AlMoJo
Quant
Date Joined
31st January, 2021
Bootcamp progress
39% Complete
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2023-02-27 14:01:36
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Run at least 100 backtests on QuantConnect's cloud.
2021-09-14 08:53:41
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2023-10-05 07:47:34
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2021-11-14 15:04:57
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2021-01-31 19:27:27
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2021-08-08 19:21:24
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Public Backtests (10)
View More521.973Net Profit
51.013PSR
1.05Sharpe Ratio
0.142Alpha
1.191Beta
38.353CAR
31Drawdown
0Loss Rate
0Parameters
2Security Types
1.235Sortino Ratio
1416Tradeable Dates
1Trades
0.224Treynor Ratio
0Win Rate
495.674Net Profit
96.384PSR
2.138Sharpe Ratio
0Alpha
0Beta
81.274CAR
16.4Drawdown
-2.31Loss Rate
0Parameters
0Security Types
756Tradeable Dates
5288Trades
0Treynor Ratio
0.36Win Rate
46.734Net Profit
95.652PSR
1.768Sharpe Ratio
0Alpha
0Beta
13.634CAR
4.3Drawdown
-0.39Loss Rate
0Parameters
0Security Types
756Tradeable Dates
5523Trades
0Treynor Ratio
0.1Win Rate
42.163Net Profit
95.68PSR
2.314Sharpe Ratio
0Alpha
0Beta
42.3CAR
4.7Drawdown
-0.08Loss Rate
0Parameters
0Security Types
251Tradeable Dates
2933Trades
0Treynor Ratio
0.12Win Rate
8.572Net Profit
42.853PSR
0.596Sharpe Ratio
0Alpha
0Beta
8.597CAR
6.5Drawdown
-0.73Loss Rate
0Parameters
0Security Types
251Tradeable Dates
2166Trades
0Treynor Ratio
0.1Win Rate
Community
View MoreAlMoJo started the discussion OTM Vs ITM Covered Call Following 200 Days SMA
Hello
AlMoJo started the discussion 1st try for a Protected Short Strangle Option Strat
Hello everybody,
AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat
3rd version
AlMoJo left a comment in the discussion SMA Crossover Strategy
Hello guys,
521.973Net Profit
51.013PSR
1.05Sharpe Ratio
0.142Alpha
1.191Beta
38.353CAR
31Drawdown
0Loss Rate
0Parameters
2Security Types
1.235Sortino Ratio
1416Tradeable Dates
1Trades
0.224Treynor Ratio
0Win Rate
495.674Net Profit
96.384PSR
2.138Sharpe Ratio
0Alpha
0Beta
81.274CAR
16.4Drawdown
-2.31Loss Rate
0Parameters
0Security Types
756Tradeable Dates
5288Trades
0Treynor Ratio
0.36Win Rate
46.734Net Profit
95.652PSR
1.768Sharpe Ratio
0Alpha
0Beta
13.634CAR
4.3Drawdown
-0.39Loss Rate
0Parameters
0Security Types
756Tradeable Dates
5523Trades
0Treynor Ratio
0.1Win Rate
42.163Net Profit
95.68PSR
2.314Sharpe Ratio
0Alpha
0Beta
42.3CAR
4.7Drawdown
-0.08Loss Rate
0Parameters
0Security Types
251Tradeable Dates
2933Trades
0Treynor Ratio
0.12Win Rate
8.572Net Profit
42.853PSR
0.596Sharpe Ratio
0Alpha
0Beta
8.597CAR
6.5Drawdown
-0.73Loss Rate
0Parameters
0Security Types
251Tradeable Dates
2166Trades
0Treynor Ratio
0.1Win Rate
308.013Net Profit
48.023PSR
0.944Sharpe Ratio
0.117Alpha
0.427Beta
22.85CAR
17.5Drawdown
54Loss Rate
8Parameters
1Security Types
0.9509Sortino Ratio
1719Tradeable Dates
202Trades
0.347Treynor Ratio
46Win Rate
116.167Net Profit
34.098PSR
0.895Sharpe Ratio
0.104Alpha
0.417Beta
20.147CAR
25Drawdown
-3.72Loss Rate
10Parameters
1Security Types
1057Tradeable Dates
89Trades
0.363Treynor Ratio
6.96Win Rate
87.023Net Profit
20.463PSR
0.739Sharpe Ratio
0.034Alpha
0.557Beta
11.892CAR
22.7Drawdown
-0.08Loss Rate
4Parameters
2Security Types
1401Tradeable Dates
4Trades
0.159Treynor Ratio
1.38Win Rate
196.647Net Profit
19.32PSR
0.752Sharpe Ratio
0.056Alpha
1.237Beta
21.563CAR
37.4Drawdown
-13.33Loss Rate
5Parameters
2Security Types
1400Tradeable Dates
4Trades
0.142Treynor Ratio
7.69Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
21Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
AlMoJo started the discussion OTM Vs ITM Covered Call Following 200 Days SMA
Hello
AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat
4th version
AlMoJo started the discussion 1st try for a Protected Short Strangle Option Strat
Hello everybody,
AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat
3rd version
AlMoJo left a comment in the discussion SMA Crossover Strategy
Hello guys,
AlMoJo started the discussion Runtime Error on a ML based strat
Hello everybody,
AlMoJo started the discussion ChatGPT generated QC Algo
Hello everybody,
AlMoJo started the discussion Bull Put Spread tuning of strikes
Hello everybody
AlMoJo started the discussion Filtering strikes for options spread
Hello everybody 😊
AlMoJo started the discussion Error when backtesting bull put spread
Hello
AlMoJo started the discussion Adding technical indicators to hidden markov chains ML trading strat
Hello
AlMoJo left a comment in the discussion Ichimoku Clouds In The Energy Sector
sorry I didn't see the .py for the alpha model and maybe fees make for the loss
AlMoJo left a comment in the discussion Ichimoku Clouds In The Energy Sector
Hello
AlMoJo left a comment in the discussion From Research To Production: Long Short-Term Memory
Sorry I was saying nonsense you have one model for all the pairs, it doesn't iterate for all...
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AlMoJo left a comment in the discussion 2nd try Protected Short Strangle Option Strat
4th version
2 months ago