coder
Quant
Date Joined
14th February, 2019
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11% Complete
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2019-05-06 21:22:41
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Run at least 100 backtests on QuantConnect's cloud.
2019-04-25 21:40:27
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2019-09-23 21:16:32
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2019-02-14 06:31:28
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2019-09-25 01:02:37
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Public Backtests (2)
View More0.058Net Profit
5.553Sharpe Ratio
-0.014Alpha
0.041Beta
2.739CAR
0.1Drawdown
0Loss Rate
13Parameters
2Security Types
0Sortino Ratio
6Tradeable Dates
2Trades
0.506Treynor Ratio
0Win Rate
24.798Net Profit
2.569Sharpe Ratio
3.449Alpha
-51.349Beta
918.898CAR
25.3Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
-0.049Treynor Ratio
0Win Rate
Community
View Morecoder started the discussion Security Implied Volatility Calculation
I think Implied Volatility of a security (usually 30 days) is a common indicator. Does this...
coder started the discussion Creating conditional customized order event
Trying to close an option based on the underlyinh price. I have a code here, but I don't think that...
coder started the discussion Calculating profit/loss of one-leg or two-leg option strategies
Hi,
coder started the discussion Is it possible to enter/exit a spread as a single trade (backtest or live)?
Is it possible to enter/exit a spread as a single trade (backtest or live)?
coder started the discussion Is there a way to import data for VVIX?
As far as I know we import VIX using Quandl.
0.058Net Profit
5.553Sharpe Ratio
-0.014Alpha
0.041Beta
2.739CAR
0.1Drawdown
0Loss Rate
13Parameters
2Security Types
0Sortino Ratio
6Tradeable Dates
2Trades
0.506Treynor Ratio
0Win Rate
24.798Net Profit
2.569Sharpe Ratio
3.449Alpha
-51.349Beta
918.898CAR
25.3Drawdown
0Loss Rate
7Parameters
2Security Types
0Sortino Ratio
22Tradeable Dates
1Trades
-0.049Treynor Ratio
0Win Rate
coder started the discussion Security Implied Volatility Calculation
I think Implied Volatility of a security (usually 30 days) is a common indicator. Does this...
coder started the discussion Creating conditional customized order event
Trying to close an option based on the underlyinh price. I have a code here, but I don't think that...
coder started the discussion Calculating profit/loss of one-leg or two-leg option strategies
Hi,
coder started the discussion Is it possible to enter/exit a spread as a single trade (backtest or live)?
Is it possible to enter/exit a spread as a single trade (backtest or live)?
coder started the discussion Is there a way to import data for VVIX?
As far as I know we import VIX using Quandl.
coder started the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
Hi,
coder started the discussion Greek with OptionChainProvider
Hi,
coder started the discussion Only one of the legs of he bull put vertical spread gets exercised on expiration
Hi, I am facing this isuue that out of teh two legs of the vertical spready bull put option, only...
coder left a comment in the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
Hi,
coder left a comment in the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
Hi Alethea,
coder left a comment in the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
HI Alethea, I founda workaround which is exercising the option few minutes before...
coder left a comment in the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
Hi Alethea, I have provided a picture of the option getting assigned. After this assignment all...
coder left a comment in the discussion Only one of the legs of he bull put vertical spread gets exercised on expiration
After fnishing the backtets i can see the Invalid status: Automatic option assignment on expiration
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coder left a comment in the discussion Automatic option assignment on expiration, Invalie status, and backtest issues
Hi Yiyun,
5 years ago