Nico Xenox
Quant
Date Joined
2nd March, 2022
Bootcamp progress
93% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-07-05 10:17:37
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2022-09-19 07:34:20
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Run at least 100 backtests on QuantConnect's cloud.
2022-04-17 19:00:29
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-12-19 15:46:13
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Run multiple live algorithms simultaneously.
2022-12-28 08:50:49
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Choose C# as your preferred programming language.
2022-03-06 20:31:03
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Choose Python as your preferred programming language.
2022-03-02 12:21:36
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Receive at least 10 upvotes from different users in the community.
2022-08-07 18:57:08
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Complete a beginner bootcamp in the algorithm lab.
2022-03-03 10:07:08
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Complete an advanced bootcamp in the algorithm lab.
2022-04-16 09:30:38
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2022-09-26 11:50:49
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Public Backtests (25)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.072Net Profit
37.702PSR
0.966Sharpe Ratio
0.849Alpha
3.458Beta
18.669CAR
48.5Drawdown
-0.45Loss Rate
0Parameters
0Security Types
85Tradeable Dates
4360Trades
0.395Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.19Net Profit
28.183PSR
-0.818Sharpe Ratio
0Alpha
0Beta
105.196CAR
18.2Drawdown
-1.05Loss Rate
18Parameters
0Security Types
0.927Sortino Ratio
9Tradeable Dates
354Trades
0Treynor Ratio
1.04Win Rate
1914.56Net Profit
45.277PSR
1.06Sharpe Ratio
0.158Alpha
0.356Beta
25.89CAR
34.5Drawdown
0Loss Rate
13Parameters
2Security Types
0.704Sortino Ratio
3401Tradeable Dates
1936Trades
0.539Treynor Ratio
0.42Win Rate
Community
View MoreNico left a comment in the discussion Universe selection in Research
Hey Pavel Fedorov,
Nico left a comment in the discussion Bracket orders?
Hey David Eldringhoff,
Nico left a comment in the discussion Candlestick patterns
Hey Kagiso ,
Nico left a comment in the discussion Candlestick patterns
you could take a look at this post maybe this might help as a template:...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
0Security Types
18Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.072Net Profit
37.702PSR
0.966Sharpe Ratio
0.849Alpha
3.458Beta
18.669CAR
48.5Drawdown
-0.45Loss Rate
0Parameters
0Security Types
85Tradeable Dates
4360Trades
0.395Treynor Ratio
0.35Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.19Net Profit
28.183PSR
-0.818Sharpe Ratio
0Alpha
0Beta
105.196CAR
18.2Drawdown
-1.05Loss Rate
18Parameters
0Security Types
0.927Sortino Ratio
9Tradeable Dates
354Trades
0Treynor Ratio
1.04Win Rate
1914.56Net Profit
45.277PSR
1.06Sharpe Ratio
0.158Alpha
0.356Beta
25.89CAR
34.5Drawdown
0Loss Rate
13Parameters
2Security Types
0.704Sortino Ratio
3401Tradeable Dates
1936Trades
0.539Treynor Ratio
0.42Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.903Net Profit
0PSR
-10.613Sharpe Ratio
-0.064Alpha
-0.808Beta
-56.302CAR
0.9Drawdown
0Loss Rate
6Parameters
0Security Types
-14.058Sortino Ratio
2Tradeable Dates
738Trades
0.66Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
474Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
-71.333Net Profit
0.235PSR
-0.22Sharpe Ratio
-0.204Alpha
0.828Beta
-28.579CAR
81.5Drawdown
50Loss Rate
32Parameters
1Security Types
-0.0446Sortino Ratio
935Tradeable Dates
1448Trades
-0.13Treynor Ratio
50Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
6Trades
0Treynor Ratio
0Win Rate
2.741Net Profit
96.567PSR
6.071Sharpe Ratio
0.122Alpha
0.238Beta
36.569CAR
0.5Drawdown
0Loss Rate
3Parameters
0Security Types
36.255Sortino Ratio
23Tradeable Dates
11Trades
1.035Treynor Ratio
0Win Rate
2.69Net Profit
23.025PSR
0.497Sharpe Ratio
0.002Alpha
0.391Beta
1.781CAR
3Drawdown
-0.12Loss Rate
14Parameters
0Security Types
0.88Sortino Ratio
468Tradeable Dates
177Trades
0.032Treynor Ratio
0.12Win Rate
-3.012Net Profit
21.765PSR
-1.169Sharpe Ratio
-0.186Alpha
1.718Beta
-31.359CAR
6.5Drawdown
0Loss Rate
3Parameters
0Security Types
-1.72Sortino Ratio
22Tradeable Dates
1Trades
-0.12Treynor Ratio
0Win Rate
-1.599Net Profit
0PSR
-9.055Sharpe Ratio
-0.228Alpha
0.669Beta
