Joshua Tsai
Quant
Date Joined
25th October, 2020
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-04 18:33:36
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-04 10:31:45
Python Programming
Choose Python as your preferred programming language.
2020-10-25 18:26:30
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-03 20:03:36
- 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 (2)
View More1730.36Net Profit
60.724PSR
1.225Sharpe Ratio
0.298Alpha
-0.073Beta
25.372CAR
40.4Drawdown
31Loss Rate
39Parameters
1Security Types
0.8185Sortino Ratio
3237Tradeable Dates
202Trades
-3.963Treynor Ratio
69Win Rate
1721.64Net Profit
49.04PSR
1.129Sharpe Ratio
0.3Alpha
-0.103Beta
30.662CAR
52.6Drawdown
38Loss Rate
4Parameters
1Security Types
1.4807Sortino Ratio
2731Tradeable Dates
255Trades
-2.795Treynor Ratio
62Win Rate
Community
View MoreJoshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
While returns drop significantly if you change parameters, the PSR remains quite high even if I...
Joshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy Fleury Would you give the max drawdown? The current Sharpe stands at 1.85ish, so it seems like...
Joshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
One thing I'd like to note is that in real life, you can't always find correlations in assets that...
Joshua left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Using TIPs we achieve similar returns, but the Sharpe is much worse.
1730.36Net Profit
60.724PSR
1.225Sharpe Ratio
0.298Alpha
-0.073Beta
25.372CAR
40.4Drawdown
31Loss Rate
39Parameters
1Security Types
0.8185Sortino Ratio
3237Tradeable Dates
202Trades
-3.963Treynor Ratio
69Win Rate
1721.64Net Profit
49.04PSR
1.129Sharpe Ratio
0.3Alpha
-0.103Beta
30.662CAR
52.6Drawdown
38Loss Rate
4Parameters
1Security Types
1.4807Sortino Ratio
2731Tradeable Dates
255Trades
-2.795Treynor Ratio
62Win Rate
Joshua left a comment in the discussion Dump the Pump
Interesting, and I assume you don't have to worry about liquidity too much since you buy before the...
Joshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
While returns drop significantly if you change parameters, the PSR remains quite high even if I...
Joshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Guy Fleury Would you give the max drawdown? The current Sharpe stands at 1.85ish, so it seems like...
Joshua left a comment in the discussion The In & Out Strategy - Continued from Quantopian
One thing I'd like to note is that in real life, you can't always find correlations in assets that...
Joshua left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Using TIPs we achieve similar returns, but the Sharpe is much worse.
Joshua left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
You can use TIPS instead of bonds (to slightly reduce returns, but it's widely applicable). Then...
QuantConnect™ 2025. All Rights Reserved
Joshua left a comment in the discussion Dump the Pump
Interesting, and I assume you don't have to worry about liquidity too much since you buy before the...
5 years ago