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Alejandro Reynoso del Valle

Quant

Date Joined

16th December, 2020

Bootcamp progress

99% Complete

Achievements

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2021-01-12 23:51:56
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2023-04-03 15:44:33
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Cloner

Clone at least 100 algorithms from the community.

2021-04-12 16:54:20
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Python Programming

Choose Python as your preferred programming language.

2020-12-16 16:18:33
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2020-12-16 19:05:44
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2021-01-19 23:29:08
  • Profile
  • Backtests
  • Community

Biography

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 (258)

View More
Dancing Green Bee

0.193Net Profit

82.442PSR

-37.332Sharpe Ratio

-0.054Alpha

0.015Beta

0.436CAR

0.1Drawdown

0Loss Rate

5Parameters

0Security Types

111Tradeable Dates

2Trades

-3.471Treynor Ratio

0Win Rate

Muscular Black Leopard

35.933Net Profit

41.42PSR

0.605Sharpe Ratio

0.052Alpha

0.467Beta

15.91CAR

14.1Drawdown

-0.3Loss Rate

11Parameters

0Security Types

523Tradeable Dates

1579Trades

0.163Treynor Ratio

0.31Win Rate

Focused Brown Fly

5.905Net Profit

7.604PSR

-0.094Sharpe Ratio

-0.024Alpha

0.767Beta

2.593CAR

22.5Drawdown

-0.09Loss Rate

34Parameters

0Security Types

562Tradeable Dates

636Trades

-0.015Treynor Ratio

0.08Win Rate

Muscular Black Seahorse

23.526Net Profit

13.432PSR

0.243Sharpe Ratio

-0.021Alpha

0.657Beta

6.736CAR

17.9Drawdown

-0.02Loss Rate

5Parameters

0Security Types

814Tradeable Dates

310Trades

0.038Treynor Ratio

0.06Win Rate

Jumping Fluorescent Pink Fish

201.318Net Profit

30.515PSR

0.772Sharpe Ratio

0.038Alpha

1.11Beta

23.411CAR

34.8Drawdown

0Loss Rate

2Parameters

0Security Types

1319Tradeable Dates

2Trades

0.142Treynor Ratio

201.32Win Rate

Community

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Alejandro started the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

I am unable to complete the Tiingo part of the Bootcamp tutorial.I get a missing subscription to...

2 years ago

Alejandro started the discussion Issues with version 3.0

I have been unable to retrieve the individual backtesting results from Optimizations

2 years ago

Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

Thanks!

2 years ago

Alejandro left a comment in the discussion QuantConnect Algorithm Environment 3.0 Beta

I agree with you !Furthermore, the new environment, in its BETA release version does not seem to...

2 years ago

Alejandro started the discussion How does the Alpha Assets chart must be interpreted?

How does the Alpha Assets chart is built and how is it intepreted?

