AlMoJo
Quant
Date Joined
31st January, 2021
Bootcamp progress
45% Complete
Achievements
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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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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
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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Complete a beginner bootcamp in the algorithm lab.
2021-08-08 19:21:24
- Profile
- Backtests
- Community
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 (15)
View More163.137Net Profit
31.399PSR
0.773Sharpe Ratio
0.139Alpha
0.22Beta
21.455CAR
47.8Drawdown
-2.68Loss Rate
13Parameters
1Security Types
1816Tradeable Dates
163Trades
1.064Treynor Ratio
4.64Win Rate
307.77Net Profit
75.448PSR
1.347Sharpe Ratio
0.246Alpha
0.192Beta
32.628CAR
24.1Drawdown
-0.62Loss Rate
14Parameters
1Security Types
1816Tradeable Dates
309Trades
1.714Treynor Ratio
1.44Win Rate
57.479Net Profit
2.788PSR
0.228Sharpe Ratio
-0.014Alpha
0.442Beta
7.851CAR
45.3Drawdown
-4.86Loss Rate
74Parameters
2Security Types
1509Tradeable Dates
174Trades
0.099Treynor Ratio
7.01Win Rate
169.932Net Profit
48.1PSR
1.03Sharpe Ratio
0.219Alpha
1.115Beta
39.32CAR
28.2Drawdown
-1.23Loss Rate
19Parameters
1Security Types
0Tradeable Dates
199Trades
0.252Treynor Ratio
6.15Win Rate
426.649Net Profit
71.545PSR
1.577Sharpe Ratio
0.453Alpha
1.967Beta
93.316CAR
42.8Drawdown
0Loss Rate
16Parameters
2Security Types
2.03Sortino Ratio
629Tradeable Dates
2Trades
0.339Treynor Ratio
100Win Rate
Community
View MoreAlMoJo started the discussion Crypto 12M Momentum with Market Cap based Universe
Hello
AlMoJo left a comment in the discussion Crypto 12M Momentum with Market Cap based Universe
Does anybody know if the Beta is based on a SP500 Benchmark? Thanks
AlMoJo started the discussion Issue with Short Put Spread with SMA filter
Hello everybody
AlMoJo left a comment in the discussion Issue with Short Put Spread with SMA filter
I was able to fix it by changing from OnData to a daily scheduler :)
163.137Net Profit
31.399PSR
0.773Sharpe Ratio
0.139Alpha
0.22Beta
21.455CAR
47.8Drawdown
-2.68Loss Rate
13Parameters
1Security Types
1816Tradeable Dates
163Trades
1.064Treynor Ratio
4.64Win Rate
307.77Net Profit
75.448PSR
1.347Sharpe Ratio
0.246Alpha
0.192Beta
32.628CAR
24.1Drawdown
-0.62Loss Rate
14Parameters
1Security Types
1816Tradeable Dates
309Trades
1.714Treynor Ratio
1.44Win Rate
57.479Net Profit
2.788PSR
0.228Sharpe Ratio
-0.014Alpha
0.442Beta
7.851CAR
45.3Drawdown
-4.86Loss Rate
74Parameters
2Security Types
1509Tradeable Dates
174Trades
0.099Treynor Ratio
7.01Win Rate
169.932Net Profit
48.1PSR
1.03Sharpe Ratio
0.219Alpha
1.115Beta
39.32CAR
28.2Drawdown
-1.23Loss Rate
19Parameters
1Security Types
0Tradeable Dates
199Trades
0.252Treynor Ratio
6.15Win Rate
426.649Net Profit
71.545PSR
1.577Sharpe Ratio
0.453Alpha
1.967Beta
93.316CAR
42.8Drawdown
0Loss Rate
16Parameters
2Security Types
2.03Sortino Ratio
629Tradeable Dates
2Trades
0.339Treynor Ratio
100Win Rate
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
2Security 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
2Security 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
2Security 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
2Security 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 Crypto 12M Momentum with Market Cap based Universe
Hello
AlMoJo left a comment in the discussion Crypto 12M Momentum with Market Cap based Universe
My bad with the static universe, here is a dynamic version :
AlMoJo left a comment in the discussion Crypto 12M Momentum with Market Cap based Universe
Does anybody know if the Beta is based on a SP500 Benchmark? Thanks
AlMoJo started the discussion Issue with Short Put Spread with SMA filter
Hello everybody
AlMoJo left a comment in the discussion Issue with Short Put Spread with SMA filter
I was able to fix it by changing from OnData to a daily scheduler :)
AlMoJo left a comment in the discussion Issue with Short Put Spread with SMA filter
sorry by the way I have just realized that I was comparing the option chain price with the SMA price
AlMoJo started the discussion Poor Man Covered Call - PMCC options strat
Hello
AlMoJo started the discussion Momentum Selection with Put Hedge
Hello
AlMoJo started the discussion 1st try for a Protected Short Strangle Option Strat
Hello everybody,
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 left a comment in the discussion 2nd try Protected Short Strangle Option Strat
3rd version
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
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AlMoJo left a comment in the discussion Crypto 12M Momentum with Market Cap based Universe
My bad with the static universe, here is a dynamic version :
1 months ago