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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 (13)

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HMM Dynamic Allocation Intraday

107.94Net Profit

16.399PSR

0.585Sharpe Ratio

0.027Alpha

0.741Beta

12.977CAR

20.6Drawdown

-0.12Loss Rate

18Parameters

1Security Types

0Tradeable Dates

4391Trades

0.112Treynor Ratio

0.11Win Rate

2020 HMM Dynamic Allocation Intraday

20.924Net Profit

38.979PSR

0.794Sharpe Ratio

0.053Alpha

0.636Beta

20.861CAR

18.8Drawdown

-0.1Loss Rate

18Parameters

1Security Types

0Tradeable Dates

1026Trades

0.245Treynor Ratio

0.11Win Rate

Static Allocation

54.507Net Profit

7.368PSR

0.374Sharpe Ratio

-0.009Alpha

0.675Beta

7.522CAR

23.5Drawdown

0Loss Rate

8Parameters

1Security Types

1510Tradeable Dates

2Trades

0.063Treynor Ratio

0Win Rate

Static Rebalancing

48.609Net Profit

15.549PSR

0.451Sharpe Ratio

0.007Alpha

0.359Beta

6.826CAR

17.2Drawdown

-0.03Loss Rate

7Parameters

1Security Types

1510Tradeable Dates

170Trades

0.094Treynor Ratio

0.27Win Rate

Dynamic Allocation

84.186Net Profit

6.208PSR

0.407Sharpe Ratio

0.004Alpha

0.948Beta

10.716CAR

39Drawdown

-1.28Loss Rate

13Parameters

2Security Types

2191Tradeable Dates

175Trades

0.08Treynor Ratio

1.91Win Rate


Community

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Pavel started the discussion LEAN config for live custom data from local disk

I am trying to setup a live LEAN process that does not connect to any implemented...

5 years ago

Pavel left a comment in the discussion LEAN config for live custom data from local disk

In my case I ended up registering an exchange feed just to have all OnData methods run on their...

5 years ago

Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type

The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...

6 years ago

Pavel left a comment in the discussion Trading with alpaca

Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...

6 years ago

Pavel started the discussion Option chain history: Theoretical price with different pricing models

There seems to be a puzzling behaviour with "Theoretical Price" of option contracts...

7 years ago

HMM Dynamic Allocation Intraday

107.94Net Profit

16.399PSR

0.585Sharpe Ratio

0.027Alpha

0.741Beta

12.977CAR

20.6Drawdown

-0.12Loss Rate

18Parameters

1Security Types

0Tradeable Dates

4391Trades

0.112Treynor Ratio

0.11Win Rate

2020 HMM Dynamic Allocation Intraday

20.924Net Profit

38.979PSR

0.794Sharpe Ratio

0.053Alpha

0.636Beta

20.861CAR

18.8Drawdown

-0.1Loss Rate

18Parameters

1Security Types

0Tradeable Dates

1026Trades

0.245Treynor Ratio

0.11Win Rate

Static Allocation

54.507Net Profit

7.368PSR

0.374Sharpe Ratio

-0.009Alpha

0.675Beta

7.522CAR

23.5Drawdown

0Loss Rate

8Parameters

1Security Types

1510Tradeable Dates

2Trades

0.063Treynor Ratio

0Win Rate

Static Rebalancing

48.609Net Profit

15.549PSR

0.451Sharpe Ratio

0.007Alpha

0.359Beta

6.826CAR

17.2Drawdown

-0.03Loss Rate

7Parameters

1Security Types

1510Tradeable Dates

170Trades

0.094Treynor Ratio

0.27Win Rate

Dynamic Allocation

84.186Net Profit

6.208PSR

0.407Sharpe Ratio

0.004Alpha

0.948Beta

10.716CAR

39Drawdown

-1.28Loss Rate

13Parameters

2Security Types

2191Tradeable Dates

175Trades

0.08Treynor Ratio

1.91Win Rate

2020 Dynamic Allocation with Crypto

4.378Net Profit

19.514PSR

0.273Sharpe Ratio

-0.095Alpha

1.239Beta

4.365CAR

48.9Drawdown

-2.45Loss Rate

17Parameters

3Security Types

366Tradeable Dates

42Trades

0.085Treynor Ratio

2.69Win Rate

Dynamic Allocation with Crypto

322.39Net Profit

30.732PSR

0.84Sharpe Ratio

0.119Alpha

1.047Beta

27.127CAR

48.7Drawdown

-1.97Loss Rate

17Parameters

3Security Types

2191Tradeable Dates

227Trades

0.189Treynor Ratio

3.01Win Rate

Square Fluorescent Yellow Cobra

79.473Net Profit

40.237PSR

0.625Sharpe Ratio

0.017Alpha

0.467Beta

12.411CAR

15.2Drawdown

7Loss Rate

13Parameters

2Security Types

0.507Sortino Ratio

1257Tradeable Dates

105Trades

0.124Treynor Ratio

93Win Rate

Geeky Green Lemur

-0.864Net Profit

1.804PSR

-3.537Sharpe Ratio

-0.111Alpha

0.095Beta

-14CAR

1Drawdown

0Loss Rate

0Parameters

2Security Types

14Tradeable Dates

4Trades

-1.25Treynor Ratio

0Win Rate

Pensive Red Jaguar

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Pink Pony

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Fluorescent Pink Owlet

0Net Profit

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Red Llama

24Tradeable Dates

Pavel started the discussion LEAN config for live custom data from local disk

I am trying to setup a live LEAN process that does not connect to any implemented...

5 years ago

Pavel left a comment in the discussion LEAN config for live custom data from local disk

In my case I ended up registering an exchange feed just to have all OnData methods run on their...

5 years ago

Pavel started the discussion Algorithm Framework compatibility with Alpaca Cash account type

The following error seems to prevent any QC Framework Algorithm to trade live with Alpaca...

6 years ago

Pavel left a comment in the discussion Trading with alpaca

Hi Jack - you suggested to use Live Paper Trading with Alpaca. As of 2019-04-23 it is unavailable...

6 years ago

Pavel started the discussion Option chain history: Theoretical price with different pricing models

There seems to be a puzzling behaviour with "Theoretical Price" of option contracts...

7 years ago

Pavel started the discussion Saving algorithm state snapshots in live trading

It appears that QuantConnect live setup creates periodic snapshots of the algorithm state. Could...

7 years ago

Pavel started the discussion GDAX live websocket connectivity issues

When running live trading with GDAX from stand-alone LEAN instances, I frequently notice websocket...

7 years ago

Pavel left a comment in the discussion GDAX live websocket connectivity issues

Going away from a dynamic IP was helpful, thank you Jared.

7 years ago

Pavel left a comment in the discussion Saving algorithm state snapshots in live trading

Just found an open issue related to the question:

7 years ago

Pavel left a comment in the discussion Generate volatility surface plot by interpolation

I did not realize how many tutorials are available now. The ones detailing QC API in its Python...

7 years ago

Pavel left a comment in the discussion Generate volatility surface plot by interpolation

Jing Wu could you share a bit about your context? There are interpolation approaches for the...

7 years ago

Pavel started the discussion Option contract field mismatch between backtests

Apparently, when the same option contract is accessed in different backtests, there is a mismatch...

8 years ago