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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 (20)

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QC_Factor_HRP_Backtest

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

QC_NCO_Backtest

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

QC_nco_backtest_03_2026

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

Alert Violet Caterpillar

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

Alert Violet Chimpanzee

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


Community

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QC_Factor_HRP_Backtest

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

QC_NCO_Backtest

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

QC_nco_backtest_03_2026

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

Alert Violet Caterpillar

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

Alert Violet Chimpanzee

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

Calm Fluorescent Orange Dinosaur

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

Adaptable Sky Blue Cobra

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

Crying Fluorescent Pink Sheep

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

Measured Asparagus Alpaca

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

QC_cla_algorithm

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

Factor-Based HRP Portfolio Strategy

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

Adaptable Violet Termite

-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

Smart Hedge Fund - Backtest

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

Smart Hedge - Backtest

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

Tech Momentum Hedge Algortihm v2 - Backtest

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

Adaptable Light Brown Dogfish

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

gmm2_60

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

inv_var_60

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

gmm2_60

177.514Net Profit

1.026PSR

0.293Sharpe Ratio

-0.003Alpha

0.376Beta

5.664CAR

26.5Drawdown

-0.42Loss Rate

17Parameters

1Security Types

4659Tradeable Dates

2055Trades

0.057Treynor Ratio

0.41Win Rate

Jumping Tan Koala

63.714Net Profit

0.023PSR

0.009Sharpe Ratio

-0.018Alpha

0.281Beta

2.698CAR

18.3Drawdown

-0.69Loss Rate

0Parameters

1Security Types

4658Tradeable Dates

869Trades

0.002Treynor Ratio

0.59Win Rate