Andres Arizpe
Quant
Date Joined
30th October, 2021
Bootcamp progress
30% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-01-06 01:44:37
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-12-04 20:07:00
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-12-20 03:28:00
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-01-03 19:18:06
Cloner
Clone at least 100 algorithms from the community.
2022-02-15 00:51:07
Python Programming
Choose Python as your preferred programming language.
2021-10-30 22:14:55
Popular
Receive at least 10 upvotes from different users in the community.
2024-04-01 18:40:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-11-23 04:18:47
- Profile
- Backtests
- Community
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 (13)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
20.975Net Profit
60.557PSR
0.774Sharpe Ratio
0.051Alpha
0.191Beta
18.571CAR
7.6Drawdown
-1.39Loss Rate
32Parameters
0Security Types
279Tradeable Dates
58Trades
0.413Treynor Ratio
2.99Win Rate
6.103Net Profit
88.912PSR
4.535Sharpe Ratio
0.071Alpha
0.963Beta
72.482CAR
1.7Drawdown
0Loss Rate
4Parameters
0Security Types
28Tradeable Dates
1Trades
0.433Treynor Ratio
0Win Rate
0.871Net Profit
92.426PSR
8.077Sharpe Ratio
-0.127Alpha
0.328Beta
60.8CAR
0.3Drawdown
0Loss Rate
3Parameters
0Security Types
5Tradeable Dates
1Trades
0.696Treynor Ratio
0Win Rate
3.274Net Profit
99.919PSR
18.926Sharpe Ratio
-0.014Alpha
0.982Beta
201.1CAR
0.7Drawdown
0Loss Rate
1Parameters
0Security Types
9Tradeable Dates
1Trades
1.448Treynor Ratio
0Win Rate
Community
View MoreAndres started the discussion How to get symbol price in BrainSentimentIndicatorUniverse ?
Hi,
Andres started the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
This is a follow-up to the discussion at:...
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
Hi Mia,
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
Yes, I am aware of the fundamentals universe but how do I combine it with the BrainSentiment...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
20.975Net Profit
60.557PSR
0.774Sharpe Ratio
0.051Alpha
0.191Beta
18.571CAR
7.6Drawdown
-1.39Loss Rate
32Parameters
0Security Types
279Tradeable Dates
58Trades
0.413Treynor Ratio
2.99Win Rate
6.103Net Profit
88.912PSR
4.535Sharpe Ratio
0.071Alpha
0.963Beta
72.482CAR
1.7Drawdown
0Loss Rate
4Parameters
0Security Types
28Tradeable Dates
1Trades
0.433Treynor Ratio
0Win Rate
0.871Net Profit
92.426PSR
8.077Sharpe Ratio
-0.127Alpha
0.328Beta
60.8CAR
0.3Drawdown
0Loss Rate
3Parameters
0Security Types
5Tradeable Dates
1Trades
0.696Treynor Ratio
0Win Rate
3.274Net Profit
99.919PSR
18.926Sharpe Ratio
-0.014Alpha
0.982Beta
201.1CAR
0.7Drawdown
0Loss Rate
1Parameters
0Security Types
9Tradeable Dates
1Trades
1.448Treynor Ratio
0Win Rate
1.451Net Profit
59.539PSR
1.319Sharpe Ratio
0.024Alpha
0.001Beta
3.521CAR
0.8Drawdown
-0.63Loss Rate
15Parameters
0Security Types
104Tradeable Dates
46Trades
30.831Treynor Ratio
0.52Win Rate
1.446Net Profit
59.444PSR
1.316Sharpe Ratio
0.024Alpha
0Beta
3.508CAR
0.8Drawdown
-0.63Loss Rate
15Parameters
0Security Types
104Tradeable Dates
46Trades
234.279Treynor Ratio
0.52Win Rate
45.022Net Profit
40.172PSR
0.954Sharpe Ratio
0.512Alpha
-0.503Beta
44.875CAR
44Drawdown
-2.56Loss Rate
18Parameters
0Security Types
1.2Sortino Ratio
253Tradeable Dates
100Trades
-0.85Treynor Ratio
4.23Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
253Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
3Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
-1.867Net Profit
7.355PSR
-2.272Sharpe Ratio
-0.004Alpha
0.246Beta
-13.354CAR
2.6Drawdown
100Loss Rate
0Parameters
1Security Types
0Sortino Ratio
34Tradeable Dates
5Trades
-0.388Treynor Ratio
0Win Rate
112.698Net Profit
63.725PSR
8.448Sharpe Ratio
18.583Alpha
-3.138Beta
693.936CAR
80.2Drawdown
-17.83Loss Rate
3Parameters
0Security Types
4.362Sortino Ratio
114Tradeable Dates
8Trades
-5.835Treynor Ratio
463.65Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Andres started the discussion How to get symbol price in BrainSentimentIndicatorUniverse ?
Hi,
Andres started the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
This is a follow-up to the discussion at:...
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
You've been so helpful, thank you very much. I got rid of the errors with your suggestions but now...
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
Hi Mia,
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
Yes, I am aware of the fundamentals universe but how do I combine it with the BrainSentiment...
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse ?
You're awesome Mia, thank you very much.
Andres left a comment in the discussion Sector Rotation Based On News Sentiment
Does anyone have by any chance a Python version of this algo?
Andres left a comment in the discussion How can I backtest trades from market open to close?
Thank you Karen for posting.
Andres started the discussion How to structure an algo into two files?
Hi,
Andres started the discussion QuantConnect Data Explorer : Feature no longer supported?
Hi!
Andres started the discussion Rolling Window data one period behind?
Hi,
Andres started the discussion Why does Pairs Trading with Stocks algo break if I add a 33rd stock to Universe?
Hi,
Andres started the discussion RCD and RHS do not updatiing at OnData slice on the Hourly
Hi,
Andres started the discussion Is reduce() function available in Quantconnect?
Hi,
Andres started the discussion Missing data from 8pm to 4am in backtesting even with extendedMarketHours=True
When I plot the hourly data it is easy to see that data is not updated between 8pm and 4am during...
Andres started the discussion Boot Camp 103 Futures lesson - wrong remaining margin in after first contract liquidation
Hi,
Andres started the discussion How to access tradebar data from outside OnData method in python?
Hi,
Andres started the discussion Anyone using the Brain Sentiment Indicator for algo trading?
Hi,
Andres started the discussion Object not subscriptable error when filling array with historical data
Hi,
QuantConnect™ 2024. All Rights Reserved
Andres left a comment in the discussion How to get symbol price in BrainSentimentIndicatorUniverse coarse filter ?
You've been so helpful, thank you very much. I got rid of the errors with your suggestions but now...
4 months ago