Matthew Wang
Date Joined
31st January, 2021
Bootcamp progress
32% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-12-23 08:18:32
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-12-23 07:43:31
Python Programming
Choose Python as your preferred programming language.
2021-01-31 23:19:23
Popular
Receive at least 10 upvotes from different users in the community.
2022-01-10 09:38:29
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-12-23 07:35:17
- 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 More376.303Net Profit
46.982PSR
1.023Sharpe Ratio
0.069Alpha
0.171Beta
11.806CAR
12.1Drawdown
-0.54Loss Rate
19Parameters
1Security Types
1.616Sortino Ratio
3521Tradeable Dates
1330Trades
0.49Treynor Ratio
0.76Win Rate
2376.43Net Profit
93.059PSR
1.449Sharpe Ratio
0.156Alpha
0.283Beta
25.801CAR
13.8Drawdown
-0.98Loss Rate
0Parameters
1Security Types
2.292Sortino Ratio
3519Tradeable Dates
113Trades
0.638Treynor Ratio
8.39Win Rate
Community
View MoreMatthew left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
Vladimir Yeah, it does not perform well against the past 5+ years, likely because the equities...
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jupyter Notebook to Assist with Manual Trading:
376.303Net Profit
46.982PSR
1.023Sharpe Ratio
0.069Alpha
0.171Beta
11.806CAR
12.1Drawdown
-0.54Loss Rate
19Parameters
1Security Types
1.616Sortino Ratio
3521Tradeable Dates
1330Trades
0.49Treynor Ratio
0.76Win Rate
2376.43Net Profit
93.059PSR
1.449Sharpe Ratio
0.156Alpha
0.283Beta
25.801CAR
13.8Drawdown
-0.98Loss Rate
0Parameters
1Security Types
2.292Sortino Ratio
3519Tradeable Dates
113Trades
0.638Treynor Ratio
8.39Win Rate
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Laurent Bonherbe The recent signals appear to be the same. I attached the screenshots of what I'm...
Matthew left a comment in the discussion Minimum Variance Adaptive Asset Allocation Strategy
Vladimir Yeah, it does not perform well against the past 5+ years, likely because the equities...
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Jupyter Notebook to Assist with Manual Trading:
QuantConnect™ 2025. All Rights Reserved
Matthew left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Laurent Bonherbe The recent signals appear to be the same. I attached the screenshots of what I'm...
3 years ago