Peter Guenther
Quant
Date Joined
30th October, 2020
Bootcamp progress
16% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-11-02 21:54:41
Chatter Box
Leave at least 100 comments on community posts.
2021-02-03 11:18:25
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-12-06 13:35:50
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-04-06 20:46:35
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-05-24 20:20:34
Cloner
Clone at least 100 algorithms from the community.
2021-05-28 20:07:13
Python Programming
Choose Python as your preferred programming language.
2020-10-30 18:22:45
Popular
Receive at least 10 upvotes from different users in the community.
2020-11-12 22:59:10
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-01 21:52:44
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2021-08-04 15:20:53
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2021-10-08 13:47:48
Outstanding Community Service
Awarded by administrators for outstanding voluntary support of other community members.
2021-05-05 22:41:59
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Activity on QuantConnect
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Public Backtests (44)
View More1298.263Net Profit
42.255PSR
1.025Sharpe Ratio
0.117Alpha
0.337Beta
19.796CAR
30.3Drawdown
-5.06Loss Rate
0Parameters
1Security Types
1.611Sortino Ratio
3675Tradeable Dates
69Trades
0.428Treynor Ratio
17.39Win Rate
3513.416Net Profit
72.977PSR
1.243Sharpe Ratio
0.18Alpha
0.255Beta
27.842CAR
19.6Drawdown
-2.35Loss Rate
0Parameters
1Security Types
1.982Sortino Ratio
3675Tradeable Dates
127Trades
0.787Treynor Ratio
11.02Win Rate
3108.066Net Profit
84.326PSR
1.332Sharpe Ratio
0.171Alpha
0.236Beta
26.817CAR
19.4Drawdown
-2.81Loss Rate
0Parameters
1Security Types
2.078Sortino Ratio
3673Tradeable Dates
86Trades
0.806Treynor Ratio
12.98Win Rate
4248.19Net Profit
94.341PSR
1.499Sharpe Ratio
0.201Alpha
0.229Beta
31.418CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.507Sortino Ratio
3475Tradeable Dates
61Trades
0.964Treynor Ratio
16.34Win Rate
416890.796Net Profit
96.749PSR
2.202Sharpe Ratio
0.968Alpha
0.719Beta
83.198CAR
49.9Drawdown
-6.85Loss Rate
0Parameters
1Security Types
2.332Sortino Ratio
3464Tradeable Dates
59Trades
1.473Treynor Ratio
56.76Win Rate
Community
View MorePeter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thanks for sharing, Guy Fleury. One thing to keep in mind: The 80% drawdown is for holding triple...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Agreed, TBird, sharing fresh thinking also can come in the form of conceptual ideas. Shared algos...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Fair point, Aalap Sharma. The more work we can put in, and the more algo versions are being shared,...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
I think that the work is still ongoing, Aalap Sharma . However, at the moment it's more of a...
1298.263Net Profit
42.255PSR
1.025Sharpe Ratio
0.117Alpha
0.337Beta
19.796CAR
30.3Drawdown
-5.06Loss Rate
0Parameters
1Security Types
1.611Sortino Ratio
3675Tradeable Dates
69Trades
0.428Treynor Ratio
17.39Win Rate
3513.416Net Profit
72.977PSR
1.243Sharpe Ratio
0.18Alpha
0.255Beta
27.842CAR
19.6Drawdown
-2.35Loss Rate
0Parameters
1Security Types
1.982Sortino Ratio
3675Tradeable Dates
127Trades
0.787Treynor Ratio
11.02Win Rate
3108.066Net Profit
84.326PSR
1.332Sharpe Ratio
0.171Alpha
0.236Beta
26.817CAR
19.4Drawdown
-2.81Loss Rate
0Parameters
1Security Types
