Simone Pantaleoni
Quant
Date Joined
29th October, 2020
Bootcamp progress
72% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-12-29 10:00:28
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-11-04 20:29:30
Cloner
Clone at least 100 algorithms from the community.
2021-09-30 06:33:09
Python Programming
Choose Python as your preferred programming language.
2020-10-29 14:22:13
Popular
Receive at least 10 upvotes from different users in the community.
2021-06-05 20:04:21
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-10-29 20:16:16
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-10-30 18:06:09
- Profile
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Biography
Activity on QuantConnect
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Public Backtests (7)
View More173.418Net Profit
6.185PSR
0.674Sharpe Ratio
0.035Alpha
0.224Beta
7.258CAR
13.1Drawdown
-0.41Loss Rate
38Parameters
1Security Types
0.875Sortino Ratio
3613Tradeable Dates
827Trades
0.235Treynor Ratio
0.62Win Rate
77.134Net Profit
0.461PSR
0.367Sharpe Ratio
0Alpha
0Beta
4.912CAR
26.3Drawdown
-1.85Loss Rate
0Parameters
0Security Types
0.331Sortino Ratio
3000Tradeable Dates
762Trades
0Treynor Ratio
1.37Win Rate
898.933Net Profit
94.56PSR
3.356Sharpe Ratio
0.786Alpha
0.515Beta
249.198CAR
28Drawdown
-6.97Loss Rate
22Parameters
0Security Types
6.532Sortino Ratio
671Tradeable Dates
21Trades
3.279Treynor Ratio
125.1Win Rate
1297.434Net Profit
81.827PSR
1.383Sharpe Ratio
0.216Alpha
0.108Beta
21.655CAR
20Drawdown
16Loss Rate
0Parameters
2Security Types
1.8224Sortino Ratio
4911Tradeable Dates
66Trades
2.12Treynor Ratio
84Win Rate
899.578Net Profit
53.541PSR
1.125Sharpe Ratio
0.167Alpha
0.292Beta
18.696CAR
18.7Drawdown
10Loss Rate
0Parameters
2Security Types
0Sortino Ratio
4903Tradeable Dates
21Trades
0.697Treynor Ratio
90Win Rate
Community
View MoreSimone left a comment in the discussion KEI based Strategy
Just forgot to mention - I'm always open to collaborations - I'm available on Telegram or Discord...
Simone left a comment in the discussion KEI based Strategy
Hi Frank and JSO,The one you've picked, as you said, is US-only leading indicators - there're...
Simone left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Santa24 The main problem why the strategy didn't took that into account, is that it never...
Simone left a comment in the discussion KEI based Strategy
Frank Giardina Thanks for joining the Team Frank! :) I've created different versions of this...
173.418Net Profit
6.185PSR
0.674Sharpe Ratio
0.035Alpha
0.224Beta
7.258CAR
13.1Drawdown
-0.41Loss Rate
38Parameters
1Security Types
0.875Sortino Ratio
3613Tradeable Dates
827Trades
0.235Treynor Ratio
0.62Win Rate
77.134Net Profit
0.461PSR
0.367Sharpe Ratio
0Alpha
0Beta
4.912CAR
26.3Drawdown
-1.85Loss Rate
0Parameters
0Security Types
0.331Sortino Ratio
3000Tradeable Dates
762Trades
0Treynor Ratio
1.37Win Rate
898.933Net Profit
94.56PSR
3.356Sharpe Ratio
0.786Alpha
0.515Beta
249.198CAR
28Drawdown
-6.97Loss Rate
22Parameters
0Security Types
6.532Sortino Ratio
671Tradeable Dates
21Trades
3.279Treynor Ratio
125.1Win Rate
1297.434Net Profit
81.827PSR
1.383Sharpe Ratio
0.216Alpha
0.108Beta
21.655CAR
20Drawdown
16Loss Rate
0Parameters
2Security Types
1.8224Sortino Ratio
4911Tradeable Dates
66Trades
2.12Treynor Ratio
84Win Rate
899.578Net Profit
53.541PSR
1.125Sharpe Ratio
0.167Alpha
0.292Beta
18.696CAR
18.7Drawdown
10Loss Rate
0Parameters
2Security Types
0Sortino Ratio
4903Tradeable Dates
21Trades
0.697Treynor Ratio
90Win Rate
935.427Net Profit
41.545PSR
1.024Sharpe Ratio
0.167Alpha
0.018Beta
19.006CAR
19.2Drawdown
10Loss Rate
0Parameters
2Security Types
0Sortino Ratio
4903Tradeable Dates
21Trades
9.569Treynor Ratio
90Win Rate
3376.362Net Profit
98.795PSR
1.885Sharpe Ratio
0.322Alpha
0.322Beta
31.38CAR
17.9Drawdown
-1.2Loss Rate
0Parameters
1Security Types
2.585Sortino Ratio
3271Tradeable Dates
353Trades
2.922Treynor Ratio
4.04Win Rate
Simone left a comment in the discussion KEI based Strategy
Hi Peter Guenther
Simone left a comment in the discussion KEI based Strategy
Just forgot to mention - I'm always open to collaborations - I'm available on Telegram or Discord...
Simone left a comment in the discussion KEI based Strategy
Hi Frank and JSO,The one you've picked, as you said, is US-only leading indicators - there're...
Simone left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Santa24 The main problem why the strategy didn't took that into account, is that it never...
Simone left a comment in the discussion KEI based Strategy
Frank Giardina Thanks for joining the Team Frank! :) I've created different versions of this...
Simone left a comment in the discussion Another Digital Filter - Laguerre Filter.
@vladimir_2 I told you that you read my mind! :P That was the exact use of the Kalman filter I was...
Simone started the discussion Fundamentals Strategy
Hi guys,
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Simone left a comment in the discussion KEI based Strategy
Hi Peter Guenther
2 years ago