-79.897CAR
2.9Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
4Tradeable Dates
3Trades
-1.068Treynor Ratio
0Win Rate
1.144Net Profit
89.892PSR
3.637Sharpe Ratio
0.047Alpha
-0.027Beta
6.848CAR
0.3Drawdown
-0.05Loss Rate
7Parameters
0Security Types
6.862Sortino Ratio
54Tradeable Dates
6Trades
-1.649Treynor Ratio
0.63Win Rate
1.144Net Profit
89.892PSR
3.637Sharpe Ratio
0.047Alpha
-0.027Beta
6.848CAR
0.3Drawdown
-0.05Loss Rate
7Parameters
0Security Types
6.862Sortino Ratio
54Tradeable Dates
6Trades
-1.649Treynor Ratio
0.63Win Rate
-2.478Net Profit
0.978PSR
-0.73Sharpe Ratio
-0.013Alpha
-0.103Beta
-2.016CAR
4.1Drawdown
-0.21Loss Rate
9Parameters
0Security Types
-1.022Sortino Ratio
383Tradeable Dates
201Trades
0.134Treynor Ratio
0.18Win Rate
-3.728Net Profit
0.953PSR
-0.709Sharpe Ratio
-0.02Alpha
-0.176Beta
-3.036CAR
6.7Drawdown
-0.24Loss Rate
13Parameters
0Security Types
-1.001Sortino Ratio
383Tradeable Dates
201Trades
0.118Treynor Ratio
0.18Win Rate
9.506Net Profit
17.463PSR
0.37Sharpe Ratio
0Alpha
0.981Beta
6.251CAR
22.8Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
378Tradeable Dates
1Trades
0.056Treynor Ratio
0Win Rate
9.506Net Profit
17.497PSR
0.371Sharpe Ratio
0Alpha
0.981Beta
6.263CAR
22.8Drawdown
0Loss Rate
4Parameters
1Security Types
0Sortino Ratio
378Tradeable Dates
1Trades
0.056Treynor Ratio
0Win Rate
-0.01Net Profit
0PSR
-0.335Sharpe Ratio
0Alpha
0Beta
-0.001CAR
0Drawdown
79Loss Rate
8Parameters
1Security Types
-0.9779Sortino Ratio
2173Tradeable Dates
28Trades
-3.083Treynor Ratio
21Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
11Parameters
3Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.053Net Profit
86.642PSR
1.947Sharpe Ratio
0Alpha
0.001Beta
0.053CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
2.98Sortino Ratio
369Tradeable Dates
1Trades
0.278Treynor Ratio
0Win Rate
-1.238Net Profit
3.724PSR
-4.092Sharpe Ratio
-0.047Alpha
-0.038Beta
-12.871CAR
1.3Drawdown
-0.31Loss Rate
7Parameters
0Security Types
-9.444Sortino Ratio
24Tradeable Dates
30Trades
2.321Treynor Ratio
0.21Win Rate
Nico left a comment in the discussion CoarseSelection in the Research.ipynb environment
Hey Pavel Fedorov,
Nico left a comment in the discussion Universe selection in Research
Hey Pavel Fedorov,
Nico left a comment in the discussion Bracket orders?
Hey David Eldringhoff,
Nico left a comment in the discussion Candlestick patterns
Hey Kagiso ,
Nico left a comment in the discussion Candlestick patterns
you could take a look at this post maybe this might help as a template:...
Nico left a comment in the discussion Candlestick patterns
Hey Kagiso ,
Nico started the discussion How to use fine Selection to add stocks within a certain timeframe
Hello,I'm having a hard time figuring out how to add stocks a few days before an announcement and...
Nico started the discussion Estimize n days before release date
Does somebody know how much days before the actual release date Estimize has its data ready?Playing...
Nico started the discussion Questions about Rolling Windows
Hello,
Nico started the discussion KeyError exception: Trying to retrieve an element from a collection using a key that does not exist in that collection
Hello,I had a dict that saved a date for each symbol:
Nico started the discussion Error when trying to access from a dictionary
Hey,
Nico started the discussion How to delete values(as list) in a dictionary
Hey,I have a small problem trying to delete dates that already happened in the past. For each value...
Nico started the discussion Convert straddles into delta-neutral straddles
Hello QC community,
Nico started the discussion Webhook error (Internal Server Error)
Hey guys,
Nico started the discussion Close open positions in aftermarket before close
Hey guys,how do I close my futures positions in the aftermarket before close? Do scheduled events...
Nico started the discussion HELP needed with futures strategy
Hello guys, hope you're all doing great!
Nico started the discussion Use historical data on earning days and measure volatility
Hello,
Nico started the discussion How to display Implied Volatility on Research Notebook with Black-Scholes Model pricing equation
Hello,I've read that currently there's no possibility to get the IV directly into the Research...
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Nico left a comment in the discussion CoarseSelection in the Research.ipynb environment
Hey Pavel Fedorov,
1 years ago