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Team Quantpedia

Quant

Date Joined

13th May, 2019

Bootcamp progress

29% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2021-01-25 11:24:49
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2019-07-16 11:44:54
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2019-10-07 13:40:55
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2024-04-08 07:01:49
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Cloner

Clone at least 100 algorithms from the community.

2020-04-22 10:05:05
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C# Programming

Choose C# as your preferred programming language.

2022-07-04 18:43:25
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Python Programming

Choose Python as your preferred programming language.

2019-05-13 21:24:29
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2020-09-30 17:01:09
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2020-09-30 15:17:28
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Alpha Streams Developer

Have at least 1 Alpha Stream submission approved.

2020-05-11 18:38:19
  • 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 (19109)

View More
Dispersion_ 2025 market_order measure

1.324Net Profit

23.383PSR

-1.683Sharpe Ratio

-0.038Alpha

-0.077Beta

1.409CAR

2.4Drawdown

-0.01Loss Rate

268Parameters

5Security Types

242Tradeable Dates

19843Trades

0.582Treynor Ratio

0.01Win Rate

Dispersion_ 2025 delta hedge; measures

1.324Net Profit

23.383PSR

-1.683Sharpe Ratio

-0.038Alpha

-0.077Beta

1.409CAR

2.4Drawdown

-0.01Loss Rate

268Parameters

5Security Types

242Tradeable Dates

19843Trades

0.582Treynor Ratio

0.01Win Rate

Geeky Brown Chinchilla

66.333Net Profit

23.38PSR

0.401Sharpe Ratio

0Alpha

0Beta

8.937CAR

16.9Drawdown

-1.79Loss Rate

19Parameters

1Security Types

1493Tradeable Dates

104Trades

0Treynor Ratio

3.11Win Rate

Fat Apricot Gorilla

35.133Net Profit

11.524PSR

0.141Sharpe Ratio

0.015Alpha

0.002Beta

7.938CAR

7.4Drawdown

-2.19Loss Rate

11Parameters

1Security Types

988Tradeable Dates

80Trades

7.599Treynor Ratio

3.85Win Rate

Crying Yellow Salmon

21.908Net Profit

5.176PSR

-0.064Sharpe Ratio

-0.01Alpha

0.062Beta

4.09CAR

21.7Drawdown

-3.03Loss Rate

27Parameters

2Security Types

1804Tradeable Dates

46Trades

-0.083Treynor Ratio

4.69Win Rate

Community

View More

Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now

Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time. 

