.ekz.
Quant
Date Joined
11th April, 2020
Bootcamp progress
51% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-01-16 08:49:09
Chatter Box
Leave at least 100 comments on community posts.
2021-05-10 04:14:49
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-14 06:08:26
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-01-15 05:53:05
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-07-10 11:32:35
Cloner
Clone at least 100 algorithms from the community.
2021-04-14 09:21:09
C# Programming
Choose C# as your preferred programming language.
2020-04-11 00:37:28
Python Programming
Choose Python as your preferred programming language.
2020-12-10 03:45:56
Popular
Receive at least 10 upvotes from different users in the community.
2021-01-22 15:00:39
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-06 22:50:30
Outstanding Community Service
Awarded by administrators for outstanding voluntary support of other community members.
2021-05-05 22:42:18
Investor
2022-12-15 20:36:01
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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 (207)
View More56.393Net Profit
0.003PSR
-0.215Sharpe Ratio
-0.012Alpha
0.081Beta
1.827CAR
10.2Drawdown
43Loss Rate
0Parameters
1Security Types
-0.128Sortino Ratio
6207Tradeable Dates
1688Trades
-0.106Treynor Ratio
57Win Rate
15867.808Net Profit
97.806PSR
2.201Sharpe Ratio
0.517Alpha
0.235Beta
72.594CAR
33.5Drawdown
42Loss Rate
0Parameters
1Security Types
2.71Sortino Ratio
3392Tradeable Dates
218Trades
3.533Treynor Ratio
58Win Rate
723.842Net Profit
0.104PSR
0.356Sharpe Ratio
0.025Alpha
0.621Beta
9.305CAR
35.6Drawdown
34Loss Rate
0Parameters
1Security Types
0.296Sortino Ratio
5957Tradeable Dates
1371Trades
0.086Treynor Ratio
66Win Rate
13.653Net Profit
95.44PSR
279.061Sharpe Ratio
242.828Alpha
0.389Beta
10584.008CAR
0.7Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
623.919Treynor Ratio
13.62Win Rate
14.63Net Profit
95.41PSR
385.01Sharpe Ratio
358.743Alpha
0.043Beta
14499.453CAR
0.6Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
8419.727Treynor Ratio
14.61Win Rate
Community
View More.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'm a big fan of Matt and the folks at ORATS, haven't used spot gamma but will check it out. Thanks...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
Great to meet you @Lauren, and thanks for sharing. I am interested and will join the discord.
.ekz. left a comment in the discussion Tradier Runtime Error: Required scope(s): scope-stream.scopeSet: StackTrace: Required scope(s): scope-stream.scopeSet
This exact thing just happened to me.
.ekz. left a comment in the discussion Python 3.11 & Library Updates
Thanks for the update!
56.393Net Profit
0.003PSR
-0.215Sharpe Ratio
-0.012Alpha
0.081Beta
1.827CAR
10.2Drawdown
43Loss Rate
0Parameters
1Security Types
-0.128Sortino Ratio
6207Tradeable Dates
1688Trades
-0.106Treynor Ratio
57Win Rate
15867.808Net Profit
97.806PSR
2.201Sharpe Ratio
0.517Alpha
0.235Beta
72.594CAR
33.5Drawdown
42Loss Rate
0Parameters
1Security Types
2.71Sortino Ratio
3392Tradeable Dates
218Trades
3.533Treynor Ratio
58Win Rate
723.842Net Profit
0.104PSR
0.356Sharpe Ratio
0.025Alpha
0.621Beta
9.305CAR
35.6Drawdown
34Loss Rate
0Parameters
1Security Types
0.296Sortino Ratio
5957Tradeable Dates
1371Trades
0.086Treynor Ratio
66Win Rate
13.653Net Profit
95.44PSR
279.061Sharpe Ratio
242.828Alpha
0.389Beta
10584.008CAR
0.7Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
623.919Treynor Ratio
13.62Win Rate
14.63Net Profit
95.41PSR
385.01Sharpe Ratio
358.743Alpha
0.043Beta
14499.453CAR
0.6Drawdown
0Loss Rate
0Parameters
0Security Types
10Tradeable Dates
2Trades
8419.727Treynor Ratio
14.61Win Rate
-1.24Net Profit
0.025PSR
-8.575Sharpe Ratio
-0.134Alpha
0.116Beta
-20.672CAR
1.2Drawdown
-4.76Loss Rate
0Parameters
0Security Types
14Tradeable Dates
4Trades
-1.616Treynor Ratio
