Emiliano Fraticelli
Quant
Date Joined
16th July, 2020
Bootcamp progress
85% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-15 03:09:46
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-12-14 19:12:35
C# Programming
Choose C# as your preferred programming language.
2021-04-26 19:53:19
Python Programming
Choose Python as your preferred programming language.
2020-07-17 06:37:16
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-15 19:09:23
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-12-11 12:24:19
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Activity on QuantConnect
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Public Backtests (8)
View More23.276Net Profit
80.034PSR
1.829Sharpe Ratio
0.165Alpha
-0.015Beta
19.242CAR
6.2Drawdown
-0.3Loss Rate
22Parameters
1Security Types
2.658Sortino Ratio
300Tradeable Dates
149Trades
-10.505Treynor Ratio
0.49Win Rate
15.879Net Profit
81.226PSR
2.695Sharpe Ratio
-0.02Alpha
1Beta
34.47CAR
5.4Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
124Tradeable Dates
1Trades
0.361Treynor Ratio
0Win Rate
-0.247Net Profit
29.064PSR
-0.662Sharpe Ratio
-0.436Alpha
1.933Beta
-2.152CAR
4.9Drawdown
42Loss Rate
6Parameters
1Security Types
0.4812Sortino Ratio
124Tradeable Dates
161Trades
-0.069Treynor Ratio
58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreEmiliano started the discussion Help me in drawing daily candlesticks
Hi everyone!
Emiliano left a comment in the discussion Help me in drawing daily candlesticks
Emiliano started the discussion Calculating 1 day returns
Hi!
Emiliano started the discussion Help in understanding and converting a fragment of code from Quantopian to QuantConnect
Hi Everyone! I'm trying to understand and convert a function that once was used in Quantopian on...
23.276Net Profit
80.034PSR
1.829Sharpe Ratio
0.165Alpha
-0.015Beta
19.242CAR
6.2Drawdown
-0.3Loss Rate
22Parameters
1Security Types
2.658Sortino Ratio
300Tradeable Dates
149Trades
-10.505Treynor Ratio
0.49Win Rate
15.879Net Profit
81.226PSR
2.695Sharpe Ratio
-0.02Alpha
1Beta
34.47CAR
5.4Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
124Tradeable Dates
1Trades
0.361Treynor Ratio
0Win Rate
-0.247Net Profit
29.064PSR
-0.662Sharpe Ratio
-0.436Alpha
1.933Beta
-2.152CAR
4.9Drawdown
42Loss Rate
6Parameters
1Security Types
0.4812Sortino Ratio
124Tradeable Dates
161Trades
-0.069Treynor Ratio
58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
32Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2224.302Net Profit
42.897PSR
1.07Sharpe Ratio
0Alpha
0Beta
26.943CAR
32.9Drawdown
-0.54Loss Rate
78Parameters
1Security Types
1.435Sortino Ratio
3317Tradeable Dates
2902Trades
0Treynor Ratio
0.75Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
30Parameters
1Security Types
0Sortino Ratio
81Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.013Net Profit
8.47PSR
0.192Sharpe Ratio
0Alpha
0Beta
0.006CAR
0Drawdown
-0.03Loss Rate
24Parameters
0Security Types
0.036Sortino Ratio
568Tradeable Dates
6Trades
7.739Treynor Ratio
0.02Win Rate
Emiliano started the discussion Help me in drawing daily candlesticks
Hi everyone!
Emiliano left a comment in the discussion Help me in drawing daily candlesticks
I need candles like these ones, using the min and max for that day:
Emiliano left a comment in the discussion Help me in drawing daily candlesticks
Emiliano started the discussion Calculating 1 day returns
Hi!
Emiliano started the discussion Help in understanding and converting a fragment of code from Quantopian to QuantConnect
Hi Everyone! I'm trying to understand and convert a function that once was used in Quantopian on...
Emiliano started the discussion Running more projects on alpaca live trading using the same Alpaca account
Hi!
Emiliano started the discussion CoarseSelectionFunction triggered on a specified hour of the day
Hi!
Emiliano started the discussion Printing daily data get printed more frequently than expected
Hi!
Emiliano started the discussion Opinions for the general feasibility of a project
Hi!
Emiliano started the discussion Houry scheduling and error
class TemplateA(QCAlgorithm): def Initialize(self): ...
Emiliano started the discussion Getting current intraday high of the day
Hi!
Emiliano started the discussion BTX PRICES
Hi!
Emiliano started the discussion Force trades to happen everyday but only in a certain timeframe
Hi,
Emiliano started the discussion 200 day SMA
Hi!
Emiliano started the discussion Single stock Sharpe Ratio
Hi!
Emiliano started the discussion Problems with universe selection
Hi!
Emiliano started the discussion Importing external data
Hi!
Emiliano left a comment in the discussion Importing external data
It works now…but don't think the problem was the one that Louis Szeto told.
Emiliano left a comment in the discussion Importing external data
So it's either the download link that is not okay (I've put dl=1) or the date format…
Emiliano left a comment in the discussion Importing external data
Well, I'm already having a new problem…
Emiliano left a comment in the discussion Importing external data
Thanks a lot! I forgot about that line…sorry!
Emiliano started the discussion Russell 1000 constituents
Hi!
Emiliano started the discussion Alpaca BrokerageModel
Hi!
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Emiliano left a comment in the discussion Help me in drawing daily candlesticks
I need candles like these ones, using the min and max for that day:
2 years ago