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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)

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Pensive Fluorescent Orange Leopard

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

Virtual Magenta Ant

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

Virtual Orange Eagle

-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

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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...

4 months ago

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....

4 months ago

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...

4 months ago

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...

4 months ago

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...

4 months ago

Pensive Fluorescent Orange Leopard

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

Virtual Magenta Ant

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

Virtual Orange Eagle

-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...

4 months ago

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....

4 months ago

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...

4 months ago

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...

4 months ago

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...

4 months ago

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...

4 months ago

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...

4 months ago