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Biography

I'm Cheng Li, a quant developer specializing in stocks, options, and futures. As a Top Rated, Pro Verified seller on Fiverr—a distinction reserved for the top 1%—I’ve worked with 100+ clients globally, including retail traders, hedge funds, and professionals from major financial institutions like Citibank and Credit Suisse, earning 170 five-star reviews. Certified QuantConnect Integration Partner, Udemy Instructor, and founder of Common Systems and Technologies, I bring a wealth of experience in quantitative finance. My mission is to empower others through technology and education.

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 (87)

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Focused Brown Sardine

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Fluorescent Yellow Llama

-2.559Net Profit

7.087PSR

-0.001Sharpe Ratio

0.02Alpha

0.801Beta

-1.722CAR

22.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

376Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Virtual Brown Panda

-4.621Net Profit

5.652PSR

-0.07Sharpe Ratio

-0.002Alpha

0.806Beta

-3.065CAR

22.4Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

383Tradeable Dates

3Trades

-0.013Treynor Ratio

0Win Rate

Fat Apricot kitten

-3.146Net Profit

6.579PSR

-0.025Sharpe Ratio

0.001Alpha

0.806Beta

-2.108CAR

22.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

378Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

Muscular Asparagus Bat

-0.057Net Profit

0PSR

-10.721Sharpe Ratio

-0.003Alpha

0Beta

-0.383CAR

0.1Drawdown

0Loss Rate

0Parameters

1Security Types

-17.605Sortino Ratio

38Tradeable Dates

56Trades

32.246Treynor Ratio

0Win Rate


Community

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Li left a comment in the discussion Limited Number of Backtests

Hi Melanie and Seth,

1 years ago

Li left a comment in the discussion Request account data sending error

@Muhammad Yusuf Bin Salleh 

1 years ago

Li left a comment in the discussion Increase number of rows displayed from pandas dataframe

I just figured out a solution to the issue I posed.

1 years ago

Li started the discussion Redeployment of live-trading algorithm

Hi everyone!

2 years ago

Li started the discussion Limit orders submitted but not executing during extended hours while live-trading with IBKR

Hi everyone!

