Diego Munoz
Quant
Date Joined
11th January, 2021
Bootcamp progress
76% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-23 21:30:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-25 16:57:40
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Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-02-02 15:30:24
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Run multiple live algorithms simultaneously.
2021-05-04 03:12:23
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Clone at least 100 algorithms from the community.
2021-10-07 04:46:02
C# Programming
Choose C# as your preferred programming language.
2021-03-06 02:59:08
Python Programming
Choose Python as your preferred programming language.
2021-01-11 18:22:12
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Complete a beginner bootcamp in the algorithm lab.
2021-01-13 18:23:17
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-01-20 17:04:32
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Public Backtests (33)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
21Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7.365Net Profit
22.928PSR
0.373Sharpe Ratio
-0.096Alpha
0.856Beta
7.84CAR
24.8Drawdown
100Loss Rate
28Parameters
2Security Types
-0.5433Sortino Ratio
238Tradeable Dates
16Trades
0.088Treynor Ratio
0Win Rate
-4.611Net Profit
0.941PSR
-1.011Sharpe Ratio
-0.007Alpha
-0.135Beta
-4.89CAR
6.5Drawdown
100Loss Rate
28Parameters
2Security Types
-1.0264Sortino Ratio
238Tradeable Dates
6Trades
0.248Treynor Ratio
0Win Rate
-5.822Net Profit
14.852PSR
-0.637Sharpe Ratio
-0.049Alpha
0.187Beta
-20.85CAR
16.5Drawdown
-0.02Loss Rate
18Parameters
0Security Types
-0.865Sortino Ratio
65Tradeable Dates
7Trades
-0.705Treynor Ratio
19.98Win Rate
26.682Net Profit
48.246PSR
1.562Sharpe Ratio
1.285Alpha
-1.852Beta
103.352CAR
48.7Drawdown
0Loss Rate
8Parameters
0Security Types
1.11Sortino Ratio
84Tradeable Dates
5Trades
-0.846Treynor Ratio
9.98Win Rate
Community
View MoreDiego started the discussion Live Trading Failrue to launch
Hello, I am trying to deploy my algorithm live using interactive brokers, but whenever I click...
Diego started the discussion Help Performing Multiple long put option algorithm
Hello Friends,
Diego started the discussion Help unable to exercise option contract
Hello,
Diego started the discussion Contract Asset Allocation based off changing prices in option contracts
I want to purchase a long put on spy 40% otm for tail risk hedge 1 year to exp and my portfolio...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
21Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
7.365Net Profit
22.928PSR
0.373Sharpe Ratio
-0.096Alpha
0.856Beta
7.84CAR
24.8Drawdown
100Loss Rate
28Parameters
2Security Types
-0.5433Sortino Ratio
238Tradeable Dates
16Trades
0.088Treynor Ratio
0Win Rate
-4.611Net Profit
0.941PSR
-1.011Sharpe Ratio
-0.007Alpha
-0.135Beta
-4.89CAR
6.5Drawdown
100Loss Rate
28Parameters
2Security Types
-1.0264Sortino Ratio
238Tradeable Dates
6Trades
0.248Treynor Ratio
0Win Rate
-5.822Net Profit
14.852PSR
-0.637Sharpe Ratio
-0.049Alpha
0.187Beta
-20.85CAR
16.5Drawdown
-0.02Loss Rate
18Parameters
0Security Types
-0.865Sortino Ratio
65Tradeable Dates
7Trades
-0.705Treynor Ratio
19.98Win Rate
26.682Net Profit
48.246PSR
1.562Sharpe Ratio
1.285Alpha
