Roman Gutin
Quant
Date Joined
1st April, 2019
Bootcamp progress
23% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-10-10 19:38:54
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-05 03:47:20
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-01 03:34:54
Python Programming
Choose Python as your preferred programming language.
2019-04-01 15:57:01
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-11-30 07:26:03
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-30 17:06:32
- 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 (8)
View More57.545Net Profit
0PSR
0.495Sharpe Ratio
0.045Alpha
0.001Beta
6.054CAR
1.5Drawdown
-0.26Loss Rate
299Parameters
1Security Types
4.433Sortino Ratio
1946Tradeable Dates
3892Trades
34.959Treynor Ratio
0.27Win Rate
535.444Net Profit
92.84PSR
1.838Sharpe Ratio
0.289Alpha
0.743Beta
37.913CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
1Security Types
2.451Sortino Ratio
1447Tradeable Dates
2139Trades
0.558Treynor Ratio
2.96Win Rate
546.231Net Profit
93.295PSR
1.856Sharpe Ratio
0.294Alpha
0.739Beta
38.317CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
1Security Types
2.477Sortino Ratio
1447Tradeable Dates
2210Trades
0.566Treynor Ratio
2.95Win Rate
320Parameters
1Security Types
1298Tradeable Dates
61.723Net Profit
100PSR
4.277Sharpe Ratio
0.081Alpha
-0.024Beta
10.004CAR
0.7Drawdown
46Loss Rate
214Parameters
1Security Types
0.0462Sortino Ratio
1267Tradeable Dates
15670Trades
-3.271Treynor Ratio
54Win Rate
Community
View MoreRoman started the discussion Stock Split for LETFs Erroneously Generate P&L
Hi,
Roman started the discussion Any plans for Tensorflow Version 2 compatibility?
Its tragic that the TF Probability library isn't available. Are there any plans to get TF 2 working...
Roman started the discussion Build timeout
Anyone else having issues with building/backtesting? I haven't been able to complete a build for...
Roman started the discussion Simple trading strategy, but I am having a hard time understanding how to build this.
The strategy in abstract form is simple. There are two equities ZOO and POO and I want to test 30...
57.545Net Profit
0PSR
0.495Sharpe Ratio
0.045Alpha
0.001Beta
6.054CAR
1.5Drawdown
-0.26Loss Rate
299Parameters
1Security Types
4.433Sortino Ratio
1946Tradeable Dates
3892Trades
34.959Treynor Ratio
0.27Win Rate
535.444Net Profit
92.84PSR
1.838Sharpe Ratio
0.289Alpha
0.743Beta
37.913CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
1Security Types
2.451Sortino Ratio
1447Tradeable Dates
2139Trades
0.558Treynor Ratio
2.96Win Rate
546.231Net Profit
93.295PSR
1.856Sharpe Ratio
0.294Alpha
0.739Beta
38.317CAR
20.7Drawdown
-3.66Loss Rate
301Parameters
1Security Types
2.477Sortino Ratio
1447Tradeable Dates
2210Trades
0.566Treynor Ratio
2.95Win Rate
320Parameters
1Security Types
1298Tradeable Dates
61.723Net Profit
100PSR
4.277Sharpe Ratio
0.081Alpha
-0.024Beta
10.004CAR
0.7Drawdown
46Loss Rate
214Parameters
1Security Types
0.0462Sortino Ratio
1267Tradeable Dates
15670Trades
-3.271Treynor Ratio
54Win Rate
342.613Net Profit
100PSR
6.747Sharpe Ratio
0.246Alpha
-0.025Beta
34.316CAR
3.8Drawdown
45Loss Rate
214Parameters
1Security Types
0.0456Sortino Ratio
1267Tradeable Dates
22054Trades
-9.774Treynor Ratio
55Win Rate
173Parameters
1Security Types
1504Tradeable Dates
51Parameters
1Security Types
544Tradeable Dates
Roman left a comment in the discussion YANG, Minute The issue starts from Mar 23rd, 2016; and continues until Mar 25th, 2016
Hi, was this ever resolved? Im still seeing this behavior while backtesting
Roman started the discussion Stock Split for LETFs Erroneously Generate P&L
Hi,
Roman started the discussion Any plans for Tensorflow Version 2 compatibility?
Its tragic that the TF Probability library isn't available. Are there any plans to get TF 2 working...
Roman started the discussion Build timeout
Anyone else having issues with building/backtesting? I haven't been able to complete a build for...
Roman started the discussion Simple trading strategy, but I am having a hard time understanding how to build this.
The strategy in abstract form is simple. There are two equities ZOO and POO and I want to test 30...
Roman started the discussion Using the notebook enviornemnt
Hi All!
Roman left a comment in the discussion Using the notebook enviornemnt
Hey Alex!
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Roman left a comment in the discussion YANG, Minute The issue starts from Mar 23rd, 2016; and continues until Mar 25th, 2016
Hi, was this ever resolved? Im still seeing this behavior while backtesting
2 years ago