Bodhi
Quant
Date Joined
4th July, 2020
Bootcamp progress
73% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-07-07 18:47:01
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-07-19 22:23:40
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-11-06 20:54:17
Cloner
Clone at least 100 algorithms from the community.
2021-07-06 17:13:35
Python Programming
Choose Python as your preferred programming language.
2020-07-04 20:53:29
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-07-05 01:26:53
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-03 23:21:09
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Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (15)
View More40.522Net Profit
60.382PSR
1.372Sharpe Ratio
0.27Alpha
-0.04Beta
37.716CAR
12.9Drawdown
50Loss Rate
42Parameters
1Security Types
1.1888Sortino Ratio
388Tradeable Dates
41Trades
-7.033Treynor Ratio
50Win Rate
11.985Net Profit
91.89PSR
2.027Sharpe Ratio
0.069Alpha
-0.084Beta
10.557CAR
2Drawdown
0Loss Rate
36Parameters
3Security Types
0Sortino Ratio
294Tradeable Dates
8Trades
-0.862Treynor Ratio
100Win Rate
1743.581Net Profit
28.661PSR
0.963Sharpe Ratio
0.077Alpha
1.691Beta
34.424CAR
48.9Drawdown
-0.28Loss Rate
0Parameters
2Security Types
1.221Sortino Ratio
2568Tradeable Dates
970Trades
0.164Treynor Ratio
1.08Win Rate
126.142Net Profit
0.076PSR
0.452Sharpe Ratio
0.593Alpha
-0.124Beta
8.736CAR
87.4Drawdown
-8.4Loss Rate
11Parameters
1Security Types
0.196Sortino Ratio
2449Tradeable Dates
362Trades
-4.631Treynor Ratio
8.16Win Rate
731.208Net Profit
31.922PSR
0.97Sharpe Ratio
-0.037Alpha
1.953Beta
24.342CAR
59Drawdown
55Loss Rate
11Parameters
2Security Types
-1.6052Sortino Ratio
2443Tradeable Dates
18Trades
0.158Treynor Ratio
45Win Rate
Community
View MoreBodhi started the discussion Missing price data for ETH across multiple exchanges
I’m noticing missing price data for Ethereum across multiple exchanges. For example, GDAX...
Bodhi started the discussion Trailing 12 month financials
Is there any plan to add trailing twelve-month financials? Right now, morningstar fundamentals in...
Bodhi started the discussion Trading imported stock
Is it possible to trade a stock that's not in QC (e.g., OTC or international stock) by importing...
Bodhi started the discussion Having trouble with indicator extensions
I'm trying to calculate (1) the standard deviation of SPY prices over the past 5 days,;and (2) a...
Bodhi started the discussion Calculating historical annualized volatility of SPY
I'm attempting to calculate the historical volatility of SPY. When I annualize the volatility and...
40.522Net Profit
60.382PSR
1.372Sharpe Ratio
0.27Alpha
-0.04Beta
37.716CAR
12.9Drawdown
50Loss Rate
42Parameters
1Security Types
1.1888Sortino Ratio
388Tradeable Dates
41Trades
-7.033Treynor Ratio
50Win Rate
11.985Net Profit
91.89PSR
2.027Sharpe Ratio
0.069Alpha
-0.084Beta
10.557CAR
2Drawdown
0Loss Rate
36Parameters
3Security Types
0Sortino Ratio
294Tradeable Dates
8Trades
-0.862Treynor Ratio
100Win Rate
1743.581Net Profit
28.661PSR
0.963Sharpe Ratio
0.077Alpha
1.691Beta
34.424CAR
48.9Drawdown
-0.28Loss Rate
0Parameters
2Security Types
1.221Sortino Ratio
2568Tradeable Dates
970Trades
0.164Treynor Ratio
1.08Win Rate
126.142Net Profit
0.076PSR
0.452Sharpe Ratio
0.593Alpha
-0.124Beta
8.736CAR
87.4Drawdown
-8.4Loss Rate
11Parameters
1Security Types
0.196Sortino Ratio
2449Tradeable Dates
362Trades
-4.631Treynor Ratio
8.16Win Rate
731.208Net Profit
31.922PSR
0.97Sharpe Ratio
-0.037Alpha
1.953Beta
24.342CAR
59Drawdown
55Loss Rate
11Parameters
2Security Types
-1.6052Sortino Ratio
2443Tradeable Dates
18Trades
0.158Treynor Ratio
45Win Rate
20.114Net Profit
50.389PSR
1.176Sharpe Ratio
-0.228Alpha
1.981Beta
29.714CAR
13.2Drawdown
27Loss Rate
10Parameters
3Security Types
0.0994Sortino Ratio
184Tradeable Dates
25Trades
0.173Treynor Ratio
73Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
1364Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
4Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
23Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
75.649Net Profit
64.046PSR
2.868Sharpe Ratio
2.739Alpha
-0.533Beta
193.784CAR
50.5Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
191Tradeable Dates
1Trades