-1.852Beta
103.352CAR
48.7Drawdown
0Loss Rate
8Parameters
0Security Types
1.11Sortino Ratio
84Tradeable Dates
5Trades
-0.846Treynor Ratio
9.98Win Rate
47.149Net Profit
55.678PSR
3.272Sharpe Ratio
4.513Alpha
-2.792Beta
218.748CAR
61.7Drawdown
0Loss Rate
8Parameters
0Security Types
1.529Sortino Ratio
84Tradeable Dates
2Trades
-1.769Treynor Ratio
0Win Rate
100.078Net Profit
71.437PSR
25.039Sharpe Ratio
53.369Alpha
-4.023Beta
1585.162CAR
69.7Drawdown
-3.67Loss Rate
20Parameters
0Security Types
8.327Sortino Ratio
63Tradeable Dates
79549Trades
-13.468Treynor Ratio
0Win Rate
20.264Net Profit
51.726PSR
3.444Sharpe Ratio
6.635Alpha
-4.079Beta
74.779CAR
76.7Drawdown
-3.67Loss Rate
19Parameters
0Security Types
0.628Sortino Ratio
83Tradeable Dates
126347Trades
-1.627Treynor Ratio
0Win Rate
36.244Net Profit
58.66PSR
8.08Sharpe Ratio
18.275Alpha
-4.376Beta
109.515CAR
78.8Drawdown
-3.38Loss Rate
19Parameters
0Security Types
0.942Sortino Ratio
104Tradeable Dates
62594Trades
-4.176Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
20Parameters
2Security Types
0Sortino Ratio
432Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
25Parameters
2Security Types
0Sortino Ratio
133Tradeable Dates
151.793Net Profit
36.734PSR
1.002Sharpe Ratio
0.484Alpha
-0.57Beta
28.844CAR
23.3Drawdown
-2.56Loss Rate
32Parameters
1Security Types
1.139Sortino Ratio
917Tradeable Dates
110Trades
-0.654Treynor Ratio
3.05Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
32Parameters
1Security Types
0Sortino Ratio
398Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
95.558Net Profit
16.832PSR
0.582Sharpe Ratio
0.19Alpha
-0.337Beta
17.269CAR
22.5Drawdown
-5.71Loss Rate
34Parameters
1Security Types
0.501Sortino Ratio
1403Tradeable Dates
73Trades
-0.462Treynor Ratio
2.17Win Rate
308.165Net Profit
38.757PSR
1.053Sharpe Ratio
0.407Alpha
-0.266Beta
28.695CAR
24Drawdown
-5.3Loss Rate
29Parameters
2Security Types
1.241Sortino Ratio
1402Tradeable Dates
101Trades
-1.341Treynor Ratio
4.04Win Rate
-34.182Net Profit
2.565PSR
-0.618Sharpe Ratio
0.006Alpha
0.916Beta
-26.913CAR
49.4Drawdown
-0.24Loss Rate
28Parameters
0Security Types
-1.144Sortino Ratio
336Tradeable Dates
21Trades
-0.24Treynor Ratio
0Win Rate
-34.182Net Profit
2.565PSR
-0.618Sharpe Ratio
0.006Alpha
0.916Beta
-26.913CAR
49.4Drawdown
-0.24Loss Rate
29Parameters
0Security Types
-1.144Sortino Ratio
336Tradeable Dates
21Trades
-0.24Treynor Ratio
0Win Rate
-34.182Net Profit
2.565PSR
-0.618Sharpe Ratio
0.006Alpha
0.916Beta
-26.913CAR
49.4Drawdown
-0.24Loss Rate
28Parameters
0Security Types
-1.144Sortino Ratio
336Tradeable Dates
21Trades
-0.24Treynor Ratio
0Win Rate
17.436Net Profit
74.799PSR
2.237Sharpe Ratio
0.074Alpha
0.72Beta
33.63CAR
7.9Drawdown
40Loss Rate
28Parameters
2Security Types
-0.6191Sortino Ratio
645Tradeable Dates
11Trades
0.509Treynor Ratio
60Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
28Parameters
1Security Types
0Sortino Ratio
645Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
456.921Net Profit
14.193PSR
0.777Sharpe Ratio
0.085Alpha
0.481Beta
12.51CAR
37.8Drawdown
-4.74Loss Rate
18Parameters
1Security Types
0.869Sortino Ratio
3665Tradeable Dates
297Trades
0.301Treynor Ratio
2.24Win Rate
44.871Net Profit
54.325PSR
1.248Sharpe Ratio
0.057Alpha
0.867Beta
26.792CAR
27.7Drawdown
0Loss Rate
13Parameters
