Svanik Dani
Quant
Date Joined
3rd March, 2021
Bootcamp progress
28% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-06-26T14:31:56Z
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-06-13T17:25:25Z
Python Programming
Choose Python as your preferred programming language.
2021-03-03T04:50:25Z
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-03-21T01:48:43Z
Verified User
Verify your identity and become a verified QuantConnect user.
2024-06-17T19:51:47Z
Investor
2022-11-26T04:22:17Z
- Profile
- Backtests
- Community
- Certificates
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 (8)
View More4373.436Net Profit
4.003PSR
0.687Sharpe Ratio
0.154Alpha
2.175Beta
29.757CAR
63.4Drawdown
-6.22Loss Rate
0Parameters
1Security Types
3668Tradeable Dates
1123Trades
0.158Treynor Ratio
6.32Win Rate
63.292Net Profit
88.172PSR
1.288Sharpe Ratio
0.074Alpha
0.026Beta
13.046CAR
5.1Drawdown
-0.56Loss Rate
0Parameters
1Security Types
1008Tradeable Dates
540Trades
2.98Treynor Ratio
0.74Win Rate
-2.19Net Profit
0.345PSR
-0.158Sharpe Ratio
0.004Alpha
-0.218Beta
-0.405CAR
47.9Drawdown
-2.97Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
114Trades
0.089Treynor Ratio
2.11Win Rate
84.845Net Profit
30.031PSR
0.61Sharpe Ratio
0.033Alpha
0.273Beta
11.924CAR
23.5Drawdown
-2.05Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
42Trades
0.228Treynor Ratio
7.67Win Rate
83.895Net Profit
28.781PSR
0.598Sharpe Ratio
0.035Alpha
0.246Beta
11.818CAR
23.5Drawdown
-2.61Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
74Trades
0.251Treynor Ratio
4.67Win Rate
Community
View More4373.436Net Profit
4.003PSR
0.687Sharpe Ratio
0.154Alpha
2.175Beta
29.757CAR
63.4Drawdown
-6.22Loss Rate
0Parameters
1Security Types
3668Tradeable Dates
1123Trades
0.158Treynor Ratio
6.32Win Rate
63.292Net Profit
88.172PSR
1.288Sharpe Ratio
0.074Alpha
0.026Beta
13.046CAR
5.1Drawdown
-0.56Loss Rate
0Parameters
1Security Types
1008Tradeable Dates
540Trades
2.98Treynor Ratio
0.74Win Rate
-2.19Net Profit
0.345PSR
-0.158Sharpe Ratio
0.004Alpha
-0.218Beta
-0.405CAR
47.9Drawdown
-2.97Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
114Trades
0.089Treynor Ratio
2.11Win Rate
84.845Net Profit
30.031PSR
0.61Sharpe Ratio
0.033Alpha
0.273Beta
11.924CAR
23.5Drawdown
-2.05Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
42Trades
0.228Treynor Ratio
7.67Win Rate
83.895Net Profit
28.781PSR
0.598Sharpe Ratio
0.035Alpha
0.246Beta
11.818CAR
23.5Drawdown
-2.61Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
74Trades
0.251Treynor Ratio
4.67Win Rate
100.205Net Profit
39.975PSR
0.716Sharpe Ratio
0.044Alpha
0.273Beta
13.574CAR
23.5Drawdown
-1.69Loss Rate
0Parameters
1Security Types
1372Tradeable Dates
70Trades
0.269Treynor Ratio
4.01Win Rate
-120.632Net Profit
22.203PSR
0.893Sharpe Ratio
1.741Alpha
9.718Beta
0CAR
102.3Drawdown
-12.01Loss Rate
0Parameters
2Security Types
1370Tradeable Dates
366Trades
0.231Treynor Ratio
246.14Win Rate
102.922Net Profit
36.057PSR
0.696Sharpe Ratio
0.056Alpha
0.195Beta
13.87CAR
11.9Drawdown
-0.14Loss Rate
32Parameters
1Security Types
1370Tradeable Dates
1855Trades
0.39Treynor Ratio
0.21Win Rate
Svanik left a comment in the discussion Volatility-Adjusted Means
Hi John, Thank you for your insightful feedback on our strategy! I appreciate your suggestion...
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
QuantConnect™ 2025. All Rights Reserved
Svanik left a comment in the discussion Volatility-Adjusted Means
Hi John, Thank you for your insightful feedback on our strategy! I appreciate your suggestion...
1 years ago