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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 (2)

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Alert Blue Anguilline

6139.727Net Profit

18.616PSR

0.982Sharpe Ratio

0Alpha

0Beta

37.101CAR

36.3Drawdown

-1.5Loss Rate

57Parameters

1Security Types

1.552Sortino Ratio

3294Tradeable Dates

573Trades

0Treynor Ratio

2.58Win Rate

Well Dressed Yellow-Green Owl

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

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Radu started the discussion Manually running the algorithm each morning

Hi all,

4 years ago

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...

4 years ago

Radu left a comment in the discussion Reproducing In-Out with ROC v1.9

It seems to be entering this branch:

4 years ago

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:

4 years ago

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.

4 years ago

Alert Blue Anguilline

6139.727Net Profit

18.616PSR

0.982Sharpe Ratio

0Alpha

0Beta

37.101CAR

36.3Drawdown

-1.5Loss Rate

57Parameters

1Security Types

1.552Sortino Ratio

3294Tradeable Dates

573Trades

0Treynor Ratio

2.58Win Rate

Well Dressed Yellow-Green Owl

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,

4 years ago

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...

4 years ago

Radu left a comment in the discussion Reproducing In-Out with ROC v1.9

It seems to be entering this branch:

4 years ago

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:

4 years ago

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.

4 years ago

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.

4 years ago

Radu left a comment in the discussion Reproducing In-Out with ROC v1.9

Thanks Peter Guenther

4 years ago

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...

4 years ago