1Security Types
0Sortino Ratio
393Tradeable Dates
13Trades
0.354Treynor Ratio
100Win Rate
21.063Net Profit
31.702PSR
0.662Sharpe Ratio
-0.089Alpha
0.889Beta
13.021CAR
28.9Drawdown
41Loss Rate
13Parameters
1Security Types
0.073Sortino Ratio
393Tradeable Dates
1574Trades
0.187Treynor Ratio
59Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
393Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
1Security Types
0Sortino Ratio
393Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
93.538Net Profit
60.283PSR
1.301Sharpe Ratio
0.041Alpha
0.944Beta
29.657CAR
30Drawdown
-0.26Loss Rate
21Parameters
1Security Types
1.454Sortino Ratio
640Tradeable Dates
7Trades
0.28Treynor Ratio
1.21Win Rate
93.449Net Profit
68.63PSR
1.51Sharpe Ratio
0.09Alpha
0.826Beta
30.815CAR
25.8Drawdown
100Loss Rate
12Parameters
2Security Types
0Sortino Ratio
619Tradeable Dates
4Trades
0.391Treynor Ratio
0Win Rate
396.294Net Profit
13.758PSR
0.765Sharpe Ratio
0.081Alpha
0.432Beta
11.721CAR
36.2Drawdown
-6.58Loss Rate
9Parameters
1Security Types
0.865Sortino Ratio
3636Tradeable Dates
64Trades
0.312Treynor Ratio
221.16Win Rate
211.673Net Profit
2.748PSR
0.535Sharpe Ratio
0.068Alpha
0.276Beta
8.195CAR
39.8Drawdown
-6.32Loss Rate
8Parameters
1Security Types
0.556Sortino Ratio
3630Tradeable Dates
58Trades
0.368Treynor Ratio
169.08Win Rate
47.93Net Profit
41.179PSR
0.939Sharpe Ratio
0.211Alpha
-0.084Beta
20.962CAR
19.5Drawdown
51Loss Rate
26Parameters
1Security Types
0.0228Sortino Ratio
0Tradeable Dates
14185Trades
-2.306Treynor Ratio
49Win Rate
Diego started the discussion Live Trading Failrue to launch
Hello, I am trying to deploy my algorithm live using interactive brokers, but whenever I click...
Diego left a comment in the discussion Getting Option Contract Info From Portfolio Holding Objects in Python
Is there a way to get invested Option Greeks from self.Securities as well?
Diego started the discussion Help Performing Multiple long put option algorithm
Hello Friends,
Diego started the discussion Help unable to exercise option contract
Hello,
Diego started the discussion Contract Asset Allocation based off changing prices in option contracts
I want to purchase a long put on spy 40% otm for tail risk hedge 1 year to exp and my portfolio...
Diego left a comment in the discussion Help unable to exercise option contract
Hello @varad kababe can you show how this would work in a backtest?
Diego left a comment in the discussion How can I select all ETFs during universe selection?
Hi Shile Wen
Diego left a comment in the discussion Local Visual Studio Guide
Hello Daniel Chen question for a newbie to QC here. Is it still possible to download QC LEAN using...
Diego left a comment in the discussion How can I select all ETFs during universe selection?
Alexandre Catarino Also, I found a comment you made in a different thread that said how ETFs...
Diego left a comment in the discussion How can I select all ETFs during universe selection?
In comparison, if i remove the 'not' from CoarseSelectionFunction, then I am returned a complete...
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Diego left a comment in the discussion Getting Option Contract Info From Portfolio Holding Objects in Python
Is there a way to get invested Option Greeks from self.Securities as well?
2 years ago