Lucas Silva
Quant
Date Joined
23rd July, 2014
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-02-18 09:03:19
Python Programming
Choose Python as your preferred programming language.
2018-02-18 13:19:09
- 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 (2)
View More31.015Net Profit
3.131Sharpe Ratio
0.085Alpha
0.241Beta
14.49CAR
3.3Drawdown
20Loss Rate
1Security Types
0.76913986828747Sortino Ratio
503Tradeable Dates
68Trades
0.539Treynor Ratio
80Win Rate
19.435Net Profit
4.395Sharpe Ratio
0.099Alpha
0.267Beta
19.571CAR
1.7Drawdown
18Loss Rate
1Security Types
9.7792590546522Sortino Ratio
251Tradeable Dates
36Trades
0.638Treynor Ratio
82Win Rate
Community
View MoreLucas started the discussion Killing backtest doesn't seems to work
When I close a backtest, it seems that the process in the background is not being killed and
Lucas started the discussion Covered Call Report
I have a very basic strategy cloned from the Options tutorial. I don't understand why in...
Lucas started the discussion System.Exception Algorithm took longer than 10 minutes
I constantly get this error when backtesting basic options + equity strategy:
Lucas left a comment in the discussion Killing backtest doesn't seems to work
Actually it took 16h user time but just over 1h cpu time
31.015Net Profit
3.131Sharpe Ratio
0.085Alpha
0.241Beta
14.49CAR
3.3Drawdown
20Loss Rate
1Security Types
0.76913986828747Sortino Ratio
503Tradeable Dates
68Trades
0.539Treynor Ratio
80Win Rate
19.435Net Profit
4.395Sharpe Ratio
0.099Alpha
0.267Beta
19.571CAR
1.7Drawdown
18Loss Rate
1Security Types
9.7792590546522Sortino Ratio
251Tradeable Dates
36Trades
0.638Treynor Ratio
82Win Rate
Lucas started the discussion Killing backtest doesn't seems to work
When I close a backtest, it seems that the process in the background is not being killed and
Lucas started the discussion Covered Call Report
I have a very basic strategy cloned from the Options tutorial. I don't understand why in...
Lucas started the discussion System.Exception Algorithm took longer than 10 minutes
I constantly get this error when backtesting basic options + equity strategy:
Lucas left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
Cloned and it gives error:
Lucas left a comment in the discussion Killing backtest doesn't seems to work
Actually it took 16h user time but just over 1h cpu time
Lucas left a comment in the discussion Killing backtest doesn't seems to work
I have started an algo over 10 hours ago and it is still going, the same simple covered call on...
Lucas left a comment in the discussion System.Exception Algorithm took longer than 10 minutes
The computation that happens every minute is:
Lucas left a comment in the discussion Killing backtest doesn't seems to work
Thanks, I have tried the whole day to run a basic covered call strategy it takes ages then crashes,...
Lucas left a comment in the discussion Searching for developer
Not sure there is a private message feature here.
Lucas started the discussion QuantConnect vs Quantopian
What are the main differences and advantages? anyone with experience on both?
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Lucas left a comment in the discussion Algo Framework ETF Momentum Rebalancing using Mean Variance Optimization
Cloned and it gives error:
6 years ago