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Zach Oakes

Quant

Date Joined

15th November, 2018

Bootcamp progress

85% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2020-08-18 17:44:28
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Notebook Sharing

Share a notebook with others.

2019-10-19 17:12:53
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2020-05-24 23:31:19
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2020-08-12 02:18:34
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Parallel Live Trading

Run multiple live algorithms simultaneously.

2020-08-17 12:53:09
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Cloner

Clone at least 100 algorithms from the community.

2020-11-02 00:49:05
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Python Programming

Choose Python as your preferred programming language.

2018-11-15 05:20:07
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2020-04-05 03:05:49
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2020-04-05 04:50:23
  • Profile
  • Backtests
  • Community

Biography

Quant Equities, Options, Futures, & FX Trader / PM with 10yrs experience & 70% YoY avg.

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 (432)

View More
Geeky Blue Seahorse

4.937Net Profit

0PSR

132.787Sharpe Ratio

61.431Alpha

-1.589Beta

8021.44CAR

1.6Drawdown

0Loss Rate

0Parameters

1Security Types

4Tradeable Dates

2Trades

-37.81Treynor Ratio

4.94Win Rate

Virtual Red Orange Ant

7.314Net Profit

42.008PSR

0.808Sharpe Ratio

0.712Alpha

-0.456Beta

28.42CAR

32.8Drawdown

29Loss Rate

0Parameters

1Security Types

0.411Sortino Ratio

73Tradeable Dates

84Trades

-1.437Treynor Ratio

71Win Rate

Square Fluorescent Orange Frog

28.914Net Profit

100PSR

2426.933Sharpe Ratio

1410.047Alpha

-2.748Beta

1061373.816CAR

1.1Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

10Trades

-512.552Treynor Ratio

100Win Rate

No stop, No targets -- but viable at a glance

2.746Net Profit

78.315PSR

7.044Sharpe Ratio

1.656Alpha

-0.865Beta

168.796CAR

16.1Drawdown

40Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

10Trades

-1.275Treynor Ratio

60Win Rate

v2

-1.894Net Profit

1.58PSR

-4.242Sharpe Ratio

-0.407Alpha

-0.01Beta

-44.095CAR

2.5Drawdown

50Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

12Trades

42.003Treynor Ratio

50Win Rate

Community

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Zach left a comment in the discussion ETF Trend Following Algorithm

Thanks ! It's very cool.  It's like an MR take on Trend -- brilliant interpretation, and MUCH...

4 years ago

Zach left a comment in the discussion ETF Trend Following Algorithm

This is a really interesting algo -- but I'm having trouble getting it working, even with the...

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

Thanks... I can't find any examples of just Symbol being used (aside from in like init) -- can you...

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

My questions (In OnSecuritiesChanged) -- 

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

I have tried running the little GetUncorrelated loop in Fine, and in OnSecuritesChanged

