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Razvan Ciocanel

Quant

Date Joined

6th February, 2022

Bootcamp progress

47% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2022-08-22 11:22:14
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2022-03-08 11:35:57
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2024-04-04 20:33:11
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Python Programming

Choose Python as your preferred programming language.

2022-02-06 07:44:43
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Popular

Receive at least 10 upvotes from different users in the community.

2022-10-27 05:52:32
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2022-03-05 12:49:08
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Connected with Discord

2024-01-07 20:11:07
  • Profile
  • Backtests
  • Community

Biography

I love investing and working on projects that help me grow. As a developer starting new projects and trying the new frameworks that show up is my go-to thing. I have worked with PHP, Rails, React, Vue, Angular, Swift, and a lot more to get different perspectives on all the approaches they take. As an investor, the idea I go for is to invest in companies that I am eager to follow. I will always try to use their product first and base my investment on the impression I get. I'm a very long-term investor. I'm always thinking in decades.

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 (34)

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22% CAR

943.291Net Profit

8.984PSR

0.662Sharpe Ratio

0.042Alpha

1.38Beta

22.019CAR

48.9Drawdown

23Loss Rate

0Parameters

1Security Types

0.645Sortino Ratio

2965Tradeable Dates

69734Trades

0.119Treynor Ratio

77Win Rate

Hyper Active Orange Panda

642.337Net Profit

13.01PSR

0.689Sharpe Ratio

0.038Alpha

0.967Beta

18.545CAR

27.6Drawdown

16Loss Rate

0Parameters

1Security Types

0.711Sortino Ratio

2965Tradeable Dates

613Trades

0.128Treynor Ratio

84Win Rate

Retrospective Asparagus Camel

1.863Net Profit

80.62PSR

2.551Sharpe Ratio

-0.413Alpha

0.11Beta

24.576CAR

1.2Drawdown

-0.28Loss Rate

0Parameters

0Security Types

22Tradeable Dates

57Trades

1.244Treynor Ratio

0.61Win Rate

Muscular Sky Blue Camel

5.036Net Profit

99.992PSR

6.081Sharpe Ratio

0.272Alpha

0.108Beta

79.426CAR

1.3Drawdown

-1.06Loss Rate

0Parameters

0Security Types

22Tradeable Dates

32Trades

3.017Treynor Ratio

2.08Win Rate

Backtest with debug log

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2Tradeable Dates

70Trades

0Treynor Ratio

0Win Rate

Community

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Razvan left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal

I sent these issues related to the above to support@quantconnect.com but got no reply back for 3...

