pfchang
Quant
Date Joined
12th May, 2014
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-10-28 09:57:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-11 06:12:45
Python Programming
Choose Python as your preferred programming language.
2019-04-02 06:42:12
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-06-21 03:53:24
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-10-12 01:12:16
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-10-18 16:30:08
Alpha Winner
Finish in third place during an alpha competition.
2020-02-04 17:39:39
- 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 More55.799Net Profit
54.292PSR
1.042Sharpe Ratio
-0.001Alpha
0.497Beta
6.718CAR
10.1Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
1717Tradeable Dates
1549Trades
0.134Treynor Ratio
100Win Rate
437.239Net Profit
0.85Sharpe Ratio
0.409Alpha
-8.694Beta
21.653CAR
36.8Drawdown
18Loss Rate
9Parameters
1Security Types
0.3292Sortino Ratio
2155Tradeable Dates
2587Trades
-0.027Treynor Ratio
82Win Rate
Community
View Morepfchang started the discussion Can QuantConnect re-calculate and/or send signals regularly?
For those of us who are interested in 'gray box' trading (calculate quant signal, execute...
pfchang started the discussion Is there a way to retrieve the entire list from a RollingWindow object?
I don't want to do this by loop every time, but when I look at the Git repository it seems...
pfchang started the discussion Adding both equity and option
Suppose I want to trade option, but my signal is calculated using the underlying equity data....
pfchang started the discussion Option strategy utilities modules?
Does anyone know if something like this has already been done and shared by someone? I am thinking...
pfchang started the discussion Indicator Value: data type
Does the Value member in an indicator class have to be a double? Can I override it with an array...
55.799Net Profit
54.292PSR
1.042Sharpe Ratio
-0.001Alpha
0.497Beta
6.718CAR
10.1Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
1717Tradeable Dates
1549Trades
0.134Treynor Ratio
100Win Rate
437.239Net Profit
0.85Sharpe Ratio
0.409Alpha
-8.694Beta
21.653CAR
36.8Drawdown
18Loss Rate
9Parameters
1Security Types
0.3292Sortino Ratio
2155Tradeable Dates
2587Trades
-0.027Treynor Ratio
82Win Rate
pfchang started the discussion Can QuantConnect re-calculate and/or send signals regularly?
For those of us who are interested in 'gray box' trading (calculate quant signal, execute...
pfchang started the discussion Is there a way to retrieve the entire list from a RollingWindow object?
I don't want to do this by loop every time, but when I look at the Git repository it seems...
pfchang started the discussion Adding both equity and option
Suppose I want to trade option, but my signal is calculated using the underlying equity data....
pfchang started the discussion Option strategy utilities modules?
Does anyone know if something like this has already been done and shared by someone? I am thinking...
pfchang started the discussion Indicator Value: data type
Does the Value member in an indicator class have to be a double? Can I override it with an array...
pfchang started the discussion "Runtime Error: Cannot convert null to 'bool'......"?
Around three months ago, all my projects that used to be working fine suddenly start throwing the...
pfchang started the discussion Slow/truncated backtest when non-price data is used
I have noticed that when I include things like CBOE and USEnergy data, e.g.
pfchang started the discussion Exiting a portion of existing holding?
Hi I'll like to know if there is a simple way to exit a portion of existing holding? e,g, if...
pfchang left a comment in the discussion Is there a way to retrieve the entire list from a RollingWindow object?
Hi Link thank you. What I am trying to achieve is that whenever new data comes in, I would like to...
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pfchang left a comment in the discussion Slow/truncated backtest when non-price data is used
Yes for example, there is a huge difference in calc time depending on whether the commented out...
6 years ago