5 years ago

Geeky Blue Seahorse

4.937Net Profit

0PSR

132.787Sharpe Ratio

61.431Alpha

-1.589Beta

8021.44CAR

1.6Drawdown

0Loss Rate

0Parameters

1Security Types

4Tradeable Dates

2Trades

-37.81Treynor Ratio

4.94Win Rate

Virtual Red Orange Ant

7.314Net Profit

42.008PSR

0.808Sharpe Ratio

0.712Alpha

-0.456Beta

28.42CAR

32.8Drawdown

29Loss Rate

0Parameters

1Security Types

0.411Sortino Ratio

73Tradeable Dates

84Trades

-1.437Treynor Ratio

71Win Rate

Square Fluorescent Orange Frog

28.914Net Profit

100PSR

2426.933Sharpe Ratio

1410.047Alpha

-2.748Beta

1061373.816CAR

1.1Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

10Trades

-512.552Treynor Ratio

100Win Rate

No stop, No targets -- but viable at a glance

2.746Net Profit

78.315PSR

7.044Sharpe Ratio

1.656Alpha

-0.865Beta

168.796CAR

16.1Drawdown

40Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

10Trades

-1.275Treynor Ratio

60Win Rate

v2

-1.894Net Profit

1.58PSR

-4.242Sharpe Ratio

-0.407Alpha

-0.01Beta

-44.095CAR

2.5Drawdown

50Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

12Trades

42.003Treynor Ratio

50Win Rate

Adaptable Green Barracuda

-13.103Net Profit

13.802PSR

-1.218Sharpe Ratio

-0.485Alpha

0.216Beta

-57.445CAR

19.3Drawdown

0Loss Rate

0Parameters

1Security Types

-2.318Sortino Ratio

40Tradeable Dates

41Trades

-2.156Treynor Ratio

0Win Rate

SHORT works

27.516Net Profit

69.3PSR

12.108Sharpe Ratio

15.015Alpha

-3.517Beta

1824.749CAR

18.4Drawdown

-2.52Loss Rate

28Parameters

1Security Types

20Tradeable Dates

62Trades

-3.997Treynor Ratio

7.24Win Rate

Upgraded Asparagus Salamander

3.305Net Profit

99.571PSR

4.296Sharpe Ratio

0.103Alpha

0.035Beta

24.754CAR

0.5Drawdown

-0.09Loss Rate

55Parameters

1Security Types

37Tradeable Dates

776Trades

2.956Treynor Ratio

0.09Win Rate

no stops

-0.967Net Profit

0.666PSR

-0.81Sharpe Ratio

-0.016Alpha

0.044Beta

-0.323CAR

2.5Drawdown

-0.22Loss Rate

0Parameters

3Security Types

911Tradeable Dates

498Trades

-0.217Treynor Ratio

0.41Win Rate

puts

-5.538Net Profit

2.163PSR

-0.437Sharpe Ratio

-0.049Alpha

0.369Beta

-2.412CAR

20.2Drawdown

-0.3Loss Rate

0Parameters

3Security Types

707Tradeable Dates

2208Trades

-0.132Treynor Ratio

0.53Win Rate

reformat

4.428Net Profit

81.424PSR

3.69Sharpe Ratio

0.214Alpha

-0.166Beta

52.157CAR

2.1Drawdown

-0.22Loss Rate

0Parameters

3Security Types

32Tradeable Dates

98Trades

-1.573Treynor Ratio

0.62Win Rate

Sleepy Light Brown Jackal

7.605Net Profit

96.353PSR

2.55Sharpe Ratio

0.172Alpha

-0.044Beta

32.283CAR

1.6Drawdown

49Loss Rate

51Parameters

1Security Types

4.692Sortino Ratio

66Tradeable Dates

256Trades

-3.717Treynor Ratio

51Win Rate

Calm Fluorescent Orange Alpaca

7.605Net Profit

96.353PSR

2.55Sharpe Ratio

0.172Alpha

-0.044Beta

32.283CAR

1.6Drawdown

49Loss Rate

45Parameters

1Security Types

4.692Sortino Ratio

66Tradeable Dates

256Trades

-3.717Treynor Ratio

51Win Rate

YX-Taker-Maker

2.484Net Profit

61.565PSR

0.504Sharpe Ratio

0.047Alpha

-0.065Beta

11.749CAR

1.4Drawdown

-0.17Loss Rate

45Parameters

1Security Types

56Tradeable Dates

242Trades

-0.414Treynor Ratio

0.25Win Rate

added entries per day -- set massive tho

-10.119Net Profit

2.107PSR

-0.397Sharpe Ratio

-0.067Alpha

0.665Beta

-4.806CAR

25.4Drawdown

-0.11Loss Rate

16Parameters

1Security Types

543Tradeable Dates

9309Trades

-0.089Treynor Ratio

0.46Win Rate

hyper-fit vwap mr

13.359Net Profit

34.164PSR

0.07Sharpe Ratio

-0.015Alpha

0.203Beta

8.715CAR

6.4Drawdown

-0.49Loss Rate

12Parameters

1Security Types

376Tradeable Dates

374Trades

0.024Treynor Ratio

0.58Win Rate

Complete Universe (Mag 7)

76.14Net Profit

56.339PSR

0.899Sharpe Ratio

0.068Alpha

0.185Beta

14.762CAR

8Drawdown

-0.2Loss Rate

34Parameters

1Security Types

1034Tradeable Dates

4668Trades

0.452Treynor Ratio

0.21Win Rate

quote_bt_notebook

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

2Tradeable Dates

3Trades

0Treynor Ratio

0Win Rate

Regular -- Hourly -- Time Exit

6.455Net Profit

88.344PSR

1.488Sharpe Ratio

0.023Alpha

-0.003Beta

4.032CAR

1.4Drawdown

-0.07Loss Rate

0Parameters

1Security Types

397Tradeable Dates

4260Trades

-8.642Treynor Ratio

0.07Win Rate

Reverse Logic (Breakout)

