Ross Wendt
Quant
Date Joined
6th February, 2022
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-03-08 20:45:16
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-02-07 15:02:20
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-05-02 17:14:51
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-12-31 15:51:10
C# Programming
Choose C# as your preferred programming language.
2022-03-05 16:45:44
Python Programming
Choose Python as your preferred programming language.
2022-02-06 21:46:15
Investor
2022-11-19 01:34:55
- 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 (3)
View More4444.345Net Profit
69.147PSR
1.426Sharpe Ratio
-0.014Alpha
0.968Beta
78.767CAR
65.1Drawdown
3Loss Rate
15Parameters
1Security Types
1.812Sortino Ratio
0Tradeable Dates
111Trades
0.622Treynor Ratio
97Win Rate
-17.04Net Profit
3.937PSR
-0.953Sharpe Ratio
-0.148Alpha
0.691Beta
-31.288CAR
23.2Drawdown
-0.07Loss Rate
16Parameters
1Security Types
-1.91Sortino Ratio
0Tradeable Dates
9834Trades
-0.294Treynor Ratio
0.02Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreRoss started the discussion Black Litterman Sadness
I have been having problems using multiple Alphas with Black Litterman in python. I have tried to...
Ross left a comment in the discussion Alpha Streams Refactoring 2.0
This looks like the right move given the performance of current Alpha. I support it, though it does...
Ross left a comment in the discussion Black Litterman Sadness
Upon further testing, points 3 and 4 seems can be relaxed substantially. I am not sure under what...
Ross left a comment in the discussion Black Litterman Sadness
I may have fixed the blocking bugs. 😊
4444.345Net Profit
69.147PSR
1.426Sharpe Ratio
-0.014Alpha
0.968Beta
78.767CAR
65.1Drawdown
3Loss Rate
15Parameters
1Security Types
1.812Sortino Ratio
0Tradeable Dates
111Trades
0.622Treynor Ratio
97Win Rate
-17.04Net Profit
3.937PSR
-0.953Sharpe Ratio
-0.148Alpha
0.691Beta
-31.288CAR
23.2Drawdown
-0.07Loss Rate
16Parameters
1Security Types
-1.91Sortino Ratio
0Tradeable Dates
9834Trades
-0.294Treynor Ratio
0.02Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Ross left a comment in the discussion Optimizing a Gold-SPY Portfolio Using Hidden Markov Models for Market Downtime
Great model!
Ross started the discussion Black Litterman Sadness
I have been having problems using multiple Alphas with Black Litterman in python. I have tried to...
Ross left a comment in the discussion Alpha Streams Refactoring 2.0
This looks like the right move given the performance of current Alpha. I support it, though it does...
Ross left a comment in the discussion Black Litterman Sadness
Upon further testing, points 3 and 4 seems can be relaxed substantially. I am not sure under what...
Ross left a comment in the discussion Black Litterman Sadness
I may have fixed the blocking bugs. 😊
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Ross left a comment in the discussion Optimizing a Gold-SPY Portfolio Using Hidden Markov Models for Market Downtime
Great model!
8 months ago