Kevin Baker
Quant
Date Joined
24th December, 2016
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-08-30 13:40:32
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-08-29 17:51:24
Cloner
Clone at least 100 algorithms from the community.
2021-01-08 22:12:34
C# Programming
Choose C# as your preferred programming language.
2018-03-14 02:40:54
Python Programming
Choose Python as your preferred programming language.
2020-08-11 21:24:04
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-12-07 21:46:13
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-29 18:03:19
- 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 (9)
View More17.809Net Profit
15.015PSR
0.458Sharpe Ratio
-0.017Alpha
0.397Beta
7.013CAR
63.9Drawdown
-3.42Loss Rate
4Parameters
0Security Types
0.129Sortino Ratio
610Tradeable Dates
26Trades
0.141Treynor Ratio
6.04Win Rate
-79.968Net Profit
0.25PSR
-0.444Sharpe Ratio
-0.157Alpha
-0.602Beta
-52.441CAR
80.5Drawdown
-3.18Loss Rate
7Parameters
0Security Types
-0.722Sortino Ratio
546Tradeable Dates
4Trades
0.437Treynor Ratio
2.1Win Rate
-93.581Net Profit
0.052PSR
-0.647Sharpe Ratio
-0.053Alpha
-2.325Beta
-71.896CAR
94.8Drawdown
-7.78Loss Rate
7Parameters
0Security Types
-1.201Sortino Ratio
546Tradeable Dates
28Trades
0.199Treynor Ratio
17.49Win Rate
0Parameters
0Security Types
0Tradeable Dates
0Parameters
0Security Types
0Tradeable Dates
Community
View MoreKevin started the discussion Options Call Diagonal Gets Margin Call (CSharp project)
I copied some CS code from LEAN repo, with insignificant changes.The idea is to trade diagonal call...
Kevin started the discussion C# version of G Score Flatlining
I made a C# version of the G Score Factor Investing example, but it is flatlining. I am running...
Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing
Thanks again for the python version. A few notes about the C# version in the backtest above.
Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing
What interests me about the original Python version above is that it makes use of the Framework...
17.809Net Profit
15.015PSR
0.458Sharpe Ratio
-0.017Alpha
0.397Beta
7.013CAR
63.9Drawdown
-3.42Loss Rate
4Parameters
0Security Types
0.129Sortino Ratio
610Tradeable Dates
26Trades
0.141Treynor Ratio
6.04Win Rate
-79.968Net Profit
0.25PSR
-0.444Sharpe Ratio
-0.157Alpha
-0.602Beta
-52.441CAR
80.5Drawdown
-3.18Loss Rate
7Parameters
0Security Types
-0.722Sortino Ratio
546Tradeable Dates
4Trades
0.437Treynor Ratio
2.1Win Rate
-93.581Net Profit
0.052PSR
-0.647Sharpe Ratio
-0.053Alpha
-2.325Beta
-71.896CAR
94.8Drawdown
-7.78Loss Rate
7Parameters
0Security Types
-1.201Sortino Ratio
546Tradeable Dates
28Trades
0.199Treynor Ratio
17.49Win Rate
0Parameters
0Security Types
0Tradeable Dates
0Parameters
0Security Types
0Tradeable Dates
120.627Net Profit
14.652PSR
0.626Sharpe Ratio
0.269Alpha
-0.183Beta
15.437CAR
44.6Drawdown
30Loss Rate
14Parameters
1Security Types
0.0382Sortino Ratio
0Tradeable Dates
2797Trades
-1.335Treynor Ratio
70Win Rate
-2.118Net Profit
5.768PSR
0.004Sharpe Ratio
0.056Alpha
-0.354Beta
-0.85CAR
14.2Drawdown
78Loss Rate
12Parameters
1Security Types
0.0036Sortino Ratio
0Tradeable Dates
3259Trades
-0.002Treynor Ratio
22Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
108Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2Parameters
0Security Types
1262Tradeable Dates
Kevin started the discussion Options Call Diagonal Gets Margin Call (CSharp project)
I copied some CS code from LEAN repo, with insignificant changes.The idea is to trade diagonal call...
Kevin left a comment in the discussion Options Call Diagonal Gets Margin Call (CSharp project)
Running it with AAPL instead of GOOG avoids the margin call, and nets a profit. There is an...
Kevin started the discussion C# version of G Score Flatlining
I made a C# version of the G Score Factor Investing example, but it is flatlining. I am running...
Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing
Thanks again for the python version. A few notes about the C# version in the backtest above.
Kevin left a comment in the discussion Strategy Library Addition: G-Score Factor Investing
What interests me about the original Python version above is that it makes use of the Framework...
Kevin left a comment in the discussion C# version of G Score Flatlining
Found a blunder in my use of C# Queue. Passing in a capacity to the constructor does nothing to...
Kevin left a comment in the discussion Random Walk and Worst Case Backtesting, and Major Historical Events
Partial solution using some hacks in the existing Lean repo:As a QC user I took a step back from...
Kevin started the discussion What are general rules for how to hookup Framework components?
When one hooks up certain Framework Algorithm components using the project creating wizard, it will...
Kevin left a comment in the discussion What are general rules for how to hookup Framework components?
I researched my own question and came up with some general rules/thought process for how to go...
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Kevin left a comment in the discussion Options Call Diagonal Gets Margin Call (CSharp project)
Running it with AAPL instead of GOOG avoids the margin call, and nets a profit. There is an...
2 years ago