T Smith
Quant
Date Joined
24th November, 2020
Bootcamp progress
25% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-11 17:02:47
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-12-15 19:08:43
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-11-28 15:34:15
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-12-18 19:40:51
Cloner
Clone at least 100 algorithms from the community.
2021-02-03 12:54:25
Python Programming
Choose Python as your preferred programming language.
2020-11-24 16:55:55
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-16 19:10:21
- 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 (9)
View More4026.749Net Profit
80.983PSR
1.492Sharpe Ratio
0.246Alpha
1.318Beta
47.511CAR
18.8Drawdown
-0.48Loss Rate
0Parameters
1Security Types
2.929Sortino Ratio
2405Tradeable Dates
1401Trades
0.33Treynor Ratio
4.06Win Rate
389.411Net Profit
99.315PSR
2.249Sharpe Ratio
0.233Alpha
0.439Beta
35.478CAR
8.4Drawdown
-1.06Loss Rate
34Parameters
1Security Types
3.462Sortino Ratio
1314Tradeable Dates
346Trades
0.673Treynor Ratio
1.79Win Rate
3356.721Net Profit
49.997PSR
1.074Sharpe Ratio
0.114Alpha
0.513Beta
17.374CAR
35.5Drawdown
-0.95Loss Rate
0Parameters
1Security Types
1.529Sortino Ratio
5560Tradeable Dates
9682Trades
0.297Treynor Ratio
1.15Win Rate
121.696Net Profit
12.019PSR
0.673Sharpe Ratio
0.083Alpha
0.063Beta
9.237CAR
21.3Drawdown
-2.29Loss Rate
15Parameters
1Security Types
0.992Sortino Ratio
2263Tradeable Dates
61Trades
1.333Treynor Ratio
4.99Win Rate
1242.364Net Profit
29.16PSR
0.942Sharpe Ratio
0.122Alpha
-0.001Beta
13.788CAR
21.3Drawdown
-1.84Loss Rate
15Parameters
1Security Types
1.42Sortino Ratio
5052Tradeable Dates
135Trades
-222.719Treynor Ratio
6.01Win Rate
Community
View MoreT started the discussion ROC comparison Utilities and Industrials.
Continuing on from Vladimir 's great work on Intersection of ROC comparison using OUT_DAY approach
T left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Thunder Chicken You've missed the point. The two parameters VOLA and BASE_RET we're optimised on...
T left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Following on from Menno Dreischor comments and Vladimir initial design. I have reduce the...
T left a comment in the discussion Dual Momentum with Out Days
Vladimir totally agree. Best to build an algo with no leverage and just look to improving sharpe...
4026.749Net Profit
80.983PSR
1.492Sharpe Ratio
0.246Alpha
1.318Beta
47.511CAR
18.8Drawdown
-0.48Loss Rate
0Parameters
1Security Types
2.929Sortino Ratio
2405Tradeable Dates
1401Trades
0.33Treynor Ratio
4.06Win Rate
389.411Net Profit
99.315PSR
2.249Sharpe Ratio
0.233Alpha
0.439Beta
35.478CAR
8.4Drawdown
-1.06Loss Rate
34Parameters
1Security Types
3.462Sortino Ratio
1314Tradeable Dates
346Trades
0.673Treynor Ratio
1.79Win Rate
3356.721Net Profit
49.997PSR
1.074Sharpe Ratio
0.114Alpha
0.513Beta
17.374CAR
35.5Drawdown
-0.95Loss Rate
0Parameters
1Security Types
1.529Sortino Ratio
5560Tradeable Dates
9682Trades
0.297Treynor Ratio
1.15Win Rate
121.696Net Profit
12.019PSR
0.673Sharpe Ratio
0.083Alpha
0.063Beta
9.237CAR
21.3Drawdown
-2.29Loss Rate
15Parameters
1Security Types
0.992Sortino Ratio
2263Tradeable Dates
61Trades
1.333Treynor Ratio
4.99Win Rate
1242.364Net Profit
29.16PSR
0.942Sharpe Ratio
0.122Alpha
-0.001Beta
13.788CAR
21.3Drawdown
-1.84Loss Rate
15Parameters
1Security Types
1.42Sortino Ratio
5052Tradeable Dates
135Trades
-222.719Treynor Ratio
6.01Win Rate
1130.662Net Profit
55.889PSR
1.161Sharpe Ratio
0.18Alpha
0.18Beta
21.358CAR
36Drawdown
-1.96Loss Rate
0Parameters
1Security Types
1.123Sortino Ratio
3263Tradeable Dates
219Trades
0.478Treynor Ratio
6.19Win Rate
2054.456Net Profit
90.389PSR
1.551Sharpe Ratio
0.262Alpha
0.262Beta
26.72CAR
17.9Drawdown
-1.27Loss Rate
0Parameters
1Security Types
2.111Sortino Ratio
3262Tradeable Dates
261Trades
1.242Treynor Ratio
5.86Win Rate
2984.179Net Profit
99.026PSR
1.897Sharpe Ratio
0.316Alpha
0.316Beta
30.298CAR
17.9Drawdown
-1.08Loss Rate
0Parameters
1Security Types
2.684Sortino Ratio
3261Tradeable Dates
391Trades
5.818Treynor Ratio
3.75Win Rate
4248.656Net Profit
99.101PSR
1.932Sharpe Ratio
0.362Alpha
0.362Beta
33.808CAR
19.2Drawdown
-2.29Loss Rate
36Parameters
1Security Types
2.498Sortino Ratio
3260Tradeable Dates
438Trades
111.239Treynor Ratio
6.88Win Rate
T started the discussion ROC comparison Utilities and Industrials.
Continuing on from Vladimir 's great work on Intersection of ROC comparison using OUT_DAY approach
T left a comment in the discussion Can´t access Tiingo News data
I have the same issue in backtesting..
T left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Thunder Chicken You've missed the point. The two parameters VOLA and BASE_RET we're optimised on...
T left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Following on from Menno Dreischor comments and Vladimir initial design. I have reduce the...
T left a comment in the discussion Dual Momentum with Out Days
Vladimir totally agree. Best to build an algo with no leverage and just look to improving sharpe...
T left a comment in the discussion Dual Momentum with Out Days
Hi Guy Fleury
T left a comment in the discussion Dual Momentum with Out Days
Vladimir regarding your comment on using more than one indicator to trigger the out of market. I...
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T left a comment in the discussion Can´t access Tiingo News data
I have the same issue in backtesting..
4 years ago