Xiyuan Liu
Quantitative Developer Intern
Date Joined
3rd April, 2019
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-05-29 16:28:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-04-09 00:07:11
C# Programming
Choose C# as your preferred programming language.
2019-04-27 01:12:22
Python Programming
Choose Python as your preferred programming language.
2019-04-03 16:35:03
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-04-26 18:40:23
- Profile
- Backtests
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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 (15)
View More86.865Net Profit
0.938Sharpe Ratio
0.213Alpha
0.591Beta
23.195CAR
23.7Drawdown
37Loss Rate
12Parameters
1Security Types
0.061Sortino Ratio
0Tradeable Dates
4422Trades
0.38Treynor Ratio
63Win Rate
14Parameters
1Security Types
0Tradeable Dates
53.616Net Profit
0.491Sharpe Ratio
0.085Alpha
1.071Beta
8.96CAR
31Drawdown
29Loss Rate
14Parameters
1Security Types
0.028Sortino Ratio
0Tradeable Dates
2240Trades
0.099Treynor Ratio
71Win Rate
14Parameters
1Security Types
0Tradeable Dates
12Parameters
1Security Types
0Tradeable Dates
Community
View MoreXiyuan started the discussion How to get the current date in Backtest?
Hi,
Xiyuan started the discussion Fundamental data in algorithm?
In the QuantConnect Research notebook, I used qb.GetFundamental to get the fundamental data for a...
86.865Net Profit
0.938Sharpe Ratio
0.213Alpha
0.591Beta
23.195CAR
23.7Drawdown
37Loss Rate
12Parameters
1Security Types
0.061Sortino Ratio
0Tradeable Dates
4422Trades
0.38Treynor Ratio
63Win Rate
14Parameters
1Security Types
0Tradeable Dates
53.616Net Profit
0.491Sharpe Ratio
0.085Alpha
1.071Beta
8.96CAR
31Drawdown
29Loss Rate
14Parameters
1Security Types
0.028Sortino Ratio
0Tradeable Dates
2240Trades
0.099Treynor Ratio
71Win Rate
14Parameters
1Security Types
0Tradeable Dates
12Parameters
1Security Types
0Tradeable Dates
4Parameters
1Security Types
1827Tradeable Dates
4Parameters
1Security Types
1827Tradeable Dates
3Parameters
1Security Types
1827Tradeable Dates
8Parameters
1Security Types
2192Tradeable Dates
11Parameters
1Security Types
768Tradeable Dates
8Parameters
1Security Types
2008Tradeable Dates
9Parameters
1Security Types
2008Tradeable Dates
9Parameters
1Security Types
1643Tradeable Dates
9Parameters
1Security Types
1278Tradeable Dates
9Parameters
1Security Types
2008Tradeable Dates
Xiyuan started the discussion How to get the current date in Backtest?
Hi,
Xiyuan started the discussion Fundamental data in algorithm?
In the QuantConnect Research notebook, I used qb.GetFundamental to get the fundamental data for a...
Xiyuan left a comment in the discussion How to get the current date in Backtest?
I think it should be self.time which returns a DateTime object?
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Xiyuan left a comment in the discussion How to get the current date in Backtest?
I think it should be self.time which returns a DateTime object?
5 years ago