Thomas Chang
Quant
Date Joined
3rd November, 2015
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-03 10:36:42
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-01 06:43:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-11-02 16:21:42
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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 (2)
View More0Net Profit
-0.317Sharpe Ratio
-0.071Alpha
1.202Beta
-1.601CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreThomas started the discussion Ecconomic indicators and stock market
Recently I read an article “Economic Indicators with Python” . One can find a lot of indicators...
Thomas started the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
I got error as follow:
Thomas left a comment in the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
Hi Vladimir,
Thomas left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I wonder how to plot the leverage.
0Net Profit
-0.317Sharpe Ratio
-0.071Alpha
1.202Beta
-1.601CAR
0.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
1Trades
-0.009Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Thomas started the discussion Ecconomic indicators and stock market
Recently I read an article “Economic Indicators with Python” . One can find a lot of indicators...
Thomas started the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
I got error as follow:
Thomas left a comment in the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
Yes, I know. But my question is how to overcome such problem. I thought if I use the 'if...
Thomas left a comment in the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
Hi Vladimir,
Thomas left a comment in the discussion The In & Out Strategy - Continued from Quantopian
I wonder how to plot the leverage.
Thomas left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Hi Tentor,
Thomas left a comment in the discussion Quantopian Shutdown Migration 2020
Jared Broad I already fixed the problem and can run my first algo successfully. Thanks!
Thomas left a comment in the discussion The In & Out Strategy - Continued from Quantopian
These will reduce a lot of "unnecessary" trades:
Thomas started the discussion Does QuantConnect use PythonXY or Anaconda?
as titled.
Thomas started the discussion Problem by Creating New or Openning Research
I've tried today again. When I try to open or create a new Resaerch from my company, it takes...
Thomas started the discussion A question about using the fetch_csv()
I try to move my algo from QuantOpian to QC. One of my algos uses fetch_csv() and I do as follow...
Thomas started the discussion Why the schedule function doesn't show the time define in the TimeRules?
I am converting my algo from QuantOpian to QuantConnet. I want to convert the ...
Thomas started the discussion Can one use Java to program? Or just C#?
Hi,
Thomas started the discussion CS0234 by Building the Solution Lean Programm
Hi,
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Thomas left a comment in the discussion 2008-01-18 12:00:00 GOOG: The security does not have an accurate price as it has not yet received a bar of data.
Yes, I know. But my question is how to overcome such problem. I thought if I use the 'if...
4 years ago