Tom Penrose
Quant
Date Joined
29th January, 2021
Bootcamp progress
90% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-05-12 22:16:54
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-04-19 19:45:50
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-03-15 18:17:22
Cloner
Clone at least 100 algorithms from the community.
2021-06-07 14:46:13
C# Programming
Choose C# as your preferred programming language.
2021-01-29 16:49:29
Python Programming
Choose Python as your preferred programming language.
2021-01-29 16:49:20
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-03-10 16:02:45
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-03-18 18:19:07
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Activity on QuantConnect
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Public Backtests (3)
View More2.055Net Profit
69.419PSR
7.965Sharpe Ratio
-8.567Alpha
4.548Beta
341.578CAR
1.2Drawdown
0Loss Rate
17Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
114Trades
0.282Treynor Ratio
0Win Rate
1418.329Net Profit
89.577PSR
1.488Sharpe Ratio
0.193Alpha
0.305Beta
22.095CAR
17.2Drawdown
28Loss Rate
0Parameters
2Security Types
3.5359Sortino Ratio
4976Tradeable Dates
519Trades
0.761Treynor Ratio
72Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
89Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreTom started the discussion Division By Zero
I'm trying to check for companies that have had revenue growth of 25% over the last year but the...
Tom started the discussion Stock Selection Based on Fundamental Factors Issues
I'm looking to create an algorithm that returns a list of companies that meet the following 5...
Tom started the discussion SMA Crossover Alert
I'm trying to set up an algo to send me a text when the price of QQQ crosses over its 200 day...
Tom started the discussion GDP and Inflation Projections
I was looking for something in the documentation that would allow me to feed in GDP and inflation...
Tom started the discussion Mutual Funds/Closed end funds?
This question has been asked before here:
2.055Net Profit
69.419PSR
7.965Sharpe Ratio
-8.567Alpha
4.548Beta
341.578CAR
1.2Drawdown
0Loss Rate
17Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
114Trades
0.282Treynor Ratio
0Win Rate
1418.329Net Profit
89.577PSR
1.488Sharpe Ratio
0.193Alpha
0.305Beta
22.095CAR
17.2Drawdown
28Loss Rate
0Parameters
2Security Types
3.5359Sortino Ratio
4976Tradeable Dates
519Trades
0.761Treynor Ratio
72Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
89Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Tom started the discussion Division By Zero
I'm trying to check for companies that have had revenue growth of 25% over the last year but the...
Tom started the discussion Stock Selection Based on Fundamental Factors Issues
I'm looking to create an algorithm that returns a list of companies that meet the following 5...
Tom started the discussion SMA Crossover Alert
I'm trying to set up an algo to send me a text when the price of QQQ crosses over its 200 day...
Tom started the discussion GDP and Inflation Projections
I was looking for something in the documentation that would allow me to feed in GDP and inflation...
Tom started the discussion Mutual Funds/Closed end funds?
This question has been asked before here:
Tom left a comment in the discussion Mutual Funds/Closed end funds?
Those are good points. Fixed income ETF's can be a suitable alternative.
Tom left a comment in the discussion Shorting bubbles at the top
First, not sure if you saw Alexandre Catarino's post about short availability:
Tom left a comment in the discussion Algo: Trend0
.ekz, when I was submitting my alpha for review a while back the review team had required that I...
Tom left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hey guys,
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Tom left a comment in the discussion KEI based Strategy
Expanding on Frank's work, I've added to the number of assets allocated depending on the regime.
3 years ago