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Mateusz Pulka

Quant

Date Joined

23rd October, 2020

Bootcamp progress

30% Complete

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2020-11-11 09:20:28
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Run at least 100 backtests on QuantConnect's cloud.

2020-11-09 20:29:10
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Choose Python as your preferred programming language.

2020-10-23 07:44:57
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Complete a beginner bootcamp in the algorithm lab.

2020-10-31 18:57:43
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  • Profile
  • Backtests
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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 (33)

View More
3,311.07 % | 17.2%

3311.074Net Profit

99.298PSR

1.946Sharpe Ratio

0.32Alpha

0.058Beta

31.107CAR

17.2Drawdown

-0.44Loss Rate

14Parameters

0Security Types

2.591Sortino Ratio

3279Tradeable Dates

1738Trades

5.732Treynor Ratio

0.8Win Rate

3,065.30 % | 17.2%

3065.301Net Profit

98.992PSR

1.899Sharpe Ratio

0.31Alpha

0.066Beta

30.357CAR

17.2Drawdown

-0.43Loss Rate

14Parameters

0Security Types

2.497Sortino Ratio

3279Tradeable Dates

1692Trades

4.873Treynor Ratio

0.81Win Rate

4,874.44 % | 17.2%

4874.437Net Profit

95.413PSR

1.734Sharpe Ratio

0.358Alpha

0.136Beta

34.958CAR

17.2Drawdown

-0.69Loss Rate

14Parameters

0Security Types

2.294Sortino Ratio

3279Tradeable Dates

1799Trades

2.827Treynor Ratio

1.08Win Rate

2,778.81 % | 17.2%

2778.814Net Profit

98.93PSR

1.886Sharpe Ratio

0.301Alpha

0.061Beta

29.411CAR

17.2Drawdown

-0.45Loss Rate

14Parameters

0Security Types

2.521Sortino Ratio

3279Tradeable Dates

1695Trades

5.104Treynor Ratio

0.77Win Rate

24,652.41 % | 20.9%

24652.411Net Profit

0PSR

0.855Sharpe Ratio

0.785Alpha

0.237Beta

52.642CAR

20.9Drawdown

-0.87Loss Rate

13Parameters

0Security Types

2.849Sortino Ratio

3279Tradeable Dates

1748Trades

3.5Treynor Ratio

1.7Win Rate

Community

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Mateusz started the discussion Paper trading on local machine/vps

Hello all,

3 years ago

Mateusz left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Rojan Ulak 

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

To be honest goldenzipper12  I don't know cause I have compared different data sources and every...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Thanks for explanation Nathan Swenson I just wanted to test it and see the result only because of...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Diary Of A Finance Kid Correct me I am wrong. For example XLI etf is an industry sector. So for...

3 years ago

3,311.07 % | 17.2%

3311.074Net Profit

99.298PSR

1.946Sharpe Ratio

0.32Alpha

0.058Beta

31.107CAR

17.2Drawdown

-0.44Loss Rate

14Parameters

0Security Types

2.591Sortino Ratio

3279Tradeable Dates

1738Trades

5.732Treynor Ratio

0.8Win Rate

3,065.30 % | 17.2%

3065.301Net Profit

98.992PSR

1.899Sharpe Ratio

0.31Alpha

0.066Beta

30.357CAR

17.2Drawdown

-0.43Loss Rate

14Parameters

0Security Types

2.497Sortino Ratio

3279Tradeable Dates

1692Trades

4.873Treynor Ratio

0.81Win Rate

4,874.44 % | 17.2%

4874.437Net Profit

95.413PSR

1.734Sharpe Ratio

0.358Alpha

0.136Beta

34.958CAR

17.2Drawdown

-0.69Loss Rate

14Parameters

0Security Types

2.294Sortino Ratio

3279Tradeable Dates

1799Trades

2.827Treynor Ratio

1.08Win Rate

2,778.81 % | 17.2%

2778.814Net Profit

98.93PSR

1.886Sharpe Ratio

0.301Alpha

0.061Beta

29.411CAR

17.2Drawdown

-0.45Loss Rate

14Parameters

0Security Types

2.521Sortino Ratio

3279Tradeable Dates

1695Trades

5.104Treynor Ratio

0.77Win Rate

24,652.41 % | 20.9%

24652.411Net Profit

0PSR

0.855Sharpe Ratio

0.785Alpha

0.237Beta

52.642CAR

20.9Drawdown

-0.87Loss Rate

13Parameters

0Security Types

2.849Sortino Ratio

3279Tradeable Dates

1748Trades

3.5Treynor Ratio

1.7Win Rate

7,489.21 % | 21.6%

7489.215Net Profit

92.438PSR

1.686Sharpe Ratio

0.405Alpha

0.2Beta

39.404CAR

21.6Drawdown

-0.85Loss Rate

13Parameters

0Security Types

2.183Sortino Ratio

3279Tradeable Dates

1708Trades

2.219Treynor Ratio

1.15Win Rate

4,562.48 % | 17.8% dradown

4562.48Net Profit

96.98PSR

1.792Sharpe Ratio

0.344Alpha

0.152Beta

34.289CAR

17.8Drawdown

-0.66Loss Rate

14Parameters

0Security Types

2.262Sortino Ratio

3279Tradeable Dates

1687Trades

2.446Treynor Ratio

1.01Win Rate

7,166.43 % | 20.3% dradown !!!

