Alexandre Georges
Quant
Date Joined
21st August, 2018
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-21 21:05:39
C# Programming
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2018-08-23 20:00:24
Python Programming
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2018-08-21 18:42:58
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- 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 (2)
View More-0.142Net Profit
-0.163Sharpe Ratio
-0.001Alpha
0.028Beta
-0.069CAR
0.5Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
0.552Net Profit
0.694Sharpe Ratio
0.005Alpha
-0.11Beta
0.266CAR
0Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.024Treynor Ratio
50Win Rate
Community
View MoreAlexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Hi there,
-0.142Net Profit
-0.163Sharpe Ratio
-0.001Alpha
0.028Beta
-0.069CAR
0.5Drawdown
100Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
2Trades
-0.024Treynor Ratio
0Win Rate
0.552Net Profit
0.694Sharpe Ratio
0.005Alpha
-0.11Beta
0.266CAR
0Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
-0.024Treynor Ratio
50Win Rate
Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
The 2nd issue I have is when the universe refreshes, markets seem to be closed (at 12AM). So the...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Thanks a lot, this is really helpful. I ended up using a similar implementation but I made a few...
Alexandre left a comment in the discussion Can we have different resolution for universe resolution? like 4 hour 2 hour
Hi there,
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Alexandre left a comment in the discussion Asset not in security list, despite adding it through CoarseUniverse function
6 years ago