Santa24
Data Engineer
Date Joined
15th September, 2018
Bootcamp progress
10% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-08-17 17:23:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-08-01 03:03:36
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-08-29 13:47:12
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-06-20 14:49:28
Python Programming
Choose Python as your preferred programming language.
2018-09-15 14:36:08
Popular
Receive at least 10 upvotes from different users in the community.
2023-06-02 17:24:49
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-08-29 13:19:36
- Profile
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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 (1)
View More171.325Net Profit
42.753PSR
1Sharpe Ratio
0.122Alpha
0.195Beta
19.567CAR
21.3Drawdown
-3.43Loss Rate
0Parameters
0Security Types
1.289Sortino Ratio
2039Tradeable Dates
34Trades
0.734Treynor Ratio
16.51Win Rate
Community
View MoreSanta24 started the discussion Sharing: scheduled trading with minute data notes
I recently had issues in Live trading a project, that worked perfectly in backtesting.
Santa24 started the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting
Assume we construct a project that ensembles several rather uncorelated strategies. Each...
Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Are there some insights or recommendations from the QC Staff or professional traders with track...
Santa24 left a comment in the discussion Crypto Coarse Universe Selection is now Available
I think universe selection per se is only on daily basis and triggered once per day, same as the...
171.325Net Profit
42.753PSR
1Sharpe Ratio
0.122Alpha
0.195Beta
19.567CAR
21.3Drawdown
-3.43Loss Rate
0Parameters
0Security Types
1.289Sortino Ratio
2039Tradeable Dates
34Trades
0.734Treynor Ratio
16.51Win Rate
Santa24 started the discussion Sharing: scheduled trading with minute data notes
I recently had issues in Live trading a project, that worked perfectly in backtesting.
Santa24 started the discussion Smart approach to ensemble uncorrellated sub-algorithms by weighting
Assume we construct a project that ensembles several rather uncorelated strategies. Each...
Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Francesco Baldisserri : I do not think there is much switching happening, ,and regime prediction is...
Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Are there some insights or recommendations from the QC Staff or professional traders with track...
Santa24 left a comment in the discussion Crypto Coarse Universe Selection is now Available
I think universe selection per se is only on daily basis and triggered once per day, same as the...
Santa24 left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
As mentioned before, I propsed the following two changes:
Santa24 left a comment in the discussion Consumer Price Index Strategy
Derek Melchin sounds great. Does the Dropbox file also update with new data so it could be live...
Santa24 left a comment in the discussion Consumer Price Index Strategy
Hi Derek Melchin cool, is this data being updated or will you integrate this into QC soon? Before...
Santa24 started the discussion Binance Live exchange environment is under maintenance...
Hi all,
Santa24 started the discussion Where to signup for the local GUI private beta
Hey all,
Santa24 started the discussion Manual History Warmup from Alpha Class with Consolidator
I would like to dynamically add/remove securities after universe selection in an Alpha Class while...
Santa24 started the discussion Binance demands IPs for API connection after 90 days
Our live algo stopped working, because Binance blocks the API keys after 90 days if you do not...
Santa24 started the discussion Lean CLI how to get rolling statistics after lean cloud backtest
When running a cloud backtest is there a way to access the rolling statistics results? So far I am...
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Santa24 left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Francesco Baldisserri : I do not think there is much switching happening, ,and regime prediction is...
2 years ago