Ng Ka Ming
Quant
Date Joined
11th May, 2024
Bootcamp progress
52% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-06-10 11:30:39
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-05-29 09:47:26
Python Programming
Choose Python as your preferred programming language.
2024-05-11 05:30:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-05-21 14:46:35
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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 (14)
View More37.239Net Profit
60.326PSR
1.338Sharpe Ratio
0.163Alpha
0.612Beta
37.12CAR
23.1Drawdown
-0.01Loss Rate
0Parameters
1Security Types
253Tradeable Dates
25055Trades
0.428Treynor Ratio
0.01Win Rate
32.331Net Profit
65.071PSR
1.454Sharpe Ratio
0.164Alpha
0.483Beta
34.97CAR
18.4Drawdown
-0.02Loss Rate
62Parameters
1Security Types
253Tradeable Dates
10237Trades
0.501Treynor Ratio
0.02Win Rate
41.662Net Profit
58.016PSR
1.297Sharpe Ratio
0.247Alpha
0.368Beta
42.064CAR
13.6Drawdown
-0.03Loss Rate
63Parameters
1Security Types
253Tradeable Dates
11777Trades
0.823Treynor Ratio
0.03Win Rate
4.908Net Profit
18.403PSR
0.24Sharpe Ratio
0.119Alpha
-0.375Beta
4.948CAR
27.9Drawdown
-0.01Loss Rate
81Parameters
1Security Types
1006Tradeable Dates
7534Trades
-0.164Treynor Ratio
0.02Win Rate
49.222Net Profit
27.28PSR
0.577Sharpe Ratio
-0.016Alpha
0.878Beta
10.517CAR
16.6Drawdown
0Loss Rate
63Parameters
1Security Types
1006Tradeable Dates
186944Trades
0.065Treynor Ratio
0Win Rate
Community
View More37.239Net Profit
60.326PSR
1.338Sharpe Ratio
0.163Alpha
0.612Beta
37.12CAR
23.1Drawdown
-0.01Loss Rate
0Parameters
1Security Types
253Tradeable Dates
25055Trades
0.428Treynor Ratio
0.01Win Rate
32.331Net Profit
65.071PSR
1.454Sharpe Ratio
0.164Alpha
0.483Beta
34.97CAR
18.4Drawdown
-0.02Loss Rate
62Parameters
1Security Types
253Tradeable Dates
10237Trades
0.501Treynor Ratio
0.02Win Rate
41.662Net Profit
58.016PSR
1.297Sharpe Ratio
0.247Alpha
0.368Beta
42.064CAR
13.6Drawdown
-0.03Loss Rate
63Parameters
1Security Types
253Tradeable Dates
11777Trades
0.823Treynor Ratio
0.03Win Rate
4.908Net Profit
18.403PSR
0.24Sharpe Ratio
0.119Alpha
-0.375Beta
4.948CAR
27.9Drawdown
-0.01Loss Rate
81Parameters
1Security Types
1006Tradeable Dates
7534Trades
-0.164Treynor Ratio
0.02Win Rate
49.222Net Profit
27.28PSR
0.577Sharpe Ratio
-0.016Alpha
0.878Beta
10.517CAR
16.6Drawdown
0Loss Rate
63Parameters
1Security Types
1006Tradeable Dates
186944Trades
0.065Treynor Ratio
0Win Rate
61.202Net Profit
37.19PSR
0.821Sharpe Ratio
-0.003Alpha
0.915Beta
12.679CAR
16.6Drawdown
-0.01Loss Rate
45Parameters
1Security Types
1008Tradeable Dates
16399Trades
0.091Treynor Ratio
0.01Win Rate
59.099Net Profit
34.356PSR
0.787Sharpe Ratio
-0.005Alpha
0.911Beta
12.31CAR
18.6Drawdown
-0.02Loss Rate
57Parameters
1Security Types
1008Tradeable Dates
12324Trades
0.089Treynor Ratio
0.02Win Rate
44.638Net Profit
7.177PSR
0.323Sharpe Ratio
0.004Alpha
0.905Beta
9.673CAR
41.3Drawdown
-0.14Loss Rate
20Parameters
1Security Types
0Tradeable Dates
6047Trades
0.085Treynor Ratio
0.11Win Rate
63.692Net Profit
10.748PSR
0.422Sharpe Ratio
0.021Alpha
0.989Beta
13.121CAR
39.7Drawdown
-0.13Loss Rate
20Parameters
1Security Types
0Tradeable Dates
6252Trades
0.102Treynor Ratio
0.11Win Rate
71.299Net Profit
30.579PSR
0.764Sharpe Ratio
-0.004Alpha
1.084Beta
14.403CAR
21.6Drawdown
-0.07Loss Rate
20Parameters
1Security Types
0Tradeable Dates
7307Trades
0.091Treynor Ratio
0.06Win Rate
60.949Net Profit
24.332PSR
0.676Sharpe Ratio
-0.016Alpha
1.086Beta
12.635CAR
24Drawdown
-0.07Loss Rate
20Parameters
1Security Types
0Tradeable Dates
7585Trades
0.08Treynor Ratio
0.06Win Rate
89.793Net Profit
16.308PSR
0.541Sharpe Ratio
0.019Alpha
1.016Beta
17.438CAR
39Drawdown
-0.11Loss Rate
20Parameters
1Security Types
0Tradeable Dates
6219Trades
0.127Treynor Ratio
0.09Win Rate
29.45Net Profit
26.161PSR
0.436Sharpe Ratio
0.036Alpha
0.928Beta
13.877CAR
20.7Drawdown
-0.09Loss Rate
20Parameters
1Security Types
0Tradeable Dates
3133Trades
0.084Treynor Ratio
0.06Win Rate
26.9Net Profit
21.751PSR
0.369Sharpe Ratio
0.029Alpha
0.989Beta
12.742CAR
22.3Drawdown
-0.19Loss Rate
20Parameters
1Security Types
0Tradeable Dates
1645Trades
0.075Treynor Ratio
0.13Win Rate
Ng left a comment in the discussion Multi-Alpha Fusion
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
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Ng left a comment in the discussion Multi-Alpha Fusion
1 years ago