Richard Hamilton
Quant
Date Joined
29th August, 2016
Bootcamp progress
19% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-05-15 17:49:17
Cloner
Clone at least 100 algorithms from the community.
2018-05-16 20:17:29
C# Programming
Choose C# as your preferred programming language.
2018-02-26 01:24:51
Python Programming
Choose Python as your preferred programming language.
2018-05-16 05:17:42
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-08-29 20:00:44
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-29 21:46:37
- Profile
- Backtests
- Community
Biography
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 (4)
View More-0.377Net Profit
-7.903Sharpe Ratio
-0.426Alpha
11.856Beta
-40.399CAR
0.9Drawdown
66Loss Rate
1Security Types
-0.099349414482953Sortino Ratio
3Tradeable Dates
105Trades
-0.027Treynor Ratio
34Win Rate
5.082Net Profit
11.365Sharpe Ratio
1.285Alpha
59.411Beta
1939.462CAR
1.5Drawdown
12Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
28Trades
0.035Treynor Ratio
88Win Rate
-0.463Net Profit
-3.556Sharpe Ratio
-0.098Alpha
-0.516Beta
-12.526CAR
0.9Drawdown
83Loss Rate
1Security Types
-0.53300089518753Sortino Ratio
10Tradeable Dates
12Trades
0.205Treynor Ratio
17Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreRichard started the discussion Using RollingWindow to retrieving OHLC data
I'm trying to access the OHLC data from the first one minute bar of the regular trading day...
Richard started the discussion How can I add coarse universe to an existing strategy?
I have 2 working algos. One is an opening range breakout from here: [Strategy] Opening...
Richard left a comment in the discussion How can I add coarse universe to an existing strategy?
Any help with this would be greatly appreciated.
Richard left a comment in the discussion How can I add coarse universe to an existing strategy?
Here is the coase universe algo referred to above:
-0.377Net Profit
-7.903Sharpe Ratio
-0.426Alpha
11.856Beta
-40.399CAR
0.9Drawdown
66Loss Rate
1Security Types
-0.099349414482953Sortino Ratio
3Tradeable Dates
105Trades
-0.027Treynor Ratio
34Win Rate
5.082Net Profit
11.365Sharpe Ratio
1.285Alpha
59.411Beta
1939.462CAR
1.5Drawdown
12Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
28Trades
0.035Treynor Ratio
88Win Rate
-0.463Net Profit
-3.556Sharpe Ratio
-0.098Alpha
-0.516Beta
-12.526CAR
0.9Drawdown
83Loss Rate
1Security Types
-0.53300089518753Sortino Ratio
10Tradeable Dates
12Trades
0.205Treynor Ratio
17Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
6Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Richard left a comment in the discussion Using Limit Orders
Although I'm not a programmer, I've been slowly teaching myself by taking online courses...
Richard started the discussion Using RollingWindow to retrieving OHLC data
I'm trying to access the OHLC data from the first one minute bar of the regular trading day...
Richard started the discussion How can I add coarse universe to an existing strategy?
I have 2 working algos. One is an opening range breakout from here: [Strategy] Opening...
Richard left a comment in the discussion How can I add coarse universe to an existing strategy?
Any help with this would be greatly appreciated.
Richard left a comment in the discussion How can I add coarse universe to an existing strategy?
Here is the coase universe algo referred to above:
Richard left a comment in the discussion Using RollingWindow to retrieving OHLC data
Thank you Michael for your reply. Are you suggesting that I look at history examples...
Richard left a comment in the discussion Universe Selection
@Quant Trader, ty, very much appreciated
Richard left a comment in the discussion Universe Selection
@Quant Trader, thanks for the comments. The full algo can be cloned from above...it's...
QuantConnect™ 2025. All Rights Reserved
Richard left a comment in the discussion Using Limit Orders
Although I'm not a programmer, I've been slowly teaching myself by taking online courses...
6 years ago