P Chen
Quant
Date Joined
10th April, 2020
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-25 22:15:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-03 01:39:04
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-04-12 19:41:46
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-07-29 05:32:41
Cloner
Clone at least 100 algorithms from the community.
2020-08-09 09:59:06
C# Programming
Choose C# as your preferred programming language.
2020-04-10 00:28:01
Python Programming
Choose Python as your preferred programming language.
2020-06-02 21:41:18
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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 (3)
View More-18.64Net Profit
1.545PSR
-1.55Sharpe Ratio
-0.694Alpha
0.709Beta
-47.379CAR
28.9Drawdown
52Loss Rate
9Parameters
2Security Types
-0.0364Sortino Ratio
84Tradeable Dates
42Trades
-0.63Treynor Ratio
48Win Rate
27Parameters
1Security Types
0Sortino Ratio
2524Tradeable Dates
0Parameters
0Security Types
4Tradeable Dates
Community
View MoreP started the discussion FX Market Hours Data
I'm having some trouble with my FX trading algo. It trades only once per week but needs to open a...
P started the discussion Chaining custom indicators and values together?
Having alot of trouble trying to chain together a bunch of indicators to get a single value...
P started the discussion Alpaca Cancelling Stops/Trailing Stops
hey guys does the IsSuccessful boolean for checking cancelled orders in live trading work with...
P started the discussion Alpaca Extended Trading Hours
I am currently live-trading an algo with the Alpaca integration, and would like my trades to be...
P started the discussion Trouble getting LEAN and IB paper trading to run
I've pulled the latest docker image and repo from github and am trying to launch paper trading on...
-18.64Net Profit
1.545PSR
-1.55Sharpe Ratio
-0.694Alpha
0.709Beta
-47.379CAR
28.9Drawdown
52Loss Rate
9Parameters
2Security Types
-0.0364Sortino Ratio
84Tradeable Dates
42Trades
-0.63Treynor Ratio
48Win Rate
27Parameters
1Security Types
0Sortino Ratio
2524Tradeable Dates
0Parameters
0Security Types
4Tradeable Dates
P started the discussion FX Market Hours Data
I'm having some trouble with my FX trading algo. It trades only once per week but needs to open a...
P started the discussion Chaining custom indicators and values together?
Having alot of trouble trying to chain together a bunch of indicators to get a single value...
P started the discussion Alpaca Cancelling Stops/Trailing Stops
hey guys does the IsSuccessful boolean for checking cancelled orders in live trading work with...
P started the discussion Alpaca Extended Trading Hours
I am currently live-trading an algo with the Alpaca integration, and would like my trades to be...
P started the discussion Trouble getting LEAN and IB paper trading to run
I've pulled the latest docker image and repo from github and am trying to launch paper trading on...
P started the discussion MOO/MOC and Opening/Closing Auction in backtest
Hey team
P left a comment in the discussion Efficient Futures consolidation
On inspection I would guess the sheer number of asset data subscriptions at minute resolution makes...
P left a comment in the discussion Rebalancing Monthly using PortfolioConstructionModel? - Algorithm Framework
Sorry for bumping an old thread but I'm attempting to do exactly what Jared has described in 2.1...
P left a comment in the discussion Is there a way to get a list of the stocks that have been profitable with this algorithm?
Tradebuilder is useful if you're looking to do this type of analysis after the completion of a...
P left a comment in the discussion Portfolio Models constantly rebalances short positions
Had this issue recently too, check out this thread below:
P left a comment in the discussion Trouble getting LEAN and IB paper trading to run
Thanks Derek but I have pulled the docker image according to the instructions already (as mentioned...
P started the discussion Morningstar Fundamental Data Periods Update Frequency
I'm working with a universe selection algorithm that selects stocks with the highest traililng 12...
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P left a comment in the discussion Universe Warmup Feature/Workaround
Srry for bumping an old thread, but I'm attempting to do the same thing as Eugene and looking at...
4 years ago