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Biography

I am currently a Undergraduate student at IIT Delhi. I love problem solving and programming. My research interest include Machine Learning, Information Retrieval and Quantitative finance.

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 (366)

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Energetic Fluorescent Pink Llama

11.67Net Profit

20.883PSR

0.459Sharpe Ratio

-0.013Alpha

0.836Beta

7.693CAR

19.3Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

377Tradeable Dates

3Trades

0.071Treynor Ratio

0Win Rate

Determined Black Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Orange Wolf

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Magenta Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Yellow Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Varad left a comment in the discussion MorningStar ESG ranking

Hi S.T.E,No, the dataset we have acquired from Morningstar does not include ESG ranking.Regarding...

2 years ago

Varad left a comment in the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500

Hi Jeremy,Thank you for sharing the algorithm with the community.In the above, the max indicator...

2 years ago

Varad left a comment in the discussion Lean-CLI Interactive Live Mode Fatal Error

Hi Shaohua Lu,Please get in touch with support@quantconnect.com and attach the full logs.Best,Varad...

2 years ago

Varad left a comment in the discussion I'm a newbie, but let's develop the best strategy together!

Hi Zhi Han Chew,Thank you for sharing the algorithms with the community.The above method of...

2 years ago

Varad left a comment in the discussion Is it possible to request the most recent price of a securitty without having it in your list of added securities?

Hi Haakon Flaarønning,We believe a Historical data request for all the securities at a specific...

2 years ago

Energetic Fluorescent Pink Llama

11.67Net Profit

20.883PSR

0.459Sharpe Ratio

-0.013Alpha

0.836Beta

7.693CAR

19.3Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

377Tradeable Dates

3Trades

0.071Treynor Ratio

0Win Rate

Determined Black Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Orange Wolf

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Magenta Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Yellow Horse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Brown Gull

7.363Net Profit

61.7PSR

6.603Sharpe Ratio

0Alpha

0Beta

635.027CAR

13.7Drawdown

0Loss Rate

40Parameters

0Security Types

8.483Sortino Ratio

134Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Hyper-Active Sky Blue Baboon

13.292Net Profit

17.396PSR

0.376Sharpe Ratio

0.052Alpha

0.455Beta

8.691CAR

25.9Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

547Tradeable Dates

1Trades

0.175Treynor Ratio

0Win Rate

Formal Asparagus Barracuda

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

8826Tradeable Dates

234Trades

0Treynor Ratio

0Win Rate

Upgraded Blue Duck

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

16Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

8826Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Violet Giraffe

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

486Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper-Active Blue Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Fluorescent Pink Gaur

2.272Net Profit

58.479PSR

1.719Sharpe Ratio

0.118Alpha

-0.096Beta

30.276CAR

2.4Drawdown

-0.47Loss Rate

0Parameters

0Security Types

6.219Sortino Ratio

26Tradeable Dates

42Trades

-1.433Treynor Ratio

0.55Win Rate

Logical Light Brown Viper

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

425Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Light Brown Rhinoceros

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

83Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Sky Blue Bee

-0.039Net Profit

7.847PSR

-1.248Sharpe Ratio

0Alpha

0.004Beta

-0.138CAR

0.1Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

72Tradeable Dates

1Trades

-0.218Treynor Ratio

0Win Rate

Crying Red Shark

-0.15Net Profit

23.636PSR

-3.134Sharpe Ratio

0Alpha

0Beta

-7.517CAR

0.7Drawdown

-0.26Loss Rate

7Parameters

0Security Types

-143.768Sortino Ratio

6Tradeable Dates

34Trades

0Treynor Ratio

0.11Win Rate

Calculating Yellow-Green Lion

78.712Net Profit

61.687PSR

1.581Sharpe Ratio

0.738Alpha

-0.666Beta

78.712CAR

29.5Drawdown

-1.2Loss Rate

12Parameters

0Security Types

2.836Sortino Ratio

0Tradeable Dates

188Trades

-0.909Treynor Ratio

3.74Win Rate

Determined Red Alligator

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Violet Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Magenta Panda

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

450Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Yellow Koala

9.7Net Profit

44.839PSR

0.931Sharpe Ratio

-0.005Alpha

0.375Beta

6.376CAR

5.9Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

378Tradeable Dates

1Trades

0.117Treynor Ratio

0Win Rate

Hipster Light Brown Fish

-0.916Net Profit

0PSR

-6.667Sharpe Ratio

0.601Alpha

-5.402Beta

-71.622CAR

1.1Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

1Trades

0.127Treynor Ratio

0Win Rate

Crawling Fluorescent Yellow Dog

-0.696Net Profit

0PSR

-7.483Sharpe Ratio

0.393Alpha

-4.105Beta

-61.557CAR

0.8Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

1Tradeable Dates

1Trades

0.142Treynor Ratio

0Win Rate

Retrospective Sky Blue Wolf

21.834Net Profit

6.04PSR

0.362Sharpe Ratio

0.026Alpha

0.155Beta

5.059CAR

28.6Drawdown

-1.21Loss Rate

8Parameters

0Security Types

0.494Sortino Ratio

0Tradeable Dates

287Trades

0.268Treynor Ratio

2.27Win Rate

Dancing Yellow-Green Beaver

-0.022Net Profit

1.216PSR

-7.882Sharpe Ratio

0Alpha

0Beta

-1.709CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Crawling Fluorescent Yellow Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

0Sortino Ratio

3Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Energetic Fluorescent Yellow Pony

-12.484Net Profit

0PSR

-7.719Sharpe Ratio

-0.471Alpha

-0.278Beta

-86.052CAR

12.5Drawdown

-0.19Loss Rate

1Parameters

0Security Types

-9.644Sortino Ratio

22Tradeable Dates

248Trades

2.63Treynor Ratio

0.14Win Rate

Square Green Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

126Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Fluorescent Pink Seahorse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Yellow-Green Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Varad left a comment in the discussion MorningStar ESG ranking

Hi S.T.E,No, the dataset we have acquired from Morningstar does not include ESG ranking.Regarding...

2 years ago

Varad left a comment in the discussion Unholy Grails by Nick Radge - New Yearly High Strategy on S&P500

Hi Jeremy,Thank you for sharing the algorithm with the community.In the above, the max indicator...

2 years ago

Varad left a comment in the discussion Lean-CLI Interactive Live Mode Fatal Error

Hi Shaohua Lu,Please get in touch with support@quantconnect.com and attach the full logs.Best,Varad...

2 years ago

Varad left a comment in the discussion I'm a newbie, but let's develop the best strategy together!

Hi Zhi Han Chew,Thank you for sharing the algorithms with the community.The above method of...

2 years ago

Varad left a comment in the discussion Is it possible to request the most recent price of a securitty without having it in your list of added securities?

Hi Haakon Flaarønning,We believe a Historical data request for all the securities at a specific...

2 years ago

Varad left a comment in the discussion Correlation Coefficient Algorithm Trading ( CAD/JPY & 6L ( Brazilian Real Futures) )

Hi Luis,To use indicators with futures, we need to create an indicator on individual contracts in...

2 years ago