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Activity on QuantConnect

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Public Backtests (2)

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183.66% Return 2019 RSI SPY Options

183.662Net Profit

65.857PSR

2.19Sharpe Ratio

0.421Alpha

5.696Beta

184.749CAR

33.9Drawdown

-1.66Loss Rate

0Parameters

0Security Types

3.394Sortino Ratio

252Tradeable Dates

1067Trades

0.287Treynor Ratio

0.95Win Rate

Crawling Red-Orange Dolphin

3.881Net Profit

90.296PSR

2.712Sharpe Ratio

0Alpha

0Beta

7.862CAR

1.1Drawdown

-0.6Loss Rate

16Parameters

0Security Types

2.681Sortino Ratio

125Tradeable Dates

6Trades

0Treynor Ratio

2.23Win Rate


Community

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Benjamin started the discussion Options Trading Work Example

This is an example of my work building algos. The attached backtest is a simple RSI strategy that...

2 years ago

Benjamin left a comment in the discussion Options Trading Work Example

Jack,

2 years ago

Benjamin started the discussion Option Symbol gives ID instead of Value

I have come across this issue several times and I am stumped on how to avoid this. In the log you...

3 years ago

Benjamin left a comment in the discussion Option Symbol gives ID instead of Value

Shile Wen,

3 years ago

183.66% Return 2019 RSI SPY Options

183.662Net Profit

65.857PSR

2.19Sharpe Ratio

0.421Alpha

5.696Beta

184.749CAR

33.9Drawdown

-1.66Loss Rate

0Parameters

0Security Types

3.394Sortino Ratio

252Tradeable Dates

1067Trades

0.287Treynor Ratio

0.95Win Rate

Crawling Red-Orange Dolphin

3.881Net Profit

90.296PSR

2.712Sharpe Ratio

0Alpha

0Beta

7.862CAR

1.1Drawdown

-0.6Loss Rate

16Parameters

0Security Types

2.681Sortino Ratio

125Tradeable Dates

6Trades

0Treynor Ratio

2.23Win Rate

Benjamin started the discussion Options Trading Work Example

This is an example of my work building algos. The attached backtest is a simple RSI strategy that...

2 years ago

Benjamin left a comment in the discussion Options Trading Work Example

Jack,

2 years ago

Benjamin started the discussion Option Symbol gives ID instead of Value

I have come across this issue several times and I am stumped on how to avoid this. In the log you...

3 years ago

Benjamin left a comment in the discussion Option Symbol gives ID instead of Value

Shile Wen,

3 years ago