3.7Win Rate
-0.062Net Profit
0.015PSR
-65.394Sharpe Ratio
-0.059Alpha
0.004Beta
-0.787CAR
0.1Drawdown
-0.25Loss Rate
0Parameters
0Security Types
21Tradeable Dates
4Trades
-14.842Treynor Ratio
0.18Win Rate
-1.24Net Profit
0.002PSR
-8.48Sharpe Ratio
-0.137Alpha
0.076Beta
-13.801CAR
1.3Drawdown
-4.94Loss Rate
0Parameters
0Security Types
23Tradeable Dates
4Trades
-2.03Treynor Ratio
3.89Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
10.08Net Profit
89.314PSR
1.83Sharpe Ratio
0.014Alpha
0.449Beta
25.631CAR
3.8Drawdown
-2.81Loss Rate
0Parameters
0Security Types
106Tradeable Dates
69Trades
0.274Treynor Ratio
3.32Win Rate
438.461Net Profit
0.004PSR
0.25Sharpe Ratio
0.03Alpha
0.76Beta
7.368CAR
61.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.148Sortino Ratio
5951Tradeable Dates
811Trades
0.087Treynor Ratio
64Win Rate
438.461Net Profit
0.004PSR
0.25Sharpe Ratio
0.03Alpha
0.76Beta
7.368CAR
61.4Drawdown
36Loss Rate
0Parameters
1Security Types
0.148Sortino Ratio
5951Tradeable Dates
811Trades
0.087Treynor Ratio
64Win Rate
-9.416Net Profit
7.483PSR
-0.584Sharpe Ratio
-0.115Alpha
-0.028Beta
-9.391CAR
32.4Drawdown
-2.28Loss Rate
0Parameters
0Security Types
366Tradeable Dates
182Trades
4.023Treynor Ratio
1.19Win Rate
108.703Net Profit
74.937PSR
1.532Sharpe Ratio
0.285Alpha
0.238Beta
38.583CAR
17.4Drawdown
61Loss Rate
0Parameters
1Security Types
2.117Sortino Ratio
823Tradeable Dates
152Trades
1.622Treynor Ratio
39Win Rate
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6419Tradeable Dates
0Parameters
1Security Types
6671Tradeable Dates
46.635Net Profit
77.014PSR
1.613Sharpe Ratio
0.205Alpha
0.195Beta
34.363CAR
14.4Drawdown
-1.74Loss Rate
0Parameters
0Security Types
473Tradeable Dates
50Trades
1.675Treynor Ratio
5.55Win Rate
47.553Net Profit
0.838PSR
0.218Sharpe Ratio
0.062Alpha
-0.089Beta
5.603CAR
37.7Drawdown
-0.86Loss Rate
0Parameters
0Security Types
1795Tradeable Dates
3697Trades
-0.584Treynor Ratio
1.55Win Rate
1279.563Net Profit
11.223PSR
0.709Sharpe Ratio
0.025Alpha
0.927Beta
19.925CAR
41.5Drawdown
-1.23Loss Rate
51Parameters
0Security Types
3632Tradeable Dates
1075Trades
0.152Treynor Ratio
1.47Win Rate
1568.053Net Profit
10.977PSR
0.718Sharpe Ratio
0.014Alpha
1.136Beta
21.512CAR
48Drawdown
-1.34Loss Rate
47Parameters
0Security Types
3632Tradeable Dates
1155Trades
0.137Treynor Ratio
1.53Win Rate
6.14Net Profit
43.965PSR
0.268Sharpe Ratio
0.008Alpha
0.228Beta
10.771CAR
5.4Drawdown
-0.09Loss Rate
36Parameters
2Security Types
148Tradeable Dates
1207Trades
0.104Treynor Ratio
0.12Win Rate
245.892Net Profit
21.632PSR
0.669Sharpe Ratio
0.027Alpha
0.247Beta
10.014CAR
19.8Drawdown
-1.59Loss Rate
11Parameters
0Security Types
3270Tradeable Dates
425Trades
0.231Treynor Ratio
1.91Win Rate
439.264Net Profit
24.989PSR
0.754Sharpe Ratio
0.051Alpha
0.302Beta
13.924CAR
20.7Drawdown
-2.16Loss Rate
13Parameters
0Security Types
3251Tradeable Dates
389Trades
0.287Treynor Ratio
2.61Win Rate
216.746Net Profit
24.866PSR
0.675Sharpe Ratio
0.028Alpha
0.202Beta
9.329CAR
14.2Drawdown
-1.44Loss Rate
26Parameters
0Security Types
3251Tradeable Dates
389Trades
0.257Treynor Ratio
1.74Win Rate
707.325Net Profit
4.059PSR
0.593Sharpe Ratio
0.043Alpha
0.843Beta
16.085CAR
32.1Drawdown
57Loss Rate
29Parameters
1Security Types
0.7091Sortino Ratio
3522Tradeable Dates
1055Trades
0.136Treynor Ratio
43Win Rate
1426.919Net Profit
12.123PSR
0.733Sharpe Ratio
0.07Alpha
1Beta
21.49CAR
41.6Drawdown
-0.32Loss Rate
29Parameters
1Security Types
3522Tradeable Dates
1073Trades
0.156Treynor Ratio
2.65Win Rate
800.544Net Profit
5.876PSR
0.619Sharpe Ratio
0Alpha
0Beta
16.996CAR
37.7Drawdown
-0.07Loss Rate
3Parameters
1Security Types
3522Tradeable Dates
5696Trades
0Treynor Ratio
0.12Win Rate
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'm a big fan of Matt and the folks at ORATS, haven't used spot gamma but will check it out. Thanks...
