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.
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
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
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
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
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
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...
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...
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...
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...
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
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
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
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
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
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
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
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
-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
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
44Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
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...
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...
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...
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...
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...
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...
Pavel started the discussion GDAX live websocket connectivity issues
When running live trading with GDAX from stand-alone LEAN instances, I frequently notice websocket...
Pavel left a comment in the discussion GDAX live websocket connectivity issues
Going away from a dynamic IP was helpful, thank you Jared.
Pavel left a comment in the discussion Saving algorithm state snapshots in live trading
Just found an open issue related to the question:
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...
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...
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...
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