Steven Sucheck
Quant
Date Joined
20th December, 2019
Bootcamp progress
75% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-06-28 23:30:58
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-01-04 17:16:03
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-12-22 14:01:54
Cloner
Clone at least 100 algorithms from the community.
2020-01-14 04:03:30
Python Programming
Choose Python as your preferred programming language.
2019-12-20 02:43:48
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-12-21 15:31:51
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-28 11:36:40
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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 (3)
View More-3.012Net Profit
0PSR
-7.626Sharpe Ratio
-0.504Alpha
-0.637Beta
-67.244CAR
3Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6Tradeable Dates
4Trades
1.134Treynor Ratio
0Win Rate
13Parameters
0Security Types
8Tradeable Dates
1105.092Net Profit
92.655PSR
2.771Sharpe Ratio
1.146Alpha
0.543Beta
101.697CAR
35.3Drawdown
37Loss Rate
11Parameters
1Security Types
1.3013Sortino Ratio
892Tradeable Dates
106Trades
2.264Treynor Ratio
63Win Rate
Community
View MoreSteven started the discussion Struggling to add an RSI selection factor to this algo can someone help?
Add a momentum factor to this previously published Leveraged ETF algo to shift the tickers arround...
Steven started the discussion Problem Managing Past Indicators in a dataframe
I added a bunch of indicators to a dataframe on Wednesdays for purchasing stocks and stored a...
Steven started the discussion Question on np.apply_along_axis
I looked at Alex Muci's Adaptive Volitily position sizing algo and wanted to see if I could capture...
Steven started the discussion Interactive brokers and Alpaca
I just notice Alpaca is no longer a choice for linking algos, when I check yesterday, so I am...
-3.012Net Profit
0PSR
-7.626Sharpe Ratio
-0.504Alpha
-0.637Beta
-67.244CAR
3Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6Tradeable Dates
4Trades
1.134Treynor Ratio
0Win Rate
13Parameters
0Security Types
8Tradeable Dates
1105.092Net Profit
92.655PSR
2.771Sharpe Ratio
1.146Alpha
0.543Beta
101.697CAR
35.3Drawdown
37Loss Rate
11Parameters
1Security Types
1.3013Sortino Ratio
892Tradeable Dates
106Trades
2.264Treynor Ratio
63Win Rate
Steven started the discussion Struggling to add an RSI selection factor to this algo can someone help?
Add a momentum factor to this previously published Leveraged ETF algo to shift the tickers arround...
Steven started the discussion Problem Managing Past Indicators in a dataframe
I added a bunch of indicators to a dataframe on Wednesdays for purchasing stocks and stored a...
Steven started the discussion Question on np.apply_along_axis
I looked at Alex Muci's Adaptive Volitily position sizing algo and wanted to see if I could capture...
Steven started the discussion Interactive brokers and Alpaca
I just notice Alpaca is no longer a choice for linking algos, when I check yesterday, so I am...
Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe
Thank you very much for looking into this.
Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe
When I changed the fire time from 9:30am to 10:30 am on the M T H F event the second dataframe...
Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe
Actullay, it does seem to be working, but not perfectly. I look at the enterdata dataframe on...
Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe
here is a backtest
Steven left a comment in the discussion Struggling to add an RSI selection factor to this algo can someone help?
Derek,
Steven left a comment in the discussion Struggling to add an RSI selection factor to this algo can someone help?
This seems close, I loaded both dictionaries into a dataframe. I can filter the data frame by MOMP...
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Steven left a comment in the discussion Problem Managing Past Indicators in a dataframe
Thank you very much for looking into this.
4 years ago