Joseph Matteo Scorsone
Quant
Date Joined
18th July, 2022
Bootcamp progress
7% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-06-01 22:15:31
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-08-09 22:13:18
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-12-08 20:13:02
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-01-02 18:37:35
Python Programming
Choose Python as your preferred programming language.
2022-07-18 22:18:25
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-10-06 21:06:06
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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 (10)
View More-24.171Net Profit
1.729PSR
-1.165Sharpe Ratio
-0.185Alpha
-0.437Beta
-28.829CAR
32.2Drawdown
71Loss Rate
0Parameters
2Security Types
-1.25Sortino Ratio
0Tradeable Dates
430Trades
0.565Treynor Ratio
29Win Rate
0.801Net Profit
62.812PSR
-7.433Sharpe Ratio
-0.046Alpha
-0.007Beta
1.207CAR
0.3Drawdown
47Loss Rate
0Parameters
1Security Types
-10.651Sortino Ratio
173Tradeable Dates
914Trades
6.45Treynor Ratio
53Win Rate
62.07Net Profit
15.421PSR
0.45Sharpe Ratio
0.038Alpha
0.29Beta
11.07CAR
18.9Drawdown
30Loss Rate
0Parameters
1Security Types
0.499Sortino Ratio
1155Tradeable Dates
11Trades
0.209Treynor Ratio
70Win Rate
-37.961Net Profit
0.22PSR
-0.378Sharpe Ratio
-0.17Alpha
1.116Beta
-12.803CAR
55.3Drawdown
-0.48Loss Rate
0Parameters
0Security Types
874Tradeable Dates
2537Trades
-0.082Treynor Ratio
0.52Win Rate
31.272Net Profit
58.596PSR
0.821Sharpe Ratio
-0.026Alpha
0.975Beta
22.041CAR
14Drawdown
-2.84Loss Rate
13Parameters
0Security Types
342Tradeable Dates
43Trades
0.107Treynor Ratio
3.48Win Rate
Community
View MoreJoseph started the discussion SuperTrend and Stochastic Indicator trading an options universe
This is the code I wrote for a trading strategy that trades options with the super trend and...
Joseph started the discussion OrderFlow Trading on a fixed universe of futures
In this project there's a lot of cool stuff going on. It is a simple order flow algorithm with a...
Joseph started the discussion Topology in QC!
A subscriber asked me to make a video on Topology in trading. I did this by modifying code from...
Joseph started the discussion Monthly rebalance of most liquid stocks with lowest PE ratios
Hello all, someone on my YouTube channel requested I make a video like this.
Joseph started the discussion Different Timeframe Indicators on Options and Underlyings
One day I had the need to make a custom indicator and have it work on the underlying and on it's...
-24.171Net Profit
1.729PSR
-1.165Sharpe Ratio
-0.185Alpha
-0.437Beta
-28.829CAR
32.2Drawdown
71Loss Rate
0Parameters
2Security Types
-1.25Sortino Ratio
0Tradeable Dates
430Trades
0.565Treynor Ratio
29Win Rate
0.801Net Profit
62.812PSR
-7.433Sharpe Ratio
-0.046Alpha
-0.007Beta
1.207CAR
0.3Drawdown
47Loss Rate
0Parameters
1Security Types
-10.651Sortino Ratio
173Tradeable Dates
914Trades
6.45Treynor Ratio
53Win Rate
62.07Net Profit
15.421PSR
0.45Sharpe Ratio
0.038Alpha
0.29Beta
11.07CAR
18.9Drawdown
30Loss Rate
0Parameters
1Security Types
0.499Sortino Ratio
1155Tradeable Dates
11Trades
0.209Treynor Ratio
70Win Rate
-37.961Net Profit
0.22PSR
-0.378Sharpe Ratio
-0.17Alpha
1.116Beta
-12.803CAR
55.3Drawdown
-0.48Loss Rate
0Parameters
0Security Types
874Tradeable Dates
2537Trades
-0.082Treynor Ratio
0.52Win Rate
31.272Net Profit
58.596PSR
0.821Sharpe Ratio
-0.026Alpha
0.975Beta
22.041CAR
14Drawdown
-2.84Loss Rate
13Parameters
0Security Types
342Tradeable Dates
43Trades
0.107Treynor Ratio
3.48Win Rate
92.685Net Profit
85.622PSR
2.441Sharpe Ratio
0.191Alpha
2.206Beta
92.786CAR
15.8Drawdown
0Loss Rate
15Parameters
0Security Types
304Tradeable Dates
5Trades
0.284Treynor Ratio
30.29Win Rate
92.685Net Profit
85.622PSR
2.441Sharpe Ratio
