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Javier V.

Quant

Date Joined

30th November, 2019

Bootcamp progress

86% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2021-03-30 17:37:37
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2021-03-05 12:06:52
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Cloner

Clone at least 100 algorithms from the community.

2021-03-19 18:43:42
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C# Programming

Choose C# as your preferred programming language.

2021-02-26 20:07:25
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Python Programming

Choose Python as your preferred programming language.

2019-11-30 09:11:55
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2021-02-19 09:38:06
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2021-02-25 10:13:43
  • Profile
  • Backtests
  • Community

Biography

Quant Algorithmic Trader ----- Postgraduate Expert in Quantitative Systems and Models of Algorithmic Trading by Higher School of Telecommunications Engineers of the Polytechnic University Madrid ----- IBM Data Science Specialization Professional Certificate ----- Certified Financial Technician® (CFTe) ----- EFA™ European Financial Advisor ----- Bachelor's University Degree in Business Administration and Management

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 (13)

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SETHOLDINGS

2626.364Net Profit

93.895PSR

1.935Sharpe Ratio

0.588Alpha

0.08Beta

84.273CAR

40Drawdown

34Loss Rate

3Parameters

1Security Types

1.1327Sortino Ratio

1974Tradeable Dates

129Trades

7.502Treynor Ratio

66Win Rate

SPY

40.268Net Profit

14.358PSR

0.636Sharpe Ratio

0.018Alpha

0.236Beta

6.457CAR

13.8Drawdown

37Loss Rate

2Parameters

2Security Types

0.3943Sortino Ratio

1974Tradeable Dates

119Trades

0.199Treynor Ratio

63Win Rate

BTCUSD

278.833Net Profit

66.295PSR

1.254Sharpe Ratio

0.199Alpha

0.01Beta

27.928CAR

27.2Drawdown

21Loss Rate

2Parameters

1Security Types

2.8249Sortino Ratio

1974Tradeable Dates

39Trades

19.367Treynor Ratio

79Win Rate

Minute

7639.088Net Profit

74.766PSR

1.904Sharpe Ratio

1.144Alpha

0.609Beta

134.871CAR

99.9Drawdown

0Loss Rate

1Parameters

0Security Types

2.746Sortino Ratio

1859Tradeable Dates

1Trades

1.992Treynor Ratio

0Win Rate

BTC

6.67Net Profit

41.911PSR

0.752Sharpe Ratio

0.109Alpha

0.243Beta

21.364CAR

17.4Drawdown

41Loss Rate

3Parameters

1Security Types

0.2164Sortino Ratio

122Tradeable Dates

34Trades

0.723Treynor Ratio

59Win Rate

Community

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Javier started the discussion BuybackPercentage Usage Help

Hi, 

3 years ago

Javier started the discussion Reference to passed bars

 

3 years ago

Javier started the discussion Unexpected short exposure

Hello,

3 years ago

Javier started the discussion Reality models default values

Hello,

3 years ago

Javier started the discussion Request return "Algorithm Wizard"

Hello!

