Eli Laycock
Quant
Date Joined
22nd April, 2022
Bootcamp progress
49% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-11-30 06:52:17
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-10-28 06:20:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-09-14 16:09:33
Python Programming
Choose Python as your preferred programming language.
2022-04-22 03:26:10
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-06-11 21:30:50
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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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
366Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.278Net Profit
2.346PSR
-4.07Sharpe Ratio
-0.009Alpha
-0.206Beta
-21.236CAR
1.6Drawdown
0Loss Rate
14Parameters
2Security Types
-3.944Sortino Ratio
13Tradeable Dates
52Trades
0.757Treynor Ratio
0.06Win Rate
0.123Net Profit
62.87PSR
1.675Sharpe Ratio
0.005Alpha
-0.009Beta
0.637CAR
1.1Drawdown
0Loss Rate
6Parameters
0Security Types
1.954Sortino Ratio
48Tradeable Dates
49Trades
-0.476Treynor Ratio
0.06Win Rate
17.19Net Profit
1.329PSR
0.451Sharpe Ratio
0Alpha
0Beta
2.024CAR
4.6Drawdown
0Loss Rate
9Parameters
3Security Types
0Sortino Ratio
2064Tradeable Dates
2Trades
0Treynor Ratio
100Win Rate
Community
View MoreEli started the discussion Option Delta Is Inaccurate And Varies Wildly
I'm trying to select option contracts to trade based on their delta. According to this discussion,...
Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi QC Community,
Eli started the discussion Using Beta Indicator on cash indices
When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...
Eli started the discussion Streaming to OnData method from Google Sheets shows 0
I am following the documentation below to stream custom data to the OnData method from a Google...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
0Security Types
366Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.278Net Profit
2.346PSR
-4.07Sharpe Ratio
-0.009Alpha
-0.206Beta
-21.236CAR
1.6Drawdown
0Loss Rate
14Parameters
2Security Types
-3.944Sortino Ratio
13Tradeable Dates
52Trades
0.757Treynor Ratio
0.06Win Rate
0.123Net Profit
62.87PSR
1.675Sharpe Ratio
0.005Alpha
-0.009Beta
0.637CAR
1.1Drawdown
0Loss Rate
6Parameters
0Security Types
1.954Sortino Ratio
48Tradeable Dates
49Trades
-0.476Treynor Ratio
0.06Win Rate
17.19Net Profit
1.329PSR
0.451Sharpe Ratio
0Alpha
0Beta
2.024CAR
4.6Drawdown
0Loss Rate
9Parameters
3Security Types
0Sortino Ratio
2064Tradeable Dates
2Trades
0Treynor Ratio
100Win Rate
Eli started the discussion Option Delta Is Inaccurate And Varies Wildly
I'm trying to select option contracts to trade based on their delta. According to this discussion,...
Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi QC Community,
Eli started the discussion Using Beta Indicator on cash indices
When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...
Eli started the discussion Streaming to OnData method from Google Sheets shows 0
I am following the documentation below to stream custom data to the OnData method from a Google...
Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0
Hi Jared,
Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0
Hi Mia,
Eli left a comment in the discussion Using Beta Indicator on cash indices
Thanks Louis! This worked
Eli left a comment in the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi Louis,
Eli left a comment in the discussion Option Delta Is Inaccurate And Varies Wildly
Hi Louis,
Eli left a comment in the discussion Option Delta Is Inaccurate And Varies Wildly
Hi again Louis,
Eli started the discussion Algorithm Holding Through Option Expiry Despite Setting Rules To Close Before
I'm building an option premium selling algo with UVXY as the underlying, using hourly VIX ticks as...
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Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0
Hi Jared,
1 years ago