Vikram Nithyanandam
Software Developer
Date Joined
13th June, 2024
Bootcamp progress
71% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-07-21 18:24:15
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-07-25 05:43:59
Python Programming
Choose Python as your preferred programming language.
2024-06-13 03:48:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-06-22 18:42:24
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2024-07-20 01:27:37
- Profile
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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 More676.659Net Profit
25.896PSR
1.002Sharpe Ratio
0.682Alpha
0.915Beta
56.284CAR
68.3Drawdown
-6.18Loss Rate
0Parameters
1Security Types
1185Tradeable Dates
465Trades
0.828Treynor Ratio
11.9Win Rate
211.64Net Profit
49.821PSR
1.301Sharpe Ratio
0.574Alpha
1.758Beta
87.561CAR
41.6Drawdown
-6.08Loss Rate
0Parameters
1Security Types
466Tradeable Dates
218Trades
0.466Treynor Ratio
9.15Win Rate
754.778Net Profit
82.758PSR
3.861Sharpe Ratio
3.178Alpha
3.852Beta
408.329CAR
33.4Drawdown
-2.43Loss Rate
0Parameters
1Security Types
340Tradeable Dates
1718Trades
0.951Treynor Ratio
3.36Win Rate
0Parameters
1Security Types
336Tradeable Dates
34.412Net Profit
41.094PSR
0.642Sharpe Ratio
0.08Alpha
0.38Beta
15.983CAR
12.6Drawdown
-3.72Loss Rate
0Parameters
1Security Types
501Tradeable Dates
24Trades
0.214Treynor Ratio
6.24Win Rate
Community
View More676.659Net Profit
25.896PSR
1.002Sharpe Ratio
0.682Alpha
0.915Beta
56.284CAR
68.3Drawdown
-6.18Loss Rate
0Parameters
1Security Types
1185Tradeable Dates
465Trades
0.828Treynor Ratio
11.9Win Rate
211.64Net Profit
49.821PSR
1.301Sharpe Ratio
0.574Alpha
1.758Beta
87.561CAR
41.6Drawdown
-6.08Loss Rate
0Parameters
1Security Types
466Tradeable Dates
218Trades
0.466Treynor Ratio
9.15Win Rate
754.778Net Profit
82.758PSR
3.861Sharpe Ratio
3.178Alpha
3.852Beta
408.329CAR
33.4Drawdown
-2.43Loss Rate
0Parameters
1Security Types
340Tradeable Dates
1718Trades
0.951Treynor Ratio
3.36Win Rate
0Parameters
1Security Types
336Tradeable Dates
34.412Net Profit
41.094PSR
0.642Sharpe Ratio
0.08Alpha
0.38Beta
15.983CAR
12.6Drawdown
-3.72Loss Rate
0Parameters
1Security Types
501Tradeable Dates
24Trades
0.214Treynor Ratio
6.24Win Rate
Vikram left a comment in the discussion High Volume Node Retracements
Fixed the use of the history API to backfill indicators.
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
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Vikram left a comment in the discussion High Volume Node Retracements
Fixed the use of the history API to backfill indicators.
1 years ago