cover
  • 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 More
Calm Green Jellyfish

-13.965Net Profit

17.603PSR

0.037Sharpe Ratio

-0.142Alpha

3.757Beta

-17.803CAR

36.8Drawdown

-2.35Loss Rate

19Parameters

2Security Types

191Tradeable Dates

11Trades

0.007Treynor Ratio

0Win Rate

Pensive Yellow Koala

20.628Net Profit

45.294PSR

0.924Sharpe Ratio

0.093Alpha

0.331Beta

20.566CAR

18.9Drawdown

-12Loss Rate

3Parameters

1Security Types

253Tradeable Dates

8Trades

0.442Treynor Ratio

11.09Win Rate


Community

View More

Lijun left a comment in the discussion Intraday Application of Hidden Markov Models

Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....

1 years ago

Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading

No. Actually if is is in short position, it will be liquidated when cross below middleband.

2 years ago

Calm Green Jellyfish

-13.965Net Profit

17.603PSR

0.037Sharpe Ratio

-0.142Alpha

3.757Beta

-17.803CAR

36.8Drawdown

-2.35Loss Rate

19Parameters

2Security Types

191Tradeable Dates

11Trades

0.007Treynor Ratio

0Win Rate

Pensive Yellow Koala

20.628Net Profit

45.294PSR

0.924Sharpe Ratio

0.093Alpha

0.331Beta

20.566CAR

18.9Drawdown

-12Loss Rate

3Parameters

1Security Types

253Tradeable Dates

8Trades

0.442Treynor Ratio

11.09Win Rate

Lijun left a comment in the discussion Intraday Application of Hidden Markov Models

Hi Remus, I think we cannot insure the market is always in one trend. That the reason for HMM....

1 years ago

Lijun left a comment in the discussion Algorithmic Trading Video Series #11 | Forex & CFD Trading

No. Actually if is is in short position, it will be liquidated when cross below middleband.

2 years ago