Maurício Cordeiro
Quant
Date Joined
4th April, 2021
Bootcamp progress
84% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-07-20 20:38:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-05-01 18:37:14
Python Programming
Choose Python as your preferred programming language.
2021-04-04 07:30:50
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-04-04 08:01:36
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-04-19 16:51:00
- 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 (5)
View More97.118Net Profit
13.556PSR
0.693Sharpe Ratio
0.069Alpha
0.005Beta
7.827CAR
16Drawdown
-0.19Loss Rate
11Parameters
0Security Types
1.003Sortino Ratio
2264Tradeable Dates
3866Trades
13.479Treynor Ratio
0.37Win Rate
107.753Net Profit
16.49PSR
0.734Sharpe Ratio
0.074Alpha
0.005Beta
8.458CAR
15.2Drawdown
-3.22Loss Rate
11Parameters
0Security Types
1.08Sortino Ratio
2264Tradeable Dates
328Trades
14.015Treynor Ratio
3.45Win Rate
105.603Net Profit
16.111PSR
0.726Sharpe Ratio
0.073Alpha
0.003Beta
8.333CAR
14.3Drawdown
-2.95Loss Rate
7Parameters
0Security Types
0.988Sortino Ratio
2264Tradeable Dates
351Trades
22.328Treynor Ratio
2.75Win Rate
86.345Net Profit
11.107PSR
0.652Sharpe Ratio
0.063Alpha
0.004Beta
7.156CAR
14.3Drawdown
-3.48Loss Rate
0Parameters
0Security Types
0.804Sortino Ratio
2264Tradeable Dates
247Trades
16.972Treynor Ratio
3.5Win Rate
416.484Net Profit
87.579PSR
1.514Sharpe Ratio
0.168Alpha
0.174Beta
18.765CAR
16.1Drawdown
-1.27Loss Rate
29Parameters
1Security Types
2.003Sortino Ratio
2400Tradeable Dates
166Trades
1.141Treynor Ratio
3.7Win Rate
Community
View MoreMaurício started the discussion Mean Reversion Pairs Trading from Ernest Chan's Algorithmic Trading book
Hi Guys,
Maurício left a comment in the discussion Mean Reversion Pairs Trading from Ernest Chan's Algorithmic Trading book
Hi Louis Szeto ,
Maurício started the discussion Day shift between Research and Backtesting?!?!
Hi Guys,
Maurício left a comment in the discussion Total trades discrepancy when changing daily exit time
Hi Mak K,
97.118Net Profit
13.556PSR
0.693Sharpe Ratio
0.069Alpha
0.005Beta
7.827CAR
16Drawdown
-0.19Loss Rate
11Parameters
0Security Types
1.003Sortino Ratio
2264Tradeable Dates
3866Trades
13.479Treynor Ratio
0.37Win Rate
107.753Net Profit
16.49PSR
0.734Sharpe Ratio
0.074Alpha
0.005Beta
8.458CAR
15.2Drawdown
-3.22Loss Rate
11Parameters
0Security Types
1.08Sortino Ratio
2264Tradeable Dates
328Trades
14.015Treynor Ratio
3.45Win Rate
105.603Net Profit
16.111PSR
0.726Sharpe Ratio
0.073Alpha
0.003Beta
8.333CAR
14.3Drawdown
-2.95Loss Rate
7Parameters
0Security Types
0.988Sortino Ratio
2264Tradeable Dates
351Trades
22.328Treynor Ratio
2.75Win Rate
86.345Net Profit
11.107PSR
0.652Sharpe Ratio
0.063Alpha
0.004Beta
7.156CAR
14.3Drawdown
-3.48Loss Rate
0Parameters
0Security Types
0.804Sortino Ratio
2264Tradeable Dates
247Trades
16.972Treynor Ratio
3.5Win Rate
416.484Net Profit
87.579PSR
1.514Sharpe Ratio
0.168Alpha
0.174Beta
18.765CAR
16.1Drawdown
-1.27Loss Rate
29Parameters
1Security Types
2.003Sortino Ratio
2400Tradeable Dates
166Trades
1.141Treynor Ratio
3.7Win Rate
Maurício started the discussion Mean Reversion Pairs Trading from Ernest Chan's Algorithmic Trading book
Hi Guys,
Maurício left a comment in the discussion HELP: Indicator Extenions.Minus
Hi Tate,
Maurício left a comment in the discussion Mean Reversion Pairs Trading from Ernest Chan's Algorithmic Trading book
Hi Louis Szeto ,
Maurício started the discussion Day shift between Research and Backtesting?!?!
Hi Guys,
Maurício left a comment in the discussion Total trades discrepancy when changing daily exit time
Hi Mak K,
Maurício left a comment in the discussion Day shift between Research and Backtesting?!?!
Thanks for the clarification Derek.
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Maurício left a comment in the discussion HELP: Indicator Extenions.Minus
Hi Tate,
3 years ago