Igor Quint
Quant
Date Joined
10th March, 2019
Bootcamp progress
13% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-04-28 15:11:51
Notebook Sharing
Share a notebook with others.
2019-10-07 05:53:56
Python Programming
Choose Python as your preferred programming language.
2019-03-10 17:53:50
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-09-16 21:09:30
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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 (1)
View More-2.587Net Profit
0.162Sharpe Ratio
0.076Alpha
0.005Beta
-2.394CAR
39.3Drawdown
50Loss Rate
12Parameters
2Security Types
-0.022251921354907Sortino Ratio
271Tradeable Dates
8Trades
14.891Treynor Ratio
50Win Rate
Community
View MoreIgor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi Apollos Hill , the shorting fee varies per day. Using Interactive brokers I crecorded the...
Igor started the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi,
Igor started the discussion Options in research
Hi,
Igor left a comment in the discussion Options in research
edit: ups, accepting the answer leaves me unable to personally thank you ;)
-2.587Net Profit
0.162Sharpe Ratio
0.076Alpha
0.005Beta
-2.394CAR
39.3Drawdown
50Loss Rate
12Parameters
2Security Types
-0.022251921354907Sortino Ratio
271Tradeable Dates
8Trades
14.891Treynor Ratio
50Win Rate
Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi Josh M , That's a very good question. Didn't know this myself, but apparently it depends. If...
Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi Apollos Hill , the shorting fee varies per day. Using Interactive brokers I crecorded the...
Igor started the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi,
Igor started the discussion Options in research
Hi,
Igor left a comment in the discussion Options in research
edit: ups, accepting the answer leaves me unable to personally thank you ;)
Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi Matt,
Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Apollos Hill
Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
@ Apollos Hill
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Igor left a comment in the discussion Trying to build a synthetic short LETF rebalancing algorithm
Hi Josh M , That's a very good question. Didn't know this myself, but apparently it depends. If...
4 years ago