2 years ago

Focused Brown Sardine

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Fluorescent Yellow Llama

-2.559Net Profit

7.087PSR

-0.001Sharpe Ratio

0.02Alpha

0.801Beta

-1.722CAR

22.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

376Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Virtual Brown Panda

-4.621Net Profit

5.652PSR

-0.07Sharpe Ratio

-0.002Alpha

0.806Beta

-3.065CAR

22.4Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

383Tradeable Dates

3Trades

-0.013Treynor Ratio

0Win Rate

Fat Apricot kitten

-3.146Net Profit

6.579PSR

-0.025Sharpe Ratio

0.001Alpha

0.806Beta

-2.108CAR

22.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

378Tradeable Dates

3Trades

-0.005Treynor Ratio

0Win Rate

Muscular Asparagus Bat

-0.057Net Profit

0PSR

-10.721Sharpe Ratio

-0.003Alpha

0Beta

-0.383CAR

0.1Drawdown

0Loss Rate

0Parameters

1Security Types

-17.605Sortino Ratio

38Tradeable Dates

56Trades

32.246Treynor Ratio

0Win Rate

Crying Yellow Bat

0.059Net Profit

15.068PSR

0.401Sharpe Ratio

0Alpha

0Beta

0.032CAR

0.1Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

-0.537Treynor Ratio

100Win Rate

Hipster Orange Chimpanzee

0.05Net Profit

12.855PSR

0.335Sharpe Ratio

0Alpha

0Beta

0.027CAR

0.1Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

4Trades

-0.461Treynor Ratio

100Win Rate

Hipster Black Lion

-0.93Net Profit

11.344PSR

-5.019Sharpe Ratio

-0.102Alpha

0.088Beta

-17.547CAR

1.1Drawdown

-0.01Loss Rate

37Parameters

0Security Types

-8.321Sortino Ratio

11Tradeable Dates

450Trades

-1.458Treynor Ratio

0.03Win Rate

Dancing Red-Orange Llama

-0.002Net Profit

26.146PSR

-0.472Sharpe Ratio

0Alpha

0Beta

-0.018CAR

0Drawdown

67Loss Rate

27Parameters

2Security Types

0.0304Sortino Ratio

184Tradeable Dates

5Trades

-1.822Treynor Ratio

33Win Rate

Hyper-Active Blue Armadillo

-19.069Net Profit

5.438PSR

-0.573Sharpe Ratio

-0.001Alpha

1.239Beta

-26.984CAR

26.6Drawdown

0Loss Rate

26Parameters

1Security Types

0Sortino Ratio

169Tradeable Dates

5Trades

-0.131Treynor Ratio

0Win Rate

Calculating Orange Hyena

6.898Net Profit

13.94PSR

0.267Sharpe Ratio

0.02Alpha

0.817Beta

4.538CAR

21.8Drawdown

0Loss Rate

15Parameters

1Security Types

0Sortino Ratio

381Tradeable Dates

3Trades

0.045Treynor Ratio

0Win Rate

Muscular Orange Bee

1036.096Net Profit

33.946PSR

0.983Sharpe Ratio

0.099Alpha

1.197Beta

28.431CAR

29.1Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.182Treynor Ratio

0Win Rate

Jumping Blue Dolphin

675.122Net Profit

9.975PSR

0.731Sharpe Ratio

0.119Alpha

0.82Beta

23.473CAR

52Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.245Treynor Ratio

0Win Rate

Muscular Asparagus Caterpillar

279.037Net Profit

4.567PSR

0.587Sharpe Ratio

0.017Alpha

1.07Beta

14.705CAR

30.8Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.116Treynor Ratio

0Win Rate

Emotional Magenta Giraffe

918.868Net Profit

17.407PSR

0.831Sharpe Ratio

0.11Alpha

1.121Beta

26.999CAR

45.2Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.198Treynor Ratio

0Win Rate

Calculating Black Camel

840.628Net Profit

20.626PSR

0.858Sharpe Ratio

0.09Alpha

1.183Beta

25.958CAR

38.9Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.176Treynor Ratio

0Win Rate

Focused Fluorescent Pink Caterpillar

13235.375Net Profit

45.489PSR

1.23Sharpe Ratio

0.439Alpha

1.436Beta

65.5CAR

60.7Drawdown

0Loss Rate

12Parameters

1Security Types

0Sortino Ratio

2444Tradeable Dates

1Trades

0.405Treynor Ratio

0Win Rate

Jumping Light Brown Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

2444Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Yellow Horse

-5.95Net Profit

0.006PSR

-0.018Sharpe Ratio

-0.005Alpha

0.041Beta

-0.63CAR

27.8Drawdown

-3.57Loss Rate

11Parameters

1Security Types

-0.017Sortino Ratio

2444Tradeable Dates

30Trades

-0.033Treynor Ratio

8.95Win Rate

Jumping Orange Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

1Security Types

7.9228162514264E+28Sortino Ratio

2444Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Yellow-Green Buffalo

26.966Net Profit

0.253PSR

0.287Sharpe Ratio

0.01Alpha

0.091Beta

2.489CAR

13.3Drawdown

-4.6Loss Rate

11Parameters

1Security Types

0.079Sortino Ratio

2444Tradeable Dates

22Trades

0.214Treynor Ratio

11.11Win Rate

Focused Red-Orange Jaguar

4.738Net Profit

0.038PSR

0.091Sharpe Ratio

-0.001Alpha

0.055Beta

0.478CAR

13.2Drawdown

-3.91Loss Rate

11Parameters

1Security Types

0.015Sortino Ratio

2444Tradeable Dates

22Trades

0.083Treynor Ratio

5.93Win Rate

Logical Fluorescent Yellow Pelican

364.791Net Profit

9.069PSR

0.703Sharpe Ratio

0.104Alpha

0.321Beta

17.139CAR

40.7Drawdown

-4.55Loss Rate

11Parameters

1Security Types

0.418Sortino Ratio

2444Tradeable Dates

126Trades

