Tocht
Quant
Date Joined
22nd October, 2018
Bootcamp progress
0% Complete
Achievements
Python Programming
Choose Python as your preferred programming language.
2018-10-22 02:05:31
- 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 (1)
View More16.848Net Profit
1.313Sharpe Ratio
0.224Alpha
-2.108Beta
30.58CAR
10.2Drawdown
31Loss Rate
2Security Types
0.44344307802484Sortino Ratio
213Tradeable Dates
27Trades
-0.093Treynor Ratio
69Win Rate
Community
View MoreTocht left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Any updates?
Tocht left a comment in the discussion Using Google Trends to Predict Markets
Post above is true but irrelevant -- interesting & out of the box. Thanks for the share OP
16.848Net Profit
1.313Sharpe Ratio
0.224Alpha
-2.108Beta
30.58CAR
10.2Drawdown
31Loss Rate
2Security Types
0.44344307802484Sortino Ratio
213Tradeable Dates
27Trades
-0.093Treynor Ratio
69Win Rate
Tocht left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Doesn't seem to work anymore.
Tocht left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Any updates?
Tocht left a comment in the discussion Using Google Trends to Predict Markets
Post above is true but irrelevant -- interesting & out of the box. Thanks for the share OP
QuantConnect™ 2025. All Rights Reserved
Tocht left a comment in the discussion Hurst Exponent and Stable Alpha Distribution
Doesn't seem to work anymore.
7 years ago