mark hatlan
Quant
Date Joined
28th May, 2015
Bootcamp progress
85% Complete
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2018-11-03 04:38:27
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Run at least 100 backtests on QuantConnect's cloud.
2020-01-26 03:46:29
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2021-01-02 03:00:02
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2021-01-04 03:04:05
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Clone at least 100 algorithms from the community.
2021-04-30 02:24:46
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2018-10-23 20:11:15
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2022-10-07 21:00:21
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2018-10-23 21:07:36
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Public Backtests (14)
View More71.407Net Profit
67.727PSR
1.384Sharpe Ratio
0.139Alpha
0.152Beta
16.161CAR
13.8Drawdown
26Loss Rate
18Parameters
1Security Types
0.1804Sortino Ratio
904Tradeable Dates
146Trades
1.129Treynor Ratio
74Win Rate
9437.558Net Profit
78.691PSR
1.606Sharpe Ratio
0.339Alpha
1.851Beta
50.982CAR
45.4Drawdown
41Loss Rate
13Parameters
1Security Types
0.3627Sortino Ratio
2784Tradeable Dates
1157Trades
0.343Treynor Ratio
59Win Rate
18.64Net Profit
38.489PSR
0.795Sharpe Ratio
0.231Alpha
-0.165Beta
20.012CAR
26.1Drawdown
-0.38Loss Rate
9Parameters
1Security Types
0.972Sortino Ratio
236Tradeable Dates
170Trades
-1.213Treynor Ratio
0.81Win Rate
379.303Net Profit
1.917PSR
0.609Sharpe Ratio
0.074Alpha
-0.047Beta
7.795CAR
33.4Drawdown
35Loss Rate
9Parameters
1Security Types
0.1458Sortino Ratio
5251Tradeable Dates
3434Trades
-1.501Treynor Ratio
65Win Rate
249.026Net Profit
93.106PSR
1.491Sharpe Ratio
0.104Alpha
-0.016Beta
12.192CAR
11.9Drawdown
37Loss Rate
9Parameters
1Security Types
0.1611Sortino Ratio
2734Tradeable Dates
2360Trades
-6.468Treynor Ratio
63Win Rate
Community
View Moremark started the discussion Shorting Volatility with SVXY simple example
Hi all, I put this together earlier in the year. The concept is to use the SVXY short volatility...
mark started the discussion Error with older Beta Factors in Stock from the strategy library
Hello, I was going through the strategy library and came across the interesting Beta Factor in...
mark left a comment in the discussion Shorting Volatility with SVXY simple example
Ok thanks. I'll update my other algos with that line.
mark started the discussion Help with monthly rebalance " 'int' object is not iterable" error
This is my first attempt at monthly rebalancing, so I'm missing something simple to get it to work....
71.407Net Profit
67.727PSR
1.384Sharpe Ratio
0.139Alpha
0.152Beta
16.161CAR
13.8Drawdown
26Loss Rate
18Parameters
1Security Types
0.1804Sortino Ratio
904Tradeable Dates
146Trades
1.129Treynor Ratio
74Win Rate
9437.558Net Profit
78.691PSR
1.606Sharpe Ratio
0.339Alpha
1.851Beta
50.982CAR
45.4Drawdown
41Loss Rate
13Parameters
1Security Types
0.3627Sortino Ratio
2784Tradeable Dates
1157Trades
0.343Treynor Ratio
59Win Rate
18.64Net Profit
38.489PSR
0.795Sharpe Ratio
0.231Alpha
-0.165Beta
20.012CAR
26.1Drawdown
-0.38Loss Rate
9Parameters
1Security Types
0.972Sortino Ratio
236Tradeable Dates
170Trades
-1.213Treynor Ratio
0.81Win Rate
379.303Net Profit
1.917PSR
0.609Sharpe Ratio
0.074Alpha
-0.047Beta
7.795CAR
33.4Drawdown
35Loss Rate
9Parameters
1Security Types
0.1458Sortino Ratio
5251Tradeable Dates
3434Trades
-1.501Treynor Ratio
65Win Rate
249.026Net Profit
93.106PSR
1.491Sharpe Ratio
0.104Alpha
-0.016Beta
12.192CAR
11.9Drawdown
37Loss Rate
9Parameters
1Security Types
0.1611Sortino Ratio
2734Tradeable Dates
2360Trades
-6.468Treynor Ratio
63Win Rate
133.944Net Profit
63.225PSR
2.536Sharpe Ratio
2.498Alpha
-1.023Beta
171.109CAR
52.8Drawdown
81Loss Rate
15Parameters
2Security Types
0.4874Sortino Ratio
268Tradeable Dates
65Trades
-2.286Treynor Ratio
19Win Rate
15Parameters
2Security Types
0Sortino Ratio
1282Tradeable Dates
57.245Net Profit
51.772PSR
1.475Sharpe Ratio
0.708Alpha
1.393Beta
76.889CAR
52.8Drawdown
33Loss Rate
4Parameters
2Security Types
0Sortino Ratio
250Tradeable Dates
7Trades
0.666Treynor Ratio
67Win Rate
15Parameters
0Security Types
3280Tradeable Dates
16Parameters
0Security Types
2640Tradeable Dates
241.412Net Profit
24.316PSR
0.836Sharpe Ratio
0.131Alpha
-0.064Beta
13.71CAR
35.5Drawdown
33Loss Rate
5Parameters
1Security Types
0.5992Sortino Ratio
2406Tradeable Dates
124Trades
-1.93Treynor Ratio
67Win Rate
16Parameters
0Security Types
2640Tradeable Dates
25Parameters
0Security Types
2780Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2308Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
mark started the discussion Shorting Volatility with SVXY simple example
Hi all, I put this together earlier in the year. The concept is to use the SVXY short volatility...
