CabedoVestment
Quant
Date Joined
3rd June, 2023
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0% Complete
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Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-01-16 11:41:52
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Run at least 100 backtests on QuantConnect's cloud.
2023-12-04 08:15:12
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2023-09-03 05:59:55
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2023-06-03 18:14:50
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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 (8)
View More3202.29Net Profit
24.963PSR
0.728Sharpe Ratio
0.064Alpha
0.255Beta
13.856CAR
23.9Drawdown
37Loss Rate
0Parameters
1Security Types
0.875Sortino Ratio
6777Tradeable Dates
4737Trades
0.305Treynor Ratio
63Win Rate
3983.622Net Profit
1.13PSR
0.542Sharpe Ratio
0.069Alpha
0.516Beta
14.813CAR
27.3Drawdown
41Loss Rate
0Parameters
1Security Types
0.582Sortino Ratio
6753Tradeable Dates
5282Trades
0.184Treynor Ratio
59Win Rate
2280.379Net Profit
15.016PSR
0.66Sharpe Ratio
0.053Alpha
0.31Beta
12.533CAR
22.8Drawdown
37Loss Rate
0Parameters
1Security Types
0.742Sortino Ratio
6750Tradeable Dates
4592Trades
0.222Treynor Ratio
63Win Rate
727.029Net Profit
11.796PSR
0.68Sharpe Ratio
0.041Alpha
0.608Beta
14.649CAR
25.9Drawdown
-0.39Loss Rate
42Parameters
0Security Types
3886Tradeable Dates
2399Trades
0.156Treynor Ratio
0.59Win Rate
559.159Net Profit
6.505PSR
0.605Sharpe Ratio
0.03Alpha
0.643Beta
13.094CAR
25.7Drawdown
-0.59Loss Rate
27Parameters
0Security Types
3854Tradeable Dates
1581Trades
0.132Treynor Ratio
0.77Win Rate
Community
View MoreCabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
CabedoVestment started the discussion "The Alpha Formula" Mean Reversion Strategy [by CabedoVestment]
We are starting this new discussion to share a first version of the Mean Reversion strategy from...
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
Investing in Bonds with idle capital and specially during RISK OFF Periods
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
Enhancing Loss Aversion Psychology and Maintaining Profitability
3202.29Net Profit
24.963PSR
0.728Sharpe Ratio
0.064Alpha
0.255Beta
13.856CAR
23.9Drawdown
37Loss Rate
0Parameters
1Security Types
0.875Sortino Ratio
6777Tradeable Dates
4737Trades
0.305Treynor Ratio
63Win Rate
3983.622Net Profit
1.13PSR
0.542Sharpe Ratio
0.069Alpha
0.516Beta
14.813CAR
27.3Drawdown
41Loss Rate
0Parameters
1Security Types
0.582Sortino Ratio
6753Tradeable Dates
5282Trades
0.184Treynor Ratio
59Win Rate
2280.379Net Profit
15.016PSR
0.66Sharpe Ratio
0.053Alpha
0.31Beta
12.533CAR
22.8Drawdown
37Loss Rate
0Parameters
1Security Types
0.742Sortino Ratio
6750Tradeable Dates
4592Trades
0.222Treynor Ratio
63Win Rate
727.029Net Profit
11.796PSR
0.68Sharpe Ratio
0.041Alpha
0.608Beta
14.649CAR
25.9Drawdown
-0.39Loss Rate
42Parameters
0Security Types
3886Tradeable Dates
2399Trades
0.156Treynor Ratio
0.59Win Rate
559.159Net Profit
6.505PSR
0.605Sharpe Ratio
0.03Alpha
0.643Beta
13.094CAR
25.7Drawdown
-0.59Loss Rate
27Parameters
0Security Types
3854Tradeable Dates
1581Trades
0.132Treynor Ratio
0.77Win Rate
515.433Net Profit
5.293PSR
0.584Sharpe Ratio
0.026Alpha
0.658Beta
12.745CAR
24.3Drawdown
-0.59Loss Rate
27Parameters
0Security Types
3808Tradeable Dates
1622Trades
0.126Treynor Ratio
0.71Win Rate
268.402Net Profit
1.17PSR
0.425Sharpe Ratio
0.005Alpha
0.574Beta
9.046CAR
24.7Drawdown
-0.16Loss Rate
27Parameters
0Security Types
3786Tradeable Dates
8970Trades
0.1Treynor Ratio
0.14Win Rate
255.047Net Profit
0.981PSR
0.411Sharpe Ratio
0.001Alpha
0.597Beta
8.789CAR
24.1Drawdown
-0.14Loss Rate
27Parameters
0Security Types
3783Tradeable Dates
9578Trades
0.094Treynor Ratio
0.14Win Rate
CabedoVestment left a comment in the discussion "The Alpha Formula" Mean Reversion Strategy [by CabedoVestment]
Integrating Bonds into the Mean Reversion Strategy with "The Alpha Formula"
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
CabedoVestment started the discussion "The Alpha Formula" Mean Reversion Strategy [by CabedoVestment]
We are starting this new discussion to share a first version of the Mean Reversion strategy from...
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
Investing in Bonds with idle capital and specially during RISK OFF Periods
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
Enhancing Loss Aversion Psychology and Maintaining Profitability
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
What are the strategy parameters that truly make a difference in performance?
CabedoVestment left a comment in the discussion "Stocks on the Move" Momentum Strategy [by CabedoVestment]
What is the best day for trading?
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CabedoVestment left a comment in the discussion "The Alpha Formula" Mean Reversion Strategy [by CabedoVestment]
Integrating Bonds into the Mean Reversion Strategy with "The Alpha Formula"
3 months ago