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Biography

HI, I'm an options trader who is trying to automate his strategies. I am also implementing algorithms 45/60 days to expiration with ML predictions. If you want to have a chat, don't hesitate to write to me. See you soon

Activity on QuantConnect

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Public Backtests (1)

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Hyper Active Yellow Green Goshawk

7.466Net Profit

64.95PSR

1.916Sharpe Ratio

0.086Alpha

0.185Beta

56.116CAR

10Drawdown

12Loss Rate

0Parameters

2Security Types

1.61Sortino Ratio

59Tradeable Dates

59Trades

1.798Treynor Ratio

88Win Rate


Community

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Roberto left a comment in the discussion Development Group

Thank you. I sent you a request. 

2 days ago

Roberto started the discussion Development Group

Good morning,I don't know if this is the right place to write. Administrators can delete the...

6 days ago

Roberto started the discussion ScikitLearn Long/Short Algorithm

Good morning everyone,I have been using an ML algorithm for some time with decent results. The...

25 days ago

Roberto started the discussion Differences between backtest and live

Good morning everyone,Maybe my question is quite naive but I would like to have the opinion of the...

1 months ago

Roberto started the discussion 0 DTE algorithm

Stack Trace:'DateRules' object has no attribute 'Everyday'  at TradeOptions   ...

3 months ago

Hyper Active Yellow Green Goshawk

7.466Net Profit

64.95PSR

1.916Sharpe Ratio

0.086Alpha

0.185Beta

56.116CAR

10Drawdown

12Loss Rate

0Parameters

2Security Types

1.61Sortino Ratio

59Tradeable Dates

59Trades

1.798Treynor Ratio

88Win Rate

Roberto left a comment in the discussion Development Group

Thank you. I sent you a request. 

2 days ago

Roberto started the discussion Development Group

Good morning,I don't know if this is the right place to write. Administrators can delete the...

6 days ago

Roberto started the discussion ScikitLearn Long/Short Algorithm

Good morning everyone,I have been using an ML algorithm for some time with decent results. The...

25 days ago

Roberto started the discussion Differences between backtest and live

Good morning everyone,Maybe my question is quite naive but I would like to have the opinion of the...

1 months ago

Roberto started the discussion 0 DTE algorithm

Stack Trace:'DateRules' object has no attribute 'Everyday'  at TradeOptions   ...

3 months ago

Roberto left a comment in the discussion Looking for options collaborators to work on machine learning

I'm also trying to develop ML codes applied to options. Anyone interested in collaborating?I'm...

3 months ago