2.078Sortino Ratio
3673Tradeable Dates
86Trades
0.806Treynor Ratio
12.98Win Rate
4248.19Net Profit
94.341PSR
1.499Sharpe Ratio
0.201Alpha
0.229Beta
31.418CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.507Sortino Ratio
3475Tradeable Dates
61Trades
0.964Treynor Ratio
16.34Win Rate
416890.796Net Profit
96.749PSR
2.202Sharpe Ratio
0.968Alpha
0.719Beta
83.198CAR
49.9Drawdown
-6.85Loss Rate
0Parameters
1Security Types
2.332Sortino Ratio
3464Tradeable Dates
59Trades
1.473Treynor Ratio
56.76Win Rate
4347.617Net Profit
99.179PSR
1.919Sharpe Ratio
0.31Alpha
0.229Beta
31.858CAR
19.4Drawdown
-4.29Loss Rate
0Parameters
1Security Types
2.544Sortino Ratio
3453Tradeable Dates
61Trades
1.485Treynor Ratio
16.34Win Rate
3343.171Net Profit
98.24PSR
1.809Sharpe Ratio
0.29Alpha
0.196Beta
29.515CAR
19.4Drawdown
-3.14Loss Rate
0Parameters
1Security Types
2.358Sortino Ratio
3444Tradeable Dates
61Trades
1.61Treynor Ratio
15.28Win Rate
27.988Net Profit
45.221PSR
1.075Sharpe Ratio
0.032Alpha
1.7Beta
44.154CAR
41.2Drawdown
56Loss Rate
0Parameters
1Security Types
0.5269Sortino Ratio
170Tradeable Dates
83Trades
0.302Treynor Ratio
44Win Rate
27.988Net Profit
45.221PSR
1.075Sharpe Ratio
0.032Alpha
1.7Beta
44.154CAR
41.2Drawdown
56Loss Rate
0Parameters
1Security Types
0.5269Sortino Ratio
170Tradeable Dates
83Trades
0.302Treynor Ratio
44Win Rate
7.456Net Profit
46.259PSR
0.94Sharpe Ratio
-0.19Alpha
1.298Beta
19.556CAR
11.1Drawdown
20Loss Rate
18Parameters
1Security Types
0Sortino Ratio
101Tradeable Dates
11Trades
0.14Treynor Ratio
80Win Rate
-23.89Net Profit
0.865PSR
0.15Sharpe Ratio
0.025Alpha
0.325Beta
-4.218CAR
83.4Drawdown
-2.47Loss Rate
11Parameters
1Security Types
-0.099Sortino Ratio
1593Tradeable Dates
974Trades
0.207Treynor Ratio
2.81Win Rate
627.025Net Profit
79.083PSR
4.794Sharpe Ratio
6.087Alpha
-1.528Beta
343.715CAR
61.8Drawdown
-2.01Loss Rate
11Parameters
1Security Types
4.623Sortino Ratio
335Tradeable Dates
132Trades
-3.748Treynor Ratio
15.53Win Rate
432.913Net Profit
71.132PSR
4.134Sharpe Ratio
5.964Alpha
-1.79Beta
257.901CAR
80.9Drawdown
-5Loss Rate
6Parameters
1Security Types
3.073Sortino Ratio
330Tradeable Dates
217Trades
-3.092Treynor Ratio
24.23Win Rate
40.306Net Profit
67.378PSR
4.663Sharpe Ratio
3.365Alpha
3.65Beta
349.1CAR
40.3Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
55Tradeable Dates
20Trades
1.123Treynor Ratio
0Win Rate
37532.392Net Profit
83.055PSR
1.532Sharpe Ratio
0.52Alpha
0.158Beta
56.587CAR
41Drawdown
-3.5Loss Rate
25Parameters
1Security Types
2.229Sortino Ratio
3327Tradeable Dates
167Trades
3.398Treynor Ratio
13.4Win Rate
2805.14Net Profit
98.529PSR
1.843Sharpe Ratio
0.302Alpha
0.091Beta
29.352CAR
18Drawdown
-0.68Loss Rate
0Parameters
1Security Types
2.532Sortino Ratio
3293Tradeable Dates
480Trades
3.451Treynor Ratio
3.1Win Rate
2189.284Net Profit
49.912PSR
1.118Sharpe Ratio
0.228Alpha
0.203Beta
27.062CAR
27.3Drawdown
-0.59Loss Rate
0Parameters
1Security Types
1.547Sortino Ratio
3288Tradeable Dates
2107Trades
1.223Treynor Ratio
1Win Rate
1468.065Net Profit
31.649PSR
0.972Sharpe Ratio
0.204Alpha
0.162Beta
23.436CAR
32.7Drawdown
-1.9Loss Rate
0Parameters
1Security Types
1.332Sortino Ratio
3288Tradeable Dates
587Trades
1.358Treynor Ratio
3.29Win Rate
10000.817Net Profit
94.758PSR
1.656Sharpe Ratio
0.36Alpha
0.126Beta
42.436CAR
23.1Drawdown
-1.32Loss Rate
0Parameters
1Security Types
2.619Sortino Ratio
3282Tradeable Dates
549Trades
2.963Treynor Ratio
2.96Win Rate
6675.804Net Profit
89.894PSR
