Francesco Baldisserri
Quant
Date Joined
29th January, 2016
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-10-19 06:41:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-02-13 18:35:21
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-02-21 17:05:15
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-11-23 10:05:11
C# Programming
Choose C# as your preferred programming language.
2022-09-20 06:35:18
Python Programming
Choose Python as your preferred programming language.
2019-12-26 12:18:32
Popular
Receive at least 10 upvotes from different users in the community.
2023-01-19 11:40:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-12 16:40:48
- 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 (21)
View More184.016Net Profit
3.762PSR
0.633Sharpe Ratio
0.026Alpha
0.338Beta
7.151CAR
28.6Drawdown
-0.33Loss Rate
19Parameters
2Security Types
0.988Sortino Ratio
5516Tradeable Dates
1564Trades
0.155Treynor Ratio
0.3Win Rate
125.048Net Profit
1.302PSR
0.533Sharpe Ratio
0.012Alpha
0.389Beta
5.542CAR
26.1Drawdown
-0.29Loss Rate
19Parameters
0Security Types
0.782Sortino Ratio
3783Tradeable Dates
3245Trades
0.106Treynor Ratio
0.29Win Rate
138.407Net Profit
94.717PSR
2.254Sharpe Ratio
0.489Alpha
0.022Beta
72.11CAR
15.3Drawdown
-0.34Loss Rate
1332Parameters
1Security Types
3.071Sortino Ratio
404Tradeable Dates
1636Trades
21.878Treynor Ratio
0.53Win Rate
143.357Net Profit
2.267PSR
0.574Sharpe Ratio
0.029Alpha
0.221Beta
6.173CAR
15.9Drawdown
-0.85Loss Rate
17Parameters
0Security Types
0.608Sortino Ratio
3736Tradeable Dates
1469Trades
0.206Treynor Ratio
0.83Win Rate
10.395Net Profit
84.88PSR
1.858Sharpe Ratio
0.109Alpha
-0.021Beta
15.955CAR
2.3Drawdown
-0.52Loss Rate
49Parameters
0Security Types
2.071Sortino Ratio
168Tradeable Dates
135Trades
-5.185Treynor Ratio
0.69Win Rate
Community
View MoreFrancesco left a comment in the discussion Documentation discussion data-library/crypto
Hi Jared Broad ,
Francesco left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet
Hi Adam W,
Francesco left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet
Hi Adam W,
Francesco left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Thanks Peter Guenther, I agree with you that identifying regimes is very difficult, both manually...
184.016Net Profit
3.762PSR
0.633Sharpe Ratio
0.026Alpha
0.338Beta
7.151CAR
28.6Drawdown
-0.33Loss Rate
19Parameters
2Security Types
0.988Sortino Ratio
5516Tradeable Dates
1564Trades
0.155Treynor Ratio
0.3Win Rate
125.048Net Profit
1.302PSR
0.533Sharpe Ratio
0.012Alpha
0.389Beta
5.542CAR
26.1Drawdown
-0.29Loss Rate
19Parameters
0Security Types
0.782Sortino Ratio
3783Tradeable Dates
3245Trades
0.106Treynor Ratio
0.29Win Rate
138.407Net Profit
94.717PSR
2.254Sharpe Ratio
0.489Alpha
0.022Beta
72.11CAR
15.3Drawdown
-0.34Loss Rate
1332Parameters
1Security Types
3.071Sortino Ratio
404Tradeable Dates
1636Trades
21.878Treynor Ratio
0.53Win Rate
143.357Net Profit
2.267PSR
0.574Sharpe Ratio
0.029Alpha
0.221Beta
6.173CAR
15.9Drawdown
-0.85Loss Rate
17Parameters
0Security Types
0.608Sortino Ratio
3736Tradeable Dates
1469Trades
0.206Treynor Ratio
0.83Win Rate
10.395Net Profit
84.88PSR
1.858Sharpe Ratio
0.109Alpha
-0.021Beta
15.955CAR
2.3Drawdown
-0.52Loss Rate
49Parameters
0Security Types
2.071Sortino Ratio
168Tradeable Dates
135Trades
-5.185Treynor Ratio
0.69Win Rate
-5.628Net Profit
4.873PSR
-0.122Sharpe Ratio
0.011Alpha
0.792Beta
-3.78CAR
22.6Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
380Tradeable Dates
3Trades
-0.021Treynor Ratio
0Win Rate
64.724Net Profit
93.832PSR
2.619Sharpe Ratio
0.324Alpha
0.027Beta
48.848CAR
11.5Drawdown
-0.83Loss Rate
0Parameters
0Security Types
2.084Sortino Ratio
318Tradeable Dates
318Trades
11.788Treynor Ratio
0.77Win Rate
26.412Net Profit
68.26PSR
1.693Sharpe Ratio
0.293Alpha
-0.031Beta
42.026CAR
12.5Drawdown
-0.57Loss Rate
70Parameters
0Security Types
2.223Sortino Ratio
168Tradeable Dates
534Trades
