Farhan Memon
Quant
Date Joined
16th February, 2017
Bootcamp progress
12% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-04-18 18:56:20
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-09-17 17:16:40
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-04-09 15:57:37
Cloner
Clone at least 100 algorithms from the community.
2021-10-27 08:49:38
Python Programming
Choose Python as your preferred programming language.
2018-08-22 16:53:42
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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 (1)
View More-0.037Net Profit
-0.551Sharpe Ratio
0.02Alpha
-0.033Beta
-0.526CAR
0.2Drawdown
38Loss Rate
19Parameters
2Security Types
-0.009300348829615Sortino Ratio
18Tradeable Dates
222Trades
0.128Treynor Ratio
62Win Rate
Community
View MoreFarhan left a comment in the discussion How To Keep an Updated Option Universe
another thing is i did look at Optionchainprovider when i orignally looked at how to use options...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
i just tried your skeleton, it exhibits the same issue.
Farhan left a comment in the discussion How To Keep an Updated Option Universe
hi maybe i wasnt clear then. It does seem like it is working fine from a runtime POV but now my...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
thanks for the pointer. Ive tried removing and adding equities/options all over the place and...
-0.037Net Profit
-0.551Sharpe Ratio
0.02Alpha
-0.033Beta
-0.526CAR
0.2Drawdown
38Loss Rate
19Parameters
2Security Types
-0.009300348829615Sortino Ratio
18Tradeable Dates
222Trades
0.128Treynor Ratio
62Win Rate
Farhan left a comment in the discussion How To Keep an Updated Option Universe
hi ok thanks i see. My working options backtester version (not for earnings) uses the direction...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
another thing is i did look at Optionchainprovider when i orignally looked at how to use options...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
i just tried your skeleton, it exhibits the same issue.
Farhan left a comment in the discussion How To Keep an Updated Option Universe
hi maybe i wasnt clear then. It does seem like it is working fine from a runtime POV but now my...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
thanks for the pointer. Ive tried removing and adding equities/options all over the place and...
Farhan left a comment in the discussion How To Keep an Updated Option Universe
hi did you ever find the solution to stop the explosion of the ever incresing slices?
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Farhan left a comment in the discussion How To Keep an Updated Option Universe
hi ok thanks i see. My working options backtester version (not for earnings) uses the direction...
5 years ago