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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 (1)

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Adaptable Sky Blue Rhinoceros

-1.052Net Profit

-5.779Sharpe Ratio

0Alpha

-47.909Beta

-61.892CAR

2.4Drawdown

90Loss Rate

1Security Types

-0.019115331671902Sortino Ratio

4Tradeable Dates

268Trades

0.011Treynor Ratio

10Win Rate


Community

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David started the discussion VIX futures and SPX options data

Hi, 

6 years ago

David left a comment in the discussion SPX/RUT option support?

To add a bit more background, one of the big advantages of index options over stock options is that...

6 years ago

David left a comment in the discussion SPX/RUT option support?

I would agree that having index options data would be very useful. A lot of the systematic options...

6 years ago

Adaptable Sky Blue Rhinoceros

-1.052Net Profit

-5.779Sharpe Ratio

0Alpha

-47.909Beta

-61.892CAR

2.4Drawdown

90Loss Rate

1Security Types

-0.019115331671902Sortino Ratio

4Tradeable Dates

268Trades

0.011Treynor Ratio

10Win Rate

David started the discussion VIX futures and SPX options data

Hi, 

6 years ago

David left a comment in the discussion SPX/RUT option support?

To add a bit more background, one of the big advantages of index options over stock options is that...

6 years ago

David left a comment in the discussion SPX/RUT option support?

I would agree that having index options data would be very useful. A lot of the systematic options...

6 years ago