Liam Maurer
Quant
Date Joined
9th May, 2019
Bootcamp progress
11% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-06 07:11:56
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-14 05:16:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-06-20 09:17:03
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-06-20 09:24:32
Cloner
Clone at least 100 algorithms from the community.
2019-08-10 03:01:24
C# Programming
Choose C# as your preferred programming language.
2019-05-09 11:51:43
Python Programming
Choose Python as your preferred programming language.
2019-05-09 10:45:27
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-08-22 06:25:14
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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 More20.795Net Profit
1.457Sharpe Ratio
0.131Alpha
0.298Beta
20.795CAR
9.2Drawdown
40Loss Rate
3Parameters
1Security Types
0.1086Sortino Ratio
252Tradeable Dates
783Trades
0.542Treynor Ratio
60Win Rate
70.186Net Profit
1.58Sharpe Ratio
0.899Alpha
-17.032Beta
70.186CAR
20.8Drawdown
43Loss Rate
2Parameters
1Security Types
1.0229Sortino Ratio
252Tradeable Dates
47Trades
-0.034Treynor Ratio
57Win Rate
29.818Net Profit
5.474Sharpe Ratio
-0.044Alpha
174.6Beta
2569.765CAR
9.1Drawdown
14Loss Rate
33Parameters
1Security Types
0Sortino Ratio
29Tradeable Dates
14Trades
0.013Treynor Ratio
86Win Rate
Community
View MoreLiam started the discussion Rebalance Function not equally allocating quantity- (from QC tutorial/strategy library)
Hey everyone, I'm trying to figure out why the "Action(self.rebalance))" buys on market 100% of...
Liam started the discussion Problem with schedule universe not firing only at month start
Hey everyone, i'm trying to understand this example because I believe it should be only buying on...
Liam started the discussion BacktestingRealTimeHandler.Run Error
New to Algo Trading and got this error when trying to back test...
Liam started the discussion BacktestingRealTimeHandler.Run(): There was an error in a scheduled event BTCUSD: EveryDay: BTCUSD: 1 min before MarketClose. The error was Sequence contains no elements
using System; using System.Linq; using QuantConnect.Indicators; using QuantConnect.Models; using...
Liam started the discussion Brokerage Warning: Order failed, Order Id: 4: Trading pair not available (on GDAX, BTCUSD)
Hi everyone, I'm having a bit of trouble trying to connect to a live broker. My backtest works...
20.795Net Profit
1.457Sharpe Ratio
0.131Alpha
0.298Beta
20.795CAR
9.2Drawdown
40Loss Rate
3Parameters
1Security Types
0.1086Sortino Ratio
252Tradeable Dates
783Trades
0.542Treynor Ratio
60Win Rate
70.186Net Profit
1.58Sharpe Ratio
0.899Alpha
-17.032Beta
70.186CAR
20.8Drawdown
43Loss Rate
2Parameters
1Security Types
1.0229Sortino Ratio
252Tradeable Dates
47Trades
-0.034Treynor Ratio
57Win Rate
29.818Net Profit
5.474Sharpe Ratio
-0.044Alpha
174.6Beta
2569.765CAR
9.1Drawdown
14Loss Rate
33Parameters
1Security Types
0Sortino Ratio
29Tradeable Dates
14Trades
0.013Treynor Ratio
86Win Rate
Liam started the discussion Rebalance Function not equally allocating quantity- (from QC tutorial/strategy library)
Hey everyone, I'm trying to figure out why the "Action(self.rebalance))" buys on market 100% of...
Liam started the discussion Problem with schedule universe not firing only at month start
Hey everyone, i'm trying to understand this example because I believe it should be only buying on...
Liam started the discussion BacktestingRealTimeHandler.Run Error
New to Algo Trading and got this error when trying to back test...
Liam started the discussion BacktestingRealTimeHandler.Run(): There was an error in a scheduled event BTCUSD: EveryDay: BTCUSD: 1 min before MarketClose. The error was Sequence contains no elements
using System; using System.Linq; using QuantConnect.Indicators; using QuantConnect.Models; using...
Liam started the discussion Brokerage Warning: Order failed, Order Id: 4: Trading pair not available (on GDAX, BTCUSD)
Hi everyone, I'm having a bit of trouble trying to connect to a live broker. My backtest works...
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Liam left a comment in the discussion BacktestingRealTimeHandler.Run Error
from datetime import datetime import decimal import numpy as np from clr import...
6 years ago