Mohamed Ajmal
Quant
Date Joined
7th March, 2020
Bootcamp progress
21% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-09 08:03:17
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-08-20 19:14:59
Cloner
Clone at least 100 algorithms from the community.
2021-01-10 16:45:08
C# Programming
Choose C# as your preferred programming language.
2021-01-13 22:54:40
Python Programming
Choose Python as your preferred programming language.
2020-03-07 04:31:05
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-10 20:37:28
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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 (25)
View More23.004Net Profit
43.417PSR
0.93Sharpe Ratio
0.071Alpha
0.56Beta
22.002CAR
17.5Drawdown
-0.1Loss Rate
32Parameters
1Security Types
1.157Sortino Ratio
467Tradeable Dates
598Trades
0.297Treynor Ratio
0.07Win Rate
-6.669Net Profit
5.747PSR
-2.161Sharpe Ratio
-0.262Alpha
-0.026Beta
-31.728CAR
7.8Drawdown
58Loss Rate
72Parameters
1Security Types
-0.1396Sortino Ratio
423Tradeable Dates
654Trades
9.638Treynor Ratio
42Win Rate
-3.532Net Profit
10.915PSR
-1.509Sharpe Ratio
-0.144Alpha
0.006Beta
-18.033CAR
5.7Drawdown
63Loss Rate
72Parameters
1Security Types
-0.1208Sortino Ratio
421Tradeable Dates
512Trades
-25.037Treynor Ratio
37Win Rate
49.32Net Profit
90.302PSR
2.875Sharpe Ratio
0.536Alpha
0.011Beta
64.792CAR
8.5Drawdown
26Loss Rate
1Parameters
1Security Types
0.5079Sortino Ratio
0Tradeable Dates
964Trades
49.713Treynor Ratio
74Win Rate
0.834Net Profit
40.247PSR
0.398Sharpe Ratio
0.08Alpha
-0.091Beta
6.128CAR
4Drawdown
51Loss Rate
23Parameters
1Security Types
-0.0979Sortino Ratio
0Tradeable Dates
191Trades
-0.694Treynor Ratio
49Win Rate
Community
View MoreMohamed left a comment in the discussion ETF Trend Following Algorithm
How can we implement stoploss / reduce drawdown in this algorithm?
Mohamed left a comment in the discussion Transition from Quantopian to QuantConnect.
Is there a way out where we can get the code or algo from quantopion...???
23.004Net Profit
43.417PSR
0.93Sharpe Ratio
0.071Alpha
0.56Beta
22.002CAR
17.5Drawdown
-0.1Loss Rate
32Parameters
1Security Types
1.157Sortino Ratio
467Tradeable Dates
598Trades
0.297Treynor Ratio
0.07Win Rate
-6.669Net Profit
5.747PSR
-2.161Sharpe Ratio
-0.262Alpha
-0.026Beta
-31.728CAR
7.8Drawdown
58Loss Rate
72Parameters
1Security Types
-0.1396Sortino Ratio
423Tradeable Dates
654Trades
9.638Treynor Ratio
42Win Rate
-3.532Net Profit
10.915PSR
-1.509Sharpe Ratio
-0.144Alpha
0.006Beta
-18.033CAR
5.7Drawdown
63Loss Rate
72Parameters
1Security Types
-0.1208Sortino Ratio
421Tradeable Dates
512Trades
-25.037Treynor Ratio
37Win Rate
49.32Net Profit
90.302PSR
2.875Sharpe Ratio
0.536Alpha
0.011Beta
64.792CAR
8.5Drawdown
26Loss Rate
1Parameters
1Security Types
0.5079Sortino Ratio
0Tradeable Dates
964Trades
49.713Treynor Ratio
74Win Rate
0.834Net Profit
40.247PSR
0.398Sharpe Ratio
0.08Alpha
-0.091Beta
6.128CAR
4Drawdown
51Loss Rate
23Parameters
1Security Types
-0.0979Sortino Ratio
0Tradeable Dates
191Trades
-0.694Treynor Ratio
49Win Rate
-6.474Net Profit
7.942PSR
-0.003Sharpe Ratio
-0.035Alpha
0.153Beta
-4.016CAR
36.9Drawdown
69Loss Rate
37Parameters
2Security Types
-0.0451Sortino Ratio
411Tradeable Dates
114Trades
-0.006Treynor Ratio
31Win Rate
74.091Net Profit
77.217PSR
1.745Sharpe Ratio
0.374Alpha
-0.083Beta
40.917CAR
16.9Drawdown
-0.02Loss Rate
64Parameters
1Security Types
2.997Sortino Ratio
407Tradeable Dates
89191Trades
-4.253Treynor Ratio
0.03Win Rate
-84.876Net Profit
0PSR
-2.315Sharpe Ratio
-0.672Alpha
0.284Beta
-69.106CAR
85Drawdown
-0.71Loss Rate
0Parameters
1Security Types
-1.74Sortino Ratio
404Tradeable Dates
1145Trades
-2.138Treynor Ratio
0.64Win Rate
20.37Net Profit
69.395PSR
1.993Sharpe Ratio
0.159Alpha
0.756Beta
38.101CAR
10.6Drawdown
-0.51Loss Rate
71Parameters
1Security Types
2.62Sortino Ratio
145Tradeable Dates
11060Trades
0.537Treynor Ratio
