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Fischer

Quant

Date Joined

9th January, 2022

Bootcamp progress

58% Complete

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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2022-02-14 02:06:47
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Python Programming

Choose Python as your preferred programming language.

2022-01-09 12:45:49
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2022-01-30 00:10:27
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Biography

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 (10)

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SPY puts, -1% OTM, 1% buy, exponential

377.683Net Profit

100PSR

2.833Sharpe Ratio

0.121Alpha

-0.067Beta

16.706CAR

2.7Drawdown

-0.22Loss Rate

2Parameters

1Security Types

5.295Sortino Ratio

2546Tradeable Dates

994Trades

-1.691Treynor Ratio

0.56Win Rate

SPY puts, -0.5% OTM, 1% buy, exponential

1207.297Net Profit

100PSR

2.84Sharpe Ratio

0.207Alpha

-0.113Beta

28.91CAR

5Drawdown

-0.39Loss Rate

2Parameters

1Security Types

6.684Sortino Ratio

2546Tradeable Dates

994Trades

-1.725Treynor Ratio

0.96Win Rate

SPY puts, 0% OTM, 1% buy, exponential

3537.233Net Profit

100PSR

2.066Sharpe Ratio

0.312Alpha

-0.197Beta

42.623CAR

8.4Drawdown

49Loss Rate

2Parameters

1Security Types

0.9585Sortino Ratio

2546Tradeable Dates

994Trades

-1.474Treynor Ratio

51Win Rate

SPY puts, 0.5% OTM, 1% buy, exponential

1671.913Net Profit

33.543PSR

1.042Sharpe Ratio

0.28Alpha

-0.286Beta

32.842CAR

19.4Drawdown

72Loss Rate

2Parameters

1Security Types

0.8131Sortino Ratio

2546Tradeable Dates

994Trades

-0.863Treynor Ratio

28Win Rate

SPY puts, 1% OTM, 1% buy, exponential

476.201Net Profit

0.628PSR

0.593Sharpe Ratio

0.199Alpha

-0.318Beta

18.888CAR

25.8Drawdown

-0.77Loss Rate

2Parameters

1Security Types

6.939Sortino Ratio

2546Tradeable Dates

992Trades

-0.511Treynor Ratio

6.25Win Rate

Community

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Fischer started the discussion Future Options weekly

Hello, do you offer weekly future options or just monthly? If don't, are you planning on ever...

3 years ago

Fischer started the discussion Does futures SetFilter even work????

Putting .SetFilter() on a futures contract makes zero difference compared to just commenting the...

3 years ago

SPY puts, -1% OTM, 1% buy, exponential

377.683Net Profit

100PSR

2.833Sharpe Ratio

0.121Alpha

-0.067Beta

16.706CAR

2.7Drawdown

-0.22Loss Rate

2Parameters

1Security Types

5.295Sortino Ratio

2546Tradeable Dates

994Trades

-1.691Treynor Ratio

0.56Win Rate

SPY puts, -0.5% OTM, 1% buy, exponential

1207.297Net Profit

100PSR

2.84Sharpe Ratio

0.207Alpha

-0.113Beta

28.91CAR

5Drawdown

-0.39Loss Rate

2Parameters

1Security Types

6.684Sortino Ratio

2546Tradeable Dates

994Trades

-1.725Treynor Ratio

0.96Win Rate

SPY puts, 0% OTM, 1% buy, exponential

3537.233Net Profit

100PSR

2.066Sharpe Ratio

0.312Alpha

-0.197Beta

42.623CAR

8.4Drawdown

49Loss Rate

2Parameters

1Security Types

0.9585Sortino Ratio

2546Tradeable Dates

994Trades

-1.474Treynor Ratio

51Win Rate

SPY puts, 0.5% OTM, 1% buy, exponential

1671.913Net Profit

33.543PSR

1.042Sharpe Ratio

0.28Alpha

-0.286Beta

32.842CAR

19.4Drawdown

72Loss Rate

2Parameters

1Security Types

0.8131Sortino Ratio

2546Tradeable Dates

994Trades

-0.863Treynor Ratio

28Win Rate

SPY puts, 1% OTM, 1% buy, exponential

476.201Net Profit

0.628PSR

0.593Sharpe Ratio

0.199Alpha

-0.318Beta

18.888CAR

25.8Drawdown

-0.77Loss Rate

2Parameters

1Security Types

6.939Sortino Ratio

2546Tradeable Dates

992Trades

-0.511Treynor Ratio

6.25Win Rate

SPY calls, 1% OTM, 1% buy, exponential

123.975Net Profit

0.267PSR

0.403Sharpe Ratio

0.051Alpha

0.187Beta

8.292CAR

36.4Drawdown

-0.68Loss Rate

2Parameters

1Security Types

2.858Sortino Ratio

2546Tradeable Dates

986Trades

0.386Treynor Ratio

4.95Win Rate

SPY calls, 0.5% OTM, 1% buy, exponential

4928.918Net Profit

99.903PSR

1.704Sharpe Ratio

0.303Alpha

0.226Beta

47.262CAR

16.4Drawdown

-0.74Loss Rate

2Parameters

1Security Types

11.98Sortino Ratio

2546Tradeable Dates

992Trades

1.454Treynor Ratio

3.4Win Rate

SPY calls, 0% OTM, 1% buy, exponential

9034.07Net Profit

100PSR

3.583Sharpe Ratio

0.351Alpha

0.147Beta

56.205CAR

7.5Drawdown

-0.56Loss Rate

2Parameters

1Security Types

11.476Sortino Ratio

2546Tradeable Dates

994Trades

2.504Treynor Ratio

1.64Win Rate

SPY calls, -0.5% OTM, 1% buy, exponential

940.638Net Profit

100PSR

3.683Sharpe Ratio

0.166Alpha

0.075Beta

26.038CAR

5Drawdown

-0.37Loss Rate

2Parameters

1Security Types

5.845Sortino Ratio

2546Tradeable Dates

994Trades

2.321Treynor Ratio

0.73Win Rate

SPY calls, -1% OTM, 1% buy, exponential

346.949Net Profit

100PSR

3.498Sharpe Ratio

0.102Alpha

0.05Beta

15.942CAR

3.6Drawdown

-0.24Loss Rate

2Parameters

1Security Types

5.029Sortino Ratio

2546Tradeable Dates

994Trades

2.177Treynor Ratio

0.45Win Rate

Fischer started the discussion Future Options weekly

Hello, do you offer weekly future options or just monthly? If don't, are you planning on ever...

3 years ago

Fischer started the discussion Does futures SetFilter even work????

Putting .SetFilter() on a futures contract makes zero difference compared to just commenting the...

3 years ago

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