7166.433Net Profit

98.27PSR

1.897Sharpe Ratio

0.399Alpha

0.139Beta

38.94CAR

20.3Drawdown

-0.68Loss Rate

10Parameters

0Security Types

2.507Sortino Ratio

3279Tradeable Dates

1820Trades

3.063Treynor Ratio

1.12Win Rate

4,865.94% | 17.5% dradown

4865.94Net Profit

95.595PSR

1.738Sharpe Ratio

0.354Alpha

0.153Beta

34.932CAR

17.5Drawdown

-0.7Loss Rate

0Parameters

1Security Types

2.384Sortino Ratio

3280Tradeable Dates

1908Trades

2.501Treynor Ratio

1.04Win Rate

Calculating Green Beaver

1943.236Net Profit

95.317PSR

1.662Sharpe Ratio

0.259Alpha

0.106Beta

26.052CAR

20.4Drawdown

18Loss Rate

129Parameters

1Security Types

9.8334Sortino Ratio

3279Tradeable Dates

67Trades

2.631Treynor Ratio

82Win Rate

Focused Tan Chicken

944.467Net Profit

87.953PSR

1.609Sharpe Ratio

0.245Alpha

0.324Beta

29.74CAR

19.6Drawdown

-1.15Loss Rate

1333Parameters

1Security Types

2.091Sortino Ratio

2265Tradeable Dates

679Trades

1.003Treynor Ratio

1.49Win Rate

BEZ IN/OUT df['roic_wacc_norm'] + df['ebit_ev_norm'] + df['fcf_norm'] + df['vol_momentum_norm'] + df['momentum_norm']

