Pablo
Quant
Date Joined
2nd November, 2017
Bootcamp progress
60% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-10-03 20:20:37
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-06-26 11:52:48
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-07-15 15:10:02
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-07-20 22:48:17
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-24 12:34:50
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-07-22 14:06:36
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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 (3)
View More0.221Net Profit
50.513PSR
1.008Sharpe Ratio
0.001Alpha
0.005Beta
0.221CAR
0.1Drawdown
-0.02Loss Rate
2Parameters
0Security Types
1.691Sortino Ratio
310Tradeable Dates
16Trades
0.33Treynor Ratio
0.06Win Rate
0.221Net Profit
50.513PSR
1.008Sharpe Ratio
0.001Alpha
0.005Beta
0.221CAR
0.1Drawdown
-0.02Loss Rate
1Parameters
0Security Types
1.691Sortino Ratio
310Tradeable Dates
16Trades
0.33Treynor Ratio
0.06Win Rate
685.98Net Profit
4.958PSR
0.633Sharpe Ratio
0.106Alpha
1.549Beta
23.809CAR
67.3Drawdown
-1.02Loss Rate
14Parameters
0Security Types
0.525Sortino Ratio
3021Tradeable Dates
4333Trades
0.174Treynor Ratio
0.55Win Rate
Community
View MorePablo started the discussion Runtime Error: 'VX XMVZF6ORDFXL' wasn't found in the TradeBars object
Hi,
Pablo started the discussion Several continuous futures on the same underlying in an alpha
Hello,
Pablo started the discussion Web Interface - Debug Console?
Hi all,
Pablo started the discussion Issue Contiuous future
Hello,
0.221Net Profit
50.513PSR
1.008Sharpe Ratio
0.001Alpha
0.005Beta
0.221CAR
0.1Drawdown
-0.02Loss Rate
2Parameters
0Security Types
1.691Sortino Ratio
310Tradeable Dates
16Trades
0.33Treynor Ratio
0.06Win Rate
0.221Net Profit
50.513PSR
1.008Sharpe Ratio
0.001Alpha
0.005Beta
0.221CAR
0.1Drawdown
-0.02Loss Rate
1Parameters
0Security Types
1.691Sortino Ratio
310Tradeable Dates
16Trades
0.33Treynor Ratio
0.06Win Rate
685.98Net Profit
4.958PSR
0.633Sharpe Ratio
0.106Alpha
1.549Beta
23.809CAR
67.3Drawdown
-1.02Loss Rate
14Parameters
0Security Types
0.525Sortino Ratio
3021Tradeable Dates
4333Trades
0.174Treynor Ratio
0.55Win Rate
Pablo started the discussion Runtime Error: 'VX XMVZF6ORDFXL' wasn't found in the TradeBars object
Hi,
Pablo started the discussion Several continuous futures on the same underlying in an alpha
Hello,
Pablo started the discussion Web Interface - Debug Console?
Hi all,
Pablo started the discussion Issue Contiuous future
Hello,
Pablo left a comment in the discussion Issue Contiuous future
It is also strange because the self.Debug in the code below produces
Pablo left a comment in the discussion Issue Contiuous future
Thanks for the response, but there is still one thing that I don't understand. If you look at the...
Pablo left a comment in the discussion Issue Contiuous future
Here is an algo reproducing the same error.
Pablo left a comment in the discussion Web Interface - Debug Console?
Thanks for the info, especially for the link!
Pablo left a comment in the discussion Several continuous futures on the same underlying in an alpha
Ho and I know I could use VIX Central Contango data for the exact example, but I want to know for...
Pablo left a comment in the discussion Runtime Error: 'VX XMVZF6ORDFXL' wasn't found in the TradeBars object
Thanks a lot!
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Pablo left a comment in the discussion Issue Contiuous future
It is also strange because the self.Debug in the code below produces
2 years ago