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.
-4.55Net Profit
0PSR
-9.943Sharpe Ratio
0Alpha
0Beta
-44.726CAR
4.5Drawdown
-0.02Loss Rate
7Parameters
1Security Types
-11.755Sortino Ratio
19Tradeable Dates
540Trades
0Treynor Ratio
0.01Win Rate
73.458Net Profit
0.613Sharpe Ratio
0.078Alpha
-0.033Beta
8.476CAR
24.3Drawdown
44Loss Rate
1Security Types
0.04971578181695Sortino Ratio
1703Tradeable Dates
3148Trades
-2.208Treynor Ratio
56Win Rate
Quant left a comment in the discussion Alpha Streams Portfolio Optimization Notebook
Hi Derek,
Quant left a comment in the discussion Inter-Exchange Arbitrage with Atreyu Brokerage
Hi,
Quant left a comment in the discussion Strategy Library Addition: Optimal Pairs Trading through Ornstein-Uhlenbeck modeling
Interesting study, how is it possible to extend OU optimization to a meanreverting portfolio ?...
Quant left a comment in the discussion Issues with connections
Same problem today when I build in python :
-4.55Net Profit
0PSR
-9.943Sharpe Ratio
0Alpha
0Beta
-44.726CAR
4.5Drawdown
-0.02Loss Rate
7Parameters
1Security Types
-11.755Sortino Ratio
19Tradeable Dates
540Trades
0Treynor Ratio
0.01Win Rate
73.458Net Profit
0.613Sharpe Ratio
0.078Alpha
-0.033Beta
8.476CAR
24.3Drawdown
44Loss Rate
1Security Types
0.04971578181695Sortino Ratio
1703Tradeable Dates
3148Trades
-2.208Treynor Ratio
56Win Rate
Quant left a comment in the discussion Opening Range Breakout for Stocks in Play
These backtests are not representative of live performance. When adding slippage, it can be...
Quant left a comment in the discussion Alpha Streams Portfolio Optimization Notebook
Hi Derek,
Quant left a comment in the discussion Inter-Exchange Arbitrage with Atreyu Brokerage
Hi,
Quant left a comment in the discussion Strategy Library Addition: Optimal Pairs Trading through Ornstein-Uhlenbeck modeling
Interesting study, how is it possible to extend OU optimization to a meanreverting portfolio ?...
Quant left a comment in the discussion Issues with connections
Same problem today when I build in python :
Quant left a comment in the discussion My first cryptocurrency stat arb algorithm
Hi Pravin,
Quant left a comment in the discussion Opening Range Breakout for Stocks in Play
These backtests are not representative of live performance. When adding slippage, it can be...
10 months ago