0.49Win Rate
13.719Net Profit
45.218PSR
0.95Sharpe Ratio
0.076Alpha
-0.019Beta
8.367CAR
8.8Drawdown
-0.12Loss Rate
67Parameters
1Security Types
1.534Sortino Ratio
403Tradeable Dates
2453Trades
-3.758Treynor Ratio
0.15Win Rate
-63.545Net Profit
23.576PSR
-0.314Sharpe Ratio
3.663Alpha
-19.06Beta
-99.997CAR
88.3Drawdown
71Loss Rate
0Parameters
2Security Types
-0.4127Sortino Ratio
25Tradeable Dates
606Trades
0.052Treynor Ratio
29Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
70Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
381Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
54.55Net Profit
48.351PSR
1.149Sharpe Ratio
0.304Alpha
0.351Beta
33.361CAR
24.3Drawdown
-1.08Loss Rate
71Parameters
1Security Types
1.126Sortino Ratio
380Tradeable Dates
137Trades
1.132Treynor Ratio
3.86Win Rate
85.637Net Profit
53.334PSR
1.391Sharpe Ratio
0.467Alpha
0.724Beta
50.544CAR
40.1Drawdown
-2.51Loss Rate
71Parameters
1Security Types
1.17Sortino Ratio
380Tradeable Dates
50Trades
0.911Treynor Ratio
37.36Win Rate
40.847Net Profit
42.594PSR
0.968Sharpe Ratio
0.233Alpha
0.283Beta
25.419CAR
40.8Drawdown
-1.59Loss Rate
71Parameters
1Security Types
0.806Sortino Ratio
380Tradeable Dates
108Trades
1.089Treynor Ratio
4Win Rate
78.5Net Profit
72.39PSR
2.628Sharpe Ratio
1.256Alpha
0.42Beta
110.749CAR
26.2Drawdown
-1.09Loss Rate
71Parameters
1Security Types
2.144Sortino Ratio
380Tradeable Dates
56Trades
3.144Treynor Ratio
20.2Win Rate
78.912Net Profit
50.967PSR
1.31Sharpe Ratio
0.429Alpha
0.724Beta
46.915CAR
40.1Drawdown
-2.51Loss Rate
71Parameters
1Security Types
1.11Sortino Ratio
380Tradeable Dates
44Trades
0.858Treynor Ratio
14.08Win Rate
76.398Net Profit
54.12PSR
1.35Sharpe Ratio
0.466Alpha
0.325Beta
45.546CAR
40.4Drawdown
-2.15Loss Rate
71Parameters
1Security Types
1.334Sortino Ratio
380Tradeable Dates
35Trades
1.697Treynor Ratio
21.99Win Rate
21.334Net Profit
28.52PSR
0.587Sharpe Ratio
0.077Alpha
0.452Beta
13.641CAR
45Drawdown
-1.2Loss Rate
71Parameters
1Security Types
0.407Sortino Ratio
380Tradeable Dates
147Trades
0.436Treynor Ratio
3.69Win Rate
91.354Net Profit
51.232PSR
1.375Sharpe Ratio
0.542Alpha
0.809Beta
53.594CAR
41.8Drawdown
-3.15Loss Rate
71Parameters
1Security Types
1.169Sortino Ratio
380Tradeable Dates
47Trades
0.935Treynor Ratio
10.21Win Rate
7.506Net Profit
19.443PSR
0.376Sharpe Ratio
0.034Alpha
0.067Beta
4.902CAR
18.2Drawdown
-1.6Loss Rate
71Parameters
1Security Types
0.462Sortino Ratio
380Tradeable Dates
73Trades
0.736Treynor Ratio
0.89Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
66Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
386Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
66Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
386Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-87.106Net Profit
0PSR
-2.54Sharpe Ratio
-0.794Alpha
1.066Beta
-87.036CAR
87.7Drawdown
58Loss Rate
27Parameters
1Security Types
-0.014Sortino Ratio
5408Tradeable Dates
6897Trades
-0.808Treynor Ratio
42Win Rate
-2.381Net Profit
14.996PSR
-1.164Sharpe Ratio
-0.257Alpha
0.483Beta
-10.752CAR
4.1Drawdown
63Loss Rate
25Parameters
1Security Types
-0.0324Sortino Ratio
825Tradeable Dates
642Trades
-0.213Treynor Ratio
37Win Rate
Mohamed left a comment in the discussion Dual Momentum with Out Days
Just a theoretical suggestion - our signals are almost mostly external - not of our own assets. Can...
Mohamed left a comment in the discussion ETF Trend Following Algorithm
How can we implement stoploss / reduce drawdown in this algorithm?
Mohamed left a comment in the discussion Transition from Quantopian to QuantConnect.
Is there a way out where we can get the code or algo from quantopion...???
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Mohamed left a comment in the discussion Dual Momentum with Out Days
Just a theoretical suggestion - our signals are almost mostly external - not of our own assets. Can...
3 years ago