0.424Treynor Ratio

14.76Win Rate

Sleepy Brown Butterfly

-114.247Net Profit

51.278PSR

369.535Sharpe Ratio

2558.096Alpha

22.038Beta

0CAR

102.1Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

67Tradeable Dates

1Trades

116.083Treynor Ratio

0Win Rate

Jumping Red Salmon

-3.077Net Profit

0.479PSR

-3.139Sharpe Ratio

-0.14Alpha

0.049Beta

-39.545CAR

3.1Drawdown

-0.1Loss Rate

6Parameters

0Security Types

-6.06Sortino Ratio

17Tradeable Dates

70Trades

-2.903Treynor Ratio

0.17Win Rate

Dancing Fluorescent Orange Manatee

-6.192Net Profit

19.51PSR

-0.307Sharpe Ratio

0.118Alpha

-0.187Beta

-17.411CAR

22.6Drawdown

-2.32Loss Rate

261Parameters

0Security Types

-0.366Sortino Ratio

122Tradeable Dates

20Trades

0.479Treynor Ratio

6.13Win Rate

Determined Asparagus Shark

13.457Net Profit

38.882PSR

0.811Sharpe Ratio

0.143Alpha

-0.061Beta

19.72CAR

11.6Drawdown

-1.92Loss Rate

248Parameters

0Security Types

0.948Sortino Ratio

256Tradeable Dates

29Trades

-2.496Treynor Ratio

4.27Win Rate

Upgraded Green Camel

193.665Net Profit

100PSR

10.606Sharpe Ratio

2.809Alpha

0.651Beta

539.233CAR

7.1Drawdown

25Loss Rate

6Parameters

2Security Types

2.5155Sortino Ratio

182Tradeable Dates

135Trades

4.207Treynor Ratio

75Win Rate

Ugly Green Fly

-86.936Net Profit

1.346PSR

-0.661Sharpe Ratio

-0.408Alpha

3.646Beta

-96.995CAR

87.7Drawdown

100Loss Rate

7Parameters

2Security Types

-2.7127Sortino Ratio

182Tradeable Dates

4Trades

-0.219Treynor Ratio

0Win Rate

Muscular Red-Orange Tapir

-0.523Net Profit

0.401PSR

-6.919Sharpe Ratio

-0.05Alpha

0.024Beta

-5.876CAR

0.6Drawdown

-0.03Loss Rate

0Parameters

0Security Types

-9.462Sortino Ratio

24Tradeable Dates

707Trades

-1.82Treynor Ratio

0.04Win Rate

Li left a comment in the discussion Limited Number of Backtests

Hi Melanie and Seth,

1 years ago

Li left a comment in the discussion Request account data sending error

@Muhammad Yusuf Bin Salleh 

1 years ago

Li left a comment in the discussion Increase number of rows displayed from pandas dataframe

I just figured out a solution to the issue I posed.

1 years ago

Li started the discussion Redeployment of live-trading algorithm

Hi everyone!

2 years ago

Li started the discussion Limit orders submitted but not executing during extended hours while live-trading with IBKR

Hi everyone!

2 years ago

Li started the discussion IBKR margin account buying power

Hi everyone!

2 years ago

Li started the discussion VIX data minute resolution starts at 3 am for backtests

Hi everyone!

2 years ago

Li started the discussion VIX data unavailable for live-trading but works fine for back-testing

Hi everyone,

2 years ago

Li left a comment in the discussion Request account data sending error

Hi Derek, 

2 years ago

Li left a comment in the discussion Setting leverage for futures

Hi Louis,

2 years ago

Li left a comment in the discussion Triple currency forex trading

Thanks for the information! 

2 years ago

Li started the discussion Due to numerical precision issues in the factor file, data for the following symbols was adjust to a later starting date: [HCHC, 12/30/2050]

I've been running several different backtests and this has been a recurring issue with my...

3 years ago

Li started the discussion Universe selection and running algorithm

Hi everyone, my code has a lot of stocks in its universe, probably 6000 or more, and in...

3 years ago

Li started the discussion Universe indicator automatic update or manual update?

Hello everyone!

3 years ago

Li started the discussion Data fillforward

Hi, I've been tinkering with data fillforward and consolidated bars. When I use QuantConnect's...

3 years ago

Li started the discussion Unregistering an indicator in OnSecuritiesChanged

Hi everyone!

3 years ago

Li started the discussion Ondata thread

Hello everyone!

3 years ago

Li started the discussion Automatic indicator warmup

Hi everyone!

3 years ago

Li started the discussion Self.Debug only logs once in the algorithm

Hello everyone!

3 years ago

Li started the discussion Market on open order

Hi everyone! 

3 years ago

Li started the discussion Documentation issues

Hi everyone, just wanted to point out that the documentation has been really buggy lately:

3 years ago

Li started the discussion Different resolutions

Hi everyone! 

3 years ago

Li started the discussion Warmup indicators while live trading

Hi everyone!

3 years ago

Li started the discussion Custom fill model fills order 2 times before moving onto the next bar

Hi everyone!

3 years ago

Li started the discussion How to determine whether an indicator needs to be warmed up with tradebar or indicator data point?

Hi everyone!

3 years ago

Li started the discussion When should I launch my live-trading algorithm?

Hi everyone!

3 years ago