Guy Fleury
Quant
Date Joined
7th January, 2018
Bootcamp progress
85% Complete
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Share an algorithm with the community by making your algorithm public.
2020-12-03 21:26:30
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Run at least 100 backtests on QuantConnect's cloud.
2020-12-16 00:29:01
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Receive at least 10 upvotes from different users in the community.
2021-06-13 12:04:44
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Complete a beginner bootcamp in the algorithm lab.
2020-11-23 18:16:05
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Complete an advanced bootcamp in the algorithm lab.
2021-02-09 18:23:36
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Awarded by administrators for outstanding voluntary support of other community members.
2021-05-05 22:42:07
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Public Backtests (6)
View More19432.343Net Profit
1.344PSR
0.722Sharpe Ratio
0.169Alpha
0.647Beta
24.198CAR
68.4Drawdown
-0.9Loss Rate
26Parameters
0Security Types
0Tradeable Dates
1746Trades
0.323Treynor Ratio
2.43Win Rate
38641.854Net Profit
89.284PSR
1.639Sharpe Ratio
0.549Alpha
-0.13Beta
57.894CAR
47.7Drawdown
-1.52Loss Rate
37Parameters
1Security Types
2.29Sortino Ratio
3282Tradeable Dates
544Trades
-4.115Treynor Ratio
3.92Win Rate
46973.983Net Profit
98.984PSR
1.969Sharpe Ratio
0.52Alpha
0.089Beta
60.354CAR
35.6Drawdown
-1.16Loss Rate
19Parameters
1Security Types
2.992Sortino Ratio
3279Tradeable Dates
261Trades
5.972Treynor Ratio
6.66Win Rate
44297.962Net Profit
98.813PSR
1.947Sharpe Ratio
0.515Alpha
0.089Beta
59.636CAR
35.6Drawdown
-1.13Loss Rate
19Parameters
1Security Types
2.959Sortino Ratio
3279Tradeable Dates
261Trades
5.863Treynor Ratio
6.62Win Rate
20451.386Net Profit
99.029PSR
1.906Sharpe Ratio
0.414Alpha
0.231Beta
50.474CAR
23.3Drawdown
-0.92Loss Rate
19Parameters
1Security Types
2.926Sortino Ratio
3279Tradeable Dates
265Trades
1.89Treynor Ratio
5.54Win Rate
Community
View MoreGuy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
@Peter, the cited article provided more than points to keep in mind. They are points to live by.
Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
The following article from Quantpedia on 355 published strategies using QuantConnect's platform...
Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
@Denis.
Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
@Denis.
19432.343Net Profit
1.344PSR
0.722Sharpe Ratio
0.169Alpha
0.647Beta
24.198CAR
68.4Drawdown
-0.9Loss Rate
26Parameters
0Security Types
0Tradeable Dates
1746Trades
0.323Treynor Ratio
2.43Win Rate
38641.854Net Profit
89.284PSR
1.639Sharpe Ratio
0.549Alpha
-0.13Beta
57.894CAR
47.7Drawdown
-1.52Loss Rate
37Parameters
1Security Types
2.29Sortino Ratio
3282Tradeable Dates
544Trades
-4.115Treynor Ratio
3.92Win Rate
46973.983Net Profit
98.984PSR
1.969Sharpe Ratio
0.52Alpha
0.089Beta
60.354CAR
35.6Drawdown
-1.16Loss Rate
19Parameters
1Security Types
2.992Sortino Ratio
3279Tradeable Dates
261Trades
5.972Treynor Ratio
6.66Win Rate
44297.962Net Profit
98.813PSR
1.947Sharpe Ratio
0.515Alpha
0.089Beta
59.636CAR
35.6Drawdown
-1.13Loss Rate
19Parameters
1Security Types
2.959Sortino Ratio
3279Tradeable Dates
261Trades
5.863Treynor Ratio
6.62Win Rate
20451.386Net Profit
99.029PSR
1.906Sharpe Ratio
0.414Alpha
0.231Beta
50.474CAR
23.3Drawdown
-0.92Loss Rate
19Parameters
1Security Types
2.926Sortino Ratio
3279Tradeable Dates
265Trades
1.89Treynor Ratio
5.54Win Rate
17989.883Net Profit
87.263PSR
1.822Sharpe Ratio
0.674Alpha
0.607Beta
61.685CAR
53.3Drawdown
42Loss Rate
32Parameters
1Security Types
0.2712Sortino Ratio
2724Tradeable Dates
288Trades
1.271Treynor Ratio
58Win Rate
Guy left a comment in the discussion ETFConstituentsUniverse
My latest short paper might interest some wishing to design better trading programs with a...
Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
@Peter, the cited article provided more than points to keep in mind. They are points to live by.
Guy left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
The following article from Quantpedia on 355 published strategies using QuantConnect's platform...
Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
@Denis.
Guy left a comment in the discussion Benjamin Graham's Net-Net Investing strategy
@Denis.
Guy left a comment in the discussion ETFConstituentsUniverse
In my upcoming book, scheduled for an early March release, I cover this trading strategy...
QuantConnect™ 2024. All Rights Reserved
Guy left a comment in the discussion ETFConstituentsUniverse
My latest short paper might interest some wishing to design better trading programs with a...
1 years ago