-9.438Treynor Ratio
0.99Win Rate
98.871Net Profit
92.332PSR
2.818Sharpe Ratio
0.704Alpha
-0.256Beta
98.871CAR
16.5Drawdown
-0.21Loss Rate
68Parameters
0Security Types
5.338Sortino Ratio
252Tradeable Dates
6134Trades
-2.546Treynor Ratio
0.26Win Rate
3.594Net Profit
67.469PSR
1.331Sharpe Ratio
0.024Alpha
0.002Beta
3.594CAR
1.3Drawdown
-0.1Loss Rate
548Parameters
0Security Types
1.214Sortino Ratio
252Tradeable Dates
101Trades
10.78Treynor Ratio
0.37Win Rate
2.857Net Profit
99.837PSR
3.141Sharpe Ratio
0.03Alpha
0.004Beta
4.308CAR
0.7Drawdown
-0.02Loss Rate
409Parameters
0Security Types
7.707Sortino Ratio
168Tradeable Dates
308Trades
7.902Treynor Ratio
0.07Win Rate
2.776Net Profit
63.604PSR
1.358Sharpe Ratio
0.027Alpha
0.008Beta
4.184CAR
1.3Drawdown
-0.06Loss Rate
360Parameters
0Security Types
2.28Sortino Ratio
168Tradeable Dates
549Trades
3.165Treynor Ratio
0.09Win Rate
0.639Net Profit
34.281PSR
0.536Sharpe Ratio
0.006Alpha
0.007Beta
0.958CAR
0.9Drawdown
-0.08Loss Rate
237Parameters
0Security Types
0.36Sortino Ratio
168Tradeable Dates
187Trades
0.885Treynor Ratio
0.06Win Rate
39.201Net Profit
68.826PSR
1.645Sharpe Ratio
0.281Alpha
-0.029Beta
39.201CAR
14.8Drawdown
-0.05Loss Rate
227Parameters
0Security Types
1.424Sortino Ratio
252Tradeable Dates
6272Trades
-9.557Treynor Ratio
0.09Win Rate
19.446Net Profit
27.753PSR
0.724Sharpe Ratio
0.049Alpha
0.022Beta
7.144CAR
12.4Drawdown
51Loss Rate
88Parameters
1Security Types
0.0528Sortino Ratio
648Tradeable Dates
2744Trades
2.358Treynor Ratio
49Win Rate
230.473Net Profit
58.954PSR
1.093Sharpe Ratio
0.032Alpha
0.381Beta
10.355CAR
10.8Drawdown
7Loss Rate
7Parameters
1Security Types
1.6349Sortino Ratio
3051Tradeable Dates
1047Trades
0.191Treynor Ratio
93Win Rate
353.092Net Profit
35.804PSR
0.957Sharpe Ratio
0.043Alpha
0.271Beta
9.219CAR
16.9Drawdown
7Loss Rate
7Parameters
1Security Types
0.9238Sortino Ratio
4310Tradeable Dates
1242Trades
0.241Treynor Ratio
93Win Rate
353.092Net Profit
35.804PSR
0.957Sharpe Ratio
0.043Alpha
0.271Beta
9.219CAR
16.9Drawdown
7Loss Rate
36Parameters
1Security Types
0.9238Sortino Ratio
4310Tradeable Dates
1242Trades
0.241Treynor Ratio
93Win Rate
66.496Net Profit
38.868PSR
0.923Sharpe Ratio
0.054Alpha
0.361Beta
13.876CAR
12.6Drawdown
-0.08Loss Rate
635Parameters
1Security Types
1.428Sortino Ratio
988Tradeable Dates
8950Trades
0.278Treynor Ratio
0.1Win Rate
244.762Net Profit
30.473PSR
0.914Sharpe Ratio
0.372Alpha
-0.003Beta
40.135CAR
64Drawdown
-0.53Loss Rate
254Parameters
1Security Types
0.868Sortino Ratio
1339Tradeable Dates
2796Trades
-124.289Treynor Ratio
0.46Win Rate
17.296Net Profit
54.983PSR
1.193Sharpe Ratio
0.147Alpha
0.115Beta
17.296CAR
8Drawdown
-0.1Loss Rate
194Parameters
0Security Types
1.982Sortino Ratio
0Tradeable Dates
3640Trades
1.294Treynor Ratio
0.13Win Rate
Francesco left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Hi Anastasios Bikos , I'm glad you liked the article and thanks for the article you shared. I'm...
Francesco left a comment in the discussion Documentation discussion data-library/crypto
Hi Jared Broad ,
Francesco left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet
Hi Adam W,
Francesco left a comment in the discussion Why Meta-Labeling Is Not a Silver Bullet
Hi Adam W,
Francesco left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Thanks Peter Guenther, I agree with you that identifying regimes is very difficult, both manually...
Francesco left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Hi Santa24,
Francesco started the discussion Pandas library update
Hi,
Francesco started the discussion Notebook plotting issue
Hi,
Francesco started the discussion Algorithm research methodology
Hello,
QuantConnect™ 2024. All Rights Reserved
Francesco left a comment in the discussion Rage Against the Regimes: The Illusion of Market-Specific Strategies
Hi Anastasios Bikos , I'm glad you liked the article and thanks for the article you shared. I'm...
5 months ago