Renata
Quant
Date Joined
14th September, 2021
Bootcamp progress
97% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-10-01 17:10:20
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-09-23 23:12:44
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-09-24 14:13:46
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-12-21 19:01:04
C# Programming
Choose C# as your preferred programming language.
2023-12-19 18:49:34
Python Programming
Choose Python as your preferred programming language.
2021-09-14 16:33:20
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-09-17 14:30:19
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-09-20 19:48:07
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Public Backtests (7)
View More-0.792Net Profit
0.002PSR
-2.638Sharpe Ratio
-0.015Alpha
-0.022Beta
-0.073CAR
2.7Drawdown
-0.02Loss Rate
0Parameters
2Security Types
2750Tradeable Dates
261Trades
0.763Treynor Ratio
0.81Win Rate
-100.012Net Profit
0PSR
-0.23Sharpe Ratio
-3.5Alpha
11.302Beta
0CAR
100Drawdown
-15Loss Rate
0Parameters
0Security Types
210Tradeable Dates
80Trades
-0.092Treynor Ratio
11.47Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
18Trades
0Treynor Ratio
0Win Rate
Community
View MoreRenata left a comment in the discussion SPY, Coarse Fundamental The issue starts from Sep 1st, 2009 12:00 AM; and continues until Jan 22nd, 2022 12:00 AM
Hi,
Renata left a comment in the discussion Protective put strategy error cannot instantiate an open generic type
Here's the code
Renata started the discussion Different results with lean cli and the cloud
Hi!
Renata started the discussion Optimizations between live trading periods
Hello!
-0.792Net Profit
0.002PSR
-2.638Sharpe Ratio
-0.015Alpha
-0.022Beta
-0.073CAR
2.7Drawdown
-0.02Loss Rate
0Parameters
2Security Types
2750Tradeable Dates
261Trades
0.763Treynor Ratio
0.81Win Rate
-100.012Net Profit
0PSR
-0.23Sharpe Ratio
-3.5Alpha
11.302Beta
0CAR
100Drawdown
-15Loss Rate
0Parameters
0Security Types
210Tradeable Dates
80Trades
-0.092Treynor Ratio
11.47Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
8Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
18Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
5451Tradeable Dates
3725Trades
0Treynor Ratio
0Win Rate
611.271Net Profit
1.962PSR
0.592Sharpe Ratio
0Alpha
0Beta
9.47CAR
40.8Drawdown
-1.67Loss Rate
10Parameters
0Security Types
0.687Sortino Ratio
5451Tradeable Dates
1395Trades
0Treynor Ratio
1.24Win Rate
Renata left a comment in the discussion Issue w/ Portfolio rebalancing by percentages
Thank you so much Ashutosh! I found the same issue but was not sure how to solve it. Thanks :)
Renata left a comment in the discussion SPY, Coarse Fundamental The issue starts from Sep 1st, 2009 12:00 AM; and continues until Jan 22nd, 2022 12:00 AM
Hi,
Renata left a comment in the discussion Protective put strategy error cannot instantiate an open generic type
Here's the code
Renata started the discussion Different results with lean cli and the cloud
Hi!
Renata started the discussion Optimizations between live trading periods
Hello!
Renata started the discussion Live Deployment Cloud vs Local IB DATA
Hello!
Renata started the discussion Lean live stop not working
Hello,
Renata started the discussion Lean report --live-results
Hi,
Renata started the discussion Renko Consolidator rounding decimals
Hi,
Renata started the discussion Different order prices
Hello,
Renata started the discussion Live liquidate and liquidate OnEndOfAlgorithm not working
Hello,
Renata started the discussion Accessing ETFConstituentsFilter constituents list
Hi,
Renata left a comment in the discussion Live liquidate and liquidate OnEndOfAlgorithm not working
from AlgorithmImports import * import numpy as np from datetime import datetime class...
Renata left a comment in the discussion Lean report --live-results
the file with lenght 17 is the L-….json just to clarify, this way I access all the live results...
Renata started the discussion All overall stats equal to zero
Hi! I've done several backtests and got zero in all overall stats for all of them, has anyone else...
Renata started the discussion Renko Percentage consolidator
Hi! Does anyone know if there is something like the renko consolidator but with price percentage...
Renata started the discussion Error downloading custom data source file, skipped: RemoteFile: Csv ... Error: The reader was empty for source: ...
Hello,
Renata started the discussion Optimization time cloud vs local
Hi,
Renata started the discussion History Request with extended market hours
Hi!
Renata left a comment in the discussion History Request with extended market hours
if I was not that clear, I want the premarket last bar, not post
Renata started the discussion SMA strategy basic questions
Hi, I'm new to QC and have some basic questions. I coded a simple strategy that aims to buy when a...
Renata started the discussion Access to the path '/Results/...-log.txt' is denied.
Hi! I'm trying to backtest a proejct with LEAN CLI but keep getting this error, I'm executing as...
Renata started the discussion Can I use IB brokerage model and a custom slippage model at the same time?
Hi! I'm new to QC and I'm having trouble trying to use IB brokerage model and some other custom...
Renata started the discussion Required Free Buying Power Percent and Insufficient buying power problem
Hi! I've been trying to improve the IB brokerage model, as it doesn't take into account slippage...
Renata started the discussion Live trading with IB custom data & QC data?
Hello!
Renata started the discussion NoneType error working with tick data
Hello,
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Renata left a comment in the discussion Issue w/ Portfolio rebalancing by percentages
Thank you so much Ashutosh! I found the same issue but was not sure how to solve it. Thanks :)
9 months ago