Rachel Tan
Quant
Date Joined
17th June, 2018
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-06-27 15:25:36
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-10-03 10:00:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2026-02-08 05:05:00
Python Programming
Choose Python as your preferred programming language.
2018-06-17 16:44:15
- 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 (4)
View More34.9Net Profit
27.777PSR
0.131Sharpe Ratio
-0.008Alpha
0.203Beta
6.171CAR
10Drawdown
0Loss Rate
80Parameters
1Security Types
1254Tradeable Dates
1Trades
0.036Treynor Ratio
0Win Rate
17.445Net Profit
25.345PSR
-0.452Sharpe Ratio
-0.022Alpha
0.109Beta
3.269CAR
5.6Drawdown
0Loss Rate
80Parameters
1Security Types
1254Tradeable Dates
1Trades
-0.126Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-3.258Net Profit
-0.167Sharpe Ratio
0.05Alpha
-3.699Beta
-1.36CAR
13.9Drawdown
100Loss Rate
1Security Types
-3.5155662194489Sortino Ratio
0Tradeable Dates
110Trades
0.003Treynor Ratio
0Win Rate
Community
View MoreRachel started the discussion Adding an Indicator Registered for Consolidated QuoteBar to RollingWindow
I have a strategy which trades on the Minute resolution, with two consolidators - 15m and 4Hr. I...
Rachel started the discussion Understanding Alpha Algorithm Framework
I ran the BasicTemplateAlgoFramework sample, feeding in 4 currency pairs as data. The results are a...
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Basically, I am trying to retrofit the same algo that I wrote using the Basic Template, where we...
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Any possibilities of sharing the python version of the above ?
34.9Net Profit
27.777PSR
0.131Sharpe Ratio
-0.008Alpha
0.203Beta
6.171CAR
10Drawdown
0Loss Rate
80Parameters
1Security Types
1254Tradeable Dates
1Trades
0.036Treynor Ratio
0Win Rate
17.445Net Profit
25.345PSR
-0.452Sharpe Ratio
-0.022Alpha
0.109Beta
3.269CAR
5.6Drawdown
0Loss Rate
80Parameters
1Security Types
1254Tradeable Dates
1Trades
-0.126Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-3.258Net Profit
-0.167Sharpe Ratio
0.05Alpha
-3.699Beta
-1.36CAR
13.9Drawdown
100Loss Rate
1Security Types
-3.5155662194489Sortino Ratio
0Tradeable Dates
110Trades
0.003Treynor Ratio
0Win Rate
Rachel started the discussion Adding an Indicator Registered for Consolidated QuoteBar to RollingWindow
I have a strategy which trades on the Minute resolution, with two consolidators - 15m and 4Hr. I...
Rachel started the discussion Understanding Alpha Algorithm Framework
I ran the BasicTemplateAlgoFramework sample, feeding in 4 currency pairs as data. The results are a...
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Hi Jared,
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Basically, I am trying to retrofit the same algo that I wrote using the Basic Template, where we...
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Any possibilities of sharing the python version of the above ?
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Managed to resolve the Debug problem....that is, by doing algorithm.Debug instead.
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Also, having problem with logging in MACDMomentumAlphaModel. It is not recognizing...
Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
In which class and method do we initialize RollingWindow and update the window ? Am looking for...
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Rachel left a comment in the discussion Understanding Alpha Algorithm Framework
Hi Jared,
7 years ago