Mitchell Penman-Allen
Quant
Date Joined
18th March, 2018
Bootcamp progress
3% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-05-02 11:19:19
Python Programming
Choose Python as your preferred programming language.
2018-03-18 04:22:10
- 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 (1)
View More-10.471Net Profit
-0.095Sharpe Ratio
-28.288Alpha
2085.057Beta
-56.161CAR
41.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
49Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Community
View MoreMitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Has QC varied the data for GDAX? Maybe auto added fees?
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
It has vastly different results over the exact same time periods..
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Just backtested Samuel's strategy after a direct clone.. What's missing here?
-10.471Net Profit
-0.095Sharpe Ratio
-28.288Alpha
2085.057Beta
-56.161CAR
41.1Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
49Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Interesting, I made no changes myself.. Literally clone algo -> backtest
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Has QC varied the data for GDAX? Maybe auto added fees?
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
It has vastly different results over the exact same time periods..
Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Just backtested Samuel's strategy after a direct clone.. What's missing here?
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Mitchell left a comment in the discussion Crypto Buy-Dip, Price Percentage Delta- Top 1% of Community.
Interesting, I made no changes myself.. Literally clone algo -> backtest
7 years ago