Teddy Brosevelt
Quant
Date Joined
5th December, 2018
Bootcamp progress
58% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-06-11 00:57:11
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-12-06 04:05:47
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-12-09 22:43:13
Broadcaster
Share a live running algorithm with the community.
2019-06-20 14:44:54
Cloner
Clone at least 100 algorithms from the community.
2019-02-08 17:00:01
C# Programming
Choose C# as your preferred programming language.
2018-12-05 00:36:43
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-11-05 21:57:16
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-11-07 00:53:10
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-07-20 00:03:08
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-09-23 21:40:50
- 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 (2)
View More11Parameters
1Security Types
0Tradeable Dates
60.904Net Profit
0.884Sharpe Ratio
0.529Alpha
-19.822Beta
24.237CAR
11.4Drawdown
34Loss Rate
1Security Types
0.16207271708842Sortino Ratio
0Tradeable Dates
444Trades
-0.01Treynor Ratio
66Win Rate
Community
View MoreTeddy started the discussion Algo: Fundamental Factor Long Universe Template Using Morningstar Asset Classification Groupings
This is my implementation of the Fundamental Factor Long Strategy using Morningstar Asset...
Teddy left a comment in the discussion How to only request trades during market hours
Ah, I see your problem now. I had not really thought about it prior to this but here's how I did it...
Teddy left a comment in the discussion How to only request trades during market hours
Actually, you could use it as is and execute your daily buy/sell at 9:31am.
Teddy left a comment in the discussion How to only request trades during market hours
I'm not really that good at writing python but I believe this example from...
11Parameters
1Security Types
0Tradeable Dates
60.904Net Profit
0.884Sharpe Ratio
0.529Alpha
-19.822Beta
24.237CAR
11.4Drawdown
34Loss Rate
1Security Types
0.16207271708842Sortino Ratio
0Tradeable Dates
444Trades
-0.01Treynor Ratio
66Win Rate
Teddy started the discussion Algo: Fundamental Factor Long Universe Template Using Morningstar Asset Classification Groupings
This is my implementation of the Fundamental Factor Long Strategy using Morningstar Asset...
Teddy left a comment in the discussion How to only request trades during market hours
You could also create a trade queue (List) and have the schedule fire every minute, trying to sell...
Teddy left a comment in the discussion How to only request trades during market hours
Ah, I see your problem now. I had not really thought about it prior to this but here's how I did it...
Teddy left a comment in the discussion How to only request trades during market hours
Actually, you could use it as is and execute your daily buy/sell at 9:31am.
Teddy left a comment in the discussion How to only request trades during market hours
I'm not really that good at writing python but I believe this example from...
Teddy left a comment in the discussion Is C# dead on Quantconnect?
I use C# and their support has been helping me a great deal. I can't really speak to basictemplates...
QuantConnect™ 2025. All Rights Reserved
Teddy left a comment in the discussion How to only request trades during market hours
You could also create a trade queue (List) and have the schedule fire every minute, trying to sell...
6 years ago