Xavier Boudreau
Quant
Date Joined
19th August, 2021
Bootcamp progress
11% Complete
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2025-04-03 04:08:13
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2024-05-24 01:28:39
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2021-08-19 00:29:34
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2021-09-12 08:32:17
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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 (14)
View More2036.281Net Profit
18.07PSR
0.784Sharpe Ratio
0.062Alpha
1.069Beta
22.486CAR
29.6Drawdown
-4.22Loss Rate
30Parameters
1Security Types
3794Tradeable Dates
149Trades
0.146Treynor Ratio
7.06Win Rate
1508.34Net Profit
12.474PSR
0.72Sharpe Ratio
0.048Alpha
1.046Beta
20.204CAR
29.6Drawdown
-4.34Loss Rate
30Parameters
1Security Types
3794Tradeable Dates
149Trades
0.134Treynor Ratio
6.52Win Rate
941.821Net Profit
17.809PSR
0.733Sharpe Ratio
0.032Alpha
0.87Beta
16.795CAR
29.8Drawdown
-0.78Loss Rate
23Parameters
1Security Types
3794Tradeable Dates
921Trades
0.124Treynor Ratio
0.86Win Rate
1521.511Net Profit
23.398PSR
0.803Sharpe Ratio
0Alpha
0Beta
20.269CAR
30.8Drawdown
-4.17Loss Rate
16Parameters
1Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.79Win Rate
1629.776Net Profit
26.823PSR
0.828Sharpe Ratio
0Alpha
0Beta
20.785CAR
29.7Drawdown
-3.41Loss Rate
16Parameters
1Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.75Win Rate
Community
View MoreXavier started the discussion Same code but difference in backtests
I have this strategy that buys and holds the top 5 stocks with the highest sharpe ratios for 1...
Xavier left a comment in the discussion Same code but difference in backtests
This is the other backtest with 5.5% more PSR with the same code:
Xavier started the discussion Set_holdings not using all available equity
I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....
Xavier left a comment in the discussion Set_holdings not using all available equity
As that is literally the same code as before, I won't be responding to mia as this is going...
2036.281Net Profit
18.07PSR
0.784Sharpe Ratio
0.062Alpha
1.069Beta
22.486CAR
29.6Drawdown
-4.22Loss Rate
30Parameters
1Security Types
3794Tradeable Dates
149Trades
0.146Treynor Ratio
7.06Win Rate
1508.34Net Profit
12.474PSR
0.72Sharpe Ratio
0.048Alpha
1.046Beta
20.204CAR
29.6Drawdown
-4.34Loss Rate
30Parameters
1Security Types
3794Tradeable Dates
149Trades
0.134Treynor Ratio
6.52Win Rate
941.821Net Profit
17.809PSR
0.733Sharpe Ratio
0.032Alpha
0.87Beta
16.795CAR
29.8Drawdown
-0.78Loss Rate
23Parameters
1Security Types
3794Tradeable Dates
921Trades
0.124Treynor Ratio
0.86Win Rate
1521.511Net Profit
23.398PSR
0.803Sharpe Ratio
0Alpha
0Beta
20.269CAR
30.8Drawdown
-4.17Loss Rate
16Parameters
1Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.79Win Rate
1629.776Net Profit
26.823PSR
0.828Sharpe Ratio
0Alpha
0Beta
20.785CAR
29.7Drawdown
-3.41Loss Rate
16Parameters
1Security Types
3794Tradeable Dates
109Trades
0Treynor Ratio
7.75Win Rate
1410.987Net Profit
19.731PSR
0.773Sharpe Ratio
0Alpha
0Beta
19.708CAR
32.8Drawdown
-4.24Loss Rate
15Parameters
1Security Types
3794Tradeable Dates
108Trades
0Treynor Ratio
7.47Win Rate
1183.739Net Profit
0.055PSR
0.377Sharpe Ratio
0.047Alpha
0.78Beta
11.199CAR
57.8Drawdown
-0.74Loss Rate
35Parameters
1Security Types
6044Tradeable Dates
2999Trades
0.101Treynor Ratio
0.89Win Rate
8204.387Net Profit
28.088PSR
0.861Sharpe Ratio
0.133Alpha
0.969Beta
24.672CAR
44.4Drawdown
-0.56Loss Rate
19Parameters
1Security Types
5038Tradeable Dates
3210Trades
0.17Treynor Ratio
0.81Win Rate
492.428Net Profit
2.698PSR
0.521Sharpe Ratio
0.013Alpha
0.968Beta
13.514CAR
34.5Drawdown
-0.64Loss Rate
17Parameters
1Security Types
3529Tradeable Dates
2059Trades
0.099Treynor Ratio
0.76Win Rate
362.899Net Profit
4.398PSR
0.53Sharpe Ratio
-0.004Alpha
0.858Beta
11.224CAR
28.4Drawdown
-0.1Loss Rate
0Parameters
1Security Types
3623Tradeable Dates
2811Trades
0.082Treynor Ratio
0.22Win Rate
4573434.211Net Profit
0PSR
0.502Sharpe Ratio
0.643Alpha
1.329Beta
55.214CAR
81.9Drawdown
-5.84Loss Rate
7Parameters
1Security Types
6136Tradeable Dates
587Trades
0.526Treynor Ratio
13.26Win Rate
154.949Net Profit
61.64PSR
1.399Sharpe Ratio
0.367Alpha
1.232Beta
59.808CAR
21.1Drawdown
-2.75Loss Rate
10Parameters
1Security Types
504Tradeable Dates
48Trades
0.363Treynor Ratio
7.01Win Rate
41457.066Net Profit
57.552PSR
1.192Sharpe Ratio
0.294Alpha
1.127Beta
52.007CAR
54.2Drawdown
-4.65Loss Rate
7Parameters
1Security Types
3621Tradeable Dates
345Trades
0.348Treynor Ratio
9.39Win Rate
27181.008Net Profit
47.551PSR
1.115Sharpe Ratio
0.265Alpha
1.114Beta
47.624CAR
54.2Drawdown
-4.64Loss Rate
7Parameters
1Security Types
3621Tradeable Dates
347Trades
0.325Treynor Ratio
8.81Win Rate
Xavier started the discussion Same code but difference in backtests
I have this strategy that buys and holds the top 5 stocks with the highest sharpe ratios for 1...
Xavier left a comment in the discussion Same code but difference in backtests
The fixes above did not fix anything, does anyone else have any ideas?
Xavier left a comment in the discussion Same code but difference in backtests
This is the other backtest with 5.5% more PSR with the same code:
Xavier started the discussion Set_holdings not using all available equity
I have this “strategy” that produces random portfolio weights of 4 companies that sum to 0.99....
Xavier left a comment in the discussion Set_holdings not using all available equity
As that is literally the same code as before, I won't be responding to mia as this is going...
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi This still doesn't fix the issue, and it looks a lot like my original code. The issue at...
Xavier left a comment in the discussion Set_holdings not using all available equity
Mia Alissi I have implemented your code while fixing some import errors and nothing seems to have...
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Xavier left a comment in the discussion Same code but difference in backtests
The fixes above did not fix anything, does anyone else have any ideas?
7 months ago