mark started the discussion Error with older Beta Factors in Stock from the strategy library
Hello, I was going through the strategy library and came across the interesting Beta Factor in...
mark left a comment in the discussion Simple stock bond strategy hedged using VIX options
I agree with all of that. Using spy puts and vx futures is where I would look first.
mark left a comment in the discussion Shorting Volatility with SVXY simple example
Ok thanks. I'll update my other algos with that line.
mark started the discussion Help with monthly rebalance " 'int' object is not iterable" error
This is my first attempt at monthly rebalancing, so I'm missing something simple to get it to work....
mark started the discussion NameError help with monthly rebalance
I'm working my first monthly rebalance strategy and I added a regime change condition to rebalance...
mark started the discussion Should I use Rebalace or a Consolidator?
I'm new to coding, so hence this question: I have strategies that uses a weekly consolidator to...
mark started the discussion Any plans to update the strategy library with new class and model structure?
Being new to coding I went through the basics in bootcamp about 6 months ago, then I made a bunch...
mark started the discussion Log shows RSI values at zero sometimes
Hi there,
mark started the discussion Dividend Yield on Portfolio metrics?
When working on dividend/income generating strategies, it would be great to get some metrics for...
mark started the discussion Help defining a futures chain for different SetHolding weighting
This is my first futures attempt, I want this to be simple monthly rebalancing with NQ and VX. I...
mark started the discussion Is this a Data Issue? Futures contract value goes to zero and issues margin call before expiration
Looking at orders, the value of /ZB and /ZN contracts hit zero on 12/22/2016. But when I check the...
mark started the discussion Help me improve this retiree friendly low volatility stock algo with +93% PSR
I created this algo for my older relatives' IRA accounts. They want low volatility, low drawdown,...
mark started the discussion How to implement a ratio price, and put that into an indicator
Need some indicator help.
mark started the discussion Need help putting a stock list into a single debug line for email and text output
I have a monthly rebalance algo, and it rebalances 10 stocks each month. I want to separate this...
mark started the discussion Email Notifications with multiple email addresses?
I have my email notifications working fine in the Live paper environment, but I wanted to add a...
mark left a comment in the discussion Reproducing In-Out with ROC v1.9
With the short put spread and long call method, your on both sides, so the IV premium isn't that...
mark left a comment in the discussion Reproducing In-Out with ROC v1.9
Thanks ekz for your options implementation. I've traded options for years manually, and can provide...
mark left a comment in the discussion Email Notifications with multiple email addresses?
Great thanks Derek.
mark left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Thanks Derek, I didn't know about the indicator extentions. I'll check out the VIX thread too.
mark started the discussion Being able to add to a current position
Hi everyone, I'm looking for a simple way to code adding to a open position. I have an entry...
mark started the discussion More help with adding to current position with Set.Holdings
A few others helped me get a method of using a position counter to add to a current position with...
mark started the discussion Help with consolidated data for SMA
Hi all. I've been trying to get the SMA to use a weekly timeframe and am struggling. I figured out...
mark started the discussion SPY Leveraged Pullback beginner help
I'm new here and to Python in general, and am trying to port my scripts from thinkorswim into...
mark started the discussion Anyone have Connors RSI?
Does anyone have the "Connors RSI" calculation already coded up?
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mark left a comment in the discussion Simple stock bond strategy hedged using VIX options
I agree with all of that. Using spy puts and vx futures is where I would look first.
3 years ago