Bruno Franca
Quant
Date Joined
16th August, 2020
Bootcamp progress
15% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-08-19 12:19:37
Python Programming
Choose Python as your preferred programming language.
2020-08-16 19:10:10
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-08-16 19:24:40
- 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 (1)
View More33.169Net Profit
2.907PSR
0.406Sharpe Ratio
0.039Alpha
-0.047Beta
3.017CAR
12.1Drawdown
31Loss Rate
7Parameters
2Security Types
0.0555Sortino Ratio
2424Tradeable Dates
392Trades
-0.701Treynor Ratio
69Win Rate
Community
View MoreBruno started the discussion Backtest fails with no reason
Hi. I've just began using QuantConnect so this might be a stupid question. But my backtests keep...
Bruno left a comment in the discussion Backtest fails with no reason
The attached backtest doesn't show what is happening. Here's what I see when the backtest ends.
33.169Net Profit
2.907PSR
0.406Sharpe Ratio
0.039Alpha
-0.047Beta
3.017CAR
12.1Drawdown
31Loss Rate
7Parameters
2Security Types
0.0555Sortino Ratio
2424Tradeable Dates
392Trades
-0.701Treynor Ratio
69Win Rate
Bruno started the discussion Backtest fails with no reason
Hi. I've just began using QuantConnect so this might be a stupid question. But my backtests keep...
Bruno left a comment in the discussion Backtest fails with no reason
Indeed, if I start the backtest on 1/1/2011, the backtest works. There must be some problem in 2010...
Bruno left a comment in the discussion Backtest fails with no reason
The attached backtest doesn't show what is happening. Here's what I see when the backtest ends.
QuantConnect™ 2025. All Rights Reserved
Bruno left a comment in the discussion Backtest fails with no reason
Indeed, if I start the backtest on 1/1/2011, the backtest works. There must be some problem in 2010...
4 years ago