Maximilian Wimmer
Quant
Date Joined
22nd November, 2020
Bootcamp progress
6% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-12-21 08:35:37
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-06-26 09:40:31
Python Programming
Choose Python as your preferred programming language.
2020-11-22 17:11:24
- 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 (32)
View More156.6Net Profit
19.902PSR
0.55Sharpe Ratio
0.011Alpha
0.863Beta
15.697CAR
31.9Drawdown
-0.07Loss Rate
173Parameters
1Security Types
1622Tradeable Dates
5224Trades
0.1Treynor Ratio
0.1Win Rate
91.96Net Profit
74.849PSR
0.877Sharpe Ratio
0.015Alpha
0.702Beta
20.739CAR
16.1Drawdown
-0.05Loss Rate
173Parameters
1Security Types
866Tradeable Dates
2763Trades
0.13Treynor Ratio
0.09Win Rate
276.788Net Profit
4.738PSR
0.452Sharpe Ratio
-0.005Alpha
1.011Beta
12.438CAR
36.1Drawdown
-0.28Loss Rate
62Parameters
1Security Types
2842Tradeable Dates
2011Trades
0.072Treynor Ratio
0.28Win Rate
1425.34Net Profit
16.709PSR
0.79Sharpe Ratio
0.254Alpha
1.453Beta
38.867CAR
82.9Drawdown
-1.74Loss Rate
12Parameters
1Security Types
2084Tradeable Dates
818Trades
0.255Treynor Ratio
2.6Win Rate
172.838Net Profit
6.266PSR
0.413Sharpe Ratio
-0.011Alpha
1.063Beta
12.857CAR
31Drawdown
-0.18Loss Rate
16Parameters
1Security Types
2084Tradeable Dates
2299Trades
0.07Treynor Ratio
0.15Win Rate
Community
View More156.6Net Profit
19.902PSR
0.55Sharpe Ratio
0.011Alpha
0.863Beta
15.697CAR
31.9Drawdown
-0.07Loss Rate
173Parameters
1Security Types
1622Tradeable Dates
5224Trades
0.1Treynor Ratio
0.1Win Rate
91.96Net Profit
74.849PSR
0.877Sharpe Ratio
0.015Alpha
0.702Beta
20.739CAR
16.1Drawdown
-0.05Loss Rate
173Parameters
1Security Types
866Tradeable Dates
2763Trades
0.13Treynor Ratio
0.09Win Rate
276.788Net Profit
4.738PSR
0.452Sharpe Ratio
-0.005Alpha
1.011Beta
12.438CAR
36.1Drawdown
-0.28Loss Rate
62Parameters
1Security Types
2842Tradeable Dates
2011Trades
0.072Treynor Ratio
0.28Win Rate
1425.34Net Profit
16.709PSR
0.79Sharpe Ratio
0.254Alpha
1.453Beta
38.867CAR
82.9Drawdown
-1.74Loss Rate
12Parameters
1Security Types
2084Tradeable Dates
818Trades
0.255Treynor Ratio
2.6Win Rate
172.838Net Profit
6.266PSR
0.413Sharpe Ratio
-0.011Alpha
1.063Beta
12.857CAR
31Drawdown
-0.18Loss Rate
16Parameters
1Security Types
2084Tradeable Dates
2299Trades
0.07Treynor Ratio
0.15Win Rate
587.208Net Profit
5.313PSR
0.423Sharpe Ratio
0.022Alpha
0.208Beta
7.604CAR
19.3Drawdown
-0.22Loss Rate
0Parameters
1Security Types
6608Tradeable Dates
5865Trades
0.148Treynor Ratio
0.24Win Rate
162.318Net Profit
12.306PSR
0.478Sharpe Ratio
0.016Alpha
0.698Beta
14.183CAR
26.1Drawdown
-0.34Loss Rate
0Parameters
1Security Types
0Tradeable Dates
5442Trades
0.114Treynor Ratio
0.35Win Rate
251.209Net Profit
15.743PSR
0.558Sharpe Ratio
0.008Alpha
0.779Beta
13.01CAR
30.9Drawdown
-0.13Loss Rate
0Parameters
1Security Types
2578Tradeable Dates
2306Trades
0.09Treynor Ratio
0.2Win Rate
236.319Net Profit
15.227PSR
0.544Sharpe Ratio
0.007Alpha
0.748Beta
12.534CAR
28.8Drawdown
-0.33Loss Rate
0Parameters
1Security Types
2578Tradeable Dates
501Trades
0.089Treynor Ratio
0.6Win Rate
199.569Net Profit
2.448PSR
0.313Sharpe Ratio
0.007Alpha
0.218Beta
5.86CAR
22Drawdown
-0.27Loss Rate
48Parameters
1Security Types
4843Tradeable Dates
10564Trades
0.096Treynor Ratio
0.42Win Rate
561.519Net Profit
1.28PSR
0.438Sharpe Ratio
0.015Alpha
0.689Beta
10.309CAR
53.6Drawdown
-0.17Loss Rate
48Parameters
1Security Types
4842Tradeable Dates
9062Trades
0.084Treynor Ratio
0.2Win Rate
81.178Net Profit
57.241PSR
0.617Sharpe Ratio
0.03Alpha
0.289Beta
11.981CAR
11.9Drawdown
-0.1Loss Rate
72Parameters
1Security Types
1317Tradeable Dates
5173Trades
0.162Treynor Ratio
0.08Win Rate
67.277Net Profit
27.606PSR
0.412Sharpe Ratio
0.021Alpha
0.293Beta
10.298CAR
15.5Drawdown
