cover
  • 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 (7)

View More
Muscular Yellow Green Pony

495.437Net Profit

36.643PSR

0.782Sharpe Ratio

0.068Alpha

-0.04Beta

11.355CAR

10.9Drawdown

65Loss Rate

0Parameters

1Security Types

1.383Sortino Ratio

4171Tradeable Dates

14501Trades

-1.639Treynor Ratio

35Win Rate

Retrospective Brown Chinchilla

66.362Net Profit

64.254PSR

1.12Sharpe Ratio

0.031Alpha

0.062Beta

3.797CAR

5.6Drawdown

-0.19Loss Rate

37Parameters

1Security Types

1.224Sortino Ratio

3436Tradeable Dates

2521Trades

0.624Treynor Ratio

0.22Win Rate

Geeky Blue Giraffe

314.979Net Profit

86.836PSR

1.3Sharpe Ratio

0.078Alpha

-0.034Beta

8.919CAR

22.9Drawdown

-0.07Loss Rate

26Parameters

1Security Types

1.706Sortino Ratio

4190Tradeable Dates

30064Trades

-2.17Treynor Ratio

0.08Win Rate

Measured Green Dolphin

1462.141Net Profit

84.183PSR

1.53Sharpe Ratio

0.22Alpha

0.772Beta

32.95CAR

33.8Drawdown

-1.39Loss Rate

17Parameters

3Security Types

2.003Sortino Ratio

2516Tradeable Dates

361Trades

0.456Treynor Ratio

3.11Win Rate

[Debugging] Formal Magenta Mosquito

114.024Net Profit

98.466PSR

3.293Sharpe Ratio

0.48Alpha

0.402Beta

58.788CAR

10.5Drawdown

-1.24Loss Rate

17Parameters

3Security Types

4.922Sortino Ratio

429Tradeable Dates

53Trades

1.469Treynor Ratio

0.22Win Rate


Community

View More

Narendra left a comment in the discussion Overnight Mean Reversion

this strategy looses so much money over a longer term. 

1 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....

3 years ago

Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting

Hey Santa,

3 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...

3 years ago

Narendra started the discussion Combine multiple algorithms

Hi

4 years ago

Muscular Yellow Green Pony

495.437Net Profit

36.643PSR

0.782Sharpe Ratio

0.068Alpha

-0.04Beta

11.355CAR

10.9Drawdown

65Loss Rate

0Parameters

1Security Types

1.383Sortino Ratio

4171Tradeable Dates

14501Trades

-1.639Treynor Ratio

35Win Rate

Retrospective Brown Chinchilla

66.362Net Profit

64.254PSR

1.12Sharpe Ratio

0.031Alpha

0.062Beta

3.797CAR

5.6Drawdown

-0.19Loss Rate

37Parameters

1Security Types

1.224Sortino Ratio

3436Tradeable Dates

2521Trades

0.624Treynor Ratio

0.22Win Rate

Geeky Blue Giraffe

314.979Net Profit

86.836PSR

1.3Sharpe Ratio

0.078Alpha

-0.034Beta

8.919CAR

22.9Drawdown

-0.07Loss Rate

26Parameters

1Security Types

1.706Sortino Ratio

4190Tradeable Dates

30064Trades

-2.17Treynor Ratio

0.08Win Rate

Measured Green Dolphin

1462.141Net Profit

84.183PSR

1.53Sharpe Ratio

0.22Alpha

0.772Beta

32.95CAR

33.8Drawdown

-1.39Loss Rate

17Parameters

3Security Types

2.003Sortino Ratio

2516Tradeable Dates

361Trades

0.456Treynor Ratio

3.11Win Rate

[Debugging] Formal Magenta Mosquito

114.024Net Profit

98.466PSR

3.293Sharpe Ratio

0.48Alpha

0.402Beta

58.788CAR

10.5Drawdown

-1.24Loss Rate

17Parameters

3Security Types

4.922Sortino Ratio

429Tradeable Dates

53Trades

1.469Treynor Ratio

0.22Win Rate

Square Black Lemur

1236.121Net Profit

45.131PSR

1.043Sharpe Ratio

0.148Alpha

-0.001Beta

16.842CAR

25.7Drawdown

34Loss Rate

7Parameters

1Security Types

0.581Sortino Ratio

4189Tradeable Dates

174Trades

-117.187Treynor Ratio

66Win Rate

Measured Sky Blue Owl

3734.42Net Profit

60.361PSR

1.258Sharpe Ratio

0.263Alpha

0.779Beta

30.649CAR

53Drawdown

-0.52Loss Rate

37Parameters

1Security Types

1.258Sortino Ratio

3432Tradeable Dates

2911Trades

0.466Treynor Ratio

0.57Win Rate

Narendra left a comment in the discussion Overnight Mean Reversion

this strategy looses so much money over a longer term. 

1 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Guy Fleury , I believe you are incorrect about the differences between SPY and QQQ....

3 years ago

Narendra left a comment in the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting

Hey Santa,

3 years ago

Narendra left a comment in the discussion The In & Out Strategy - Continued from Quantopian

i think that change from QQQ to SPY makes sense. Its true that QQQ has done really well in the...

3 years ago

Narendra started the discussion Combine multiple algorithms

Hi

4 years ago

Narendra left a comment in the discussion Combine multiple algorithms

thank you for your response. One more follow up question. Say I want to run alpha1 code every 5...

4 years ago

Narendra left a comment in the discussion Simple stock bond strategy hedged using VIX options

Hey Adrian,

4 years ago