Nathan Swenson
Quant
Date Joined
4th November, 2020
Bootcamp progress
8% Complete
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2020-11-15 03:20:40
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Run at least 100 backtests on QuantConnect's cloud.
2020-11-16 04:27:19
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2020-11-09 18:26:17
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2020-11-04 12:45:13
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2020-11-04 12:44:57
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Complete a beginner bootcamp in the algorithm lab.
2020-11-04 21:31:48
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Public Backtests (3)
View More33730.548Net Profit
88.835PSR
1.937Sharpe Ratio
0.893Alpha
0.893Beta
70.968CAR
49.9Drawdown
-10.22Loss Rate
33Parameters
1Security Types
2.084Sortino Ratio
2734Tradeable Dates
99Trades
5.208Treynor Ratio
23.24Win Rate
33Parameters
0Security Types
717Tradeable Dates
39339.972Net Profit
84.024PSR
1.713Sharpe Ratio
0.735Alpha
0.165Beta
59.174CAR
49.9Drawdown
30Loss Rate
39Parameters
1Security Types
1.1619Sortino Ratio
3238Tradeable Dates
133Trades
4.578Treynor Ratio
70Win Rate
Community
View MoreNathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Goldie, in that last run example you have SHY commented out.
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Yes, Elsid, entered QQQ on 12/18.
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nice work Peter! This new version especially excels with 3X funds. I see 71% YoY return using...
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Strategy when back into equities today (12/18). Prior trade was 10/6.
33730.548Net Profit
88.835PSR
1.937Sharpe Ratio
0.893Alpha
0.893Beta
70.968CAR
49.9Drawdown
-10.22Loss Rate
33Parameters
1Security Types
2.084Sortino Ratio
2734Tradeable Dates
99Trades
5.208Treynor Ratio
23.24Win Rate
33Parameters
0Security Types
717Tradeable Dates
39339.972Net Profit
84.024PSR
1.713Sharpe Ratio
0.735Alpha
0.165Beta
59.174CAR
49.9Drawdown
30Loss Rate
39Parameters
1Security Types
1.1619Sortino Ratio
3238Tradeable Dates
133Trades
4.578Treynor Ratio
70Win Rate
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Thunder Chicken,
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Goldie, in that last run example you have SHY commented out.
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Yes, Elsid, entered QQQ on 12/18.
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Nice work Peter! This new version especially excels with 3X funds. I see 71% YoY return using...
Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Strategy when back into equities today (12/18). Prior trade was 10/6.
Nathan left a comment in the discussion Dual Momentum with Out Days
Getting out of the Market early is more of a conservative move rather than aggressive such as going...
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Nathan left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Thunder Chicken,
3 years ago