Nicolas Ferrari
Quant
Date Joined
5th February, 2018
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-08-19 15:38:58
Python Programming
Choose Python as your preferred programming language.
2018-02-05 23:41:24
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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 More4.214Net Profit
0.261Sharpe Ratio
0.032Alpha
-1.028Beta
1.662CAR
6.2Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
631Tradeable Dates
4Trades
-0.015Treynor Ratio
50Win Rate
33.882Net Profit
1.14Sharpe Ratio
0.083Alpha
1.001Beta
12.359CAR
8.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
631Tradeable Dates
1Trades
0.1Treynor Ratio
0Win Rate
Community
View MoreNicolas started the discussion Error in fundamental ratios - Invalid Operation-Division by zero
Hello I have definied some conditions about fundamental factors in order to select stock that meet...
Nicolas started the discussion Fundamental Factor Algorithm help
Hello, I have coded this fundamental factor algo. The goal of the strategy is to pick up stocks...
Nicolas left a comment in the discussion Fundamental Factor Algorithm help
Hello Jing Wu,
Nicolas left a comment in the discussion Error in fundamental ratios - Invalid Operation-Division by zero
Hello Jing Wu, thanks for your response. Now is working!!
4.214Net Profit
0.261Sharpe Ratio
0.032Alpha
-1.028Beta
1.662CAR
6.2Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
631Tradeable Dates
4Trades
-0.015Treynor Ratio
50Win Rate
33.882Net Profit
1.14Sharpe Ratio
0.083Alpha
1.001Beta
12.359CAR
8.8Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
631Tradeable Dates
1Trades
0.1Treynor Ratio
0Win Rate
Nicolas started the discussion Error in fundamental ratios - Invalid Operation-Division by zero
Hello I have definied some conditions about fundamental factors in order to select stock that meet...
Nicolas started the discussion Fundamental Factor Algorithm help
Hello, I have coded this fundamental factor algo. The goal of the strategy is to pick up stocks...
Nicolas left a comment in the discussion Fundamental Factor Algorithm help
Thanks a lot for your support Jing. You are an expert!
Nicolas left a comment in the discussion Fundamental Factor Algorithm help
Hello Jing Wu,
Nicolas left a comment in the discussion Error in fundamental ratios - Invalid Operation-Division by zero
Hello Jing Wu, thanks for your response. Now is working!!
Nicolas left a comment in the discussion ETF Trend Following Algorithm
Can someone explain how self.weigth is determined in this algo? As is initialized with 0, but I...
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Nicolas left a comment in the discussion Fundamental Factor Algorithm help
Thanks a lot for your support Jing. You are an expert!
6 years ago