Gabriel Moncarz
Quant
Date Joined
22nd February, 2017
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-01-26 02:31:19
Notebook Sharing
Share a notebook with others.
2018-01-26 02:31:19
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-03-09 03:03:08
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-07-27 19:31:51
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-08-09 08:49:05
Python Programming
Choose Python as your preferred programming language.
2019-11-20 04:14:14
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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 (20)
View More10Parameters
0Security Types
2Tradeable Dates
2Parameters
0Security Types
1Tradeable Dates
13Parameters
2Security Types
251Tradeable Dates
13Parameters
2Security Types
557Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreGabriel started the discussion Backtesting comissions on Micro futures
Is possible that the Micro Future commissions are wrong on backtest? According what I saw, the...
Gabriel started the discussion Question about getting quotes from the cloud to my local env
I saw the Jasper meet up on March explaining CLI. I have two questions related how to download...
Gabriel started the discussion Help - Local live trading with Lean-Cli is crashing daily
Hi. I want to ask you some help because in the last 2 weeks I am having daily crashes in a live...
Gabriel started the discussion How to save internal variable states after a live trade reset/crash?
Hi all,
10Parameters
0Security Types
2Tradeable Dates
2Parameters
0Security Types
1Tradeable Dates
13Parameters
2Security Types
251Tradeable Dates
13Parameters
2Security Types
557Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1509Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1509Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
136.003Net Profit
2.088Sharpe Ratio
-0.009Alpha
0.939Beta
209.621CAR
37.5Drawdown
83Loss Rate
1Security Types
3.9186257287045Sortino Ratio
1509Tradeable Dates
12Trades
1.376Treynor Ratio
17Win Rate
1Security Types
0Sortino Ratio
7Tradeable Dates
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
24Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1676.792Net Profit
1.273Sharpe Ratio
0.449Alpha
0.251Beta
59.166CAR
38.2Drawdown
64Loss Rate
1Security Types
0.98185485070939Sortino Ratio
1556Tradeable Dates
116Trades
2.254Treynor Ratio
36Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
1283Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
357.536Net Profit
3.513Sharpe Ratio
1.71Alpha
-0.082Beta
365.973CAR
22.1Drawdown
56Loss Rate
1Security Types
1.0224997638573Sortino Ratio
251Tradeable Dates
99Trades
-19.846Treynor Ratio
44Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
5Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Gabriel started the discussion Backtesting comissions on Micro futures
Is possible that the Micro Future commissions are wrong on backtest? According what I saw, the...
Gabriel started the discussion Question about getting quotes from the cloud to my local env
I saw the Jasper meet up on March explaining CLI. I have two questions related how to download...
Gabriel started the discussion Help - Local live trading with Lean-Cli is crashing daily
Hi. I want to ask you some help because in the last 2 weeks I am having daily crashes in a live...
Gabriel started the discussion How to save internal variable states after a live trade reset/crash?
Hi all,
Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?
I confirm it also works with Lean-Cli on a local live trading environment. Reading the source code...
Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?
Thank you very much Peter. I didn't know about Object Store. It is all that I need, if it also work...
Gabriel left a comment in the discussion Question about getting quotes from the cloud to my local env
Thank you Jasper, you replied accurately.
Gabriel started the discussion Help getting VIX options chains
Hi QuantConnect community. I am having issues getting VIX options. Could anybody of the community...
Gabriel started the discussion How to clone a research notebook?
I have a project with several research notebooks. I wonder if there is a way to clone it. I don't...
Gabriel started the discussion Exception "CancelRequest is null."
Hi. I am paper-trading a strategy developed. On backtest the strategy works ok, but on paper-trade,...
Gabriel left a comment in the discussion Why does my option algo get runtime error?
Hi Ke Shen. QuantConnect sent me a github issue to track. Anyway, you can always check it by...
Gabriel left a comment in the discussion Why does my option algo get runtime error?
FYI yesterday I have reported the issue to support and Alex and Martin solved in less than 1...
Gabriel started the discussion All symbols, Daily The issue starts from Dec 31st, 2018 12:00 AM; and continues until Dec 31st, 2018 11:59 PM
According what I see, there are no quotes for all equities (I haven't checked other types), and...
Gabriel left a comment in the discussion How to Load an External PyTorch Model?
Hi Kamer. Attached you have a sample generic code about how you can read a pickle file stored on...
Gabriel started the discussion Getting history through Quandl is taking more time than I expected
I am working with Quandl dataset, and I realized that each call to self.History demands about 1...
Gabriel started the discussion How to get the history of an indicator
On Research there's a method where you give an Indicator and returns the history of it in a...
Gabriel started the discussion Question about self.Securities and custom data
I am having issues to access to quotes from "custom data". Suppose that the `Reader`...
Gabriel started the discussion Question about SPXL quotes
I have noticed that in research, the first SPXL quote is from 2012-06-29, but according the data...
Gabriel started the discussion Help dealing with an asset whose symbol changed
Hi. I write for help dealing with the asset SPXL, whose old symbol was BGU.
Gabriel started the discussion Issue getting Raw prices
I am having an issue getting Raw quotes. I was the whole day debuging the issue, and the behaivior...
Gabriel started the discussion IB option data subscription
Hi Guys. Can you please help me to know what's the Interactive Broker data subscription I need...
Gabriel started the discussion Version of IB TWS and IBController
Hello. I am having issues making Lean work with IB.
Gabriel started the discussion How to get daily custom data on Live trade for the first day
I am working with daily custom data and in general it works ok. The issue that I have is...
Gabriel started the discussion Help debugging an algorithm in Python
I'm new in QC and I write to ask some help. I come from Q platform and I see this...
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Gabriel left a comment in the discussion How to save internal variable states after a live trade reset/crash?
I confirm it also works with Lean-Cli on a local live trading environment. Reading the source code...
3 years ago