Dennis
Quant
Date Joined
27th June, 2024
Bootcamp progress
73% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-06-29 06:26:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-07-07 21:14:32
C# Programming
Choose C# as your preferred programming language.
2024-06-27 22:21:39
Python Programming
Choose Python as your preferred programming language.
2024-06-27 05:56:54
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-06-27 22:42:59
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2024-08-24 18:50:32
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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 (3)
View More7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
0Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
0Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
-100.76Net Profit
0PSR
-0.109Sharpe Ratio
43.565Alpha
57.628Beta
0CAR
100.5Drawdown
0Loss Rate
0Parameters
0Security Types
5Tradeable Dates
3Trades
-0.017Treynor Ratio
49.1Win Rate
Community
View MoreDennis started the discussion Early assignment for SPX?
In attached backtest that trades SPX bull put spread there is a huge dip in account equity on Jan...
Dennis started the discussion Unexpected remaining margin decrease
In some backtests I'm noticing a significant decrease in remaining margin, which I can't explain....
Dennis started the discussion C# error on using QuantConnect.Api;
Recently I started getting a build error when referencing the QuantConnect.Api namespace (it's used...
Dennis left a comment in the discussion Early assignment for SPX?
I have a backtest attached in my original message. To summarize, here are my questions that I hope...
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
0Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
0Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
-100.76Net Profit
0PSR
-0.109Sharpe Ratio
43.565Alpha
57.628Beta
0CAR
100.5Drawdown
0Loss Rate
0Parameters
0Security Types
5Tradeable Dates
3Trades
-0.017Treynor Ratio
49.1Win Rate
Dennis started the discussion Early assignment for SPX?
In attached backtest that trades SPX bull put spread there is a huge dip in account equity on Jan...
Dennis started the discussion Unexpected remaining margin decrease
In some backtests I'm noticing a significant decrease in remaining margin, which I can't explain....
Dennis started the discussion C# error on using QuantConnect.Api;
Recently I started getting a build error when referencing the QuantConnect.Api namespace (it's used...
Dennis left a comment in the discussion Automatic Early assignment not realistis
I'm experiencing the same kind of issue due to early assignment simulation as well, unexpected...
Dennis left a comment in the discussion Early assignment for SPX?
I have a backtest attached in my original message. To summarize, here are my questions that I hope...
Dennis left a comment in the discussion Early assignment for SPX?
In this case both options are in the money. But the other option is not getting exercised even on...
Dennis left a comment in the discussion Early assignment for SPX?
I think the main issue is that the other leg of the spread (long put) doesn't seem to be exercised...
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Dennis left a comment in the discussion Automatic Early assignment not realistis
I'm experiencing the same kind of issue due to early assignment simulation as well, unexpected...
5 months ago