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Po Ying Chen

Quant

Date Joined

1st December, 2022

Bootcamp progress

0% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2023-10-12 19:47:22
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Python Programming

Choose Python as your preferred programming language.

2022-12-01 20:34:40
  • Profile
  • Backtests
  • Community

Biography

Math PhD students try to apply what I've learnt to trading

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 (77)

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Casual Tan Owlet

-1.975Net Profit

25.768PSR

-2Sharpe Ratio

-0.318Alpha

0.26Beta

-38.452CAR

4.5Drawdown

-0.52Loss Rate

0Parameters

2Security Types

15Tradeable Dates

44Trades

-0.857Treynor Ratio

0.02Win Rate

ST August 22

1.764Net Profit

45.691PSR

0.71Sharpe Ratio

0.137Alpha

-0.088Beta

22.897CAR

8.1Drawdown

-0.3Loss Rate

0Parameters

2Security Types

31Tradeable Dates

99Trades

-2.133Treynor Ratio

0.08Win Rate

OOSB August 22

10.255Net Profit

55.089PSR

0.983Sharpe Ratio

0.042Alpha

0.255Beta

10.225CAR

6.1Drawdown

-0.03Loss Rate

0Parameters

2Security Types

367Tradeable Dates

366Trades

0.242Treynor Ratio

0.09Win Rate

OOSA August 22

-4.767Net Profit

7.404PSR

-0.439Sharpe Ratio

0.004Alpha

0.35Beta

-5.678CAR

11.8Drawdown

-0.15Loss Rate

0Parameters

2Security Types

305Tradeable Dates

281Trades

-0.138Treynor Ratio

0.09Win Rate

IS August 22

77.094Net Profit

83.063PSR

1.215Sharpe Ratio

0.073Alpha

0.145Beta

15.348CAR

8.6Drawdown

-0.22Loss Rate

0Parameters

2Security Types

1462Tradeable Dates

1353Trades

0.606Treynor Ratio

0.13Win Rate

Community

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Casual Tan Owlet

-1.975Net Profit

25.768PSR

-2Sharpe Ratio

-0.318Alpha

0.26Beta

-38.452CAR

4.5Drawdown

-0.52Loss Rate

0Parameters

2Security Types

15Tradeable Dates

44Trades

-0.857Treynor Ratio

0.02Win Rate

ST August 22

1.764Net Profit

45.691PSR

0.71Sharpe Ratio

0.137Alpha

-0.088Beta

22.897CAR

8.1Drawdown

-0.3Loss Rate

0Parameters

2Security Types

31Tradeable Dates

99Trades

-2.133Treynor Ratio

0.08Win Rate

OOSB August 22

10.255Net Profit

55.089PSR

0.983Sharpe Ratio

0.042Alpha

0.255Beta

10.225CAR

6.1Drawdown

-0.03Loss Rate

0Parameters

2Security Types

367Tradeable Dates

366Trades

0.242Treynor Ratio

0.09Win Rate

OOSA August 22

-4.767Net Profit

7.404PSR

-0.439Sharpe Ratio

0.004Alpha

0.35Beta

-5.678CAR

11.8Drawdown

-0.15Loss Rate

0Parameters

2Security Types

305Tradeable Dates

281Trades

-0.138Treynor Ratio

0.09Win Rate

IS August 22

77.094Net Profit

83.063PSR

1.215Sharpe Ratio

0.073Alpha

0.145Beta

15.348CAR

8.6Drawdown

-0.22Loss Rate

0Parameters

2Security Types

1462Tradeable Dates

1353Trades

0.606Treynor Ratio

0.13Win Rate

IS

80.151Net Profit

23.684PSR

0.625Sharpe Ratio

0Alpha

0.998Beta

15.846CAR

33.7Drawdown

0Loss Rate

0Parameters

1Security Types

1007Tradeable Dates

1Trades

0.104Treynor Ratio

0Win Rate

Hyper Active Violet Shark

158.89Net Profit

11.683PSR

0.505Sharpe Ratio

0.012Alpha

0.286Beta

7.276CAR

24.7Drawdown

0Loss Rate

0Parameters

1Security Types

0.546Sortino Ratio

3406Tradeable Dates

5Trades

0.124Treynor Ratio

0Win Rate

Geeky Apricot Owl

194.746Net Profit

14.408PSR

0.555Sharpe Ratio

0.013Alpha

0.299Beta

7.669CAR

24.4Drawdown

0Loss Rate

0Parameters

1Security Types

0.597Sortino Ratio

3678Tradeable Dates

5Trades

0.13Treynor Ratio

0Win Rate

S_Med_20hr_90_80_long_only

-8.64Net Profit

0.596PSR

-0.157Sharpe Ratio

0.015Alpha

-0.445Beta

-2.102CAR

53.5Drawdown

-1.37Loss Rate

164Parameters

1Security Types

1068Tradeable Dates

98Trades

0.055Treynor Ratio

3.23Win Rate

Short_medium_7hr_long_only

-31.999Net Profit

0.064PSR

-0.488Sharpe Ratio

-0.033Alpha

-0.433Beta

-8.667CAR

55.7Drawdown

-0.74Loss Rate

162Parameters

1Security Types

1068Tradeable Dates

982Trades

0.167Treynor Ratio

0.95Win Rate

Simple_all_short_after_COVID

66.173Net Profit

44.624PSR

0.775Sharpe Ratio

0.056Alpha

0.584Beta

16.908CAR

27.2Drawdown

-4.4Loss Rate

44Parameters

1Security Types

815Tradeable Dates

25Trades

0.164Treynor Ratio

6.52Win Rate

Sleepy Red Horse

-13.243Net Profit

0.222PSR

-0.329Sharpe Ratio

-0.041Alpha

