Radu Spineanu
Quant
Date Joined
8th November, 2020
Bootcamp progress
43% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-03 01:47:24
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-02-21 22:47:59
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-11-29 07:07:06
Python Programming
Choose Python as your preferred programming language.
2020-11-08 19:21:39
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-08 19:33:49
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Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (2)
View More6139.727Net Profit
18.616PSR
0.982Sharpe Ratio
0Alpha
0Beta
37.101CAR
36.3Drawdown
-1.5Loss Rate
57Parameters
0Security Types
1.552Sortino Ratio
3294Tradeable Dates
573Trades
0Treynor Ratio
2.58Win Rate
55.348Net Profit
77.233PSR
2.114Sharpe Ratio
0.55Alpha
-0.123Beta
61.368CAR
19.4Drawdown
32Loss Rate
56Parameters
1Security Types
4.8574Sortino Ratio
233Tradeable Dates
45Trades
-4.286Treynor Ratio
68Win Rate
Community
View MoreRadu started the discussion Manually running the algorithm each morning
Hi all,
Radu started the discussion Reproducing In-Out with ROC v1.9
Does anyone want to work on reproducing Vladimir 's amazing In-Out ROC v1.9 results? He mentioned...
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther I keep on adding debug logs, right now it's printing this after two days:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther have you tried paper trading this last version? Seems to get stuck for some reason.
6139.727Net Profit
18.616PSR
0.982Sharpe Ratio
0Alpha
0Beta
37.101CAR
36.3Drawdown
-1.5Loss Rate
57Parameters
0Security Types
1.552Sortino Ratio
3294Tradeable Dates
573Trades
0Treynor Ratio
2.58Win Rate
55.348Net Profit
77.233PSR
2.114Sharpe Ratio
0.55Alpha
-0.123Beta
61.368CAR
19.4Drawdown
32Loss Rate
56Parameters
1Security Types
4.8574Sortino Ratio
233Tradeable Dates
45Trades
-4.286Treynor Ratio
68Win Rate
Radu started the discussion Manually running the algorithm each morning
Hi all,
Radu started the discussion Reproducing In-Out with ROC v1.9
Does anyone want to work on reproducing Vladimir 's amazing In-Out ROC v1.9 results? He mentioned...
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
It seems to be entering this branch:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther I keep on adding debug logs, right now it's printing this after two days:
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Peter Guenther have you tried paper trading this last version? Seems to get stuck for some reason.
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Awesome! Really appreciate this! Can't wait to play with this over the weekend.
Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
Thanks Peter Guenther
Radu left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Vladimir I took v1.5 and removed the daily rebalance so it's not doing anything if the stock picks...
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Radu left a comment in the discussion Reproducing In-Out with ROC v1.9
It seems to be entering this branch:
3 years ago