Riley Bolen
Quant
Date Joined
23rd January, 2020
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-02-21 18:46:00
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-03-05 14:04:43
Python Programming
Choose Python as your preferred programming language.
2020-01-23 02:19:21
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-02-20 02:33:54
- 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 (1)
View More23.982Net Profit
7.471PSR
0.354Sharpe Ratio
0.119Alpha
-0.517Beta
4.379CAR
18.6Drawdown
75Loss Rate
8Parameters
2Security Types
0.0224Sortino Ratio
1570Tradeable Dates
2250Trades
-0.106Treynor Ratio
25Win Rate
Community
View MoreRiley started the discussion Creating a manual universe of multiple pairs of assets
I am trying to create a universe for my pairs trading alpha model, and I would like to create a...
Riley started the discussion Magnitude Score Stops Working
I am seeing something weird with the magnitude score of my alpha model. It looks like it is working...
Riley started the discussion How can I handle simultaneous order filling problems?
My algorithm responds to an Insight by entering a trade with a MarketOrder, and also setting target...
Riley started the discussion Is it possible to access Futures data through the API in the Visual Studio Solution?
I like to do my development in the Visual Studio solution and then move to the algorithm lab when I...
Riley started the discussion Recieve Consolidated Quote Bars in AlphaModel Update function
I would like to be able to use data on a short resolution, minute for example, but then revieve...
23.982Net Profit
7.471PSR
0.354Sharpe Ratio
0.119Alpha
-0.517Beta
4.379CAR
18.6Drawdown
75Loss Rate
8Parameters
2Security Types
0.0224Sortino Ratio
1570Tradeable Dates
2250Trades
-0.106Treynor Ratio
25Win Rate
Riley started the discussion Creating a manual universe of multiple pairs of assets
I am trying to create a universe for my pairs trading alpha model, and I would like to create a...
Riley started the discussion Magnitude Score Stops Working
I am seeing something weird with the magnitude score of my alpha model. It looks like it is working...
Riley started the discussion How can I handle simultaneous order filling problems?
My algorithm responds to an Insight by entering a trade with a MarketOrder, and also setting target...
Riley started the discussion Is it possible to access Futures data through the API in the Visual Studio Solution?
I like to do my development in the Visual Studio solution and then move to the algorithm lab when I...
Riley started the discussion Recieve Consolidated Quote Bars in AlphaModel Update function
I would like to be able to use data on a short resolution, minute for example, but then revieve...
Riley left a comment in the discussion How can I handle simultaneous order filling problems?
I am thinking that the issue I am having here is because of my own errors in the way I built my...
Riley left a comment in the discussion How can I handle simultaneous order filling problems?
Alexandre,
Riley left a comment in the discussion Magnitude Score Stops Working
Here is a backtest
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Riley left a comment in the discussion Is it possible to access Futures data through the API in the Visual Studio Solution?
Thanks, I'll check that out!
5 years ago