-3.849Net Profit

0.034PSR

-1.535Sharpe Ratio

-0.024Alpha

0.007Beta

-1.113CAR

7.5Drawdown

-0.07Loss Rate

0Parameters

1Security Types

884Tradeable Dates

10138Trades

-3.185Treynor Ratio

0.07Win Rate

Energetic Magenta Eagle

-0.147Net Profit

0.727PSR

-0.017Sharpe Ratio

0Alpha

-0.003Beta

-0.037CAR

2.6Drawdown

-0.06Loss Rate

44Parameters

1Security Types

1244Tradeable Dates

1254Trades

0.075Treynor Ratio

0.07Win Rate

Logical Apricot Lemur

-28.248Net Profit

19.664PSR

0.767Sharpe Ratio

0.846Alpha

-0.072Beta

-12.891CAR

96.1Drawdown

31Loss Rate

45Parameters

1Security Types

0.0042Sortino Ratio

747Tradeable Dates

2086Trades

-11.763Treynor Ratio

69Win Rate

Alert Fluorescent Orange Gull

-81.407Net Profit

0PSR

-1.47Sharpe Ratio

-0.516Alpha

0.587Beta

-70.743CAR

82.3Drawdown

-3.15Loss Rate

35Parameters

2Security Types

343Tradeable Dates

216Trades

-0.922Treynor Ratio

3.15Win Rate

costs added

-14.105Net Profit

5.082PSR

-0.159Sharpe Ratio

-0.014Alpha

0.639Beta

-10.513CAR

34.9Drawdown

-3.84Loss Rate

35Parameters

2Security Types

343Tradeable Dates

182Trades

-0.065Treynor Ratio

2.9Win Rate

Costs modelled + slippage defaulted

54.788Net Profit

16.212PSR

0.562Sharpe Ratio

0Alpha

0Beta

15.419CAR

32.7Drawdown

-0.53Loss Rate

29Parameters

1Security Types

0Tradeable Dates

3128Trades

0Treynor Ratio

0.56Win Rate

Calculating Orange Chinchilla

1.464Net Profit

2.097PSR

0.08Sharpe Ratio

-0.012Alpha

0.224Beta

0.431CAR

23.6Drawdown

59Loss Rate

8Parameters

1Security Types

0.0149Sortino Ratio

852Tradeable Dates

1133Trades

0.037Treynor Ratio

41Win Rate

Jumping Apricot Chicken

-0.075Net Profit

7.102PSR

-0.663Sharpe Ratio

-0.001Alpha

-0.003Beta

-0.151CAR

0.2Drawdown

60Loss Rate

13Parameters

2Security Types

0.0151Sortino Ratio

124Tradeable Dates

86Trades

0.323Treynor Ratio

40Win Rate

Resolved (NOT) replacing with replacing. Cancels, then Resends new order.

-0.688Net Profit

0PSR

-12.23Sharpe Ratio

0Alpha

0Beta

-30.229CAR

0.7Drawdown

-0.08Loss Rate

55Parameters

1Security Types

-14.595Sortino Ratio

5Tradeable Dates

67Trades

0Treynor Ratio

0Win Rate

Fixed Trailstop

-0.731Net Profit

0PSR

-13.1Sharpe Ratio

0Alpha

0Beta

-31.789CAR

0.7Drawdown

-0.07Loss Rate

55Parameters

1Security Types

-15.914Sortino Ratio

5Tradeable Dates

72Trades

0Treynor Ratio

0Win Rate

Square Yellow Green Chimpanzee

-0.682Net Profit

0PSR

-13.158Sharpe Ratio

0Alpha

0Beta

-30.02CAR

0.7Drawdown

-0.07Loss Rate

55Parameters

1Security Types

-15.996Sortino Ratio

5Tradeable Dates

74Trades

0Treynor Ratio

0Win Rate

Zach left a comment in the discussion ETF Trend Following Algorithm

Thanks ! It's very cool.  It's like an MR take on Trend -- brilliant interpretation, and MUCH...

4 years ago

Zach left a comment in the discussion ETF Trend Following Algorithm

This is a really interesting algo -- but I'm having trouble getting it working, even with the...

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

Thanks... I can't find any examples of just Symbol being used (aside from in like init) -- can you...

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

My questions (In OnSecuritiesChanged) -- 

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

I have tried running the little GetUncorrelated loop in Fine, and in OnSecuritesChanged

5 years ago

Zach left a comment in the discussion From Research To Production: Uncorrelated Assets

def OnSecuritiesChanged (self, changes): symbols = [x.Symbol for x in...

5 years ago

Zach started the discussion Having trouble with UniverseFunction in my first strategy, please advise

Hello,

6 years ago

Zach started the discussion Cannot get Dividends to work.

I'm trying to use an Option strategy example as a basic template, but I'm trying to reference...

6 years ago

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