Alex Muci
Quant
Date Joined
17th July, 2017
Bootcamp progress
21% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-03 15:37:24
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-02 16:50:53
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-05 00:37:35
Cloner
Clone at least 100 algorithms from the community.
2018-03-13 10:16:45
C# Programming
Choose C# as your preferred programming language.
2020-11-09 17:14:25
Python Programming
Choose Python as your preferred programming language.
2018-03-11 16:27:36
Popular
Receive at least 10 upvotes from different users in the community.
2018-02-28 09:54:34
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-01-15 23:46:26
- 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 (7)
View More27.519Net Profit
4.101Sharpe Ratio
0.32Alpha
-0.07Beta
44.518CAR
2.7Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
167Tradeable Dates
27Trades
-4.36Treynor Ratio
100Win Rate
5.528Net Profit
1.265Sharpe Ratio
0.004Alpha
2.481Beta
5.521CAR
2.7Drawdown
64Loss Rate
2Security Types
0.079521338350729Sortino Ratio
251Tradeable Dates
220Trades
0.018Treynor Ratio
36Win Rate
303.78Net Profit
1.131Sharpe Ratio
0.21Alpha
-6.774Beta
12.379CAR
12Drawdown
26Loss Rate
1Security Types
0.3449411031539Sortino Ratio
3009Tradeable Dates
458Trades
-0.015Treynor Ratio
74Win Rate
183.166Net Profit
0.832Sharpe Ratio
0.163Alpha
-0.255Beta
16.62CAR
23.2Drawdown
47Loss Rate
1Security Types
1.0278061874885Sortino Ratio
1704Tradeable Dates
69Trades
-0.547Treynor Ratio
53Win Rate
-3.775Net Profit
-0.911Sharpe Ratio
-0.053Alpha
-0.031Beta
-7.428CAR
4.9Drawdown
36Loss Rate
1Security Types
-0.075851072951882Sortino Ratio
124Tradeable Dates
43Trades
1.946Treynor Ratio
64Win Rate
Community
View MoreAlex started the discussion Micro emini
It would be great - as most people on QuantConnect are retail investors - to be able to trade the...
Alex left a comment in the discussion Futures Bracket Orders with Multiple Symbols
Thank you Brian! very clear code.
Alex left a comment in the discussion Delta-hedged straddle
Hi Josh, look at my Python code.
Alex started the discussion A simple Statistial Arbitrage strategy from Quantopian
(Credit to: "Aqua Rooster", link in the algo)
27.519Net Profit
4.101Sharpe Ratio
0.32Alpha
-0.07Beta
44.518CAR
2.7Drawdown
0Loss Rate
16Parameters
1Security Types
0Sortino Ratio
167Tradeable Dates
27Trades
-4.36Treynor Ratio
100Win Rate
5.528Net Profit
1.265Sharpe Ratio
0.004Alpha
2.481Beta
5.521CAR
2.7Drawdown
64Loss Rate
2Security Types
0.079521338350729Sortino Ratio
251Tradeable Dates
220Trades
0.018Treynor Ratio
36Win Rate
303.78Net Profit
1.131Sharpe Ratio
0.21Alpha
-6.774Beta
12.379CAR
12Drawdown
26Loss Rate
1Security Types
0.3449411031539Sortino Ratio
3009Tradeable Dates
458Trades
-0.015Treynor Ratio
74Win Rate
183.166Net Profit
0.832Sharpe Ratio
0.163Alpha
-0.255Beta
16.62CAR
23.2Drawdown
47Loss Rate
1Security Types
1.0278061874885Sortino Ratio
1704Tradeable Dates
69Trades
-0.547Treynor Ratio
53Win Rate
-3.775Net Profit
-0.911Sharpe Ratio
-0.053Alpha
-0.031Beta
-7.428CAR
4.9Drawdown
36Loss Rate
1Security Types
-0.075851072951882Sortino Ratio
124Tradeable Dates
43Trades
1.946Treynor Ratio
64Win Rate
938.278Net Profit
0.765Sharpe Ratio
0.206Alpha
1.777Beta
41.573CAR
59.5Drawdown
54Loss Rate
1Security Types
0.75836211507173Sortino Ratio
2455Tradeable Dates
83Trades
0.192Treynor Ratio
46Win Rate
1332.215Net Profit
1.047Sharpe Ratio
0.422Alpha
1.021Beta
51.262CAR
48.5Drawdown
52Loss Rate
1Security Types
0.062965890169739Sortino Ratio
1618Tradeable Dates
2112Trades
0.54Treynor Ratio
48Win Rate
Alex started the discussion Micro emini
It would be great - as most people on QuantConnect are retail investors - to be able to trade the...
Alex left a comment in the discussion Adaptive Volatility (aka position sizing)
2019 YtD (Jan to Aug included) Sharpe of 4.1 !
Alex left a comment in the discussion Futures Bracket Orders with Multiple Symbols
Thank you Brian! very clear code.
Alex left a comment in the discussion Delta-hedged straddle
Hi Josh, look at my Python code.
Alex started the discussion A simple Statistial Arbitrage strategy from Quantopian
(Credit to: "Aqua Rooster", link in the algo)
Alex started the discussion Probabilistic Momentum
Just a quick attempt to a more statistical approach wrt the rotation strategy (Antonacci's Dual...
Alex left a comment in the discussion Delta-hedged straddle
You're welcome ;-)
Alex left a comment in the discussion Using option greeks to select option contracts to trade
Below an example of a delta-hedged straddle on the SPY (it is not polished, but it may be...
Alex left a comment in the discussion Got this error message, not sure what it means.
@Kj5159 it should be self.AddFuture(Futures.Financials.Y30TreasuryBond, Resolution.Minute) ...
QuantConnect™ 2024. All Rights Reserved
Alex left a comment in the discussion Adaptive Volatility (aka position sizing)
2019 YtD (Jan to Aug included) Sharpe of 4.1 !
5 years ago