John Nellman
Quant
Date Joined
30th January, 2018
Bootcamp progress
12% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-02-07 15:35:34
Notebook Sharing
Share a notebook with others.
2018-02-02 04:51:37
C# Programming
Choose C# as your preferred programming language.
2018-01-30 02:59:03
- Profile
- Backtests
- Community
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 (3)
View More265.62Net Profit
1.58Sharpe Ratio
1.023Alpha
0.896Beta
257.778CAR
37.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
314Tradeable Dates
129Trades
1.255Treynor Ratio
100Win Rate
0.004Net Profit
0.222Sharpe Ratio
0Alpha
0Beta
0.678CAR
0.4Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
-0.954Net Profit
-3.923Sharpe Ratio
-0.334Alpha
-0.204Beta
-38.346CAR
1.2Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
1.303Treynor Ratio
0Win Rate
Community
View MoreJohn started the discussion Noise in the Market
Hi, I have been struggling to learn to code but love QuantConnect with the good...
John started the discussion Error Help.
Hi, I've been trying to post my entire code in a backtest b/c I could use some assistance but I...
John started the discussion Calculate Time Since was Trade Placed?
Hi, Could someone assist me with the code snippet to get the exact date/time a trade was...
John started the discussion Profit Target
Hi, in the current Algo I keep working on I am trying to set a Limit Profit Target when I...
John started the discussion Backtest Help
Hi, I finally got my algo complete enough to compile. Could someone please view the coding...
265.62Net Profit
1.58Sharpe Ratio
1.023Alpha
0.896Beta
257.778CAR
37.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
314Tradeable Dates
129Trades
1.255Treynor Ratio
100Win Rate
0.004Net Profit
0.222Sharpe Ratio
0Alpha
0Beta
0.678CAR
0.4Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
-0.954Net Profit
-3.923Sharpe Ratio
-0.334Alpha
-0.204Beta
-38.346CAR
1.2Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
1.303Treynor Ratio
0Win Rate
John started the discussion Noise in the Market
Hi, I have been struggling to learn to code but love QuantConnect with the good...
John started the discussion Error Help.
Hi, I've been trying to post my entire code in a backtest b/c I could use some assistance but I...
John started the discussion Calculate Time Since was Trade Placed?
Hi, Could someone assist me with the code snippet to get the exact date/time a trade was...
John started the discussion Profit Target
Hi, in the current Algo I keep working on I am trying to set a Limit Profit Target when I...
John started the discussion Backtest Help
Hi, I finally got my algo complete enough to compile. Could someone please view the coding...
John left a comment in the discussion Backtest Help
So this likely is not a good way to cancel trades after 10 days b/c I need the clock to start at 10...
John left a comment in the discussion Profit Target
Hi Jing,
John left a comment in the discussion Backtest Help
Hi Jing,
John left a comment in the discussion Backtest Help
Sorry it was this one that I backtested, the first backtest was incomplete on the coding. ...
John left a comment in the discussion Error Help.
Thank you for the responses!! I have been struggling for days on this. I was hoping to use it...
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John left a comment in the discussion Backtest Help
Sorry another question. Can you point me towards how I Get exact time trade was placed? ...
6 years ago