Rudy Osuna
Quant
Date Joined
7th July, 2024
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
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2025-03-31 19:56:08
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Run at least 100 backtests on QuantConnect's cloud.
2024-12-25 12:06:43
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2025-06-25 03:41:10
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Run multiple live algorithms simultaneously.
2025-09-11 15:16:57
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Choose C# as your preferred programming language.
2024-08-06 03:25:51
Python Programming
Choose Python as your preferred programming language.
2024-07-07 08:08:06
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Complete a beginner bootcamp in the algorithm lab.
2024-07-14 15:31:58
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2024-09-18 23:28:01
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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 (511)
View More168.809Net Profit
81.302PSR
1.423Sharpe Ratio
0.158Alpha
1.317Beta
48.509CAR
22.2Drawdown
-0.22Loss Rate
22Parameters
2Security Types
0Tradeable Dates
3501Trades
0.217Treynor Ratio
0.29Win Rate
14.095Net Profit
70.425PSR
0.979Sharpe Ratio
0.064Alpha
0.355Beta
19.834CAR
3.1Drawdown
-0.13Loss Rate
34Parameters
2Security Types
182Tradeable Dates
1895Trades
0.232Treynor Ratio
0.14Win Rate
10.684Net Profit
66.549PSR
0.707Sharpe Ratio
0.032Alpha
0.315Beta
14.946CAR
3Drawdown
-0.08Loss Rate
36Parameters
2Security Types
182Tradeable Dates
2891Trades
0.155Treynor Ratio
0.09Win Rate
60.808Net Profit
83.039PSR
3.262Sharpe Ratio
1.232Alpha
1.548Beta
213.788CAR
13.8Drawdown
-1.51Loss Rate
23Parameters
1Security Types
0Tradeable Dates
47Trades
0.859Treynor Ratio
5.57Win Rate
5.153Net Profit
21.713PSR
-0.217Sharpe Ratio
-0.026Alpha
0.058Beta
5.143CAR
8.5Drawdown
-0.25Loss Rate
44Parameters
1Security Types
0Tradeable Dates
1018Trades
-0.344Treynor Ratio
0.25Win Rate
Community
View MoreRudy submitted the research Intraday Volume Periodicity
Abstract
Algorithmic execution can leave measurable patterns in intraday trading volume. This research uses QuantConnect’s Spectral Tick-Flow Signal dataset to rank the 100 most liquid US equities by the strength of their volume periodicity. Each week, the strategy selects the top quintile and weights positions toward stocks with stronger, persistent execution-flow signals. Backtested from July 2021 through July 2026, the long-only portfolio achieved a 0.792 Sharpe ratio, compared with 0.406 for SPY. All 25 tested combinations of universe size and execution-signal smoothing outperformed the benchmark, suggesting that the result was not dependent on a single narrow parameter configuration during the tested period.
Rudy left a comment in the discussion Strategy Discussion: 238
Hi Grant, thank you for your contribution! Please make a minor update to your def Reader(self,...
Rudy left a comment in the discussion Adaptive States for Crypto
temporary inactive submission
168.809Net Profit
81.302PSR
1.423Sharpe Ratio
0.158Alpha
1.317Beta
48.509CAR
22.2Drawdown
-0.22Loss Rate
22Parameters
2Security Types
0Tradeable Dates
3501Trades
0.217Treynor Ratio
0.29Win Rate
14.095Net Profit
70.425PSR
0.979Sharpe Ratio
0.064Alpha
0.355Beta
19.834CAR
3.1Drawdown
-0.13Loss Rate
34Parameters
2Security Types
182Tradeable Dates
1895Trades
0.232Treynor Ratio
0.14Win Rate
10.684Net Profit
66.549PSR
0.707Sharpe Ratio
0.032Alpha
0.315Beta
14.946CAR
3Drawdown
-0.08Loss Rate