0.035Beta

-3.285CAR

32.7Drawdown

-0.98Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

692Trades

-1.096Treynor Ratio

0.92Win Rate

Alert Brown Salamander

0.732Net Profit

0.923PSR

-0.547Sharpe Ratio

-0.017Alpha

-0.031Beta

0.172CAR

7.2Drawdown

-0.3Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

628Trades

0.638Treynor Ratio

0.27Win Rate

Hyper Active Sky Blue Coyote

-2.048Net Profit

0.346PSR

-0.868Sharpe Ratio

-0.022Alpha

-0.028Beta

-0.485CAR

5.8Drawdown

-0.22Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

744Trades

0.904Treynor Ratio

0.2Win Rate

Pensive Fluorescent Orange Dog

10.883Net Profit

10.762PSR

-0.135Sharpe Ratio

0Alpha

-0.044Beta

2.458CAR

4.2Drawdown

-0.25Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

696Trades

0.1Treynor Ratio

0.25Win Rate

Alert Magenta Termite

4.666Net Profit

2.945PSR

-0.491Sharpe Ratio

-0.012Alpha

-0.025Beta

1.078CAR

5.7Drawdown

-0.21Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

724Trades

0.568Treynor Ratio

0.2Win Rate

Measured Brown kitten

15.427Net Profit

12.172PSR

0.06Sharpe Ratio

0.013Alpha

-0.116Beta

3.43CAR

9.1Drawdown

-0.3Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

691Trades

-0.023Treynor Ratio

0.38Win Rate

Crying Blue Gaur

-5.428Net Profit

0.035PSR

-1.078Sharpe Ratio

-0.033Alpha

0.024Beta

-1.303CAR

10.4Drawdown

-0.2Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

724Trades

-1.272Treynor Ratio

0.21Win Rate

Pensive Black Cat

-2.714Net Profit

0.308PSR

-0.704Sharpe Ratio

-0.028Alpha

0.031Beta

-0.645CAR

9.4Drawdown

-0.28Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

628Trades

-0.833Treynor Ratio

0.3Win Rate

Hipster Asparagus Cow

11.208Net Profit

4.076PSR

-0.039Sharpe Ratio

0.005Alpha

-0.085Beta

2.529CAR

15.3Drawdown

-0.46Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

701Trades

0.029Treynor Ratio

0.5Win Rate

Energetic Orange Penguin

18.239Net Profit

19.078PSR

0.154Sharpe Ratio

0.015Alpha

-0.091Beta

4.017CAR

5.3Drawdown

-0.27Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

705Trades

-0.073Treynor Ratio

0.4Win Rate

Crying Brown Sardine

3.04Net Profit

1.427PSR

-0.303Sharpe Ratio

-0.004Alpha

-0.134Beta

0.707CAR

12.1Drawdown

-0.33Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

664Trades

0.118Treynor Ratio

0.35Win Rate

Focused Green Bat

-10.877Net Profit

0.003PSR

-1.218Sharpe Ratio

-0.044Alpha

0.044Beta

-2.671CAR

11.8Drawdown

-0.25Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

696Trades

-0.917Treynor Ratio

0.25Win Rate

Well Dressed Fluorescent Yellow Dragonfly

1.049Net Profit

1.137PSR

-0.698Sharpe Ratio

-0.022Alpha

0.027Beta

0.246CAR

5.4Drawdown

-0.2Loss Rate

166Parameters

1Security Types

1068Tradeable Dates

744Trades

-0.736Treynor Ratio

0.22Win Rate

Calculating Apricot Armadillo

-62.625Net Profit

0.043PSR

-0.297Sharpe Ratio

-0.193Alpha

0.987Beta

-20.655CAR

84.5Drawdown

-1.53Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

590Trades

-0.105Treynor Ratio

0.97Win Rate

Energetic Red Rhinoceros

2.436Net Profit

1.182PSR

-0.097Sharpe Ratio

-0.008Alpha

-0.036Beta

0.567CAR

25Drawdown

-0.9Loss Rate

172Parameters

1Security Types

1068Tradeable Dates

692Trades

0.318Treynor Ratio

1.01Win Rate

Crying Magenta Zebra

-67.015Net Profit

0PSR

-1.108Sharpe Ratio

-0.153Alpha

-0.369Beta

-24.235CAR

72.3Drawdown

-0.84Loss Rate

173Parameters

1Security Types

1006Tradeable Dates

2297Trades

0.496Treynor Ratio

0.75Win Rate

Formal Brown Pig

-63.382Net Profit

0PSR

-0.98Sharpe Ratio

-0.138Alpha

-0.36Beta

-22.228CAR

70.7Drawdown

-0.8Loss Rate

173Parameters

1Security Types

1006Tradeable Dates

2169Trades

0.463Treynor Ratio

0.77Win Rate

Smooth Fluorescent Orange Shark

-63.6Net Profit

0PSR

-1.01Sharpe Ratio

-0.14Alpha

-0.352Beta

-22.344CAR

72.4Drawdown

-0.93Loss Rate

173Parameters

1Security Types

1006Tradeable Dates

1833Trades

0.479Treynor Ratio

0.87Win Rate

Emotional Magenta Jellyfish

-55.028Net Profit

0.003PSR

-0.815Sharpe Ratio

-0.106Alpha

-0.373Beta

-18.124CAR

65.4Drawdown

-0.87Loss Rate

173Parameters

1Security Types

1006Tradeable Dates

2075Trades

0.367Treynor Ratio

0.81Win Rate

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