Tin Yat Chau
Quant
Date Joined
16th February, 2021
Bootcamp progress
42% Complete
Achievements
Python Programming
Choose Python as your preferred programming language.
2021-02-16 04:41:33
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-03-11 22:11:12
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-02-16 14:29:08
- Profile
- Backtests
- Community
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 (7)
View More50.438Net Profit
21.999PSR
0.654Sharpe Ratio
0.125Alpha
-0.002Beta
13.579CAR
24.6Drawdown
-2.09Loss Rate
0Parameters
0Security Types
0.564Sortino Ratio
999Tradeable Dates
280Trades
-51.023Treynor Ratio
2.34Win Rate
55.12Net Profit
20.291PSR
0.631Sharpe Ratio
0.141Alpha
-0.007Beta
14.67CAR
26.8Drawdown
-2.06Loss Rate
0Parameters
0Security Types
0.612Sortino Ratio
999Tradeable Dates
352Trades
-20.288Treynor Ratio
2.52Win Rate
37.035Net Profit
13.208PSR
0.465Sharpe Ratio
0.12Alpha
-0.017Beta
10.322CAR
36Drawdown
-2.18Loss Rate
0Parameters
0Security Types
0.419Sortino Ratio
999Tradeable Dates
398Trades
-6.84Treynor Ratio
2.63Win Rate
12.711Net Profit
6.629PSR
0.255Sharpe Ratio
0.076Alpha
-0.046Beta
3.801CAR
43.5Drawdown
-2.55Loss Rate
0Parameters
0Security Types
0.149Sortino Ratio
999Tradeable Dates
386Trades
-1.539Treynor Ratio
2.71Win Rate
52.415Net Profit
29.745PSR
0.754Sharpe Ratio
0Alpha
1Beta
14.043CAR
33.7Drawdown
0Loss Rate
0Parameters
0Security Types
0.792Sortino Ratio
807Tradeable Dates
1Trades
0.17Treynor Ratio
0Win Rate
Community
View MoreTin started the discussion Get historical future bid ask data with self.history method()
Hi everyone! I am quite new to quantconnect and have only done some simple research with pandas...
Tin started the discussion Machine Learning with bid ask data in Crypto (Data Collection Problem)
import...
Tin started the discussion Data Collection Problem, collect future data and save it to a dataframe
Hi everyone, I'm quite new to QuantConnect. It would be great if you can give me some advice on how...
Tin left a comment in the discussion Get historical future bid ask data with self.history method()
import...
50.438Net Profit
21.999PSR
0.654Sharpe Ratio
0.125Alpha
-0.002Beta
13.579CAR
24.6Drawdown
-2.09Loss Rate
0Parameters
0Security Types
0.564Sortino Ratio
999Tradeable Dates
280Trades
-51.023Treynor Ratio
2.34Win Rate
55.12Net Profit
20.291PSR
0.631Sharpe Ratio
0.141Alpha
-0.007Beta
14.67CAR
26.8Drawdown
-2.06Loss Rate
0Parameters
0Security Types
0.612Sortino Ratio
999Tradeable Dates
352Trades
-20.288Treynor Ratio
2.52Win Rate
37.035Net Profit
13.208PSR
0.465Sharpe Ratio
0.12Alpha
-0.017Beta
10.322CAR
36Drawdown
-2.18Loss Rate
0Parameters
0Security Types
0.419Sortino Ratio
999Tradeable Dates
398Trades
-6.84Treynor Ratio
2.63Win Rate
12.711Net Profit
6.629PSR
0.255Sharpe Ratio
0.076Alpha
-0.046Beta
3.801CAR
43.5Drawdown
-2.55Loss Rate
0Parameters
0Security Types
0.149Sortino Ratio
999Tradeable Dates
386Trades
-1.539Treynor Ratio
2.71Win Rate
52.415Net Profit
29.745PSR
0.754Sharpe Ratio
0Alpha
1Beta
14.043CAR
33.7Drawdown
0Loss Rate
0Parameters
0Security Types
0.792Sortino Ratio
807Tradeable Dates
1Trades
0.17Treynor Ratio
0Win Rate
243.426Net Profit
54.064PSR
1.25Sharpe Ratio
0.419Alpha
0.039Beta
46.915CAR
32.1Drawdown
-1.9Loss Rate
36Parameters
0Security Types
1.207Sortino Ratio
999Tradeable Dates
190Trades
10.785Treynor Ratio
4.48Win Rate
622.469Net Profit
38.471PSR
1.619Sharpe Ratio
1.97Alpha
0.615Beta
85.255CAR
78Drawdown
-5.2Loss Rate
39Parameters
1Security Types
0.86Sortino Ratio
999Tradeable Dates
343Trades
3.333Treynor Ratio
10.66Win Rate
Tin started the discussion Get historical future bid ask data with self.history method()
Hi everyone! I am quite new to quantconnect and have only done some simple research with pandas...
Tin started the discussion Machine Learning with bid ask data in Crypto (Data Collection Problem)
import...
Tin started the discussion Data Collection Problem, collect future data and save it to a dataframe
Hi everyone, I'm quite new to QuantConnect. It would be great if you can give me some advice on how...
Tin left a comment in the discussion Data Collection Problem, collect future data and save it to a dataframe
Thanks Derek!
Tin left a comment in the discussion Get historical future bid ask data with self.history method()
import...
QuantConnect™ 2025. All Rights Reserved
Tin left a comment in the discussion Data Collection Problem, collect future data and save it to a dataframe
Thanks Derek!
4 years ago