3 years ago

SETHOLDINGS

2626.364Net Profit

93.895PSR

1.935Sharpe Ratio

0.588Alpha

0.08Beta

84.273CAR

40Drawdown

34Loss Rate

3Parameters

1Security Types

1.1327Sortino Ratio

1974Tradeable Dates

129Trades

7.502Treynor Ratio

66Win Rate

SPY

40.268Net Profit

14.358PSR

0.636Sharpe Ratio

0.018Alpha

0.236Beta

6.457CAR

13.8Drawdown

37Loss Rate

2Parameters

2Security Types

0.3943Sortino Ratio

1974Tradeable Dates

119Trades

0.199Treynor Ratio

63Win Rate

BTCUSD

278.833Net Profit

66.295PSR

1.254Sharpe Ratio

0.199Alpha

0.01Beta

27.928CAR

27.2Drawdown

21Loss Rate

2Parameters

1Security Types

2.8249Sortino Ratio

1974Tradeable Dates

39Trades

19.367Treynor Ratio

79Win Rate

Minute

7639.088Net Profit

74.766PSR

1.904Sharpe Ratio

1.144Alpha

0.609Beta

134.871CAR

99.9Drawdown

0Loss Rate

1Parameters

0Security Types

2.746Sortino Ratio

1859Tradeable Dates

1Trades

1.992Treynor Ratio

0Win Rate

BTC

6.67Net Profit

41.911PSR

0.752Sharpe Ratio

0.109Alpha

0.243Beta

21.364CAR

17.4Drawdown

41Loss Rate

3Parameters

1Security Types

0.2164Sortino Ratio

122Tradeable Dates

34Trades

0.723Treynor Ratio

59Win Rate

SPY

0.98Net Profit

44.722PSR

0.759Sharpe Ratio

-0.015Alpha

0.107Beta

3.02CAR

2.4Drawdown

33Loss Rate

3Parameters

1Security Types

0.099Sortino Ratio

82Tradeable Dates

30Trades

0.291Treynor Ratio

67Win Rate

Geeky Red Dog

3.177Net Profit

0.514PSR

0.48Sharpe Ratio

0.001Alpha

-0.001Beta

0.147CAR

1.1Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

5364Tradeable Dates

1Trades

-0.943Treynor Ratio

0Win Rate

limit close * 0.95

18283.539Net Profit

81.56PSR

2.04Sharpe Ratio

0Alpha

0Beta

147.841CAR

83.8Drawdown

100Loss Rate

2Parameters

1Security Types

-0.5131Sortino Ratio

2097Tradeable Dates

9Trades

0Treynor Ratio

0Win Rate

Close*2 limit

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

2097Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

GDAX

17472.592Net Profit

81.546PSR

2.024Sharpe Ratio

0Alpha

0Beta

146.035CAR

84Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

2096Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

BITFINEX

-100.102Net Profit

25.184PSR

0.859Sharpe Ratio

0Alpha

0Beta

0CAR

100Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

2096Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

error

1705.24Net Profit

89.133PSR

2.833Sharpe Ratio

1.698Alpha

0.032Beta

229.86CAR

70.9Drawdown

-5.15Loss Rate

5Parameters

0Security Types

4.347Sortino Ratio

884Tradeable Dates

73Trades

55.398Treynor Ratio

1037.21Win Rate

Ugly Fluorescent Orange Penguin

851.01Net Profit

9.429PSR

0.771Sharpe Ratio

0.107Alpha

-0.033Beta

11.573CAR

33.9Drawdown

12Loss Rate

5Parameters

1Security Types

7.3822Sortino Ratio

5171Tradeable Dates

36Trades

-3.16Treynor Ratio

88Win Rate

Javier started the discussion BuybackPercentage Usage Help

Hi, 

3 years ago

Javier started the discussion Reference to passed bars

 

3 years ago

Javier started the discussion Unexpected short exposure

Hello,

3 years ago

Javier started the discussion Reality models default values

Hello,

3 years ago

Javier started the discussion Request return "Algorithm Wizard"

Hello!

3 years ago

Javier started the discussion Attract Licensing Opportunities with Research Meta-Data Sharing

Hello,

3 years ago

Javier started the discussion Minimun order size

Hello!

3 years ago

Javier left a comment in the discussion Attract Licensing Opportunities with Research Meta-Data Sharing

Hi Derek!

3 years ago

Javier left a comment in the discussion Alpha Streams Market

Another one..

3 years ago

Javier left a comment in the discussion Alpha Streams Market

Thanks Jared an Derek you are always very kind. 

3 years ago

Javier left a comment in the discussion Alpha Streams Market

- "Live" are calendar days or trading days?

3 years ago

Javier left a comment in the discussion Alpha Streams Market

Another questionWhy are there strategies with negative performance throughout its history? How did...

3 years ago

Javier left a comment in the discussion Alpha Streams Market

Hello, 

3 years ago

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