quantlife
Quant
Date Joined
21st October, 2017
Bootcamp progress
3% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-09-17 06:06:43
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Activity on QuantConnect
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Public Backtests (5)
View More432.012Net Profit
1.594Sharpe Ratio
0.267Alpha
-2.966Beta
28.251CAR
25.7Drawdown
13Loss Rate
1Security Types
0.39129435418874Sortino Ratio
0Tradeable Dates
1220Trades
-0.073Treynor Ratio
87Win Rate
168.097Net Profit
1.429Sharpe Ratio
0.265Alpha
4.43Beta
43.899CAR
21.2Drawdown
12Loss Rate
1Security Types
0.24518973437867Sortino Ratio
485Tradeable Dates
621Trades
0.077Treynor Ratio
88Win Rate
891.183Net Profit
1.672Sharpe Ratio
31.821Alpha
-1098.191Beta
90070.586CAR
31Drawdown
11Loss Rate
1Security Types
1.7748549870475Sortino Ratio
87Tradeable Dates
82Trades
-0.013Treynor Ratio
89Win Rate
94.68Net Profit
2.04Sharpe Ratio
1.555Alpha
0.023Beta
384.78CAR
27Drawdown
11Loss Rate
1Security Types
0Sortino Ratio
106Tradeable Dates
21Trades
67.233Treynor Ratio
89Win Rate
25.134Net Profit
0.963Sharpe Ratio
0.656Alpha
-0.04Beta
70.109CAR
54.6Drawdown
4Loss Rate
1Security Types
0.041938856433767Sortino Ratio
106Tradeable Dates
232Trades
-16.946Treynor Ratio
96Win Rate
Community
View Morequantlife started the discussion [Huge Returns - 80% Live Trading in a month] Need help converting Quantopian Algo to Quanconnect
If someone can convert this algo to Quantconnect for me, you are free to use it.
quantlife started the discussion [Python] How do I create a variable for the price that I paid for a security in my portfolio?
[Python] How do I create a variable for the price that I paid for a security in my portfolio?
432.012Net Profit
1.594Sharpe Ratio
0.267Alpha
-2.966Beta
28.251CAR
25.7Drawdown
13Loss Rate
1Security Types
0.39129435418874Sortino Ratio
0Tradeable Dates
1220Trades
-0.073Treynor Ratio
87Win Rate
168.097Net Profit
1.429Sharpe Ratio
0.265Alpha
4.43Beta
43.899CAR
21.2Drawdown
12Loss Rate
1Security Types
0.24518973437867Sortino Ratio
485Tradeable Dates
621Trades
0.077Treynor Ratio
88Win Rate
891.183Net Profit
1.672Sharpe Ratio
31.821Alpha
-1098.191Beta
90070.586CAR
31Drawdown
11Loss Rate
1Security Types
1.7748549870475Sortino Ratio
87Tradeable Dates
82Trades
-0.013Treynor Ratio
89Win Rate
94.68Net Profit
2.04Sharpe Ratio
1.555Alpha
0.023Beta
384.78CAR
27Drawdown
11Loss Rate
1Security Types
0Sortino Ratio
106Tradeable Dates
21Trades
67.233Treynor Ratio
89Win Rate
25.134Net Profit
0.963Sharpe Ratio
0.656Alpha
-0.04Beta
70.109CAR
54.6Drawdown
4Loss Rate
1Security Types
0.041938856433767Sortino Ratio
106Tradeable Dates
232Trades
-16.946Treynor Ratio
96Win Rate
quantlife started the discussion [Huge Returns - 80% Live Trading in a month] Need help converting Quantopian Algo to Quanconnect
If someone can convert this algo to Quantconnect for me, you are free to use it.
quantlife started the discussion [Python] How do I create a variable for the price that I paid for a security in my portfolio?
[Python] How do I create a variable for the price that I paid for a security in my portfolio?
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