0.191Alpha
2.206Beta
92.786CAR
15.8Drawdown
0Loss Rate
14Parameters
0Security Types
304Tradeable Dates
5Trades
0.284Treynor Ratio
30.29Win Rate
85.016Net Profit
77.214PSR
2.083Sharpe Ratio
0.193Alpha
2.028Beta
85.107CAR
17.2Drawdown
-2.3Loss Rate
12Parameters
0Security Types
304Tradeable Dates
48Trades
0.293Treynor Ratio
3.82Win Rate
3.738Net Profit
37.912PSR
0.747Sharpe Ratio
0.004Alpha
0.111Beta
3.741CAR
3.5Drawdown
0Loss Rate
38Parameters
0Security Types
304Tradeable Dates
3Trades
0.238Treynor Ratio
3.74Win Rate
21.604Net Profit
79.947PSR
1.844Sharpe Ratio
0.023Alpha
0.632Beta
21.623CAR
4.5Drawdown
-2.01Loss Rate
16Parameters
0Security Types
304Tradeable Dates
45Trades
0.235Treynor Ratio
2.64Win Rate
Joseph started the discussion SuperTrend and Stochastic Indicator trading an options universe
This is the code I wrote for a trading strategy that trades options with the super trend and...
Joseph started the discussion OrderFlow Trading on a fixed universe of futures
In this project there's a lot of cool stuff going on. It is a simple order flow algorithm with a...
Joseph started the discussion Topology in QC!
A subscriber asked me to make a video on Topology in trading. I did this by modifying code from...
Joseph started the discussion Monthly rebalance of most liquid stocks with lowest PE ratios
Hello all, someone on my YouTube channel requested I make a video like this.
Joseph started the discussion Different Timeframe Indicators on Options and Underlyings
One day I had the need to make a custom indicator and have it work on the underlying and on it's...
Joseph started the discussion ATM Futures options
Hello, I am trying to get the at the money calls and puts on futures with python. I am finding a...
Joseph started the discussion Tauchen and Pitts model, array issue
Hello! I am trying to use AI to help me with the Tauchen and Pitts model however I am getting an...
Joseph started the discussion Lazy Bear SQZ MOM indicator in QC
Hello all, On TradingView there is a popular coder by the name of Lazy Bear. He made a script in...
Joseph started the discussion Long and Short two different futures with a bracket order
So, this code does not work right, it doesn't give me an error, but it doesn't trade wright. It...
Joseph started the discussion Local Platform issues
Hello all, I have recently been trying to use the Quant Connect extension in VScode but as with...
Joseph started the discussion Buying options at a moving average very simply
This algorithm simply buys a put and a call on SPX when it is at the 200 day moving average. I am...
Joseph left a comment in the discussion Hurst Exponent Function
I almost always use lower timeframes so I have not noticed it. Feel free to attach backtests to ur...
Joseph left a comment in the discussion Hurst Exponent Function
Hi! I'm not sure what you mean with that. Wanna send code using that so I can compare?
Joseph left a comment in the discussion Buying two different futures in the same algorithm with a bracket order
https://youtu.be/Ra_By35eg6Q :)
Joseph left a comment in the discussion Long and Short two different futures with a bracket order
Hey Jesso, do you comment out the bracket orders sent in the functions we use to buy the futures as...
Joseph started the discussion List of Historical Volume
hello, I have recently been trying to make a list of historical volume for SPY and then iterate...
Joseph left a comment in the discussion The Squeeze PRO Momentum Indicator implementation
It is awesome that you made this!!!
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Joseph left a comment in the discussion Buying options at a moving average very simply
Thank you for the encouragement, I'm glad you find value in it! Let me know anything you'd like me...
1 years ago