Gonzalo Fernández
Quant
Date Joined
11th February, 2020
Bootcamp progress
24% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-02-17 17:49:24
Python Programming
Choose Python as your preferred programming language.
2020-02-11 23:13:55
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-02-12 11:16:18
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-02-12 12:58:23
- 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 (4)
View More81.623Net Profit
73.192PSR
2.186Sharpe Ratio
0.87Alpha
-0.267Beta
90.491CAR
28.1Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
235Tradeable Dates
10Trades
-3.069Treynor Ratio
0Win Rate
31.701Net Profit
83.977PSR
2.232Sharpe Ratio
0.291Alpha
-0.027Beta
34.63CAR
6.7Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
235Tradeable Dates
11Trades
-10.583Treynor Ratio
0Win Rate
261.422Net Profit
1.006PSR
0.465Sharpe Ratio
0.089Alpha
-0.057Beta
8.565CAR
57.6Drawdown
60Loss Rate
11Parameters
1Security Types
-0.4481Sortino Ratio
0Tradeable Dates
48Trades
-1.469Treynor Ratio
40Win Rate
1491.442Net Profit
16.314PSR
0.788Sharpe Ratio
0.152Alpha
-0.061Beta
16.986CAR
42.2Drawdown
55Loss Rate
11Parameters
1Security Types
-0.2882Sortino Ratio
0Tradeable Dates
48Trades
-2.386Treynor Ratio
45Win Rate
Community
View MoreGonzalo started the discussion Top Price to Sales and Price to Earnings
Hi! Im new to the community.
Gonzalo started the discussion Portfolio doesnt have enough margin error
Hello, as Pro Quant Anthony FJ Garner suggested me, I came up with the code for my strategy...
Gonzalo started the discussion First ERP5 + Momentum Strategy
Hello!
Gonzalo started the discussion Strategy Only Buys On First Year of Backtest
If have been trying my best to correct this error but I don't get where the problem is. Anyone has...
81.623Net Profit
73.192PSR
2.186Sharpe Ratio
0.87Alpha
-0.267Beta
90.491CAR
28.1Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
235Tradeable Dates
10Trades
-3.069Treynor Ratio
0Win Rate
31.701Net Profit
83.977PSR
2.232Sharpe Ratio
0.291Alpha
-0.027Beta
34.63CAR
6.7Drawdown
0Loss Rate
6Parameters
1Security Types
0Sortino Ratio
235Tradeable Dates
11Trades
-10.583Treynor Ratio
0Win Rate
261.422Net Profit
1.006PSR
0.465Sharpe Ratio
0.089Alpha
-0.057Beta
8.565CAR
57.6Drawdown
60Loss Rate
11Parameters
1Security Types
-0.4481Sortino Ratio
0Tradeable Dates
48Trades
-1.469Treynor Ratio
40Win Rate
1491.442Net Profit
16.314PSR
0.788Sharpe Ratio
0.152Alpha
-0.061Beta
16.986CAR
42.2Drawdown
55Loss Rate
11Parameters
1Security Types
-0.2882Sortino Ratio
0Tradeable Dates
48Trades
-2.386Treynor Ratio
45Win Rate
Gonzalo started the discussion Top Price to Sales and Price to Earnings
Hi! Im new to the community.
Gonzalo started the discussion Portfolio doesnt have enough margin error
Hello, as Pro Quant Anthony FJ Garner suggested me, I came up with the code for my strategy...
Gonzalo started the discussion First ERP5 + Momentum Strategy
Hello!
Gonzalo started the discussion Strategy Only Buys On First Year of Backtest
If have been trying my best to correct this error but I don't get where the problem is. Anyone has...
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