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Biography

Algorithmic Trader passionate about Non-Linear Forecasting, Artificial Intelligence and Chaotic Systems IG: ROGARCIAGO

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)

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Focused Asparagus Duck

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

Creative Brown Leopard

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

Fat Blue Fox

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

Energetic Yellow-Green Frog

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

Focused Sky Blue Kangaroo

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

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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...

2 years ago

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...

2 years ago

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...

2 years ago

Ro started the discussion MaximumDrawdownPercentPerSecurity

Hello group I have a question, I have been trying to develop different types of trailing stops for...

2 years ago

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...

2 years ago

Focused Asparagus Duck

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

Creative Brown Leopard

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

Fat Blue Fox

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

Energetic Yellow-Green Frog

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

Focused Sky Blue Kangaroo

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

Alert Apricot Barracuda

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

Retrospective Yellow-Green Duck

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

Emotional Fluorescent Orange Jackal

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...

2 years ago

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...

2 years ago

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...

2 years ago

Ro started the discussion MaximumDrawdownPercentPerSecurity

Hello group I have a question, I have been trying to develop different types of trailing stops for...

2 years ago

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...

2 years ago

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...

3 years ago

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...

3 years ago

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...

3 years ago

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...

3 years ago

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,...

3 years ago

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...

3 years ago

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

Ro left a comment in the discussion STRATEGY USING RETURNS

Thanks for the answers i just checked the post out 

3 years ago

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

3 years ago

Ro left a comment in the discussion Warming up indicators with historical data

Nice

3 years ago