.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
Great to meet you @Lauren, and thanks for sharing. I am interested and will join the discord.
.ekz. left a comment in the discussion Tradier Runtime Error: Required scope(s): scope-stream.scopeSet: StackTrace: Required scope(s): scope-stream.scopeSet
This exact thing just happened to me.
.ekz. left a comment in the discussion Python 3.11 & Library Updates
Thanks for the update!
.ekz. left a comment in the discussion Help with 0DTE strategy
Got it. Will take a look. Thanks.
.ekz. started the discussion Is this backtest possible in QC?
Hi all, new to QC but not new to algo trading. Is it possible to backtest the following stock...
.ekz. started the discussion Hacking a local LEAN instance to trade SPX
TLDR: Where can one find documentation and/or guidance on hacking a local LEAN instance to execute...
.ekz. started the discussion Is it possible to plot Strategy Equity as a line chart?
I do appreciate the candlesticks because they show us MAE and MFE, but in my regular Algo work...
.ekz. started the discussion How to get UnrealizedProfitPercent for an open options contract?
I need to keep track of the floating (unrealized) P/L of my options contract, but unfortunately the...
.ekz. started the discussion How do we annotate our plotted charts?
I am plotting my equity as a line chart, and i would like to annotate it so I can see exactly where...
.ekz. started the discussion Using fundamental data to identify SPACs.
I'd like to use the universe selection to pick SPACs, but it's not clear what fundamental data...
.ekz. started the discussion Getting custom resolution history to update my consolidators
I’m using a custom consolidator for 30 minute bars, so I need to fetch history on 30minute...
.ekz. started the discussion Is Paper Trading available for Coinbase?
Hopefully this hasn't been answered already. Missed it if so.
.ekz. started the discussion How do we / can we export optimization results?
I'd like to export my optimzation results so I can perform additional analysis ( eg: calculating...
.ekz. started the discussion Additional Resolutions: Weekly, 4Hour, 30 Min, 5Min
The resolutions we have built-in are great and convenient, but it would be fantastic if we could...
.ekz. started the discussion Calculating Drawdown percentage for a stock (not portfolio).
I'm exploring the use of portfolio metrics to evaluate asset performance (after all, portfolio...
.ekz. started the discussion Tracking multi-legged Option positions
I'm converting a manual option strategy that trades spreads, and liquidates via take profit%, stop...
.ekz. started the discussion Derek is a bot. Thank you Derek!
Quick post to give Derek Melchin some major props.
.ekz. started the discussion Is it possible to cancel an in-flight backtest without losing stats?
Typically when I abort a backtest that is running, it's deleted without a trace. All stats, logs,...
.ekz. started the discussion Feature proposal: click-to-copy debug values from watchlist
TLDR: Currently, there is no way to select debug values for watch variables, and it's often the...
.ekz. started the discussion Backtest start date affect the options deltas?
Has anyone seen an issue where the backtest start date affects the delta of retrieved options?
.ekz. started the discussion Managing options position used in multiple spreads - 2 Questions.
I have an options algo that trades multiple BullPutSpreads simultaneously; opening & closing...
.ekz. started the discussion Estimating order fees before placing an order?
Is there a way to calculate the expected fees for an order?
.ekz. started the discussion Examples of how to use OptionStrategyPositionGroupBuyingPowerModel?
When trading option spreads, i run into the ‘insufficient buying power’ error, because the...
.ekz. started the discussion FYI: Community forum search seems to be missing results
Just noticed my search for “OptionStrategyPositionGroupBuyingPowerModel” returns no results,...
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.ekz. left a comment in the discussion Looking for options collaborators to work on machine learning
I'll add here some suggested material on the topic: Advances in Financial ML by My Marcos Lopez de...
5 months ago