Ney Torres
Quant
Date Joined
6th February, 2023
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2026-03-12 01:53:41
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-10-23 20:05:30
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-11-05 17:24:30
Python Programming
Choose Python as your preferred programming language.
2023-02-06 01:23:21
- 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 (3)
View More81.54Net Profit
0PSR
0.089Sharpe Ratio
0.024Alpha
-0.043Beta
2.155CAR
80.5Drawdown
-0.34Loss Rate
11Parameters
1Security Types
0Tradeable Dates
25386Trades
-0.504Treynor Ratio
0.33Win Rate
4.23Net Profit
0PSR
-0.461Sharpe Ratio
-0.023Alpha
0.037Beta
0.148CAR
27Drawdown
-0.81Loss Rate
10Parameters
1Security Types
0Tradeable Dates
380Trades
-0.575Treynor Ratio
0.94Win Rate
104.666Net Profit
67.461PSR
1.54Sharpe Ratio
0.139Alpha
3.026Beta
78.846CAR
25.4Drawdown
-2.66Loss Rate
0Parameters
1Security Types
309Tradeable Dates
242Trades
0.176Treynor Ratio
3.46Win Rate
Community
View MoreNey started the discussion January Effect in Stocks: Looks Great on 5 Years, Falls Apart on 27 Years - A Lesson in Overfitting
Hi everyone,
Ney started the discussion Drawdown Regime Gold Hedge: Using HMM to Rotate Between SPY and GLD - 20-Year Backtest Results
This is the second strategy in my series testing whether backtested strategies hold up over...
Ney started the discussion 151-1 Standardized Unexpected Earnings (SUE): From 151 Trading Strategies to 18-Year Backtest Reality
This is the third strategy in my series testing whether backtested strategies hold up over extended...
Ney started the discussion 151-3.1 Price-Momentum: From 151 Trading Strategies to 27-Year Backtest Reality
This is the fourth strategy in my series testing whether backtested strategies hold up over...
Ney started the discussion Robust Backtesting Guide - Walk-Forward Validation, Transaction Costs, Out-of-Sample Testing
Hi everyone,
81.54Net Profit
0PSR
0.089Sharpe Ratio
0.024Alpha
-0.043Beta
2.155CAR
80.5Drawdown
-0.34Loss Rate
11Parameters
1Security Types
0Tradeable Dates
25386Trades
-0.504Treynor Ratio
0.33Win Rate
4.23Net Profit
0PSR
-0.461Sharpe Ratio
-0.023Alpha
0.037Beta
0.148CAR
27Drawdown
-0.81Loss Rate
10Parameters
1Security Types
0Tradeable Dates
380Trades
-0.575Treynor Ratio
0.94Win Rate
104.666Net Profit
67.461PSR
1.54Sharpe Ratio
0.139Alpha
3.026Beta
78.846CAR
25.4Drawdown
-2.66Loss Rate
0Parameters
1Security Types
309Tradeable Dates
242Trades
0.176Treynor Ratio
3.46Win Rate
Ney started the discussion January Effect in Stocks: Looks Great on 5 Years, Falls Apart on 27 Years - A Lesson in Overfitting
Hi everyone,
Ney started the discussion Drawdown Regime Gold Hedge: Using HMM to Rotate Between SPY and GLD - 20-Year Backtest Results
This is the second strategy in my series testing whether backtested strategies hold up over...
Ney started the discussion 151-1 Standardized Unexpected Earnings (SUE): From 151 Trading Strategies to 18-Year Backtest Reality
This is the third strategy in my series testing whether backtested strategies hold up over extended...
Ney started the discussion 151-3.1 Price-Momentum: From 151 Trading Strategies to 27-Year Backtest Reality
This is the fourth strategy in my series testing whether backtested strategies hold up over...
Ney started the discussion Robust Backtesting Guide - Walk-Forward Validation, Transaction Costs, Out-of-Sample Testing
Hi everyone,
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