cover
  • Profile
  • Backtests
  • Community

Biography

A Finance Quant Geek, with a foot in Germany, and the other one across the globe. Passionate about IT, Automation and Finance since very young. I've developed my first software program when I was 8 yo, and created my first automation algo to control an anthropomorphic robot when 12 yo. Former Quantopian Community member and contributor

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 (7)

View More
Sleepy Apricot Dolphin

173.418Net Profit

6.185PSR

0.674Sharpe Ratio

0.035Alpha

0.224Beta

7.258CAR

13.1Drawdown

-0.41Loss Rate

38Parameters

1Security Types

0.875Sortino Ratio

3613Tradeable Dates

827Trades

0.235Treynor Ratio

0.62Win Rate

Dancing Yellow Gorilla

77.134Net Profit

0.461PSR

0.367Sharpe Ratio

0Alpha

0Beta

4.912CAR

26.3Drawdown

-1.85Loss Rate

0Parameters

0Security Types

0.331Sortino Ratio

3000Tradeable Dates

762Trades

0Treynor Ratio

1.37Win Rate

Virtual Light Brown Chimpanzee

898.933Net Profit

94.56PSR

3.356Sharpe Ratio

0.786Alpha

0.515Beta

249.198CAR

28Drawdown

-6.97Loss Rate

22Parameters

0Security Types

6.532Sortino Ratio

671Tradeable Dates

21Trades

3.279Treynor Ratio

125.1Win Rate

Sleepy Red-Orange Baboon

1297.434Net Profit

81.827PSR

1.383Sharpe Ratio

0.216Alpha

0.108Beta

21.655CAR

20Drawdown

16Loss Rate

0Parameters

2Security Types

1.8224Sortino Ratio

4911Tradeable Dates

66Trades

2.12Treynor Ratio

84Win Rate

Formal Violet Chicken

899.578Net Profit

53.541PSR

1.125Sharpe Ratio

0.167Alpha

0.292Beta

18.696CAR

18.7Drawdown

10Loss Rate

0Parameters

2Security Types

0Sortino Ratio

4903Tradeable Dates

21Trades

0.697Treynor Ratio

90Win Rate


Community

View More

Simone left a comment in the discussion KEI based Strategy

Hi Peter Guenther 

2 years ago

Simone left a comment in the discussion KEI based Strategy

Just forgot to mention - I'm always open to collaborations - I'm available on Telegram or Discord...

2 years ago

Simone left a comment in the discussion KEI based Strategy

Hi Frank and JSO,The one you've picked, as you said, is US-only leading indicators - there're...

2 years ago

Simone left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Santa24 The main problem why the strategy didn't took that into account, is that it never...

2 years ago

Simone left a comment in the discussion KEI based Strategy

Frank Giardina Thanks for joining the Team Frank! :) I've created different versions of this...

2 years ago

Sleepy Apricot Dolphin

173.418Net Profit

6.185PSR

0.674Sharpe Ratio

0.035Alpha

0.224Beta

7.258CAR

13.1Drawdown

-0.41Loss Rate

38Parameters

1Security Types

0.875Sortino Ratio

3613Tradeable Dates

827Trades

0.235Treynor Ratio

0.62Win Rate

Dancing Yellow Gorilla

77.134Net Profit

0.461PSR

0.367Sharpe Ratio

0Alpha

0Beta

4.912CAR

26.3Drawdown

-1.85Loss Rate

0Parameters

0Security Types

0.331Sortino Ratio

3000Tradeable Dates

762Trades

0Treynor Ratio

1.37Win Rate

Virtual Light Brown Chimpanzee

898.933Net Profit

94.56PSR

3.356Sharpe Ratio

0.786Alpha

0.515Beta

249.198CAR

28Drawdown

-6.97Loss Rate

22Parameters

0Security Types

6.532Sortino Ratio

671Tradeable Dates

21Trades

3.279Treynor Ratio

125.1Win Rate

Sleepy Red-Orange Baboon

1297.434Net Profit

81.827PSR

1.383Sharpe Ratio

0.216Alpha

0.108Beta

21.655CAR

20Drawdown

16Loss Rate

0Parameters

2Security Types

1.8224Sortino Ratio

4911Tradeable Dates

66Trades

2.12Treynor Ratio

84Win Rate

Formal Violet Chicken

899.578Net Profit

53.541PSR

1.125Sharpe Ratio

0.167Alpha

0.292Beta

18.696CAR

18.7Drawdown

10Loss Rate

0Parameters

2Security Types

0Sortino Ratio

4903Tradeable Dates

21Trades

0.697Treynor Ratio

90Win Rate

Fat Fluorescent Orange Zebra

935.427Net Profit

41.545PSR

1.024Sharpe Ratio

0.167Alpha

0.018Beta

19.006CAR

19.2Drawdown

10Loss Rate

0Parameters

2Security Types

0Sortino Ratio

4903Tradeable Dates

21Trades

9.569Treynor Ratio

90Win Rate

Focused Yellow-Green Dolphin

3376.362Net Profit

98.795PSR

1.885Sharpe Ratio

0.322Alpha

0.322Beta

31.38CAR

17.9Drawdown

-1.2Loss Rate

0Parameters

1Security Types

2.585Sortino Ratio

3271Tradeable Dates

353Trades

2.922Treynor Ratio

4.04Win Rate

Simone left a comment in the discussion KEI based Strategy

Hi Peter Guenther 

2 years ago

Simone left a comment in the discussion KEI based Strategy

Just forgot to mention - I'm always open to collaborations - I'm available on Telegram or Discord...

2 years ago

Simone left a comment in the discussion KEI based Strategy

Hi Frank and JSO,The one you've picked, as you said, is US-only leading indicators - there're...

2 years ago

Simone left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy

Santa24 The main problem why the strategy didn't took that into account, is that it never...

2 years ago

Simone left a comment in the discussion KEI based Strategy

Frank Giardina Thanks for joining the Team Frank! :) I've created different versions of this...

2 years ago

Simone left a comment in the discussion Another Digital Filter - Laguerre Filter.

@vladimir_2 I told you that you read my mind! :P That was the exact use of the Kalman filter I was...

3 years ago

Simone started the discussion Fundamentals Strategy

Hi guys,

4 years ago