Drawdown

-1.46Loss Rate

0Parameters

0Security Types

0Tradeable Dates

216Trades

0.13Treynor Ratio

2.08Win Rate

Geeky Black Alpaca

87.103Net Profit

14.334PSR

0.465Sharpe Ratio

-0.016Alpha

0.753Beta

11.688CAR

34Drawdown

-0.77Loss Rate

0Parameters

0Security Types

1426Tradeable Dates

2984Trades

0.085Treynor Ratio

0.76Win Rate

Crawling Blue Ant

22.973Net Profit

90.023PSR

1.845Sharpe Ratio

0.051Alpha

0.769Beta

31.633CAR

5.6Drawdown

-0.47Loss Rate

0Parameters

0Security Types

189Tradeable Dates

412Trades

0.207Treynor Ratio

0.63Win Rate

Upgraded Brown Manatee

112.886Net Profit

17.577PSR

0.547Sharpe Ratio

0.034Alpha

0.473Beta

14.262CAR

25.4Drawdown

-0.12Loss Rate

0Parameters

0Security Types

1426Tradeable Dates

5903Trades

0.177Treynor Ratio

0.2Win Rate

Calculating Asparagus Fox

184.141Net Profit

88.902PSR

1.553Sharpe Ratio

0.151Alpha

0.61Beta

29.863CAR

13.2Drawdown

-0.14Loss Rate

0Parameters

0Security Types

1007Tradeable Dates

3538Trades

0.323Treynor Ratio

0.25Win Rate

Hipster Blue Hippopotamus

712.91Net Profit

47.452PSR

1.06Sharpe Ratio

0.22Alpha

1.034Beta

44.7CAR

51.5Drawdown

-1.16Loss Rate

0Parameters

0Security Types

0Tradeable Dates

474Trades

0.319Treynor Ratio

1.97Win Rate

Swimming Magenta Panda

1.927Net Profit

70.325PSR

13.181Sharpe Ratio

1.108Alpha

0.986Beta

344.85CAR

1.9Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

3Trades

3.099Treynor Ratio

0Win Rate

Sleepy Black Butterfly

1.927Net Profit

70.325PSR

13.181Sharpe Ratio

1.108Alpha

0.986Beta

344.85CAR

1.9Drawdown

0Loss Rate

0Parameters

0Security Types

5Tradeable Dates

3Trades

3.099Treynor Ratio

0Win Rate

Sleepy Black Fish

728.108Net Profit

53.231PSR

1.133Sharpe Ratio

0.243Alpha

1.022Beta

47.713CAR

51.6Drawdown

-1.07Loss Rate

0Parameters

0Security Types

0Tradeable Dates

438Trades

0.342Treynor Ratio

1.99Win Rate

Jumping Magenta Fox

602.959Net Profit

74.87PSR

1.333Sharpe Ratio

0.246Alpha

0.626Beta

45.105CAR

33.4Drawdown

-1.18Loss Rate

0Parameters

0Security Types

0Tradeable Dates

578Trades

0.485Treynor Ratio

2.1Win Rate

Energetic Fluorescent Pink Termite

201.606Net Profit

28.831PSR

0.753Sharpe Ratio

0.104Alpha

0.61Beta

23.474CAR

29.1Drawdown

-1.33Loss Rate

0Parameters

0Security Types

0Tradeable Dates

491Trades

0.261Treynor Ratio

1.78Win Rate

Geeky Orange Cormorant

432.985Net Profit

48.083PSR

1.043Sharpe Ratio

0.197Alpha

0.957Beta

39.317CAR

28.6Drawdown

-1.37Loss Rate

0Parameters

0Security Types

0Tradeable Dates

439Trades

0.298Treynor Ratio

2.27Win Rate

Calm Tan kitten

1092.231Net Profit

73.274PSR

1.43Sharpe Ratio

0.347Alpha

1.139Beta

63.502CAR

35.2Drawdown

-1.17Loss Rate

29Parameters

0Security Types

0Tradeable Dates

381Trades

0.398Treynor Ratio

2.98Win Rate

Alert Red Parrot

873.322Net Profit

66.17PSR

1.318Sharpe Ratio

0.303Alpha

1.15Beta

57.091CAR

40.9Drawdown

-1.28Loss Rate

14Parameters

0Security Types

0Tradeable Dates

569Trades

0.358Treynor Ratio

2.29Win Rate

Jerry left a comment in the discussion Protective Momentum Holding

For now, the strategy only performs monthly rebalancing.

5 months ago

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Download as PDF

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Download as PDF

Open Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Get this certificate by participating in our Open Quant League

Download as PDF

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