36Parameters
2Security Types
182Tradeable Dates
2891Trades
0.155Treynor Ratio
0.09Win Rate
60.808Net Profit
83.039PSR
3.262Sharpe Ratio
1.232Alpha
1.548Beta
213.788CAR
13.8Drawdown
-1.51Loss Rate
23Parameters
1Security Types
0Tradeable Dates
47Trades
0.859Treynor Ratio
5.57Win Rate
5.153Net Profit
21.713PSR
-0.217Sharpe Ratio
-0.026Alpha
0.058Beta
5.143CAR
8.5Drawdown
-0.25Loss Rate
44Parameters
1Security Types
0Tradeable Dates
1018Trades
-0.344Treynor Ratio
0.25Win Rate
-2.046Net Profit
5.153PSR
-1.775Sharpe Ratio
-0.065Alpha
-0.033Beta
-2.042CAR
4.8Drawdown
-0.12Loss Rate
42Parameters
1Security Types
0Tradeable Dates
1366Trades
2.046Treynor Ratio
0.1Win Rate
13.921Net Profit
20.979PSR
-0.894Sharpe Ratio
-0.025Alpha
0.026Beta
2.64CAR
4.7Drawdown
-0.19Loss Rate
49Parameters
1Security Types
0Tradeable Dates
1906Trades
-0.886Treynor Ratio
0.17Win Rate
7.337Net Profit
2.456PSR
-0.798Sharpe Ratio
-0.033Alpha
0.034Beta
1.426CAR
8.7Drawdown
-0.28Loss Rate
46Parameters
1Security Types
0Tradeable Dates
1606Trades
-0.918Treynor Ratio
0.32Win Rate
13.921Net Profit
20.979PSR
-0.894Sharpe Ratio
-0.025Alpha
0.026Beta
2.64CAR
4.7Drawdown
-0.19Loss Rate
49Parameters
1Security Types
0Tradeable Dates
1906Trades
-0.886Treynor Ratio
0.17Win Rate
13.921Net Profit
20.979PSR
-0.894Sharpe Ratio
-0.025Alpha
0.026Beta
2.64CAR
4.7Drawdown
-0.19Loss Rate
49Parameters
1Security Types
0Tradeable Dates
1906Trades
-0.886Treynor Ratio
0.17Win Rate
0.977Net Profit
16.274PSR
-1.113Sharpe Ratio
-0.047Alpha
-0.006Beta
0.975CAR
4Drawdown
-0.51Loss Rate
45Parameters
1Security Types
0Tradeable Dates
178Trades
8.359Treynor Ratio
0.45Win Rate
0.977Net Profit
16.274PSR
-1.113Sharpe Ratio
-0.047Alpha
-0.006Beta
0.975CAR
4Drawdown
-0.51Loss Rate
45Parameters
1Security Types
0Tradeable Dates
178Trades
8.359Treynor Ratio
0.45Win Rate
15.516Net Profit
7.708PSR
-0.494Sharpe Ratio
-0.022Alpha
0.016Beta
2.926CAR
7.8Drawdown
-0.47Loss Rate
44Parameters
1Security Types
0Tradeable Dates
280Trades
-1.323Treynor Ratio
0.51Win Rate
377.323Net Profit
42.051PSR
0.9Sharpe Ratio
0.178Alpha
1.165Beta
36.682CAR
34Drawdown
-1.8Loss Rate
13Parameters
1Security Types
0Tradeable Dates
402Trades
0.212Treynor Ratio
1.6Win Rate
-3.781Net Profit
0.169PSR
-1.029Sharpe Ratio
-0.046Alpha
0.003Beta
-0.768CAR
11.4Drawdown
-1.59Loss Rate
40Parameters
1Security Types
0Tradeable Dates
60Trades
-15.146Treynor Ratio
1.39Win Rate
2.974Net Profit
0.89PSR
-0.896Sharpe Ratio
-0.037Alpha
-0.001Beta
0.588CAR
9.9Drawdown
-1.52Loss Rate
203Parameters
1Security Types
0Tradeable Dates
102Trades
32.108Treynor Ratio
1.87Win Rate
10.751Net Profit
3.72PSR
-0.587Sharpe Ratio
-0.02Alpha
-0.115Beta
2.063CAR
10.3Drawdown
-3.7Loss Rate
20Parameters
1Security Types
0Tradeable Dates
60Trades
0.231Treynor Ratio
4.56Win Rate
-10.064Net Profit
0.003PSR
-1.481Sharpe Ratio
-0.056Alpha
0.001Beta
-2.098CAR
11.4Drawdown
-1.63Loss Rate
40Parameters
1Security Types
0Tradeable Dates
56Trades
-63.304Treynor Ratio
0.91Win Rate
241.64Net Profit
12.449PSR
0.558Sharpe Ratio
0.063Alpha
0.969Beta
21.087CAR
34.4Drawdown
-1.09Loss Rate
23Parameters
1Security Types
0Tradeable Dates
798Trades
0.155Treynor Ratio
1.45Win Rate
155.842Net Profit
17.542PSR
0.533Sharpe Ratio
0Alpha
0.985Beta
15.755CAR
33.2Drawdown
0Loss Rate
9Parameters
1Security Types
1611Tradeable Dates
1Trades
0.09Treynor Ratio
0Win Rate
410.867Net Profit
22.476PSR
0.725Sharpe Ratio
0.113Alpha
1.074Beta
28.918CAR
38.3Drawdown
-1.51Loss Rate
25Parameters
1Security Types
0Tradeable Dates
484Trades
0.195Treynor Ratio
2.55Win Rate
