Lukas Malik
Quant
Date Joined
20th September, 2016
Bootcamp progress
73% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-02-11 21:23:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-02-06 18:18:59
Python Programming
Choose Python as your preferred programming language.
2019-12-09 20:35:35
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-12-18 20:28:46
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-02-28 21:22:54
- 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 (6)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14.487Net Profit
4.746PSR
0.366Sharpe Ratio
0.006Alpha
0.148Beta
2.534CAR
16Drawdown
56Loss Rate
62Parameters
2Security Types
0.0322Sortino Ratio
0Tradeable Dates
1450Trades
0.132Treynor Ratio
44Win Rate
-10.313Net Profit
0PSR
-2.108Sharpe Ratio
-0.021Alpha
-0.001Beta
-2.588CAR
10.4Drawdown
59Loss Rate
24Parameters
1Security Types
-0.1215Sortino Ratio
1295Tradeable Dates
7297Trades
34.569Treynor Ratio
41Win Rate
-0.231Net Profit
0PSR
-0.758Sharpe Ratio
-0.001Alpha
0.001Beta
-0.108CAR
0.2Drawdown
83Loss Rate
23Parameters
1Security Types
-1.0028Sortino Ratio
671Tradeable Dates
26Trades
-2.111Treynor Ratio
17Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
522Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreLukas started the discussion Inside Bar Momentum Strategy from Babypips
Hi everyone,
Lukas started the discussion Filtering the QC500 Universe
hi everyone,
Lukas started the discussion No output in Backtest also no Debug logs
I remember that I had the same problem before and somehow got rid of it, but can someone please...
Lukas started the discussion Need some help with Alpha Model implementation
Hey everyone,
Lukas started the discussion Can we get Option Greeks from a history call?
Hi everyone,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14.487Net Profit
4.746PSR
0.366Sharpe Ratio
0.006Alpha
0.148Beta
2.534CAR
16Drawdown
56Loss Rate
62Parameters
2Security Types
0.0322Sortino Ratio
0Tradeable Dates
1450Trades
0.132Treynor Ratio
44Win Rate
-10.313Net Profit
0PSR
-2.108Sharpe Ratio
-0.021Alpha
-0.001Beta
-2.588CAR
10.4Drawdown
59Loss Rate
24Parameters
1Security Types
-0.1215Sortino Ratio
1295Tradeable Dates
7297Trades
34.569Treynor Ratio
41Win Rate
-0.231Net Profit
0PSR
-0.758Sharpe Ratio
-0.001Alpha
0.001Beta
-0.108CAR
0.2Drawdown
83Loss Rate
23Parameters
1Security Types
-1.0028Sortino Ratio
671Tradeable Dates
26Trades
-2.111Treynor Ratio
17Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
522Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-10.537Net Profit
0PSR
-3.154Sharpe Ratio
-0.052Alpha
-0.008Beta
-6.345CAR
10.7Drawdown
72Loss Rate
25Parameters
1Security Types
-0.2776Sortino Ratio
531Tradeable Dates
1469Trades
6.72Treynor Ratio
28Win Rate
Lukas started the discussion Inside Bar Momentum Strategy from Babypips
Hi everyone,
Lukas started the discussion Filtering the QC500 Universe
hi everyone,
Lukas started the discussion No output in Backtest also no Debug logs
I remember that I had the same problem before and somehow got rid of it, but can someone please...
Lukas started the discussion Need some help with Alpha Model implementation
Hey everyone,
Lukas started the discussion Can we get Option Greeks from a history call?
Hi everyone,
Lukas left a comment in the discussion Competition Algorithm Example: Tiingo NLP Sentiment
Hey Yiyun, thanks for the Algorithm. I wanted to extend the algorithm by using VaderSentiment...
Lukas left a comment in the discussion Inside Bar Momentum Strategy from Babypips
Alright, backtesting wise everything is back to normal again. So I thing I implemented the stoploss...
Lukas left a comment in the discussion Inside Bar Momentum Strategy from Babypips
Thank you Rahul for the help! The boost in performance is really awesome! :)
Lukas left a comment in the discussion Filtering the QC500 Universe
Awesome thank you Rahul for the very clear explanation and the code, this helps a lot! :)
Lukas left a comment in the discussion No output in Backtest also no Debug logs
Awesome thanks yeah this was indeed the problem! Thank you! :)
QuantConnect™ 2024. All Rights Reserved
Lukas left a comment in the discussion Competition Algorithm Example: Tiingo NLP Sentiment
Alright here is my version. It uses VaderSentiment to analyze the sentiment. I managed to upload...
4 years ago