Emilio Freire
Quant
Date Joined
20th June, 2018
Bootcamp progress
45% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-30 20:24:56
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-07-19 21:01:00
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-05 00:35:10
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-03-21 19:28:42
Cloner
Clone at least 100 algorithms from the community.
2019-09-16 23:15:12
Python Programming
Choose Python as your preferred programming language.
2018-06-20 21:15:04
Popular
Receive at least 10 upvotes from different users in the community.
2020-01-03 09:45:57
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-13 19:42:52
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-11-19 19:09:31
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-05-21 18:05:01
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-05-21 18:05:02
Alpha Streams Master
Have at least 10 Alpha Stream submissions approved.
2019-07-12 00:37:23
Alpha Winner
Finish in first place during an alpha competition.
2020-02-04 17:36:08
Alpha Winner
Finish in second place during an alpha competition.
2020-02-04 17:36:13
- 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 (262)
View More-1.049Net Profit
12.912PSR
-0.434Sharpe Ratio
-0.019Alpha
0.011Beta
-1.662CAR
3.4Drawdown
67Loss Rate
137Parameters
1Security Types
-0.739Sortino Ratio
0Tradeable Dates
9Trades
-1.425Treynor Ratio
33Win Rate
39.807Net Profit
31.836PSR
0.783Sharpe Ratio
0.086Alpha
0.275Beta
12.942CAR
28.7Drawdown
-0.22Loss Rate
132Parameters
0Security Types
1.179Sortino Ratio
0Tradeable Dates
1992Trades
0.428Treynor Ratio
0.19Win Rate
39.807Net Profit
31.836PSR
0.783Sharpe Ratio
0.086Alpha
0.275Beta
12.942CAR
28.7Drawdown
-0.22Loss Rate
132Parameters
0Security Types
1.179Sortino Ratio
0Tradeable Dates
1992Trades
0.428Treynor Ratio
0.19Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreEmilio left a comment in the discussion More accurate Option Greeks
Hi Guys,
Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer
Hi .ekz. !
Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting
Hi David Eldringhoff
Emilio left a comment in the discussion A little trick to plot the Benchmark
Hi Brandon Leonard !
-1.049Net Profit
12.912PSR
-0.434Sharpe Ratio
-0.019Alpha
0.011Beta
-1.662CAR
3.4Drawdown
67Loss Rate
137Parameters
1Security Types
-0.739Sortino Ratio
0Tradeable Dates
9Trades
-1.425Treynor Ratio
33Win Rate
39.807Net Profit
31.836PSR
0.783Sharpe Ratio
0.086Alpha
0.275Beta
12.942CAR
28.7Drawdown
-0.22Loss Rate
132Parameters
0Security Types
1.179Sortino Ratio
0Tradeable Dates
1992Trades
0.428Treynor Ratio
0.19Win Rate
39.807Net Profit
31.836PSR
0.783Sharpe Ratio
0.086Alpha
0.275Beta
12.942CAR
28.7Drawdown
-0.22Loss Rate
132Parameters
0Security Types
1.179Sortino Ratio
0Tradeable Dates
1992Trades
0.428Treynor Ratio
0.19Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
523.99Net Profit
1.144PSR
0.574Sharpe Ratio
0.196Alpha
0.196Beta
14.046CAR
68.2Drawdown
-0.53Loss Rate
577Parameters
0Security Types
0.495Sortino Ratio
3503Tradeable Dates
251Trades
4.127Treynor Ratio
4.54Win Rate
310.259Net Profit
0.003PSR
0.41Sharpe Ratio
0.172Alpha
0.172Beta
10.664CAR
74Drawdown
-1.27Loss Rate
577Parameters
0Security Types
0.297Sortino Ratio
3503Tradeable Dates
78Trades
0.281Treynor Ratio
6.22Win Rate
248.494Net Profit
40.557PSR
0.981Sharpe Ratio
0.056Alpha
0.056Beta
9.621CAR
30.2Drawdown
-0.53Loss Rate
8Parameters
0Security Types
1.254Sortino Ratio
3420Tradeable Dates
110Trades
0.237Treynor Ratio
1.29Win Rate
94.048Net Profit
4.245PSR
0.43Sharpe Ratio
0.012Alpha
1.228Beta
10.105CAR
74.6Drawdown
26Loss Rate
30Parameters
2Security Types
0.0133Sortino Ratio
2155Tradeable Dates
825Trades
0.122Treynor Ratio
74Win Rate
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
132Parameters
0Security Types
0Tradeable Dates
602Parameters
0Security Types
2350Tradeable Dates
602Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
588Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2350Tradeable Dates
579Parameters
0Security Types
2540Tradeable Dates
564Parameters
0Security Types
2540Tradeable Dates
572Parameters
0Security Types
2350Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
3462Tradeable Dates
567Parameters
0Security Types
2350Tradeable Dates
567Parameters
0Security Types
2350Tradeable Dates
Emilio left a comment in the discussion More accurate Option Greeks
Hi Louis,
Emilio left a comment in the discussion More accurate Option Greeks
Hi Guys,
Emilio left a comment in the discussion Algorithm Framework Module - Portfolio Construction Model With Custom Optimizer
Hi .ekz. !
Emilio left a comment in the discussion Issue with algo recognition of holdings after restarting
Hi David Eldringhoff
Emilio left a comment in the discussion A little trick to plot the Benchmark
Hi Brandon Leonard !
Emilio left a comment in the discussion Inspired by the series "From Research to Production" - Long-Short Moving Average Crossover (Manual Universe) + Research Notebook
Thank you guys for the support!
Emilio started the discussion Get the Current Market Open/Close Times
Hi,
Emilio started the discussion Portfolio Construction Model Using Equal Fixed Amounts of Cash for All Securities in Universe
Hi,
Emilio started the discussion Universe Selection - Dividends/Earnings Filters
Hi,
Emilio started the discussion Backtest Charts - Benchmark Curve
Hi All,
Emilio started the discussion Composite Alpha
Hi All,
Emilio started the discussion Indicators Not Working For Cryptos in Research Environment
Hi,
Emilio started the discussion Merge Prices and Indicators in One Single Dataframe in Research Environment
Hi All,
Emilio started the discussion Custom Indicators On Consolidated Data
Hi there,
Emilio started the discussion Saving Algorithms in proper folders in the Lab section.
Hi,
Emilio started the discussion Add Crypto using the Framework
Hi,
Emilio started the discussion Universe Selection using multiple conditions with price and volume (using Algorithm Framework)
Hi All,
Emilio started the discussion Managing Universe and Trades within Algorithm Framework
Hi,
QuantConnect™ 2024. All Rights Reserved
Emilio left a comment in the discussion More accurate Option Greeks
Hi Louis,
1 years ago