2 years ago

22% CAR

943.291Net Profit

8.984PSR

0.662Sharpe Ratio

0.042Alpha

1.38Beta

22.019CAR

48.9Drawdown

23Loss Rate

0Parameters

1Security Types

0.645Sortino Ratio

2965Tradeable Dates

69734Trades

0.119Treynor Ratio

77Win Rate

Hyper Active Orange Panda

642.337Net Profit

13.01PSR

0.689Sharpe Ratio

0.038Alpha

0.967Beta

18.545CAR

27.6Drawdown

16Loss Rate

0Parameters

1Security Types

0.711Sortino Ratio

2965Tradeable Dates

613Trades

0.128Treynor Ratio

84Win Rate

Retrospective Asparagus Camel

1.863Net Profit

80.62PSR

2.551Sharpe Ratio

-0.413Alpha

0.11Beta

24.576CAR

1.2Drawdown

-0.28Loss Rate

0Parameters

0Security Types

22Tradeable Dates

57Trades

1.244Treynor Ratio

0.61Win Rate

Muscular Sky Blue Camel

5.036Net Profit

99.992PSR

6.081Sharpe Ratio

0.272Alpha

0.108Beta

79.426CAR

1.3Drawdown

-1.06Loss Rate

0Parameters

0Security Types

22Tradeable Dates

32Trades

3.017Treynor Ratio

2.08Win Rate

Backtest with debug log

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2Tradeable Dates

70Trades

0Treynor Ratio

0Win Rate

Backtest using ComboLimitOrder updates

-8.982Net Profit

4.151PSR

-3.001Sharpe Ratio

-0.18Alpha

-0.624Beta

-72.408CAR

10.7Drawdown

-0.89Loss Rate

0Parameters

0Security Types

23Tradeable Dates

526Trades

1.017Treynor Ratio

0.83Win Rate

BK with cancel SPX working

-3.598Net Profit

25.22PSR

-1.221Sharpe Ratio

0.229Alpha

-0.755Beta

-39.429CAR

7Drawdown

-0.96Loss Rate

0Parameters

0Security Types

23Tradeable Dates

1050Trades

0.424Treynor Ratio

0.95Win Rate

Energetic Yellow Green Fox

0.13Net Profit

80.962PSR

1.876Sharpe Ratio

0Alpha

0Beta

1.017CAR

0.1Drawdown

-0.02Loss Rate

34Parameters

0Security Types

39Tradeable Dates

59Trades

0Treynor Ratio

0.02Win Rate

Crawling Yellow Green Whale

115.172Net Profit

95.642PSR

13.459Sharpe Ratio

9.242Alpha

0.225Beta

1944.785CAR

24.1Drawdown

-3.42Loss Rate

425Parameters

0Security Types

79Tradeable Dates

2036Trades

40.966Treynor Ratio

3.67Win Rate

Square Fluorescent Orange Alligator

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Goat

0.662Net Profit

57.408PSR

1.696Sharpe Ratio

0Alpha

0Beta

10.235CAR

1.4Drawdown

0Loss Rate

19Parameters

0Security Types

2.518Sortino Ratio

19Tradeable Dates

21Trades

0Treynor Ratio

0.23Win Rate

Creative Fluorescent Orange Lemur

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Orange Alpaca

-17.102Net Profit

18.798PSR

-0.669Sharpe Ratio

0Alpha

0Beta

-68.254CAR

30.7Drawdown

-0.17Loss Rate

185Parameters

0Security Types

-1.022Sortino Ratio

39Tradeable Dates

932Trades

0Treynor Ratio

0.08Win Rate

Focused Yellow Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Yellow-Green Fly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

253Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Blue Fly

527.17Net Profit

63.214PSR

1.583Sharpe Ratio

0Alpha

0Beta

108.406CAR

24.6Drawdown

-3.94Loss Rate

166Parameters

0Security Types

1.782Sortino Ratio

630Tradeable Dates

32Trades

0Treynor Ratio

49.66Win Rate

Focused Fluorescent Orange Cobra

424.255Net Profit

56.848PSR

1.679Sharpe Ratio

0Alpha

0Beta

128.793CAR

43.1Drawdown

-6.71Loss Rate

163Parameters

0Security Types

1.116Sortino Ratio

505Tradeable Dates

18Trades

0Treynor Ratio

83.67Win Rate

Formal Brown Salamander

-3.498Net Profit

1.861PSR

-0.436Sharpe Ratio

0Alpha

0Beta

-2.651CAR

6.8Drawdown

-0.58Loss Rate

100Parameters

0Security Types

-0.409Sortino Ratio

334Tradeable Dates

157Trades

0Treynor Ratio

0.22Win Rate

Pensive Violet Gaur

-3.377Net Profit

1.982PSR

-0.421Sharpe Ratio

0Alpha

0Beta

-2.559CAR

6.8Drawdown

-0.55Loss Rate

102Parameters

0Security Types

-0.391Sortino Ratio

334Tradeable Dates

163Trades

0Treynor Ratio

0.21Win Rate

CC 21/1 - 22/5 10% strike 20% (monitor 3x) = $2158

0.87Net Profit

13.489PSR

0.195Sharpe Ratio

0Alpha

0Beta

0.656CAR

4.7Drawdown

-0.42Loss Rate

100Parameters

0Security Types

0.158Sortino Ratio

334Tradeable Dates

123Trades

0Treynor Ratio

0.18Win Rate

CC 21/1 - 22/5 10% strike 20% = -$1095

-0.432Net Profit

7.082PSR

-0.055Sharpe Ratio

0Alpha

0Beta

-0.326CAR

5.3Drawdown

-0.49Loss Rate

98Parameters

0Security Types

-0.06Sortino Ratio

334Tradeable Dates

123Trades

0Treynor Ratio

0.19Win Rate

CC 21/1 - 22/5 15% strike 20% = -$2103

-0.83Net Profit

5.449PSR

-0.139Sharpe Ratio

0Alpha

0Beta

-0.627CAR

4.3Drawdown

-0.51Loss Rate

98Parameters

0Security Types

-0.126Sortino Ratio

334Tradeable Dates

111Trades

0Treynor Ratio

0.21Win Rate

Measured Sky Blue Ant

3.45Net Profit

40.511PSR

0.711Sharpe Ratio

0Alpha

0Beta

8.45CAR

6Drawdown

-0.42Loss Rate

52Parameters

0Security Types

0.945Sortino Ratio

104Tradeable Dates

148Trades

0Treynor Ratio

0.26Win Rate

2020-01 / 2020-12 w VIX @ 35 = 2.13%

2.126Net Profit

25.376PSR

0.418Sharpe Ratio

0Alpha

0Beta

2.314CAR

4.7Drawdown

-0.24Loss Rate

52Parameters

0Security Types

0.453Sortino Ratio

240Tradeable Dates

264Trades

0Treynor Ratio

0.13Win Rate

2020-01 / 2020-12 = 7.7%

7.7Net Profit

42.307PSR

0.852Sharpe Ratio

0Alpha

0Beta

8.4CAR

6.5Drawdown

-0.32Loss Rate

52Parameters

0Security Types

1.065Sortino Ratio

232Tradeable Dates

328Trades

0Treynor Ratio

0.18Win Rate

2021 - 2022 6% one canceled

6.83Net Profit

42.612PSR

0.863Sharpe Ratio

0Alpha

0Beta

5.842CAR

5.2Drawdown

-2.34Loss Rate

16Parameters

0Security Types

0.734Sortino Ratio

0Tradeable Dates

58Trades

0Treynor Ratio

0.33Win Rate

6 months with trailing profit stop loss

12.74Net Profit

99.176PSR

4.308Sharpe Ratio

0Alpha

0Beta

33.44CAR

1.9Drawdown

-0.23Loss Rate

68Parameters

0Security Types

6.232Sortino Ratio

108Tradeable Dates

326Trades

0Treynor Ratio

0.46Win Rate

6 months no trailing stop loss

0.91Net Profit

27.095PSR

0.205Sharpe Ratio

0Alpha

0Beta

2.203CAR

10.8Drawdown

-0.33Loss Rate

66Parameters

0Security Types

0.269Sortino Ratio

108Tradeable Dates

364Trades

0Treynor Ratio

0.52Win Rate

One year 2021 - 2022 NO trailing stop loss & profit target

26.918Net Profit

59.551PSR

1.299Sharpe Ratio

0Alpha

0Beta

22.737CAR

12.5Drawdown

-0.22Loss Rate

60Parameters

0Security Types

1.21Sortino Ratio

303Tradeable Dates

1110Trades

0Treynor Ratio

0.48Win Rate

[Debugging] Muscular Yellow Gorilla

12.378Net Profit

31.881PSR

0.622Sharpe Ratio

0Alpha

0Beta

13.558CAR

22.7Drawdown

-0.53Loss Rate

20Parameters

0Security Types

0.776Sortino Ratio

231Tradeable Dates

481Trades

0Treynor Ratio

0.63Win Rate

Razvan left a comment in the discussion Debugging no longer supported in version 2.0 of Algorithm Terminal

I sent these issues related to the above to support@quantconnect.com but got no reply back for 3...

2 years ago

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