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Luke Shuman

Quant

Date Joined

27th December, 2020

Bootcamp progress

16% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2022-08-13 23:51:44
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2021-01-29 21:23:11
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2021-03-19 13:43:14
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Python Programming

Choose Python as your preferred programming language.

2020-12-27 01:18:27
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2021-01-10 02:18:59
  • 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 (47)

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Logical Black Rhinoceros

160.824Net Profit

36.279PSR

1.015Sharpe Ratio

0.596Alpha

-0.922Beta

62.708CAR

42.5Drawdown

-0.89Loss Rate

0Parameters

2Security Types

497Tradeable Dates

2122Trades

-0.624Treynor Ratio

5.82Win Rate

Ugly Black Llama

6.166Net Profit

38.609PSR

0.679Sharpe Ratio

0.571Alpha

-0.309Beta

25.656CAR

26.4Drawdown

-1.69Loss Rate

26Parameters

2Security Types

80Tradeable Dates

252Trades

-1.628Treynor Ratio

6.57Win Rate

Geeky Blue Pelican

221.027Net Profit

63.926PSR

1.602Sharpe Ratio

0.789Alpha

-0.086Beta

98.075CAR

22Drawdown

-0.59Loss Rate

0Parameters

2Security Types

9.908Sortino Ratio

430Tradeable Dates

1727Trades

-9.169Treynor Ratio

4.53Win Rate

Square Violet Guanaco

166.374Net Profit

58.158PSR

1.455Sharpe Ratio

0.664Alpha

-0.084Beta

81.508CAR

27.8Drawdown

-0.38Loss Rate

0Parameters

2Security Types

8.118Sortino Ratio

415Tradeable Dates

3292Trades

-7.949Treynor Ratio

2.54Win Rate

Smooth Black kitten

70.83Net Profit

37.705PSR

0.978Sharpe Ratio

0.507Alpha

-0.314Beta

50.928CAR

36.4Drawdown

-2.14Loss Rate

0Parameters

2Security Types

2.267Sortino Ratio

328Tradeable Dates

1002Trades

-1.58Treynor Ratio

3.55Win Rate

Community

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Luke started the discussion Taking profit based on % return

