Kamer Ali Yüksel
Quant
Date Joined
15th January, 2019
Bootcamp progress
8% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-05-09 13:29:15
Python Programming
Choose Python as your preferred programming language.
2019-01-15 14:46:23
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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 (6)
View More-12.034Net Profit
-9.136Sharpe Ratio
-0.603Alpha
18.828Beta
-31.718CAR
12.4Drawdown
60Loss Rate
2Parameters
1Security Types
-0.1553Sortino Ratio
106Tradeable Dates
10377Trades
-0.016Treynor Ratio
40Win Rate
19Parameters
1Security Types
108Tradeable Dates
11Parameters
1Security Types
62Tradeable Dates
11Parameters
1Security Types
62Tradeable Dates
-0.253Net Profit
-0.523Sharpe Ratio
0.036Alpha
-3.023Beta
-1.421CAR
1.4Drawdown
50Loss Rate
1Security Types
0.019317920451079Sortino Ratio
56Tradeable Dates
11060Trades
0.004Treynor Ratio
50Win Rate
Community
View MoreKamer started the discussion Question about External Decisions
How it is possible to use the platform with external decisions (e.g. signals generated via an...
Kamer started the discussion Forex Portfolio Balancing
Dear Everyone,
Kamer started the discussion How to Load an External PyTorch Model?
First of all, when I import a library that I created (including the torch imports and...
Kamer started the discussion Hourly Rebalancing and Question about SetHoldings
I have a weights vector representing the portfolio target hourly. The weights vector also includes...
Kamer started the discussion Trading Fees are Zero even when setBrokerage
I have set the Brokerage to Oanda as follows. However, both report and backtesting tool shows...
-12.034Net Profit
-9.136Sharpe Ratio
-0.603Alpha
18.828Beta
-31.718CAR
12.4Drawdown
60Loss Rate
2Parameters
1Security Types
-0.1553Sortino Ratio
106Tradeable Dates
10377Trades
-0.016Treynor Ratio
40Win Rate
19Parameters
1Security Types
108Tradeable Dates
11Parameters
1Security Types
62Tradeable Dates
11Parameters
1Security Types
62Tradeable Dates
-0.253Net Profit
-0.523Sharpe Ratio
0.036Alpha
-3.023Beta
-1.421CAR
1.4Drawdown
50Loss Rate
1Security Types
0.019317920451079Sortino Ratio
56Tradeable Dates
11060Trades
0.004Treynor Ratio
50Win Rate
1Security Types
53Tradeable Dates
Kamer started the discussion Question about External Decisions
How it is possible to use the platform with external decisions (e.g. signals generated via an...
Kamer started the discussion Forex Portfolio Balancing
Dear Everyone,
Kamer started the discussion How to Load an External PyTorch Model?
First of all, when I import a library that I created (including the torch imports and...
Kamer started the discussion Hourly Rebalancing and Question about SetHoldings
I have a weights vector representing the portfolio target hourly. The weights vector also includes...
Kamer started the discussion Trading Fees are Zero even when setBrokerage
I have set the Brokerage to Oanda as follows. However, both report and backtesting tool shows...
Kamer started the discussion Converting Portfolio Balancing Classic Algorithm to a Framework Algorithm
I have following Classic Algorithm that hourly rebalances the portfolio with setHoldings. I would...
Kamer started the discussion Average Transaction Costs for Forex Markets
Does anybody know where I can find the average transaction costs (in percentage) for the following...
Kamer started the discussion Feature Request: Best Leverage, Stop-Loss, etc.
It would be great if QC provided a tool that analyzes a completed backtest and decides on best...
Kamer started the discussion How to Download Portfolio Log-Returns after Backtest
How to Download Portfolio Log-Returns (for a given Resolution) after a Backtest?
Kamer started the discussion Benchmarking with FX assets
How to benchmark a FX backtest against any of the available FX assets e.g. CHFUSD (or a basket of...
Kamer started the discussion Help Evaluating the Results that I have
I have obtained the following results from my hourly Oanda FX portfolio balancing model from the...
Kamer started the discussion Getting Time at onData
I am using hourly resolution for the data and currently perform hourly rebalancing. However, I...
Kamer started the discussion Problem with SetHoldings
Target weights and portfolio values does not match at all when using SetHoldings. What can be the...
Kamer started the discussion Periodical Rebalancing without Liquidation
Would the following code successfully rebalance portfolio each hour randomly according to the...
Kamer left a comment in the discussion Problem with SetHoldings
Thanks Jared, there wasn't an issue actually, it was just my miscalculation. I wasn't using uniform...
Kamer left a comment in the discussion Problem with SetHoldings
I just noted that the base currencies of these assets were different. Hence, there may be an error...
Kamer left a comment in the discussion Getting Time at onData
I have done it as follows:
Kamer left a comment in the discussion How to Download Portfolio Log-Returns after Backtest
Thanks, I understand but all I want is to download the periodical log-returns of the own portfolio...
Kamer left a comment in the discussion Average Transaction Costs for Forex Markets
Thanks Erik. I did not even now there are overnight costs. Also, I am curious if costs would change...
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Kamer left a comment in the discussion Periodical Rebalancing without Liquidation
https://www.quantconnect.com/terminal/processCache?request=embedded_backtest_c8cb4b9a8cfa0a84e1599cd...
6 years ago