Oldrich S
Quant
Date Joined
30th June, 2015
Bootcamp progress
25% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-02-07 15:11:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-09 17:39:17
Python Programming
Choose Python as your preferred programming language.
2018-05-02 16:07:39
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-02-07 11:37:31
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-02-07 11:47:33
- 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 (2)
View More13.75Net Profit
97.923PSR
7.452Sharpe Ratio
1.018Alpha
0.112Beta
334.705CAR
4.6Drawdown
-0.04Loss Rate
5Parameters
1Security Types
22.947Sortino Ratio
32Tradeable Dates
17Trades
16.39Treynor Ratio
1.28Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreOldrich started the discussion Persistent storage / Data serialization in research environment
Is there any option I missed or any plan to implement peristent storage for own...
Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer
I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...
Oldrich started the discussion Auctions data in Daily resolution (equities)
Hi,
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...
13.75Net Profit
97.923PSR
7.452Sharpe Ratio
1.018Alpha
0.112Beta
334.705CAR
4.6Drawdown
-0.04Loss Rate
5Parameters
1Security Types
22.947Sortino Ratio
32Tradeable Dates
17Trades
16.39Treynor Ratio
1.28Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Oldrich started the discussion Persistent storage / Data serialization in research environment
Is there any option I missed or any plan to implement peristent storage for own...
Oldrich started the discussion Algorithm behave differently when setting even empty CustomSecurityInitializer
I have cryptocurrency algorithm ramwork based algo (Bitfinex, Margin account), which works as...
Oldrich started the discussion Auctions data in Daily resolution (equities)
Hi,
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
Jared Broad
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
I compared quickly research daily bars with Yahoo finnance data and I still see some difference in...
Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
That's great news!
Oldrich left a comment in the discussion Auctions data in Daily resolution (equities)
Hi Shile,
Oldrich left a comment in the discussion Market On Close Fill Price
Issue at github for this:
Oldrich left a comment in the discussion Market On Close Fill Price
I have noticed the behaviour as well, it's quite confusing.. I suppose same issue apply to the...
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Oldrich left a comment in the discussion Opening-Closing Auction Prices / 20TB, 200M files, and 640 Cores.
Jared Broad
5 years ago