Alessio Magri
Quant
Date Joined
10th April, 2020
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-06-20 20:07:45
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-22 13:43:44
Python Programming
Choose Python as your preferred programming language.
2020-04-10 14:30:15
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-11 14:15:31
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-04-13 10:10:06
- Profile
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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 (2)
View More9.13Net Profit
22.082PSR
0.559Sharpe Ratio
0.048Alpha
0.003Beta
6.546CAR
7.9Drawdown
40Loss Rate
0Parameters
1Security Types
3.4762Sortino Ratio
346Tradeable Dates
22Trades
19.305Treynor Ratio
60Win Rate
-0.781Net Profit
20.68PSR
-0.674Sharpe Ratio
-0.052Alpha
0.33Beta
-4.103CAR
2.4Drawdown
9Loss Rate
0Parameters
2Security Types
0Sortino Ratio
0Tradeable Dates
24Trades
-0.107Treynor Ratio
91Win Rate
Community
View MoreAlessio started the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
I tried to filter the universe based on the prices' Gap on open (if it opens more than the High of...
Alessio left a comment in the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
Thank You Derek!
Alessio started the discussion New Coinbase Portfolios feature to deploy Multiple Strategies?
Hi Everyone. I'm new on QuantConnect and I really appreciate the efforts You are putting on this...
Alessio started the discussion How to get Greeks inside of an Alpha Model
Is there an example on how to get Greeks Values from inside an Alpha Model?
9.13Net Profit
22.082PSR
0.559Sharpe Ratio
0.048Alpha
0.003Beta
6.546CAR
7.9Drawdown
40Loss Rate
0Parameters
1Security Types
3.4762Sortino Ratio
346Tradeable Dates
22Trades
19.305Treynor Ratio
60Win Rate
-0.781Net Profit
20.68PSR
-0.674Sharpe Ratio
-0.052Alpha
0.33Beta
-4.103CAR
2.4Drawdown
9Loss Rate
0Parameters
2Security Types
0Sortino Ratio
0Tradeable Dates
24Trades
-0.107Treynor Ratio
91Win Rate
Alessio started the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
I tried to filter the universe based on the prices' Gap on open (if it opens more than the High of...
Alessio left a comment in the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
Thank You Derek for the Explanation.
Alessio left a comment in the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
Thank You Derek!
Alessio started the discussion New Coinbase Portfolios feature to deploy Multiple Strategies?
Hi Everyone. I'm new on QuantConnect and I really appreciate the efforts You are putting on this...
Alessio started the discussion How to get Greeks inside of an Alpha Model
Is there an example on how to get Greeks Values from inside an Alpha Model?
Alessio started the discussion Setting Leverage in the Framework
Hello Everyone.
Alessio started the discussion The OandaBrokerageModel does not support MarketOnOpen order type - CFD simple framework
Hello Everyone.
Alessio left a comment in the discussion The OandaBrokerageModel does not support MarketOnOpen order type - CFD simple framework
Thank You Shile for the Insight! It was really usefull. Instead of using that object inside the...
Alessio left a comment in the discussion How to get Greeks inside of an Alpha Model
Thank You Derek!
Alessio left a comment in the discussion Setting Leverage in the Framework
Thank You Derek!
Alessio left a comment in the discussion Setting Leverage in the Framework
Found a good answer by Jing Wu here:
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Alessio left a comment in the discussion Scheduled Universe Selection Model doesn't add symbols and only removes symbols
Thank You Derek for the Explanation.
3 years ago