JohanL
Quant
Date Joined
31st May, 2021
Bootcamp progress
84% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-09-19 20:11:17
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-10 19:13:43
C# Programming
Choose C# as your preferred programming language.
2021-05-31 19:32:31
Python Programming
Choose Python as your preferred programming language.
2021-05-31 19:07:55
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-06-01 20:25:36
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-06-02 18:40:25
- Profile
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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 (2)
View More1415.939Net Profit
99.706PSR
4.659Sharpe Ratio
4.087Alpha
-0.059Beta
597.289CAR
9.2Drawdown
-0.07Loss Rate
36Parameters
1Security Types
77.464Sortino Ratio
511Tradeable Dates
15502Trades
-68.834Treynor Ratio
0.03Win Rate
0Net Profit
45.87PSR
0.688Sharpe Ratio
0Alpha
0Beta
0.002CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
1.762Sortino Ratio
0Tradeable Dates
1Trades
0.544Treynor Ratio
0Win Rate
Community
View MoreJohanL started the discussion Help with getting the slope of an indicator (inside a SDF Alpha)
I am a newbie and this is my first algo post.
JohanL started the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Firstly THANK YOU for all the hard work that went into this project and especially that it is also...
JohanL left a comment in the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Thanks for this feedback Jarred,I now see you answered this discussion 18 h ago but only read it...
JohanL left a comment in the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Hi Jasper
1415.939Net Profit
99.706PSR
4.659Sharpe Ratio
4.087Alpha
-0.059Beta
597.289CAR
9.2Drawdown
-0.07Loss Rate
36Parameters
1Security Types
77.464Sortino Ratio
511Tradeable Dates
15502Trades
-68.834Treynor Ratio
0.03Win Rate
0Net Profit
45.87PSR
0.688Sharpe Ratio
0Alpha
0Beta
0.002CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
1.762Sortino Ratio
0Tradeable Dates
1Trades
0.544Treynor Ratio
0Win Rate
JohanL started the discussion Help with getting the slope of an indicator (inside a SDF Alpha)
I am a newbie and this is my first algo post.
JohanL left a comment in the discussion Help with getting the slope of an indicator (inside a SDF Alpha)
Thank you SO much Vladimir for this help. This give an excellent starting point to implement in...
JohanL started the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Firstly THANK YOU for all the hard work that went into this project and especially that it is also...
JohanL left a comment in the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Thanks for this feedback Jarred,I now see you answered this discussion 18 h ago but only read it...
JohanL left a comment in the discussion QC API prerequisites before the UserID and token is emailed to enable downloading of my projects
Hi Jasper
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JohanL left a comment in the discussion Help with getting the slope of an indicator (inside a SDF Alpha)
Thank you SO much Vladimir for this help. This give an excellent starting point to implement in...
3 years ago