756.788Net Profit

39.128PSR

1.053Sharpe Ratio

0.119Alpha

0.88Beta

26.919CAR

44.5Drawdown

37Loss Rate

1406Parameters

1Security Types

0.0672Sortino Ratio

2265Tradeable Dates

918Trades

0.382Treynor Ratio

63Win Rate

Measured Light Brown Leopard

630.334Net Profit

49.067PSR

1.129Sharpe Ratio

0.248Alpha

0.156Beta

24.706CAR

45.9Drawdown

39Loss Rate

1333Parameters

1Security Types

0.3063Sortino Ratio

2263Tradeable Dates

700Trades

1.829Treynor Ratio

61Win Rate

Ugly Green Dogfish

1840.602Net Profit

87.951PSR

1.672Sharpe Ratio

0.385Alpha

0.385Beta

39.015CAR

25.3Drawdown

-1.34Loss Rate

1333Parameters

1Security Types

2.183Sortino Ratio

2262Tradeable Dates

850Trades

1.97Treynor Ratio

2.07Win Rate

Geeky Brown Viper

1034.02Net Profit

79.415PSR

1.474Sharpe Ratio

0.297Alpha

0.297Beta

31.006CAR

33.1Drawdown

-1.29Loss Rate

1333Parameters

1Security Types

2.043Sortino Ratio

2261Tradeable Dates

860Trades

1.682Treynor Ratio

1.8Win Rate

Crawling Yellow-Green Baboon

2493.764Net Profit

88.165PSR

1.699Sharpe Ratio

0.44Alpha

0.44Beta

43.633CAR

30.8Drawdown

-1.47Loss Rate

1333Parameters

1Security Types

2.215Sortino Ratio

2261Tradeable Dates

844Trades

2.069Treynor Ratio

2.3Win Rate

8k %

8312.586Net Profit

95.825PSR

2.044Sharpe Ratio

0.691Alpha

0.691Beta

63.714CAR

35.5Drawdown

-2.25Loss Rate

955Parameters

1Security Types

2.86Sortino Ratio

2261Tradeable Dates

804Trades

3.242Treynor Ratio

4.46Win Rate

Chyba idealny 3k%

3467.567Net Profit

94.449PSR

1.893Sharpe Ratio

0.493Alpha

0.493Beta

48.832CAR

30.8Drawdown

-1.4Loss Rate

1332Parameters

1Security Types

2.46Sortino Ratio

2260Tradeable Dates

842Trades

2.268Treynor Ratio

2.32Win Rate

Crying Brown Chicken

1849.582Net Profit

95.306PSR

1.844Sharpe Ratio

0.379Alpha

0.21Beta

39.158CAR

19.2Drawdown

31Loss Rate

1332Parameters

1Security Types

0.4111Sortino Ratio

2260Tradeable Dates

713Trades

2.052Treynor Ratio

69Win Rate

Energetic Yellow Alpaca

1871.95Net Profit

95.538PSR

1.854Sharpe Ratio

0.381Alpha

0.381Beta

39.336CAR

19.2Drawdown

-1.13Loss Rate

1332Parameters

1Security Types

2.549Sortino Ratio

2260Tradeable Dates

714Trades

2.062Treynor Ratio

1.72Win Rate

Energetic Asparagus Hornet

1655.874Net Profit

94.352PSR

1.797Sharpe Ratio

0.36Alpha

0.36Beta

37.559CAR

18Drawdown

-1.09Loss Rate

1332Parameters

1Security Types

2.47Sortino Ratio

2260Tradeable Dates

704Trades

1.933Treynor Ratio

1.66Win Rate

Emotional Fluorescent Yellow Dogfish

714.385Net Profit

58.491PSR

1.224Sharpe Ratio

0.247Alpha

0.247Beta

26.287CAR

26.3Drawdown

-1.46Loss Rate

1332Parameters

1Security Types

1.584Sortino Ratio

2260Tradeable Dates

712Trades

1.339Treynor Ratio

1.67Win Rate

Square Red Eagle

1226.048Net Profit

9.599PSR

0.924Sharpe Ratio

0.361Alpha

0.361Beta

33.327CAR

32.1Drawdown

-0.56Loss Rate

0Parameters

1Security Types

1.789Sortino Ratio

2259Tradeable Dates

2133Trades

1.291Treynor Ratio

0.92Win Rate

Formal Blue Goat

265.93Net Profit

10.166PSR

0.644Sharpe Ratio

0.16Alpha

0.301Beta

15.53CAR

40.6Drawdown

57Loss Rate

1190Parameters

1Security Types

0.0728Sortino Ratio

2259Tradeable Dates

594Trades

0.777Treynor Ratio

43Win Rate

Calm Yellow Pony

249.628Net Profit

23.512PSR

0.84Sharpe Ratio

0.127Alpha

0.127Beta

14.946CAR

23.9Drawdown

-0.67Loss Rate

1686Parameters

1Security Types

1.044Sortino Ratio

2259Tradeable Dates

855Trades

0.9Treynor Ratio

1.4Win Rate

Muscular Magenta Armadillo

293.094Net Profit

73.236PSR

1.312Sharpe Ratio

0.159Alpha

0.159Beta

16.454CAR

16.3Drawdown

-0.73Loss Rate

1332Parameters

1Security Types

1.678Sortino Ratio

2259Tradeable Dates

573Trades

2.675Treynor Ratio

1.4Win Rate

Retrospective Blue Goat

410.736Net Profit

57.884PSR

1.18Sharpe Ratio

0.171Alpha

0.171Beta

19.897CAR

29.5Drawdown

-1.24Loss Rate

1332Parameters

1Security Types

1.452Sortino Ratio

2259Tradeable Dates

559Trades

1.091Treynor Ratio

1.57Win Rate

Energetic Yellow-Green Dragonfly

1091.966Net Profit

89.353PSR

1.639Sharpe Ratio

0.298Alpha

0.298Beta

31.756CAR

19Drawdown

-1.04Loss Rate

1332Parameters

1Security Types

2.201Sortino Ratio

2259Tradeable Dates

613Trades

1.691Treynor Ratio

1.92Win Rate

Retrospective Fluorescent Pink Scorpion

660.355Net Profit

44.558PSR

1.092Sharpe Ratio

0.217Alpha

0.217Beta

25.327CAR

38.1Drawdown

-1.08Loss Rate

2282Parameters

1Security Types

1.187Sortino Ratio

2259Tradeable Dates

1454Trades

0.868Treynor Ratio

1.37Win Rate

Virtual Orange Sheep

430.267Net Profit

68.663PSR

1.288Sharpe Ratio

0.172Alpha

0.172Beta

20.4CAR

18.4Drawdown

-1.07Loss Rate

1332Parameters

1Security Types

1.654Sortino Ratio

2259Tradeable Dates

564Trades

1.088Treynor Ratio

1.4Win Rate

Mateusz started the discussion Paper trading on local machine/vps

Hello all,

3 years ago

Mateusz left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Rojan Ulak 

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

To be honest goldenzipper12  I don't know cause I have compared different data sources and every...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Thanks for explanation Nathan Swenson I just wanted to test it and see the result only because of...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Diary Of A Finance Kid Correct me I am wrong. For example XLI etf is an industry sector. So for...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Currently, I am working on using futures instead of ETF prices, however, I need your help here. So...

3 years ago

Mateusz left a comment in the discussion The In & Out Strategy - Continued from Quantopian

@Lukáš Ceplický I think I can try to implement your idea to improve the strategy. How I can...

3 years ago

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