Nicolas Ferrari
Quant
Date Joined
6th March, 2019
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-03-11 19:23:02
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-03-10 20:49:14
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-10-23 18:26:21
Python Programming
Choose Python as your preferred programming language.
2019-03-06 18:12:15
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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 (13)
View More25Parameters
0Security Types
85Tradeable Dates
34Parameters
0Security Types
0Tradeable Dates
651Parameters
0Security Types
45Tradeable Dates
35.636Net Profit
0.791Sharpe Ratio
0.103Alpha
0.036Beta
17.525CAR
11.3Drawdown
47Loss Rate
8Parameters
1Security Types
1.4147Sortino Ratio
689Tradeable Dates
35Trades
3.384Treynor Ratio
53Win Rate
16.954Net Profit
0.532Sharpe Ratio
0.431Alpha
-15.171Beta
12.483CAR
14.3Drawdown
36Loss Rate
8Parameters
1Security Types
0.3115Sortino Ratio
334Tradeable Dates
391Trades
-0.009Treynor Ratio
64Win Rate
Community
View MoreNicolas started the discussion Multiple Symbols Consolitador-RollingWindow problem
Hello, I have coded the attached algo that use multiple symbols to go long and short based on...
Nicolas started the discussion Filled Price of Limit Orders
Hello, I have the following algo that use Bollinger Band Indicator to trigger buy and sell...
Nicolas left a comment in the discussion Multiple Symbols Consolitador-RollingWindow problem
Hello Rahul, thanks for helping me in this. Your solution seems to work. Also, I would want to ask...
Nicolas started the discussion Algo cannot process call buy option
Hello, Im debugging my algo, that buy SPY ETF and SPY option based on the value of VIX. When VIX is...
25Parameters
0Security Types
85Tradeable Dates
34Parameters
0Security Types
0Tradeable Dates
651Parameters
0Security Types
45Tradeable Dates
35.636Net Profit
0.791Sharpe Ratio
0.103Alpha
0.036Beta
17.525CAR
11.3Drawdown
47Loss Rate
8Parameters
1Security Types
1.4147Sortino Ratio
689Tradeable Dates
35Trades
3.384Treynor Ratio
53Win Rate
16.954Net Profit
0.532Sharpe Ratio
0.431Alpha
-15.171Beta
12.483CAR
14.3Drawdown
36Loss Rate
8Parameters
1Security Types
0.3115Sortino Ratio
334Tradeable Dates
391Trades
-0.009Treynor Ratio
64Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
91Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
23Parameters
2Security Types
0Sortino Ratio
7Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
2.387Net Profit
0.436Sharpe Ratio
-0.039Alpha
2.978Beta
1.274CAR
3.1Drawdown
50Loss Rate
66Parameters
2Security Types
0.3799Sortino Ratio
471Tradeable Dates
32Trades
0.004Treynor Ratio
50Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
56Parameters
3Security Types
0Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
14.206Net Profit
0.811Sharpe Ratio
0.071Alpha
0.585Beta
11.224CAR
15.2Drawdown
10Loss Rate
51Parameters
3Security Types
5.7905Sortino Ratio
456Tradeable Dates
28Trades
0.16Treynor Ratio
90Win Rate
51Parameters
3Security Types
482Tradeable Dates
4.533Net Profit
5.389Sharpe Ratio
0.959Alpha
22.429Beta
503.81CAR
4Drawdown
0Loss Rate
23Parameters
3Security Types
0Sortino Ratio
11Tradeable Dates
12Trades
0.057Treynor Ratio
0Win Rate
2.251Net Profit
0.266Sharpe Ratio
0.035Alpha
0.938Beta
3.797CAR
12.9Drawdown
0Loss Rate
3Security Types
0Sortino Ratio
220Tradeable Dates
1Trades
0.048Treynor Ratio
0Win Rate
Nicolas started the discussion Multiple Symbols Consolitador-RollingWindow problem
Hello, I have coded the attached algo that use multiple symbols to go long and short based on...
Nicolas started the discussion Filled Price of Limit Orders
Hello, I have the following algo that use Bollinger Band Indicator to trigger buy and sell...
Nicolas left a comment in the discussion Filled Price of Limit Orders
Hello Rahul, thank you for your clear response. I decided to change limit orders to market orders...
Nicolas left a comment in the discussion Multiple Symbols Consolitador-RollingWindow problem
Hello Rahul, thanks for helping me in this. Your solution seems to work. Also, I would want to ask...
Nicolas started the discussion Algo cannot process call buy option
Hello, Im debugging my algo, that buy SPY ETF and SPY option based on the value of VIX. When VIX is...
Nicolas started the discussion Problems to get options data using self.OptionChainProvider.GetOptionContractList
Hello, Im running a backtesting of a VIX SPY ETF algo that also buy options when VIX price is...
Nicolas started the discussion Issues with connections
Hi, since last days Im having many troubles in backtesting with the engine. Many times, the...
Nicolas started the discussion Not buying stocks in certain dates, and run slowly
This algo has 2 additional functions to OnData function that are strike_selection, which select...
Nicolas started the discussion Get earnings data data in the algo
Hello, I have an algo that trades options two days before earning release for AAPL. Actually, I...
Nicolas started the discussion Problem with symbol identification in the option chain loop for multiple stocks
Hello the attached algo, doesn't make any transactions because is not able to retrieve the option...
Nicolas started the discussion Understanding coarse selection with custom indicators
I have this algo, that select stocks based on fundamental variables and technical values. In the...
Nicolas started the discussion Order with status Cancel Pending is filled
Hello,
Nicolas started the discussion Get option chain for multiple symbols
Hello, I have some questions about the attached algo that use multiple symbols to trade options...
Nicolas left a comment in the discussion Order with status Cancel Pending is filled
Hello Alethea, thanks for your clear response. I have changed the resolution and definetlty the...
Nicolas left a comment in the discussion Understanding coarse selection with custom indicators
Hello Xin,
Nicolas left a comment in the discussion Struggling with simple issue of getting purchase date
Hello Alexander, can you give an example of the FuncFilter with python? is a list comprehension? I...
Nicolas left a comment in the discussion Not buying stocks in certain dates, and run slowly
Halldor Andersen I have some question to ask you about the same algo. For some dates, the algo is...
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Nicolas left a comment in the discussion Filled Price of Limit Orders
Hello Rahul, thank you for your clear response. I decided to change limit orders to market orders...
4 years ago