CAPOCAPITAL
Quant
Date Joined
23rd April, 2020
Bootcamp progress
77% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-04 06:36:38
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-09 21:09:42
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-05-19 05:59:26
C# Programming
Choose C# as your preferred programming language.
2020-04-23 07:06:11
Python Programming
Choose Python as your preferred programming language.
2020-04-23 03:49:08
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-23 06:07:59
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-05-27 03:41:17
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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 (5)
View More-9.687Net Profit
9.041PSR
-1.804Sharpe Ratio
0.171Alpha
1.45Beta
-73.925CAR
21.1Drawdown
0Loss Rate
1Parameters
0Security Types
-1.755Sortino Ratio
19Tradeable Dates
1Trades
-0.409Treynor Ratio
0Win Rate
-9.687Net Profit
9.041PSR
-1.804Sharpe Ratio
0.171Alpha
1.45Beta
-73.925CAR
21.1Drawdown
0Loss Rate
1Parameters
0Security Types
-2.278Sortino Ratio
19Tradeable Dates
1Trades
-0.409Treynor Ratio
0Win Rate
5Parameters
0Security Types
0Tradeable Dates
8.234Net Profit
95.161PSR
8.613Sharpe Ratio
0.603Alpha
0.193Beta
128.221CAR
3.1Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
5Trades
6.023Treynor Ratio
100Win Rate
5Parameters
0Security Types
0Tradeable Dates
Community
View MoreCAPOCAPITAL started the discussion VisualStudio Quantconnect extension
Is there any documentation to setup or troubleshoot the new Quantconnect extension for Visual...
CAPOCAPITAL started the discussion Lean manual universe bar data error with too many symbols
I am trying to run LEAN using my own local data with a universe of all SP500 stocks, and observe...
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Attaching Backtest 2 of 2,
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Attaching Backtest 1 of 2,
-9.687Net Profit
9.041PSR
-1.804Sharpe Ratio
0.171Alpha
1.45Beta
-73.925CAR
21.1Drawdown
0Loss Rate
1Parameters
0Security Types
-1.755Sortino Ratio
19Tradeable Dates
1Trades
-0.409Treynor Ratio
0Win Rate
-9.687Net Profit
9.041PSR
-1.804Sharpe Ratio
0.171Alpha
1.45Beta
-73.925CAR
21.1Drawdown
0Loss Rate
1Parameters
0Security Types
-2.278Sortino Ratio
19Tradeable Dates
1Trades
-0.409Treynor Ratio
0Win Rate
5Parameters
0Security Types
0Tradeable Dates
8.234Net Profit
95.161PSR
8.613Sharpe Ratio
0.603Alpha
0.193Beta
128.221CAR
3.1Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
5Trades
6.023Treynor Ratio
100Win Rate
5Parameters
0Security Types
0Tradeable Dates
CAPOCAPITAL started the discussion VisualStudio Quantconnect extension
Is there any documentation to setup or troubleshoot the new Quantconnect extension for Visual...
CAPOCAPITAL started the discussion Lean manual universe bar data error with too many symbols
I am trying to run LEAN using my own local data with a universe of all SP500 stocks, and observe...
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Thank you Fred, the logic in your above code seems to prevent the bactest handling error with the...
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Attaching Backtest 2 of 2,
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Attaching Backtest 1 of 2,
CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
SetWarmup does not appear to fix this error
CAPOCAPITAL started the discussion REST API for third party data on Local LEAN?
Since documentation and forum discussion goes back several years and QC has changed a lot in the...
CAPOCAPITAL started the discussion LEAN report creator cannot execute binary file from Linux
I am trying to run the LEAN report creator on a local Linux machine using the following command...
CAPOCAPITAL left a comment in the discussion Can't set Alpaca as Brokerage Model
Jared is there still a possibility of restoring Alpaca as a supported brokerage if the...
CAPOCAPITAL left a comment in the discussion LEAN report creator cannot execute binary file from Linux
Thank you Jasper - I am one step closer. After running the command from within the Debug directory...
CAPOCAPITAL started the discussion How to setup live trading with Alpaca?
Hello,
CAPOCAPITAL started the discussion Universe (Coarse/Fine Selection) with past Indicators values indexed in RollingWindow?
I have seen several examples/discussions that broach this topic, but none that completely capture...
CAPOCAPITAL started the discussion IRS & Taxes: Trader vs Investor Qualification?
For US based Quants, was curious if any of you have been qualified by the IRS as a Trader in lieu...
CAPOCAPITAL started the discussion Need help with quarterly or biweekly rebalancing in Algorithm Framework
I am using the algorithm framework to backtest custom rebalancing periods on a portfolio that will...
CAPOCAPITAL started the discussion ObjectStore: Deleting all saved data in a project?
I have been tinkering with saving data (lists of backtested float values, not machine learning...
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CAPOCAPITAL left a comment in the discussion Lean manual universe bar data error with too many symbols
Thank you Fred, the logic in your above code seems to prevent the bactest handling error with the...
2 years ago