Brent Oster
Quant
Date Joined
18th February, 2022
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-06-01 20:36:36
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-04-15 20:21:04
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-05-27 07:12:12
Python Programming
Choose Python as your preferred programming language.
2022-02-18 20:20:15
- Profile
- Backtests
- Community
Biography
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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBrent started the discussion Trying to get NQ future history for algo initialization
So in my backtests this code works fine to grab history. The code snippet I've attached will...
Brent started the discussion Example: Warming up indicators with futures history, and purchasing futures.
This is an example of using NQ futures history to warm up some indicators using custom...
Brent started the discussion Weekly SPX options?
Hi, what's the status of weekly options on SPX (or other indexes)? I've been trying to get them...
Brent started the discussion Changing resolution on the fly
I've been looking at scalping NQ futures today, and my entries would be determined primarily on...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
8Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
1Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
5Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Brent left a comment in the discussion Weekly SPX options?
Was doing some weekly SPX things recently. With some help from another post in another thread I...
Brent started the discussion Trying to get NQ future history for algo initialization
So in my backtests this code works fine to grab history. The code snippet I've attached will...
Brent started the discussion Example: Warming up indicators with futures history, and purchasing futures.
This is an example of using NQ futures history to warm up some indicators using custom...
Brent started the discussion Weekly SPX options?
Hi, what's the status of weekly options on SPX (or other indexes)? I've been trying to get them...
Brent started the discussion Changing resolution on the fly
I've been looking at scalping NQ futures today, and my entries would be determined primarily on...
Brent left a comment in the discussion Changing resolution on the fly
Ah, I see your change and that seems like an obvious miss to me, but I'm not sure I 100% understand...
Brent left a comment in the discussion Changing resolution on the fly
Here's some sample code. Change self.AllowTicks to True to see the latest error I was running...
Brent left a comment in the discussion When will you add the micro futures contracts?
I'm not sure what other micros you might be looking for, but MNQ and MES look like they're...
Brent left a comment in the discussion Example: Warming up indicators with futures history, and purchasing futures.
In case someone notices, I switched from using an ATR to a PSAR as for one of the example...
Brent left a comment in the discussion Continuous Futures Support
In case others find it useful, this is an example of using NQ futures history to warm up some...
QuantConnect™ 2024. All Rights Reserved
Brent left a comment in the discussion Weekly SPX options?
Was doing some weekly SPX things recently. With some help from another post in another thread I...
4 months ago