1.532Sharpe Ratio
0.325Alpha
0.119Beta
38.153CAR
23.1Drawdown
-1.36Loss Rate
0Parameters
1Security Types
2.406Sortino Ratio
3281Tradeable Dates
549Trades
2.817Treynor Ratio
2.73Win Rate
3596.917Net Profit
64.998PSR
1.248Sharpe Ratio
0.273Alpha
0.17Beta
31.891CAR
33Drawdown
-0.57Loss Rate
55Parameters
1Security Types
1.743Sortino Ratio
3280Tradeable Dates
1988Trades
1.704Treynor Ratio
1.17Win Rate
2185.075Net Profit
99.189PSR
1.898Sharpe Ratio
0.268Alpha
0.149Beta
27.138CAR
13.6Drawdown
-1.26Loss Rate
62Parameters
1Security Types
2.494Sortino Ratio
3279Tradeable Dates
203Trades
1.924Treynor Ratio
4.49Win Rate
2092.666Net Profit
99.005PSR
1.872Sharpe Ratio
0.264Alpha
0.155Beta
26.786CAR
13.6Drawdown
-1.48Loss Rate
34Parameters
1Security Types
2.464Sortino Ratio
3274Tradeable Dates
185Trades
1.826Treynor Ratio
5.1Win Rate
1828.476Net Profit
51.964PSR
1.125Sharpe Ratio
0.218Alpha
0.137Beta
25.537CAR
22.4Drawdown
-0.9Loss Rate
0Parameters
1Security Types
1.562Sortino Ratio
3274Tradeable Dates
836Trades
1.688Treynor Ratio
1.75Win Rate
1377.611Net Profit
47.646PSR
1.084Sharpe Ratio
0.194Alpha
0.136Beta
22.994CAR
28.2Drawdown
-0.68Loss Rate
0Parameters
1Security Types
1.461Sortino Ratio
3274Tradeable Dates
1506Trades
1.522Treynor Ratio
1.13Win Rate
2382.889Net Profit
78.856PSR
1.346Sharpe Ratio
0.235Alpha
0.235Beta
28.019CAR
27.5Drawdown
-1.11Loss Rate
0Parameters
1Security Types
1.905Sortino Ratio
3271Tradeable Dates
429Trades
2.271Treynor Ratio
2.64Win Rate
4017.12Net Profit
97.146PSR
1.682Sharpe Ratio
0.278Alpha
0.278Beta
33.128CAR
18.7Drawdown
-0.77Loss Rate
58Parameters
1Security Types
2.578Sortino Ratio
3270Tradeable Dates
686Trades
4.819Treynor Ratio
2.17Win Rate
4101.594Net Profit
97.384PSR
1.694Sharpe Ratio
0.279Alpha
0.279Beta
33.336CAR
18.7Drawdown
-0.78Loss Rate
57Parameters
1Security Types
2.597Sortino Ratio
3270Tradeable Dates
682Trades
4.836Treynor Ratio
2.16Win Rate
1843.725Net Profit
98.067PSR
1.77Sharpe Ratio
0.253Alpha
0.253Beta
25.694CAR
14.1Drawdown
-0.75Loss Rate
0Parameters
1Security Types
2.189Sortino Ratio
3266Tradeable Dates
113Trades
1.732Treynor Ratio
7.02Win Rate
2495.947Net Profit
99.724PSR
2.029Sharpe Ratio
0.286Alpha
0.286Beta
28.531CAR
16.5Drawdown
-1.66Loss Rate
33Parameters
1Security Types
2.679Sortino Ratio
3266Tradeable Dates
173Trades
2.559Treynor Ratio
5.71Win Rate
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Just quickly checked: For SPY + TLT, the In & Out shows a drawdown of about 27%, while the...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thanks for sharing, Guy Fleury. One thing to keep in mind: The 80% drawdown is for holding triple...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Agreed, TBird, sharing fresh thinking also can come in the form of conceptual ideas. Shared algos...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Fair point, Aalap Sharma. The more work we can put in, and the more algo versions are being shared,...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
I think that the work is still ongoing, Aalap Sharma . However, at the moment it's more of a...
Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Thanks for sharing, Axist. Just to confirm, the buySignals function you mention above currently...
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Peter left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Just quickly checked: For SPY + TLT, the In & Out shows a drawdown of about 27%, while the...
1 years ago