4 years ago

Dispersion_ 2025 market_order measure

1.324Net Profit

23.383PSR

-1.683Sharpe Ratio

-0.038Alpha

-0.077Beta

1.409CAR

2.4Drawdown

-0.01Loss Rate

268Parameters

5Security Types

242Tradeable Dates

19843Trades

0.582Treynor Ratio

0.01Win Rate

Dispersion_ 2025 delta hedge; measures

1.324Net Profit

23.383PSR

-1.683Sharpe Ratio

-0.038Alpha

-0.077Beta

1.409CAR

2.4Drawdown

-0.01Loss Rate

268Parameters

5Security Types

242Tradeable Dates

19843Trades

0.582Treynor Ratio

0.01Win Rate

Geeky Brown Chinchilla

66.333Net Profit

23.38PSR

0.401Sharpe Ratio

0Alpha

0Beta

8.937CAR

16.9Drawdown

-1.79Loss Rate

19Parameters

1Security Types

1493Tradeable Dates

104Trades

0Treynor Ratio

3.11Win Rate

Fat Apricot Gorilla

35.133Net Profit

11.524PSR

0.141Sharpe Ratio

0.015Alpha

0.002Beta

7.938CAR

7.4Drawdown

-2.19Loss Rate

11Parameters

1Security Types

988Tradeable Dates

80Trades

7.599Treynor Ratio

3.85Win Rate

Crying Yellow Salmon

21.908Net Profit

5.176PSR

-0.064Sharpe Ratio

-0.01Alpha

0.062Beta

4.09CAR

21.7Drawdown

-3.03Loss Rate

27Parameters

2Security Types

1804Tradeable Dates

46Trades

-0.083Treynor Ratio

4.69Win Rate

Retrospective Asparagus Frog

13.489Net Profit

4.028PSR

-0.165Sharpe Ratio

0Alpha

0Beta

3.262CAR

14.5Drawdown

-1.03Loss Rate

19Parameters

1Security Types

988Tradeable Dates

372Trades

0Treynor Ratio

1.22Win Rate

Square Yellow Green Owlet

123.178Net Profit

30.395PSR

0.633Sharpe Ratio

0.096Alpha

0.824Beta

22.584CAR

28.8Drawdown

-0.77Loss Rate

24Parameters

1Security Types

988Tradeable Dates

1232Trades

0.159Treynor Ratio

0.39Win Rate

Geeky Fluorescent Pink Chimpanzee

23.844Net Profit

4.365PSR

-0.118Sharpe Ratio

-0.012Alpha

0.078Beta

3.663CAR

5Drawdown

-0.82Loss Rate

12Parameters

1Security Types

1493Tradeable Dates

74Trades

-0.066Treynor Ratio

1.19Win Rate

Casual Sky Blue Chicken

92.716Net Profit

38.057PSR

0.588Sharpe Ratio

0Alpha

0Beta

11.667CAR

13.5Drawdown

-2.15Loss Rate

22Parameters

2Security Types

2170Tradeable Dates

54Trades

0Treynor Ratio

4.19Win Rate

Crying Light Brown Hamster

66.333Net Profit

23.38PSR

0.401Sharpe Ratio

0Alpha

0Beta

8.937CAR

16.9Drawdown

-1.79Loss Rate

19Parameters

1Security Types

1493Tradeable Dates

104Trades

0Treynor Ratio

3.11Win Rate

Crawling Green Badger

14.76Net Profit

21.22PSR

-0.686Sharpe Ratio

0Alpha

0Beta

2.343CAR

3.7Drawdown

-0.29Loss Rate

26Parameters

2Security Types

2170Tradeable Dates

287Trades

0Treynor Ratio

0.35Win Rate

Measured Sky Blue Goat

92.433Net Profit

12.64PSR

0.409Sharpe Ratio

0Alpha

0Beta

11.639CAR

19.1Drawdown

-0.04Loss Rate

24Parameters

2Security Types

2170Tradeable Dates

1699Trades

0Treynor Ratio

0.1Win Rate

Square Black Armadillo

29.544Net Profit

6.76PSR

0.021Sharpe Ratio

0Alpha

0Beta

4.451CAR

18.6Drawdown

-0.88Loss Rate

16Parameters

1Security Types

1493Tradeable Dates

325Trades

0Treynor Ratio

1.19Win Rate

Sector_Dispersion_ 2025 trade exec measure

-1.531Net Profit

3.341PSR

-3.331Sharpe Ratio

-0.064Alpha

-0.024Beta

-1.629CAR

1.9Drawdown

-0.03Loss Rate

268Parameters

5Security Types

242Tradeable Dates

4498Trades

2.8Treynor Ratio

0.03Win Rate

Energetic Blue Owl

92.54Net Profit

12.68PSR

0.41Sharpe Ratio

0Alpha

0Beta

11.655CAR

19.1Drawdown

-0.04Loss Rate

24Parameters

2Security Types

2169Tradeable Dates

1699Trades

0Treynor Ratio

0.1Win Rate

Measured Sky Blue Zebra

35.133Net Profit

11.542PSR

0.142Sharpe Ratio

0.015Alpha

0.002Beta

7.944CAR

7.4Drawdown