Hi QC community,

3 years ago

Logical Black Rhinoceros

160.824Net Profit

36.279PSR

1.015Sharpe Ratio

0.596Alpha

-0.922Beta

62.708CAR

42.5Drawdown

-0.89Loss Rate

0Parameters

2Security Types

497Tradeable Dates

2122Trades

-0.624Treynor Ratio

5.82Win Rate

Ugly Black Llama

6.166Net Profit

38.609PSR

0.679Sharpe Ratio

0.571Alpha

-0.309Beta

25.656CAR

26.4Drawdown

-1.69Loss Rate

26Parameters

2Security Types

80Tradeable Dates

252Trades

-1.628Treynor Ratio

6.57Win Rate

Geeky Blue Pelican

221.027Net Profit

63.926PSR

1.602Sharpe Ratio

0.789Alpha

-0.086Beta

98.075CAR

22Drawdown

-0.59Loss Rate

0Parameters

2Security Types

9.908Sortino Ratio

430Tradeable Dates

1727Trades

-9.169Treynor Ratio

4.53Win Rate

Square Violet Guanaco

166.374Net Profit

58.158PSR

1.455Sharpe Ratio

0.664Alpha

-0.084Beta

81.508CAR

27.8Drawdown

-0.38Loss Rate

0Parameters

2Security Types

8.118Sortino Ratio

415Tradeable Dates

3292Trades

-7.949Treynor Ratio

2.54Win Rate

Smooth Black kitten

70.83Net Profit

37.705PSR

0.978Sharpe Ratio

0.507Alpha

-0.314Beta

50.928CAR

36.4Drawdown

-2.14Loss Rate

0Parameters

2Security Types

2.267Sortino Ratio

328Tradeable Dates

1002Trades

-1.58Treynor Ratio

3.55Win Rate

Logical Asparagus Bison

211.05Net Profit

57.974PSR

1.763Sharpe Ratio

1.368Alpha

-0.605Beta

139.24CAR

39.8Drawdown

-1.57Loss Rate

0Parameters

2Security Types

3.023Sortino Ratio

328Tradeable Dates

1040Trades

-2.226Treynor Ratio

3.15Win Rate

Dancing Tan Viper

100.915Net Profit

50.313PSR

1.281Sharpe Ratio

0.611Alpha

-0.338Beta

70.971CAR

23.8Drawdown

-1.57Loss Rate

0Parameters

2Security Types

3.272Sortino Ratio

328Tradeable Dates

1002Trades

-1.774Treynor Ratio

2.73Win Rate

Determined Sky Blue Goshawk

256.965Net Profit

59.949PSR

2.007Sharpe Ratio

1.788Alpha

-0.631Beta

165.949CAR

45.1Drawdown

-2.4Loss Rate

0Parameters

2Security Types

3.188Sortino Ratio

328Tradeable Dates

1042Trades

-2.801Treynor Ratio

4.6Win Rate

Hyper-Active Magenta Elephant

319.216Net Profit

54.609PSR

2.098Sharpe Ratio

2.378Alpha

-0.658Beta

231.195CAR

48.4Drawdown

-4.75Loss Rate

0Parameters

2Security Types

4.899Sortino Ratio

302Tradeable Dates

916Trades

-3.625Treynor Ratio

8.4Win Rate

Geeky Green Seahorse

118.204Net Profit

53.319PSR

1.335Sharpe Ratio

0.581Alpha

-0.286Beta

91.929CAR

21.7Drawdown

-1.59Loss Rate

0Parameters

2Security Types

4.692Sortino Ratio

302Tradeable Dates

916Trades

-2.044Treynor Ratio

2.77Win Rate

Dancing Light Brown Alligator

153.266Net Profit

54.249PSR

1.467Sharpe Ratio

0.825Alpha

-0.327Beta

117.376CAR

27.5Drawdown

-2.37Loss Rate

0Parameters

2Security Types

5.001Sortino Ratio

302Tradeable Dates

916Trades

-2.534Treynor Ratio

4.04Win Rate

Dancing Yellow Dolphin

10.926Net Profit

32.993PSR

0.724Sharpe Ratio

0.066Alpha

-0.065Beta

9.138CAR

5.7Drawdown

-0.37Loss Rate

0Parameters

1Security Types

2.172Sortino Ratio

299Tradeable Dates

768Trades

-1.024Treynor Ratio

0.62Win Rate

Square Sky Blue Falcon

161.163Net Profit

50.7PSR

1.392Sharpe Ratio

0.845Alpha

-0.427Beta

145.671CAR

31.5Drawdown

-1.62Loss Rate

0Parameters

2Security Types

6.002Sortino Ratio

271Tradeable Dates

808Trades

-1.97Treynor Ratio

3.51Win Rate

Calculating Black Bee

138.652Net Profit

57.204PSR

1.413Sharpe Ratio

0.565Alpha

-0.32Beta

125.787CAR

20.7Drawdown

-1.51Loss Rate

0Parameters

2Security Types

6.828Sortino Ratio

271Tradeable Dates

792Trades

-1.755Treynor Ratio

2.83Win Rate

Hyper-Active Fluorescent Pink Dogfish

130.567Net Profit

59.617PSR

1.453Sharpe Ratio

0.552Alpha

-0.279Beta

118.618CAR

24.1Drawdown

-1.64Loss Rate

0Parameters

1Security Types

