automaton
Quant
Date Joined
29th August, 2018
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-18 14:48:55
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-07-20 01:20:19
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-10 19:09:41
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-07-12 00:34:54
C# Programming
Choose C# as your preferred programming language.
2018-08-29 01:48:50
Python Programming
Choose Python as your preferred programming language.
2020-08-03 15:09:20
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Public Backtests (5)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View Moreautomaton started the discussion Options delta always zero
I'm adding options dynamically for a dynamic universe (I know this isn't suggested but I have it...
automaton started the discussion Connecting to IB paper trade - no "partial opt-out" option
I opened a new IB account but under "Secure login system" there is no option for...
automaton started the discussion Export CoarseSelectionFunction universe selection in case of a crash, and able to import these symbols to continue live trading
Hello,
automaton started the discussion This.Portfolio.GetBuyingPower causes extreme performance degradation on back-testing
Pretty simple, if you call this.Portfolio.GetBuyingPower(..) at all in your algo, it causes...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
2Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
3Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
automaton started the discussion Options delta always zero
I'm adding options dynamically for a dynamic universe (I know this isn't suggested but I have it...
automaton left a comment in the discussion Options delta always zero
Thank you for the reply. The issue appears to be that I am using Black Scholes and it can't...
automaton started the discussion Connecting to IB paper trade - no "partial opt-out" option
I opened a new IB account but under "Secure login system" there is no option for...
automaton started the discussion Export CoarseSelectionFunction universe selection in case of a crash, and able to import these symbols to continue live trading
Hello,
automaton started the discussion This.Portfolio.GetBuyingPower causes extreme performance degradation on back-testing
Pretty simple, if you call this.Portfolio.GetBuyingPower(..) at all in your algo, it causes...
automaton left a comment in the discussion This.Portfolio.GetBuyingPower causes extreme performance degradation on back-testing
And here's the same project but just calling this.Portfolio.Cash instead, which is much faster.
automaton left a comment in the discussion Interactive Brokers portfolio all cash but Insufficient buying power to complete order
magno0113 thanks for this. I didn't realize after buying a USD.CAD position I then have to close...
automaton left a comment in the discussion Connecting to IB paper trade - no "partial opt-out" option
Nevermind the issue was you need to install the IBKR app for authentication. The option won't...
automaton started the discussion How to find out what exchange a stock is listed on?
I'm using Coarse and Fine universe selection, but I don't want OTC or other listed stocks.
automaton started the discussion StopMarketOrder causing "insufficient buying power"?
Whenever a buy order succeeds, I setup a StopMarketOrder. However I noticed when back-testing I...
automaton left a comment in the discussion How to find out what exchange a stock is listed on?
Jing Wu thank you for the reply. I noticed in some testing it's picking up OTC tickers,...
automaton left a comment in the discussion How to find out what exchange a stock is listed on?
Jared Broad thanks for the reply. That's too bad. Is there a list of the exchanges used...
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automaton left a comment in the discussion Options delta always zero
Thank you for the reply. The issue appears to be that I am using Black Scholes and it can't...
3 years ago