Marvin Montoya
Quant
Date Joined
27th July, 2018
Bootcamp progress
75% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-04-03 09:21:45
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-12-25 09:50:56
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-08-31 01:55:11
C# Programming
Choose C# as your preferred programming language.
2019-12-30 05:17:47
Python Programming
Choose Python as your preferred programming language.
2018-07-27 00:33:09
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-12-17 08:38:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-01-31 07:49:41
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-04-15 00:42:06
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-04-22 23:53:53
- 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 (3)
View More-1.46Net Profit
25.392PSR
0.153Sharpe Ratio
0.082Alpha
-0.272Beta
-2.892CAR
33.8Drawdown
100Loss Rate
1Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
2Trades
-0.232Treynor Ratio
0Win Rate
78.866Net Profit
16.951PSR
0.648Sharpe Ratio
0.001Alpha
0.998Beta
9.616CAR
33.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1593Tradeable Dates
1Trades
0.114Treynor Ratio
0Win Rate
32.238Net Profit
8.268PSR
0.401Sharpe Ratio
-0.001Alpha
0.998Beta
5.461CAR
33.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1322Tradeable Dates
1Trades
0.072Treynor Ratio
0Win Rate
Community
View MoreMarvin started the discussion Accepted or rejected alphas
Hello,
Marvin started the discussion Liquidating portfolio at a total draw-down of 6% and re-entering the market 1 month later
Hello everyone,
Marvin started the discussion Convert orders into insights
Hello,
Marvin started the discussion Obtaining the price at which the security was liquidated
Hello,
Marvin started the discussion Current price of a security
Hello,
-1.46Net Profit
25.392PSR
0.153Sharpe Ratio
0.082Alpha
-0.272Beta
-2.892CAR
33.8Drawdown
100Loss Rate
1Parameters
1Security Types
0Sortino Ratio
128Tradeable Dates
2Trades
-0.232Treynor Ratio
0Win Rate
78.866Net Profit
16.951PSR
0.648Sharpe Ratio
0.001Alpha
0.998Beta
9.616CAR
33.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1593Tradeable Dates
1Trades
0.114Treynor Ratio
0Win Rate
32.238Net Profit
8.268PSR
0.401Sharpe Ratio
-0.001Alpha
0.998Beta
5.461CAR
33.8Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
1322Tradeable Dates
1Trades
0.072Treynor Ratio
0Win Rate
Marvin started the discussion Accepted or rejected alphas
Hello,
Marvin started the discussion Liquidating portfolio at a total draw-down of 6% and re-entering the market 1 month later
Hello everyone,
Marvin started the discussion Convert orders into insights
Hello,
Marvin started the discussion Obtaining the price at which the security was liquidated
Hello,
Marvin started the discussion Current price of a security
Hello,
Marvin started the discussion Set Holdings on a specific date
Hello,
Marvin started the discussion Price at the time the drawdown started
Hello,
Marvin started the discussion Inclusion of Longest Drawdown Statistic
Hello,
Marvin started the discussion Inclusion of Average Trades Per Month Statistic
Hello,
Marvin left a comment in the discussion Do "cool" stock ticker symbols outperform the market? Are you up to the challenge??!!
Very interesting! I'll give it a try!
Marvin left a comment in the discussion I can not open the lab
I think they are adding a new feature. So I would recommend you to just wait a couple of minutes...
Marvin left a comment in the discussion Set Holdings on a specific date
Sorry, I also need to clarify that I want the algorithm to set holdings once at that date but also...
Marvin left a comment in the discussion Current price of a security
Thank you Rahul!
Marvin left a comment in the discussion Convert orders into insights
Thank you! This was very helpful!
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Marvin left a comment in the discussion Quant Leagues Are Back!
Hi Lexie!
4 years ago