pangyuteng
Quant
Date Joined
15th August, 2016
Bootcamp progress
16% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-12-24 18:04:14
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-12 05:41:10
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-12 03:35:40
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-01-21 05:22:46
Python Programming
Choose Python as your preferred programming language.
2019-11-24 01:34:19
Popular
Receive at least 10 upvotes from different users in the community.
2020-08-30 16:49:01
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-02-23 00:02:05
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-01-18 02:02:34
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-04-01 21:22:17
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Activity on QuantConnect
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Public Backtests (11)
View More30.02Net Profit
38.655PSR
0.847Sharpe Ratio
-0.002Alpha
0.985Beta
18.782CAR
33.4Drawdown
0Loss Rate
5Parameters
2Security Types
0Sortino Ratio
557Tradeable Dates
1Trades
0.237Treynor Ratio
0Win Rate
61Parameters
0Security Types
1859Tradeable Dates
-20.95Net Profit
10.159PSR
-0.909Sharpe Ratio
-0.589Alpha
-0.327Beta
-57.618CAR
33.5Drawdown
0Loss Rate
38Parameters
2Security Types
0Sortino Ratio
100Tradeable Dates
1Trades
1.356Treynor Ratio
0Win Rate
132.653Net Profit
0.665PSR
0.393Sharpe Ratio
0.081Alpha
-0.127Beta
6.619CAR
54.8Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
4809Tradeable Dates
1Trades
-0.568Treynor Ratio
0Win Rate
3Parameters
0Security Types
2557Tradeable Dates
Community
View Morepangyuteng left a comment in the discussion Problem pulling CBOE Vix data on live trading
Hello Shile Wen Thanks for confirming.
pangyuteng started the discussion Option Roulette
For your entertainment, I am sharing my first untradable option trading algo - Option Roulette.
pangyuteng started the discussion Front month implied volatility
Sharing my attempt of comupting SPY's spot implied volatility. The implementation is not too far...
pangyuteng left a comment in the discussion What is a good soure for risk free rate (working in live)?
One more try. Straight from the data source with the use of PythonData. There is always a chance...
30.02Net Profit
38.655PSR
0.847Sharpe Ratio
-0.002Alpha
0.985Beta
18.782CAR
33.4Drawdown
0Loss Rate
5Parameters
2Security Types
0Sortino Ratio
557Tradeable Dates
1Trades
0.237Treynor Ratio
0Win Rate
61Parameters
0Security Types
1859Tradeable Dates
-20.95Net Profit
10.159PSR
-0.909Sharpe Ratio
-0.589Alpha
-0.327Beta
-57.618CAR
33.5Drawdown
0Loss Rate
38Parameters
2Security Types
0Sortino Ratio
100Tradeable Dates
1Trades
1.356Treynor Ratio
0Win Rate
132.653Net Profit
0.665PSR
0.393Sharpe Ratio
0.081Alpha
-0.127Beta
6.619CAR
54.8Drawdown
0Loss Rate
19Parameters
2Security Types
0Sortino Ratio
4809Tradeable Dates
1Trades
-0.568Treynor Ratio
0Win Rate
3Parameters
0Security Types
2557Tradeable Dates
140.996Net Profit
29.495PSR
0.864Sharpe Ratio
0.059Alpha
-0.021Beta
6.886CAR
16.4Drawdown
17Loss Rate
0Parameters
1Security Types
0.8935Sortino Ratio
3322Tradeable Dates
782Trades
-2.653Treynor Ratio
83Win Rate
17Parameters
0Security Types
22Tradeable Dates
70.372Net Profit
41.185PSR
0.9Sharpe Ratio
0Alpha
0.925Beta
10.88CAR
18.2Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1297Tradeable Dates
1Trades
0.12Treynor Ratio
0Win Rate
246.172Net Profit
34.038PSR
0.867Sharpe Ratio
0.022Alpha
0.952Beta
16.35CAR
17.8Drawdown
43Loss Rate
43Parameters
2Security Types
0.113Sortino Ratio
2994Tradeable Dates
1622Trades
0.144Treynor Ratio
57Win Rate
100.225Net Profit
3.6PSR
0.393Sharpe Ratio
-0.087Alpha
1.722Beta
8.835CAR
65.5Drawdown
14Loss Rate
39Parameters
2Security Types
0.0105Sortino Ratio
2993Tradeable Dates
1442Trades
0.07Treynor Ratio
86Win Rate
25.557Net Profit
79.908PSR
1.795Sharpe Ratio
0.223Alpha
-0.116Beta
26.199CAR
6.8Drawdown
25Loss Rate
44Parameters
2Security Types
0Sortino Ratio
357Tradeable Dates
10Trades
-1.695Treynor Ratio
75Win Rate
pangyuteng left a comment in the discussion Alpaca Brokerage Removed
Just signed into Alpaca's slack, looks like there is no upddate yet. I had to liquidate my...
pangyuteng left a comment in the discussion Problem pulling CBOE Vix data on live trading
Hello Shile Wen Thanks for confirming.
pangyuteng started the discussion Option Roulette
For your entertainment, I am sharing my first untradable option trading algo - Option Roulette.
pangyuteng started the discussion Front month implied volatility
Sharing my attempt of comupting SPY's spot implied volatility. The implementation is not too far...
pangyuteng left a comment in the discussion What is a good soure for risk free rate (working in live)?
One more try. Straight from the data source with the use of PythonData. There is always a chance...
pangyuteng left a comment in the discussion What is a good soure for risk free rate (working in live)?
One way is through Quandl. Not the prettiest, but it works!
pangyuteng left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Very nice! I couldn't help myself, I had to add TVIX (this used to be x3, but now it is just x2...
pangyuteng left a comment in the discussion Ray Dalio's All Weather Strategy
I ran the backtest again - just to see how this strategy is holding up due to the on going global...
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pangyuteng left a comment in the discussion Alpaca Brokerage Removed
Just signed into Alpaca's slack, looks like there is no upddate yet. I had to liquidate my...
3 years ago