cover
  • 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 (23)

View More
Weekly after rebalancing at once

8.058Net Profit

5.364PSR

-0.102Sharpe Ratio

-0.021Alpha

0.253Beta

2.617CAR

17.4Drawdown

-0.05Loss Rate

0Parameters

1Security Types

752Tradeable Dates

7891Trades

-0.04Treynor Ratio

0.07Win Rate

Monthly Test 1

-19.496Net Profit

0.061PSR

-0.932Sharpe Ratio

-0.076Alpha

-0.048Beta

-6.974CAR

32.5Drawdown

-0.02Loss Rate

0Parameters

1Security Types

752Tradeable Dates

15244Trades

1.638Treynor Ratio

0.07Win Rate

Weekly Test 2

15.48Net Profit

56.937PSR

0.594Sharpe Ratio

0.035Alpha

0.169Beta

15.48CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

194785Trades

0.323Treynor Ratio

0.01Win Rate

Weekly Test 1

14.871Net Profit

54.781PSR

0.55Sharpe Ratio

0.031Alpha

0.17Beta

14.871CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

239986Trades

0.298Treynor Ratio

0.01Win Rate

Short The Direction Modified Without Stops

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate


Community

View More

Tushar started the discussion Backtest is not generating trades

I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...

6 months ago

Tushar started the discussion Weekly and Monthly Consolidators having issues

 I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...

7 months ago

Tushar started the discussion Too many invalid orders

HI everyone I am starting with the platform and am unable to understand how and why the number of...

7 months ago

Tushar started the discussion Are the backtest limited to 10000 orders ?

I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...

8 months ago

Tushar started the discussion Universe selection - How to select and index as universe

Hi I wanted to know if there are ways where I can sleect and index like S & P as my universe...

