Ro García G
Quant
Date Joined
26th January, 2021
Bootcamp progress
98% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-12-16 14:21:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-09-23 21:23:39
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-08-22 19:08:56
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-09-29 21:21:58
Python Programming
Choose Python as your preferred programming language.
2021-01-26 04:54:14
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-08-02 23:25:32
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-08-03 21:34:39
- 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 (8)
View More55.277Net Profit
28.52PSR
0.852Sharpe Ratio
0.037Alpha
0.03Beta
5.615CAR
9.3Drawdown
43Loss Rate
19Parameters
1Security Types
0.3305Sortino Ratio
2939Tradeable Dates
1658Trades
1.318Treynor Ratio
57Win Rate
55.752Net Profit
8.426PSR
0.608Sharpe Ratio
0.038Alpha
0.041Beta
5.657CAR
10.7Drawdown
-0.04Loss Rate
25Parameters
1Security Types
0.571Sortino Ratio
2024Tradeable Dates
10812Trades
1.007Treynor Ratio
0.06Win Rate
37.808Net Profit
89.574PSR
1.881Sharpe Ratio
0Alpha
0Beta
18.576CAR
4.3Drawdown
32Loss Rate
8Parameters
1Security Types
1.0387Sortino Ratio
475Tradeable Dates
132Trades
0Treynor Ratio
68Win Rate
31.226Net Profit
31.824PSR
0.753Sharpe Ratio
0.086Alpha
0.731Beta
15.532CAR
14.1Drawdown
23Loss Rate
5Parameters
1Security Types
0.3661Sortino Ratio
475Tradeable Dates
64Trades
0.163Treynor Ratio
77Win Rate
54.484Net Profit
22.348PSR
0.661Sharpe Ratio
0.062Alpha
0.866Beta
16.822CAR
29.8Drawdown
30Loss Rate
5Parameters
1Security Types
0.3626Sortino Ratio
707Tradeable Dates
96Trades
0.159Treynor Ratio
70Win Rate
Community
View MoreRo started the discussion KELLY CRITERION EXAMPLE
Hello everyoneI hope you are fine, i would like to add to my risk management metrics the Kelly...
Ro started the discussion PAIR TRADING REDUCE MAXIMUM DRAWDOWN
Hello everyone i hope you are fine, Im having interesting results in my pair trading with copulas...
Ro started the discussion SPY STRATEGY PROBLEM WITH RESOLUTIONS
Hi all, I would appreciate your help on this. I have an algo in which I have two lines of code...
Ro started the discussion MaximumDrawdownPercentPerSecurity
Hello group I have a question, I have been trying to develop different types of trailing stops for...
Ro started the discussion 5 min data with boilinger band
Hello i would like to know if Im implementing in a good way the trade consolidator of 5 minutes to...
55.277Net Profit
28.52PSR
0.852Sharpe Ratio
0.037Alpha
0.03Beta
5.615CAR
9.3Drawdown
43Loss Rate
19Parameters
1Security Types
0.3305Sortino Ratio
2939Tradeable Dates
1658Trades
1.318Treynor Ratio
57Win Rate
55.752Net Profit
8.426PSR
0.608Sharpe Ratio
0.038Alpha
0.041Beta
5.657CAR
10.7Drawdown
-0.04Loss Rate
25Parameters
1Security Types
0.571Sortino Ratio
2024Tradeable Dates
10812Trades
1.007Treynor Ratio
0.06Win Rate
37.808Net Profit
89.574PSR
1.881Sharpe Ratio
0Alpha
0Beta
18.576CAR
4.3Drawdown
32Loss Rate
8Parameters
1Security Types
1.0387Sortino Ratio
475Tradeable Dates
132Trades
0Treynor Ratio
68Win Rate
31.226Net Profit
31.824PSR
0.753Sharpe Ratio
0.086Alpha
0.731Beta
15.532CAR
14.1Drawdown
23Loss Rate
5Parameters
1Security Types
0.3661Sortino Ratio
475Tradeable Dates
64Trades
0.163Treynor Ratio
77Win Rate
54.484Net Profit
22.348PSR
0.661Sharpe Ratio
0.062Alpha
0.866Beta
16.822CAR
29.8Drawdown
30Loss Rate
5Parameters
1Security Types
0.3626Sortino Ratio
707Tradeable Dates
96Trades
0.159Treynor Ratio
70Win Rate
7.627Net Profit
13.144PSR
0.292Sharpe Ratio
0Alpha
0Beta
4.365CAR
20.7Drawdown
21Loss Rate
82Parameters
1Security Types
0.7666Sortino Ratio
432Tradeable Dates
112Trades
0Treynor Ratio
79Win Rate
50.556Net Profit
53.518PSR
1.551Sharpe Ratio
0Alpha
0Beta
99.044CAR
30.7Drawdown
20Loss Rate
82Parameters
1Security Types
2.9903Sortino Ratio
149Tradeable Dates
62Trades
0Treynor Ratio
80Win Rate
314.496Net Profit
79.37PSR
3.551Sharpe Ratio
2.431Alpha
0.559Beta
342.809CAR
49.7Drawdown
54Loss Rate
6Parameters
1Security Types
0.5484Sortino Ratio
348Tradeable Dates
138Trades
5.113Treynor Ratio
46Win Rate
Ro started the discussion KELLY CRITERION EXAMPLE
Hello everyoneI hope you are fine, i would like to add to my risk management metrics the Kelly...
Ro started the discussion PAIR TRADING REDUCE MAXIMUM DRAWDOWN
Hello everyone i hope you are fine, Im having interesting results in my pair trading with copulas...
Ro started the discussion SPY STRATEGY PROBLEM WITH RESOLUTIONS
Hi all, I would appreciate your help on this. I have an algo in which I have two lines of code...
Ro started the discussion MaximumDrawdownPercentPerSecurity
Hello group I have a question, I have been trying to develop different types of trailing stops for...
Ro started the discussion 5 min data with boilinger band
Hello i would like to know if Im implementing in a good way the trade consolidator of 5 minutes to...
Ro started the discussion SELF WARMUP FUNCTION
Hello I would like to hear your suggestions. An example we have a SMA of 5. Is it always...
Ro started the discussion Crypto live trading. BrokerageModel declared unable to submit order
Hello everyone, im developing boilinger band strategy using eth-usd and GDAX coin base pro...
Ro started the discussion USING RETURNS FOR STRATEGY
Hello im trying to use a strategy that works with daily returns, when there is a divergence of...
Ro started the discussion STRATEGY USING RETURNS
Hello I hope everyone is fine, im having some trouble trying to run my strategy, I wan to make a...
Ro started the discussion BOILINGER BAND FOR SPREAD FOR PAIR TRADING STRATEGY
Hello everyone i just took a strategy from quantpedia where they apply pair trading using SMA,...
Ro started the discussion How does unrealized profit works?
Hello hope everyone is fine, I have some questions regarding unrealized profits, what I know is...
Ro left a comment in the discussion STRATEGY USING RETURNS
Thanks for the answers i just checked the post out
Ro left a comment in the discussion USING RETURNS FOR STRATEGY
Thanks for the help! I think I made a mistake in the code I meant
Ro left a comment in the discussion Warming up indicators with historical data
Nice
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Ro left a comment in the discussion BOILINGER BAND FOR SPREAD FOR PAIR TRADING STRATEGY
Understood, And thanks so much for the answer but in which part of the code should i put it on, on...
3 years ago