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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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SPY without assignment handling

-1.274Net Profit

7.301PSR

-0.078Sharpe Ratio

0Alpha

0.411Beta

-1.015CAR

10.5Drawdown

0Loss Rate

12Parameters

2Security Types

-0.238Sortino Ratio

317Tradeable Dates

6Trades

-0.012Treynor Ratio

0.22Win Rate


Community

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Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Fred Painchaud Great explanation thanks! 

2 years ago

Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Hi @jack-pizza  - thanks for responding!

2 years ago

Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Thanks for posting this very interesting algorithm, I am new to QC,  It has been very...

2 years ago

SPY without assignment handling

-1.274Net Profit

7.301PSR

-0.078Sharpe Ratio

0Alpha

0.411Beta

-1.015CAR

10.5Drawdown

0Loss Rate

12Parameters

2Security Types

-0.238Sortino Ratio

317Tradeable Dates

6Trades

-0.012Treynor Ratio

0.22Win Rate

Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Fred Painchaud Great explanation thanks! 

2 years ago

Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Hi @jack-pizza  - thanks for responding!

2 years ago

Doug left a comment in the discussion Sharing: Selecting options contracts using Delta

Thanks for posting this very interesting algorithm, I am new to QC,  It has been very...

2 years ago