-0.18Loss Rate
70Parameters
1Security Types
1316Tradeable Dates
1623Trades
0.125Treynor Ratio
0.24Win Rate
78.545Net Profit
20.735PSR
0.407Sharpe Ratio
0.023Alpha
0.21Beta
9.733CAR
22.9Drawdown
-0.19Loss Rate
147Parameters
1Security Types
1567Tradeable Dates
1569Trades
0.184Treynor Ratio
0.3Win Rate
88.814Net Profit
64.507PSR
0.698Sharpe Ratio
0.041Alpha
0.198Beta
12.929CAR
10.7Drawdown
-0.24Loss Rate
155Parameters
1Security Types
1310Tradeable Dates
870Trades
0.27Treynor Ratio
0.36Win Rate
13.816Net Profit
94.17PSR
-0.634Sharpe Ratio
-0.016Alpha
0.034Beta
5.982CAR
2.1Drawdown
-0.33Loss Rate
163Parameters
1Security Types
557Tradeable Dates
58Trades
-0.409Treynor Ratio
0.44Win Rate
24.336Net Profit
50.248PSR
-0.266Sharpe Ratio
-0.012Alpha
0.077Beta
4.255CAR
6Drawdown
-0.18Loss Rate
163Parameters
1Security Types
1310Tradeable Dates
133Trades
-0.1Treynor Ratio
0.46Win Rate
30.261Net Profit
9.028PSR
0.014Sharpe Ratio
-0.012Alpha
0.218Beta
5.188CAR
20.5Drawdown
-0.3Loss Rate
92Parameters
1Security Types
1310Tradeable Dates
353Trades
0.005Treynor Ratio
0.4Win Rate
24.14Net Profit
6.41PSR
-0.084Sharpe Ratio
-0.016Alpha
0.169Beta
4.223CAR
20.6Drawdown
-0.2Loss Rate
84Parameters
1Security Types
1310Tradeable Dates
1178Trades
-0.035Treynor Ratio
0.21Win Rate
70.794Net Profit
22.919PSR
0.4Sharpe Ratio
0.025Alpha
0.287Beta
10.801CAR
13.9Drawdown
-0.13Loss Rate
64Parameters
1Security Types
1309Tradeable Dates
4753Trades
0.146Treynor Ratio
0.12Win Rate
70.794Net Profit
22.919PSR
0.4Sharpe Ratio
0.025Alpha
0.287Beta
10.801CAR
13.9Drawdown
-0.13Loss Rate
64Parameters
1Security Types
1309Tradeable Dates
4753Trades
0.146Treynor Ratio
0.12Win Rate
49.637Net Profit
7.597PSR
0.204Sharpe Ratio
0.008Alpha
0.309Beta
8.028CAR
23.6Drawdown
-0.28Loss Rate
36Parameters
1Security Types
1309Tradeable Dates
2198Trades
0.084Treynor Ratio
0.34Win Rate
243.88Net Profit
35.047PSR
0.775Sharpe Ratio
0.094Alpha
1.255Beta
26.7CAR
29.2Drawdown
0Loss Rate
0Parameters
1Security Types
1309Tradeable Dates
10Trades
0.134Treynor Ratio
0Win Rate
-17.025Net Profit
0.012PSR
-0.895Sharpe Ratio
-0.03Alpha
-0.416Beta
-3.662CAR
24Drawdown
-1.54Loss Rate
0Parameters
2Security Types
1255Tradeable Dates
173Trades
0.144Treynor Ratio
1.19Win Rate
34.419Net Profit
28.774PSR
0.193Sharpe Ratio
0.04Alpha
-0.206Beta
9.937CAR
17.5Drawdown
-0.48Loss Rate
164Parameters
1Security Types
782Tradeable Dates
990Trades
-0.09Treynor Ratio
0.38Win Rate
42.234Net Profit
7.732PSR
0.162Sharpe Ratio
0.046Alpha
-0.4Beta
7.12CAR
17.5Drawdown
-0.41Loss Rate
164Parameters
1Security Types
1285Tradeable Dates
1473Trades
-0.046Treynor Ratio
0.36Win Rate
52.864Net Profit
27.421PSR
0.323Sharpe Ratio
0.027Alpha
-0.03Beta
8.642CAR
13.8Drawdown
-0.51Loss Rate
36Parameters
1Security Types
1284Tradeable Dates
1305Trades
-0.838Treynor Ratio
0.48Win Rate
65.509Net Profit
9.47PSR
0.296Sharpe Ratio
0.005Alpha
0.333Beta
8.629CAR
16.3Drawdown
-0.41Loss Rate
31Parameters
1Security Types
1528Tradeable Dates
714Trades
0.102Treynor Ratio
0.55Win Rate
455.93Net Profit
3.363PSR
0.5Sharpe Ratio
0.015Alpha
0.597Beta
10.111CAR
34.4Drawdown
-0.18Loss Rate
211Parameters
1Security Types
4479Tradeable Dates
1678Trades
0.096Treynor Ratio
0.29Win Rate
500.699Net Profit
3.303PSR
0.492Sharpe Ratio
0Alpha
0Beta
10.162CAR
34.5Drawdown
-0.18Loss Rate
128Parameters
1Security Types
4659Tradeable Dates
1737Trades
0Treynor Ratio
0.3Win Rate
Maximilian left a comment in the discussion Strategy Discussion: 46
Advocate Hasan Raza Khan Thank you for your answer. I am going to run a localised sensitivity...
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Maximilian left a comment in the discussion Strategy Discussion: 46
Advocate Hasan Raza Khan Thank you for your answer. I am going to run a localised sensitivity...
4 months ago