8 months ago

Weekly after rebalancing at once

8.058Net Profit

5.364PSR

-0.102Sharpe Ratio

-0.021Alpha

0.253Beta

2.617CAR

17.4Drawdown

-0.05Loss Rate

0Parameters

1Security Types

752Tradeable Dates

7891Trades

-0.04Treynor Ratio

0.07Win Rate

Monthly Test 1

-19.496Net Profit

0.061PSR

-0.932Sharpe Ratio

-0.076Alpha

-0.048Beta

-6.974CAR

32.5Drawdown

-0.02Loss Rate

0Parameters

1Security Types

752Tradeable Dates

15244Trades

1.638Treynor Ratio

0.07Win Rate

Weekly Test 2

15.48Net Profit

56.937PSR

0.594Sharpe Ratio

0.035Alpha

0.169Beta

15.48CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

194785Trades

0.323Treynor Ratio

0.01Win Rate

Weekly Test 1

14.871Net Profit

54.781PSR

0.55Sharpe Ratio

0.031Alpha

0.17Beta

14.871CAR

7.8Drawdown

0Loss Rate

0Parameters

1Security Types

251Tradeable Dates

239986Trades

0.298Treynor Ratio

0.01Win Rate

Short The Direction Modified Without Stops

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate

Short The Direction Modified

-14.331Net Profit

0.067PSR

-0.229Sharpe Ratio

-0.052Alpha

0.265Beta

-2.377CAR

34.4Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

873235Trades

-0.118Treynor Ratio

0Win Rate

Follow Direction Without Stops

4.615Net Profit

0.321PSR

-0.07Sharpe Ratio

0.011Alpha

-0.266Beta

0.704CAR

39.3Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

871444Trades

0.036Treynor Ratio

0Win Rate

Follow Direction Modified

4.669Net Profit

0.323PSR

-0.07Sharpe Ratio

0.011Alpha

-0.266Beta

0.712CAR

39.2Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

871355Trades

0.036Treynor Ratio

0Win Rate

Gap Trading Test - 2 Day Exit Without Fees

30.871Net Profit

1.834PSR

0.105Sharpe Ratio

0.029Alpha

-0.21Beta

4.273CAR

24Drawdown

-0.02Loss Rate

14Parameters

0Security Types

0Tradeable Dates

261473Trades

-0.057Treynor Ratio

0.02Win Rate

Gap Trading Test - 2 Day Exit

10.566Net Profit

0.498PSR

-0.057Sharpe Ratio

0.01Alpha

-0.21Beta

1.575CAR

26.9Drawdown

-0.02Loss Rate

14Parameters

0Security Types

0Tradeable Dates

260903Trades

0.031Treynor Ratio

0.02Win Rate

Gap Trading Test - Follow Direction

-26.891Net Profit

0.002PSR

-0.658Sharpe Ratio

-0.044Alpha

-0.129Beta

-4.762CAR

30.2Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

447849Trades

0.417Treynor Ratio

0Win Rate

Short Only with stops ATR

15.356Net Profit

1.597PSR

-0.106Sharpe Ratio

-0.002Alpha

-0.055Beta

2.257CAR

12.3Drawdown

-0.66Loss Rate

16Parameters

0Security Types

0Tradeable Dates

278Trades

0.119Treynor Ratio

1.36Win Rate

Short Only without STops

13.961Net Profit

1.305PSR

-0.124Sharpe Ratio

-0.003Alpha

-0.057Beta

2.063CAR

12.3Drawdown

-0.68Loss Rate

15Parameters

0Security Types

0Tradeable Dates

222Trades

0.135Treynor Ratio

1.36Win Rate

Long Only with Stops ATR

6.41Net Profit

0.492PSR

-0.295Sharpe Ratio

-0.017Alpha

0.01Beta

0.975CAR

9.9Drawdown

-0.86Loss Rate

16Parameters

0Security Types

0Tradeable Dates

475Trades

-1.525Treynor Ratio

1.09Win Rate

Long Only Base Case Without Stops

4.671Net Profit

0.363PSR

-0.326Sharpe Ratio

-0.018Alpha

0.012Beta

0.716CAR

12.3Drawdown

-0.9Loss Rate

7Parameters

0Security Types

0Tradeable Dates

408Trades

-1.516Treynor Ratio

1.09Win Rate

Base Case Test v1

10.513Net Profit

0.531PSR

-0.089Sharpe Ratio

-0.029Alpha

0.253Beta

1.574CAR

34.6Drawdown

-0.01Loss Rate

14Parameters

0Security Types

0Tradeable Dates

101081Trades

-0.034Treynor Ratio

0.01Win Rate

Trailing stop Atr Test 2 v2

12.011Net Profit

0.603PSR

-0.073Sharpe Ratio

-0.027Alpha

0.251Beta

1.788CAR

35.5Drawdown

-0.01Loss Rate

14Parameters

0Security Types

0Tradeable Dates

101039Trades

-0.028Treynor Ratio

0.01Win Rate

Trailing Stop Test v1

-13.032Net Profit

0.016PSR

-0.518Sharpe Ratio

-0.02Alpha

-0.21Beta

-2.159CAR

20Drawdown

-0.07Loss Rate

14Parameters

0Security Types

0Tradeable Dates

4046Trades

0.174Treynor Ratio

0.02Win Rate

Liquidate edit test2 without liquidate function

-83.693Net Profit

0.001PSR

-0.708Sharpe Ratio

-0.231Alpha

0.019Beta

-33.797CAR

84.8Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1376954Trades

-12.322Treynor Ratio

0.03Win Rate

Liquidate Edit Test 1 with liquidate function

356.771Net Profit

27.652PSR

0.859Sharpe Ratio

0.355Alpha

0.043Beta

41.263CAR

43.3Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

1532593Trades

8.403Treynor Ratio

0.03Win Rate

Buy After Flip Test v1

615.711Net Profit

24.428PSR

0.828Sharpe Ratio

0.282Alpha

0.095Beta

36.077CAR

53.2Drawdown

-0.01Loss Rate

0Parameters

0Security Types

0Tradeable Dates

2261937Trades

3.042Treynor Ratio

0.02Win Rate

BuyC=9 and Initial Capital 1 Million

72.995Net Profit

4.494PSR

0.326Sharpe Ratio

-0.013Alpha

1.028Beta

9.57CAR

40.5Drawdown

-0.02Loss Rate

0Parameters

0Security Types

0Tradeable Dates

13611Trades

0.063Treynor Ratio

0.03Win Rate

Muscular Fluorescent Yellow Antelope

516.051Net Profit

62.272PSR

1.821Sharpe Ratio

1.78Alpha

-2.148Beta

147.895CAR

70.1Drawdown

-4.07Loss Rate

0Parameters

0Security Types

0Tradeable Dates

4167Trades

-0.651Treynor Ratio

115.16Win Rate

Tushar started the discussion Backtest is not generating trades

I am trying to have a basic momentum strategy but am unable to generate any tradesCan you please...

6 months ago

Tushar started the discussion Weekly and Monthly Consolidators having issues

 I am trying to generate weekly and monthly logs but since the max resolution is daily level I am...

7 months ago

Tushar started the discussion Too many invalid orders

HI everyone I am starting with the platform and am unable to understand how and why the number of...

7 months ago

Tushar started the discussion Are the backtest limited to 10000 orders ?

I am trying to run few backetsts and all my runs are being limited ot 10000 orders . Is there a...

8 months ago

Tushar started the discussion Universe selection - How to select and index as universe

Hi I wanted to know if there are ways where I can sleect and index like S & P as my universe...

8 months ago

Tushar started the discussion FIlter universe by market cap

HiI am trying to create a universe of equities which have market cap more than 10 billion. But the...

8 months ago

Tushar started the discussion Unable to load reports and results of backtest ?

Hi I am newbie here . Just wanted to know if anyone else is facing erro in loading up of results...

8 months ago

Tushar started the discussion Scheduling after market open

Hi I am scheduling the orders 1 minute after market open 

8 months ago

Tushar started the discussion Unable to place orders for majority of back test due to insufficient finds.

Hi 

9 months ago