395.204Net Profit
21.494PSR
0.711Sharpe Ratio
0.109Alpha
1.069Beta
28.294CAR
38.3Drawdown
-1.52Loss Rate
22Parameters
1Security Types
0Tradeable Dates
471Trades
0.192Treynor Ratio
2.65Win Rate
395.204Net Profit
21.494PSR
0.711Sharpe Ratio
0.109Alpha
1.069Beta
28.294CAR
38.3Drawdown
-1.52Loss Rate
22Parameters
1Security Types
0Tradeable Dates
471Trades
0.192Treynor Ratio
2.65Win Rate
395.204Net Profit
21.494PSR
0.711Sharpe Ratio
0.109Alpha
1.069Beta
28.294CAR
38.3Drawdown
-1.52Loss Rate
20Parameters
1Security Types
0Tradeable Dates
471Trades
0.192Treynor Ratio
2.65Win Rate
310.868Net Profit
68.54PSR
1.222Sharpe Ratio
0.195Alpha
1.136Beta
51.197CAR
30.4Drawdown
-1.2Loss Rate
20Parameters
1Security Types
0Tradeable Dates
270Trades
0.285Treynor Ratio
3.19Win Rate
310.868Net Profit
68.54PSR
1.222Sharpe Ratio
0.195Alpha
1.136Beta
51.197CAR
30.4Drawdown
-1.2Loss Rate
22Parameters
1Security Types
0Tradeable Dates
270Trades
0.285Treynor Ratio
3.19Win Rate
-34.708Net Profit
0.005PSR
-0.046Sharpe Ratio
-0.062Alpha
0.615Beta
-3.663CAR
87.3Drawdown
-2.29Loss Rate
21Parameters
1Security Types
0Tradeable Dates
785Trades
-0.021Treynor Ratio
2.2Win Rate
845.921Net Profit
11.614PSR
0.652Sharpe Ratio
0.074Alpha
0.944Beta
21.737CAR
38Drawdown
-1.17Loss Rate
23Parameters
1Security Types
0Tradeable Dates
890Trades
0.159Treynor Ratio
1.8Win Rate
735.477Net Profit
10.107PSR
0.625Sharpe Ratio
0.066Alpha
0.909Beta
20.422CAR
39Drawdown
-2.26Loss Rate
21Parameters
1Security Types
0Tradeable Dates
276Trades
0.153Treynor Ratio
4.87Win Rate
1383.241Net Profit
25.526PSR
0.807Sharpe Ratio
0.111Alpha
0.867Beta
26.624CAR
36.6Drawdown
-1.27Loss Rate
22Parameters
2Security Types
0Tradeable Dates
909Trades
0.209Treynor Ratio
1.71Win Rate
Rudy submitted the research Intraday Volume Periodicity
Abstract
Algorithmic execution can leave measurable patterns in intraday trading volume. This research uses QuantConnect’s Spectral Tick-Flow Signal dataset to rank the 100 most liquid US equities by the strength of their volume periodicity. Each week, the strategy selects the top quintile and weights positions toward stocks with stronger, persistent execution-flow signals. Backtested from July 2021 through July 2026, the long-only portfolio achieved a 0.792 Sharpe ratio, compared with 0.406 for SPY. All 25 tested combinations of universe size and execution-signal smoothing outperformed the benchmark, suggesting that the result was not dependent on a single narrow parameter configuration during the tested period.
Rudy left a comment in the discussion Short Term Reversal With Futures
Hi Chetan! Thank you for your message, the link works for me, maybe try again?:...
Rudy left a comment in the discussion Strategy Discussion: 238
Hi Grant, thank you for your contribution! Please make a minor update to your def Reader(self,...
Rudy left a comment in the discussion Adaptive States for Crypto
temporary inactive submission
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
QuantConnect Boot Camp
QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.
Get this certificate by completing QuantConnect Boot Camp Courses
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
Open Quant League
The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.
Get this certificate by participating in our Open Quant League
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Rudy left a comment in the discussion Short Term Reversal With Futures
Hi Chetan! Thank you for your message, the link works for me, maybe try again?:...
5 months ago