-4.843Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Parameters
1Security Types
0Sortino Ratio
185Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
6.736Net Profit
95.519PSR
8.52Sharpe Ratio
0.346Alpha
0.691Beta
111.582CAR
1.3Drawdown
0Loss Rate
9Parameters
0Security Types
19.398Sortino Ratio
493Tradeable Dates
2Trades
1.221Treynor Ratio
0Win Rate
20.536Net Profit
62.766PSR
1.642Sharpe Ratio
0.028Alpha
1.945Beta
31.964CAR
11.3Drawdown
0Loss Rate
9Parameters
0Security Types
2.325Sortino Ratio
641Tradeable Dates
8Trades
0.174Treynor Ratio
0Win Rate
-22.199Net Profit
28.545PSR
-0.281Sharpe Ratio
-0.389Alpha
1.972Beta
-76.666CAR
52.4Drawdown
-1.67Loss Rate
11Parameters
0Security Types
-0.904Sortino Ratio
44Tradeable Dates
9Trades
-0.194Treynor Ratio
0Win Rate
14Parameters
0Security Types
922Tradeable Dates
8Parameters
0Security Types
252Tradeable Dates
Bodhi started the discussion Missing price data for ETH across multiple exchanges
I’m noticing missing price data for Ethereum across multiple exchanges. For example, GDAX...
Bodhi started the discussion Trailing 12 month financials
Is there any plan to add trailing twelve-month financials? Right now, morningstar fundamentals in...
Bodhi started the discussion Trading imported stock
Is it possible to trade a stock that's not in QC (e.g., OTC or international stock) by importing...
Bodhi started the discussion Having trouble with indicator extensions
I'm trying to calculate (1) the standard deviation of SPY prices over the past 5 days,;and (2) a...
Bodhi started the discussion Calculating historical annualized volatility of SPY
I'm attempting to calculate the historical volatility of SPY. When I annualize the volatility and...
Bodhi started the discussion Warming up rolling window
I'm trying to better understand rolling windows, but experiencing two issues in my algorithm. The...
Bodhi started the discussion Understanding Portfolio Margin Remaining and Margin Used
Why is that a simple allocation of 100% of portfolio to SPY shows that half of the buying trade...
Bodhi started the discussion Fill at stale price VIX Index Options
I can't figure out why my algorithm is filling orders with stale prices, specifically for VIX index...
Bodhi started the discussion VXX options | option splits not supported
Several of my strategies involve trading VXX options, however in my backtests the strategy...
Bodhi left a comment in the discussion VXX options | option splits not supported
It appears the strategy wasn't purchasing a new VXX contract after the split because when the...
Bodhi left a comment in the discussion Fill at stale price VIX Index Options
Hi Alexandre, thanks for your response. I added logic to only purchase option contracts at 11am,...
Bodhi left a comment in the discussion Understanding Portfolio Margin Remaining and Margin Used
Thank you for explaining.
Bodhi left a comment in the discussion Cash VIX Term structure
Excellent, thank you very much.
Bodhi left a comment in the discussion Warming up rolling window
Thanks!
Bodhi started the discussion Option value incorrect in Tail Risk Hedging
I tried using the code provided in the QuantConnect livestream video on "Tail Risk Hedging". After...
Bodhi started the discussion TypeError exception with SetHoldings
I've been playing around with the tail hedge code provided in the most recent QC livestream on...
Bodhi started the discussion Backtest stops running, can't figure out how to fix the runtime error
I have a simple tail hedge strategy. 99% of portfolio in SPY and 1% in a put hedge. It rebalances...
Bodhi started the discussion Trade executing at "stale price" causes Runtime Error
My backtest begins running and makes it through a few years, but then it halts after a trade is...
Bodhi started the discussion Maximum insight period
I currently have a longer-term buy/hold strategy which isn't set up as an alpha. Just monthly...
Bodhi started the discussion SetHoldings not working as intended, I’m stumped
I’m using coarse/fine universe to screen for stocks, which get added to a watchlist...
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Bodhi left a comment in the discussion Fill at stale price VIX Index Options
Okay, thanks for letting me know.
3 years ago