Ulrich
Quant
Date Joined
28th September, 2017
Bootcamp progress
2% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-05-21 12:47:43
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-01 17:27:15
C# Programming
Choose C# as your preferred programming language.
2024-04-11 14:00:24
- 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 (5)
View More0Parameters
0Security Types
76Tradeable Dates
41.919Net Profit
1.079Sharpe Ratio
0.266Alpha
-7.108Beta
12.37CAR
12.4Drawdown
38Loss Rate
1Security Types
2.1115170145775Sortino Ratio
754Tradeable Dates
9Trades
-0.017Treynor Ratio
62Win Rate
57.028Net Profit
1.377Sharpe Ratio
0.288Alpha
-6.533Beta
16.221CAR
11.5Drawdown
25Loss Rate
1Security Types
5.2671234963887Sortino Ratio
754Tradeable Dates
9Trades
-0.024Treynor Ratio
75Win Rate
-7.139Net Profit
-6.928Sharpe Ratio
1.831Alpha
25.94Beta
-100CAR
8.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
1Trades
-0.227Treynor Ratio
0Win Rate
0.535Net Profit
0.288Sharpe Ratio
0.785Alpha
-4.545Beta
1.946CAR
32.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
71Tradeable Dates
7Trades
-0.034Treynor Ratio
100Win Rate
Community
View MoreUlrich started the discussion How to access local files in a certain folder (HDAX)
Hi all,
Ulrich started the discussion Missing backtesting-desktop and possibility to plot indicators in lean
I miss the backtesting-desktop and the possibility to plot indicators in lean.
Ulrich started the discussion Cannot access Equity HYG while using Futures
It is always frustating with QuantConnect.
Ulrich left a comment in the discussion How to access local files in a certain folder (HDAX)
I am trying to solve this by reading custom data by means of an own class - HDAX. So far I managed...
0Parameters
0Security Types
76Tradeable Dates
41.919Net Profit
1.079Sharpe Ratio
0.266Alpha
-7.108Beta
12.37CAR
12.4Drawdown
38Loss Rate
1Security Types
2.1115170145775Sortino Ratio
754Tradeable Dates
9Trades
-0.017Treynor Ratio
62Win Rate
57.028Net Profit
1.377Sharpe Ratio
0.288Alpha
-6.533Beta
16.221CAR
11.5Drawdown
25Loss Rate
1Security Types
5.2671234963887Sortino Ratio
754Tradeable Dates
9Trades
-0.024Treynor Ratio
75Win Rate
-7.139Net Profit
-6.928Sharpe Ratio
1.831Alpha
25.94Beta
-100CAR
8.5Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
1Trades
-0.227Treynor Ratio
0Win Rate
0.535Net Profit
0.288Sharpe Ratio
0.785Alpha
-4.545Beta
1.946CAR
32.2Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
71Tradeable Dates
7Trades
-0.034Treynor Ratio
100Win Rate
Ulrich started the discussion How to access local files in a certain folder (HDAX)
Hi all,
Ulrich started the discussion Missing backtesting-desktop and possibility to plot indicators in lean
I miss the backtesting-desktop and the possibility to plot indicators in lean.
Ulrich started the discussion Cannot access Equity HYG while using Futures
It is always frustating with QuantConnect.
Ulrich left a comment in the discussion How to access local files in a certain folder (HDAX)
Thanks Jared,
Ulrich left a comment in the discussion How to access local files in a certain folder (HDAX)
I am trying to solve this by reading custom data by means of an own class - HDAX. So far I managed...
Ulrich started the discussion Futures in Coarse selection ?
AddUniverse(coarse => { return (from cf in coarse ...
Ulrich started the discussion Included bars in MIN("SPY", 5, Resolution.Daily, Field.Close);
namespace QuantConnect.Algorithm.CSharp { public class MeanReversion : QCAlgorithm { ...
Ulrich started the discussion EndofDay Trading and order execution an 4 pm
In my experience EndOfDay – trading means that at 4pm (end of day) indicators are updated,...
Ulrich left a comment in the discussion EndofDay Trading and order execution an 4 pm
Hi Michael, Thank you for your time and immediates responses. I think also it is just a copy of a...
Ulrich left a comment in the discussion EndofDay Trading and order execution an 4 pm
Good point. I have changed the programm accordingly.
Ulrich left a comment in the discussion EndofDay Trading and order execution an 4 pm
But how can the data be obtained wtihin
Ulrich left a comment in the discussion EndofDay Trading and order execution an 4 pm
Thank you Michael.
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Ulrich left a comment in the discussion How to access local files in a certain folder (HDAX)
Thanks Jared,
5 years ago