-2.19Loss Rate

11Parameters

1Security Types

987Tradeable Dates

80Trades

7.628Treynor Ratio

3.85Win Rate

Alert Apricot Crocodile

21.908Net Profit

5.184PSR

-0.064Sharpe Ratio

-0.01Alpha

0.062Beta

4.093CAR

21.7Drawdown

-3.03Loss Rate

27Parameters

2Security Types

1803Tradeable Dates

46Trades

-0.082Treynor Ratio

4.69Win Rate

Ugly Violet Salmon

123.234Net Profit

30.442PSR

0.634Sharpe Ratio

0.096Alpha

0.824Beta

22.609CAR

28.8Drawdown

-0.77Loss Rate

24Parameters

1Security Types

987Tradeable Dates

1220Trades

0.159Treynor Ratio

0.39Win Rate

Adaptable Magenta Albatross

23.844Net Profit

4.374PSR

-0.117Sharpe Ratio

-0.012Alpha

0.078Beta

3.665CAR

5Drawdown

-0.82Loss Rate

12Parameters

1Security Types

1492Tradeable Dates

74Trades

-0.066Treynor Ratio

1.19Win Rate

Dancing Green Cat

92.716Net Profit

38.085PSR

0.588Sharpe Ratio

0Alpha

0Beta

11.672CAR

13.5Drawdown

-2.15Loss Rate

22Parameters

2Security Types

2169Tradeable Dates

54Trades

0Treynor Ratio

4.19Win Rate

Retrospective Magenta Eagle

66.333Net Profit

23.401PSR

0.402Sharpe Ratio

0Alpha

0Beta

8.941CAR

16.9Drawdown

-1.79Loss Rate

19Parameters

1Security Types

1492Tradeable Dates

104Trades

0Treynor Ratio

3.11Win Rate

Square Tan Cobra

14.777Net Profit

21.312PSR

-0.684Sharpe Ratio

0Alpha

0Beta

2.347CAR

3.7Drawdown

-0.29Loss Rate

26Parameters

2Security Types

2169Tradeable Dates

286Trades

0Treynor Ratio

0.35Win Rate

Determined Orange Armadillo

92.54Net Profit

12.68PSR

0.41Sharpe Ratio

0Alpha

0Beta

11.655CAR

19.1Drawdown

-0.04Loss Rate

24Parameters

2Security Types

2169Tradeable Dates

1699Trades

0Treynor Ratio

0.1Win Rate

Energetic Apricot Dog

12.882Net Profit

3.85PSR

-0.174Sharpe Ratio

0Alpha

0Beta

3.124CAR

14.5Drawdown

-1.03Loss Rate

19Parameters

1Security Types

987Tradeable Dates

372Trades

0Treynor Ratio

1.22Win Rate

Crawling Magenta Fly

29.442Net Profit

6.715PSR

0.02Sharpe Ratio

0Alpha

0Beta

4.439CAR

18.6Drawdown

-0.88Loss Rate

16Parameters

1Security Types

1492Tradeable Dates

325Trades

0Treynor Ratio

1.19Win Rate

Casual Green Pig

-16.461Net Profit

0.119PSR

0.065Sharpe Ratio

0.021Alpha

0.022Beta

-1.994CAR

82Drawdown

-3.85Loss Rate

23Parameters

1Security Types

0Tradeable Dates

540Trades

1.011Treynor Ratio

4.54Win Rate

918 Seasonality in Equity Long Short Factor Strategies

22.872Net Profit

0PSR

-0.178Sharpe Ratio

-0.016Alpha

0.02Beta

0.797CAR

31.7Drawdown

-0.24Loss Rate

14Parameters

1Security Types

9468Tradeable Dates

9244Trades

-0.717Treynor Ratio

0.26Win Rate

534 Time Series Factor Momentum

-28.807Net Profit

0PSR

-0.566Sharpe Ratio

-0.034Alpha

0.008Beta

-1.61CAR

43.9Drawdown

-0.12Loss Rate

20Parameters

1Security Types

7641Tradeable Dates

13069Trades

-3.924Treynor Ratio

0.04Win Rate

510 Factor Momentum

-88.72Net Profit

0PSR

-0.435Sharpe Ratio

-0.074Alpha

0.135Beta

-8.069CAR

92Drawdown

-2.66Loss Rate

0Parameters

1Security Types

9468Tradeable Dates

592Trades

-0.507Treynor Ratio

1.81Win Rate

017 Momentum Effect in Anomalies Trading Systems

54.283Net Profit

0.006PSR

0.1Sharpe Ratio

-0.01Alpha

0.345Beta

2.759CAR

47.7Drawdown

-10.78Loss Rate

13Parameters

1Security Types

5815Tradeable Dates

26Trades

0.058Treynor Ratio

10.18Win Rate

Team left a comment in the discussion IVW, Daily The issue starts from Oct 19th, 2020; and continues until now

Hi, we've noticed same split issue with DSI etf on 2020-12-07.2:1 split this time. 

4 years ago

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