Gil Sapir
Quant
Date Joined
17th September, 2018
Bootcamp progress
43% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-08-06 04:44:17
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-08-07 05:03:19
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-02-16 07:00:17
Cloner
Clone at least 100 algorithms from the community.
2020-12-29 17:24:28
Python Programming
Choose Python as your preferred programming language.
2018-09-17 06:14:57
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-10-22 04:24:39
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2019-12-26 13:52:49
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-02-14 17:32:11
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-05-08 01:05:27
Alpha Streams Master
Have at least 10 Alpha Stream submissions approved.
2021-01-13 00:18:47
- Profile
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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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.008Net Profit
16.541PSR
-1.359Sharpe Ratio
-0.001Alpha
0.001Beta
-0.053CAR
0Drawdown
37Loss Rate
25Parameters
1Security Types
-0.1416Sortino Ratio
38Tradeable Dates
96Trades
-0.728Treynor Ratio
63Win Rate
17Parameters
0Security Types
0Tradeable Dates
13Parameters
2Security Types
8Tradeable Dates
Community
View MoreGil started the discussion Is it possible to add TAcharts ?
it's not for the purpose of charting but for calculating indicators efficiently on dataframes
Gil left a comment in the discussion Continuous Futures Support
Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...
Gil started the discussion IPO trading
Hi,
Gil started the discussion Simple IPO strategy
Hi,
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-0.008Net Profit
16.541PSR
-1.359Sharpe Ratio
-0.001Alpha
0.001Beta
-0.053CAR
0Drawdown
37Loss Rate
25Parameters
1Security Types
-0.1416Sortino Ratio
38Tradeable Dates
96Trades
-0.728Treynor Ratio
63Win Rate
17Parameters
0Security Types
0Tradeable Dates
13Parameters
2Security Types
8Tradeable Dates
Gil started the discussion Is it possible to add TAcharts ?
it's not for the purpose of charting but for calculating indicators efficiently on dataframes
Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter
Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...
Gil left a comment in the discussion Continuous Futures Support
Jared Broad Martin Molinero But what actually will be bought when buying this canonical contract...
Gil started the discussion IPO trading
Hi,
Gil started the discussion Simple IPO strategy
Hi,
Gil started the discussion How capacity is calculated?
I have an algo which trading multiple stocks and the capacity is $ 750, does it make sense?
Gil left a comment in the discussion Basic framework that I use for stoploss, take profit and data
Actually, this framework can be modified to work with the QC framework and the execution part will...
Gil started the discussion Stock price is 0 when using a consolidator
When trying to calculate the stocks price every 1 hour I get the PYPL price is always 0 :(Can't see...
Gil started the discussion Options SetFilter by strike percent
If I want to get the option chain of stock from -5% to +5% how can I do that?the only option I can...
Gil started the discussion OEX, XEO options
Hi,
Gil started the discussion Backtest taking too long
Hi.I'm running a backtest of simple option-selling algorithm for only 8 days and it takes very long...
Gil started the discussion How do I iterate over my holdings
Now, this is what I do, and I think it's not very efficient any suggestions?
Gil started the discussion How to get the delta from OptionHolding object
Hi,I want to get my delta exposure for every option in my portfolio, this is what I do:
Gil started the discussion Can't work with options and consolidators
Hi,I replied this comment in another thread, but I think this issue deserves a separate topic.
Gil started the discussion Business days till expiration
Hi.is there a way to get the number of business days till options expiration?need to take into...
Gil started the discussion Option price using OptionUniverse
Hi,
Gil started the discussion Wired issue when trying to create new alpha
I added prints in the alpha file and I don't see them when running backtest.
Gil started the discussion Pairs trading alpha
I was looking at the implementation of:PearsonCorrelationPairsTradingAlphaModel - this is the...
Gil started the discussion Adding a ML training to the Alpha
Hi,
Gil started the discussion Using notes in alpha framework
Hi,
Gil started the discussion Live trading with IB
Hi
Gil started the discussion Non US Interactive Brokers users
Hi.
Gil started the discussion How to create a synthetic asset indicator?
Hi
Gil left a comment in the discussion Tim Sykes and Penny Stocks
Hi,
Gil left a comment in the discussion Business days till expiration
I'm not sure this method is enabled in python, I'm trying:sec = self.Securities['SPY']t =...
Gil left a comment in the discussion Option hourly resolution
Jack Simonson Consolidators are not good enough to use with options because we don't have access...
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Gil left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter
Jared Broad Alexandre Catarino Should we use version 2 when using Notebook? Because obviously it...
3 years ago