5.814Sortino Ratio

271Tradeable Dates

568Trades

-1.971Treynor Ratio

3.13Win Rate

Square Orange Fish

65.715Net Profit

26.515PSR

0.854Sharpe Ratio

0.842Alpha

-0.845Beta

42.67CAR

64.9Drawdown

-3.11Loss Rate

0Parameters

1Security Types

0.724Sortino Ratio

358Tradeable Dates

710Trades

-0.931Treynor Ratio

5.45Win Rate

Sleepy Fluorescent Orange Guanaco

65.715Net Profit

26.515PSR

0.854Sharpe Ratio

0.842Alpha

-0.845Beta

42.67CAR

64.9Drawdown

-3.11Loss Rate

0Parameters

1Security Types

0.724Sortino Ratio

358Tradeable Dates

710Trades

-0.931Treynor Ratio

5.45Win Rate

Logical Fluorescent Orange Mosquito

66.894Net Profit

80.899PSR

3.106Sharpe Ratio

1.621Alpha

-0.07Beta

237.229CAR

13.6Drawdown

56Loss Rate

0Parameters

2Security Types

0.4523Sortino Ratio

106Tradeable Dates

272Trades

-23.255Treynor Ratio

44Win Rate

Jumping Brown Termite

6.156Net Profit

84.237PSR

2.071Sharpe Ratio

0.104Alpha

-0.005Beta

15.233CAR

1.2Drawdown

-0.19Loss Rate

0Parameters

1Security Types

8.944Sortino Ratio

106Tradeable Dates

272Trades

-22.32Treynor Ratio

0.34Win Rate

Hyper-Active Orange Rabbit

3.075Net Profit

54.893PSR

1.16Sharpe Ratio

0.053Alpha

0.002Beta

7.453CAR

1.2Drawdown

58Loss Rate

0Parameters

2Security Types

0.411Sortino Ratio

106Tradeable Dates

172Trades

30.277Treynor Ratio

42Win Rate

Sleepy Orange Buffalo

10.648Net Profit

72.022PSR

1.835Sharpe Ratio

0.187Alpha

-0.095Beta

29.994CAR

8.6Drawdown

-0.4Loss Rate

0Parameters

2Security Types

7.182Sortino Ratio

98Tradeable Dates

388Trades

-2.17Treynor Ratio

0.7Win Rate

Crawling Light Brown Jaguar

4.817Net Profit

53.902PSR

1.23Sharpe Ratio

0.137Alpha

-0.109Beta

20.82CAR

8.4Drawdown

-0.41Loss Rate

0Parameters

2Security Types

4.338Sortino Ratio

63Tradeable Dates

248Trades

-1.36Treynor Ratio

0.7Win Rate

Focused Apricot Buffalo

9.162Net Profit

95.335PSR

4.472Sharpe Ratio

0.475Alpha

-0.072Beta

77.367CAR

3Drawdown

-0.41Loss Rate

0Parameters

2Security Types

26.875Sortino Ratio

39Tradeable Dates

156Trades

-6.961Treynor Ratio

0.83Win Rate

Casual Apricot Cormorant

4.572Net Profit

92.264PSR

3.528Sharpe Ratio

0.215Alpha

-0.028Beta

33.949CAR

1.7Drawdown

-0.22Loss Rate

0Parameters

2Security Types

21.01Sortino Ratio

39Tradeable Dates

156Trades

-8.02Treynor Ratio

0.47Win Rate

Formal Fluorescent Pink Camel

13.648Net Profit

88.273PSR

4.154Sharpe Ratio

0.857Alpha

-0.466Beta

155.441CAR

5.4Drawdown

-0.25Loss Rate

0Parameters

2Security Types

12.539Sortino Ratio

35Tradeable Dates

141Trades

-1.687Treynor Ratio

0.55Win Rate

Pensive Magenta Butterfly

7.004Net Profit

100PSR

52.232Sharpe Ratio

10.544Alpha

-0.192Beta

2244.283CAR

3Drawdown

-1.1Loss Rate

116Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

6Tradeable Dates

42Trades

-55.311Treynor Ratio

0.37Win Rate

Calculating Fluorescent Pink Cat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

116Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

19Trades

0Treynor Ratio

0Win Rate

Measured Sky Blue Guanaco

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

114Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

16Trades

0Treynor Ratio

0Win Rate

Dancing Yellow-Green Dogfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

112Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

20Trades

0Treynor Ratio

0Win Rate

Muscular Orange Viper

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

112Parameters

2Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

24Trades

0Treynor Ratio

0Win Rate

Luke started the discussion Taking profit based on % return

Hi QC community,

3 years ago

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