3 years ago

Dancing Green Bee

0.193Net Profit

82.442PSR

-37.332Sharpe Ratio

-0.054Alpha

0.015Beta

0.436CAR

0.1Drawdown

0Loss Rate

5Parameters

0Security Types

111Tradeable Dates

2Trades

-3.471Treynor Ratio

0Win Rate

Muscular Black Leopard

35.933Net Profit

41.42PSR

0.605Sharpe Ratio

0.052Alpha

0.467Beta

15.91CAR

14.1Drawdown

-0.3Loss Rate

11Parameters

0Security Types

523Tradeable Dates

1579Trades

0.163Treynor Ratio

0.31Win Rate

Focused Brown Fly

5.905Net Profit

7.604PSR

-0.094Sharpe Ratio

-0.024Alpha

0.767Beta

2.593CAR

22.5Drawdown

-0.09Loss Rate

34Parameters

0Security Types

562Tradeable Dates

636Trades

-0.015Treynor Ratio

0.08Win Rate

Muscular Black Seahorse

23.526Net Profit

13.432PSR

0.243Sharpe Ratio

-0.021Alpha

0.657Beta

6.736CAR

17.9Drawdown

-0.02Loss Rate

5Parameters

0Security Types

814Tradeable Dates

310Trades

0.038Treynor Ratio

0.06Win Rate

Jumping Fluorescent Pink Fish

201.318Net Profit

30.515PSR

0.772Sharpe Ratio

0.038Alpha

1.11Beta

23.411CAR

34.8Drawdown

0Loss Rate

2Parameters

0Security Types

1319Tradeable Dates

2Trades

0.142Treynor Ratio

201.32Win Rate

Formal Apricot Lion

60.134Net Profit

25.188PSR

0.506Sharpe Ratio

-0.005Alpha

0.49Beta

9.223CAR

17.5Drawdown

-0.26Loss Rate

12Parameters

0Security Types

1342Tradeable Dates

595Trades

0.088Treynor Ratio

0.29Win Rate

Smooth Yellow Green Zebra

90.781Net Profit

19.361PSR

0.543Sharpe Ratio

-0.005Alpha

0.797Beta

12.867CAR

27.8Drawdown

-0.03Loss Rate

25Parameters

0Security Types

1342Tradeable Dates

355Trades

0.093Treynor Ratio

0.15Win Rate

Crying Magenta Alligator

34.629Net Profit

5.422PSR

0.203Sharpe Ratio

-0.02Alpha

0.42Beta

5.73CAR

19.2Drawdown

-1.09Loss Rate

16Parameters

0Security Types

1342Tradeable Dates

513Trades

0.051Treynor Ratio

1.19Win Rate

Pensive Magenta Eagle

6.758Net Profit

0.825PSR

-0.001Sharpe Ratio

-0.048Alpha

0.488Beta

1.233CAR

39.2Drawdown

-0.6Loss Rate

10Parameters

0Security Types

1342Tradeable Dates

576Trades

0Treynor Ratio

1.32Win Rate

Retrospective Green Zebra

100.382Net Profit

21.223PSR

0.57Sharpe Ratio

0.017Alpha

0.665Beta

13.91CAR

38.7Drawdown

-0.12Loss Rate

6Parameters

0Security Types

1342Tradeable Dates

4494Trades

0.124Treynor Ratio

0.11Win Rate

Hipster Fluorescent Pink Seahorse

0.783Net Profit

0.556PSR

-0.054Sharpe Ratio

-0.001Alpha

-0.08Beta

0.146CAR

42.7Drawdown

-0.15Loss Rate

45Parameters

0Security Types

1342Tradeable Dates

959Trades

0.111Treynor Ratio

2.1Win Rate

Well Dressed Apricot Viper

85.479Net Profit

7.238PSR

0.387Sharpe Ratio

-0.015Alpha

1.062Beta

12.272CAR

46Drawdown

-0.91Loss Rate

34Parameters

0Security Types

1342Tradeable Dates

549Trades

0.084Treynor Ratio

1.63Win Rate

Emotional Yellow Green Fish

29.404Net Profit

0.17PSR

0.075Sharpe Ratio

-0.038Alpha

0.676Beta

2.798CAR

31.8Drawdown

-0.76Loss Rate

23Parameters

0Security Types

2348Tradeable Dates

1059Trades

0.017Treynor Ratio

1.02Win Rate

Fat Brown Zebra

68.175Net Profit

0.918PSR

0.216Sharpe Ratio

-0.004Alpha

0.485Beta

5.883CAR

36.8Drawdown

-0.74Loss Rate

21Parameters

0Security Types

2287Tradeable Dates

536Trades

0.067Treynor Ratio

2.02Win Rate

Calm Yellow Green Goshawk

4.068Net Profit

34.484PSR

0.273Sharpe Ratio

-0.042Alpha

1.802Beta

12.676CAR

19.1Drawdown

-0.02Loss Rate

12Parameters

0Security Types

84Tradeable Dates

2270Trades

0.047Treynor Ratio

0.04Win Rate

Swimming Apricot Chinchilla

-26.747Net Profit

0.023PSR

-0.32Sharpe Ratio

-0.036Alpha

-0.145Beta

-4.855CAR

50.7Drawdown

-0.32Loss Rate

31Parameters

0Security Types

1572Tradeable Dates

6460Trades

0.324Treynor Ratio

0.34Win Rate

Measured Fluorescent Orange Gull

24.52Net Profit

71.216PSR

1.542Sharpe Ratio

0.372Alpha

-0.7Beta

45.365CAR

10.6Drawdown

-0.81Loss Rate

22Parameters

0Security Types

214Tradeable Dates

118Trades

-0.378Treynor Ratio

0.99Win Rate

Crying Violet Mule

6.392Net Profit

0.381PSR

-0.115Sharpe Ratio

0Alpha

0Beta

0.997CAR

20.6Drawdown

-0.87Loss Rate

21Parameters

0Security Types

0Tradeable Dates

482Trades

0Treynor Ratio

0.84Win Rate

Calculating Red Orange Lion

-7.615Net Profit

0PSR

-2.129Sharpe Ratio

-0.059Alpha

0.002Beta

-3.349CAR

8.6Drawdown

-0.01Loss Rate

27Parameters

0Security Types

584Tradeable Dates

2708Trades

-30.433Treynor Ratio

0.04Win Rate

Fat Fluorescent Pink Whale

-7.375Net Profit

6.921PSR

-0.363Sharpe Ratio

-0.152Alpha

0.498Beta

-5.991CAR

20.9Drawdown

-4.85Loss Rate

36Parameters

0Security Types

311Tradeable Dates

171Trades

-0.149Treynor Ratio

3.59Win Rate

Measured Fluorescent Yellow Crocodile

118.9Net Profit

24.637PSR

0.679Sharpe Ratio

0.081Alpha

0.847Beta

21.126CAR

33Drawdown

-0.46Loss Rate

16Parameters

0Security Types

1027Tradeable Dates

663Trades

0.176Treynor Ratio

0.82Win Rate

Hipster Fluorescent Pink Hyena

74.053Net Profit

68.91PSR

1.26Sharpe Ratio

0.107Alpha

1.39Beta

42.161CAR

16.8Drawdown

-0.25Loss Rate

18Parameters

0Security Types

395Tradeable Dates

231Trades

0.181Treynor Ratio

0.32Win Rate

Hipster Yellow Green Eagle

60.281Net Profit

25.147PSR

0.566Sharpe Ratio

0.044Alpha

0.228Beta

11.758CAR

24.3Drawdown

-0.19Loss Rate

14Parameters

0Security Types

1067Tradeable Dates

550Trades

0.286Treynor Ratio

0.7Win Rate

Hyper Active Light Brown Viper

62.611Net Profit

41.537PSR

0.781Sharpe Ratio

0.14Alpha

0.945Beta

26.342CAR

23.8Drawdown

-0.38Loss Rate

3Parameters

0Security Types

523Tradeable Dates

382Trades

0.178Treynor Ratio

0.35Win Rate

Hyper Active Orange Buffalo

108.855Net Profit

61.25PSR

1.171Sharpe Ratio

0.223Alpha

0.891Beta

42.502CAR

25.6Drawdown

-0.35Loss Rate

3Parameters

0Security Types

523Tradeable Dates

388Trades

0.313Treynor Ratio

0.47Win Rate

Determined Apricot Pigeon

27.391Net Profit

66.264PSR

0.678Sharpe Ratio

0.045Alpha

-0.188Beta

11.352CAR

7.1Drawdown

0Loss Rate

11Parameters

0Security Types

821Tradeable Dates

10Trades

-0.223Treynor Ratio

0Win Rate

Fat Brown Termite

33.631Net Profit

16.328PSR

0.085Sharpe Ratio

0.009Alpha

-0.08Beta

2.962CAR

5.7Drawdown

0Loss Rate

20Parameters

0Security Types

3624Tradeable Dates

15Trades

-0.029Treynor Ratio

0Win Rate

Focused Fluorescent Orange Pigeon

8.255Net Profit

0.003PSR

-0.244Sharpe Ratio

-0.004Alpha

-0.057Beta

0.533CAR

13.4Drawdown

0Loss Rate

13Parameters

0Security Types

5449Tradeable Dates

2Trades

0.132Treynor Ratio

0Win Rate

Logical Tan Bull

0.02Net Profit

24.377PSR

-175.614Sharpe Ratio

-0.02Alpha

0Beta

0.01CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

609Tradeable Dates

28Trades

-1558.505Treynor Ratio

0Win Rate

Geeky Red Panda

122.551Net Profit

5.348PSR

0.41Sharpe Ratio

0.098Alpha

0.105Beta

13.67CAR

37.7Drawdown

-2.87Loss Rate

65Parameters

0Security Types

1570Tradeable Dates

88Trades

1.021Treynor Ratio

11.29Win Rate

Alejandro started the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

I am unable to complete the Tiingo part of the Bootcamp tutorial.I get a missing subscription to...

2 years ago

Alejandro started the discussion Issues with version 3.0

I have been unable to retrieve the individual backtesting results from Optimizations

2 years ago

Alejandro left a comment in the discussion UNABLE TO COMPLETE BOOTCAMP : TIINGO SUSCRIPTION MISSING

Thanks!

2 years ago

Alejandro left a comment in the discussion QuantConnect Algorithm Environment 3.0 Beta

I agree with you !Furthermore, the new environment, in its BETA release version does not seem to...

2 years ago

Alejandro started the discussion How does the Alpha Assets chart must be interpreted?

How does the Alpha Assets chart is built and how is it intepreted?

3 years ago

Alejandro left a comment in the discussion Forex carry rollover interests

With regards to the FX carry trade tutorial, I see that the pairs are USD___, so when the orders...

3 years ago

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