Jarett Dunn
Quant
Date Joined
15th June, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-30 08:22:57
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-06-30 21:54:40
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-06-12 03:06:04
Python Programming
Choose Python as your preferred programming language.
2019-03-04 22:00:34
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Activity on QuantConnect
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Public Backtests (7)
View More-5.069Net Profit
15.431PSR
-2.537Sharpe Ratio
-0.767Alpha
0.23Beta
-61.919CAR
5.1Drawdown
100Loss Rate
20Parameters
2Security Types
-1.1434Sortino Ratio
0Tradeable Dates
52Trades
-2.49Treynor Ratio
0Win Rate
-0.95Net Profit
-8.472Sharpe Ratio
-0.123Alpha
-0.132Beta
-23.51CAR
1.1Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
1.519Treynor Ratio
50Win Rate
-8.55Net Profit
-4.913Sharpe Ratio
-0.202Alpha
-0.045Beta
-22.977CAR
9.2Drawdown
67Loss Rate
1Security Types
-0.30045829924938Sortino Ratio
0Tradeable Dates
98Trades
4.684Treynor Ratio
33Win Rate
-21.782Net Profit
-3.133Sharpe Ratio
-1.167Alpha
1.439Beta
-95.46CAR
25.3Drawdown
67Loss Rate
1Security Types
-1.0868573727444Sortino Ratio
0Tradeable Dates
66Trades
-1.583Treynor Ratio
33Win Rate
-0.385Net Profit
-3.561Sharpe Ratio
0.01Alpha
0.068Beta
-16.138CAR
0.8Drawdown
50Loss Rate
1Security Types
-0.090382069775724Sortino Ratio
0Tradeable Dates
10Trades
-2.019Treynor Ratio
50Win Rate
Community
View MoreJarett started the discussion Options prices not in self.securities immediately, GetOptionContractList doesn't have results at specified strike+expiry immediately?
Buying/selling Options from Custom Data - there's a good chance the price isn't available in...
Jarett started the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Hey folks,
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Laurent Crouzet
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
I got it importing the data from SubscriptionDataSource, but now I see this:
-5.069Net Profit
15.431PSR
-2.537Sharpe Ratio
-0.767Alpha
0.23Beta
-61.919CAR
5.1Drawdown
100Loss Rate
20Parameters
2Security Types
-1.1434Sortino Ratio
0Tradeable Dates
52Trades
-2.49Treynor Ratio
0Win Rate
-0.95Net Profit
-8.472Sharpe Ratio
-0.123Alpha
-0.132Beta
-23.51CAR
1.1Drawdown
50Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
4Trades
1.519Treynor Ratio
50Win Rate
-8.55Net Profit
-4.913Sharpe Ratio
-0.202Alpha
-0.045Beta
-22.977CAR
9.2Drawdown
67Loss Rate
1Security Types
-0.30045829924938Sortino Ratio
0Tradeable Dates
98Trades
4.684Treynor Ratio
33Win Rate
-21.782Net Profit
-3.133Sharpe Ratio
-1.167Alpha
1.439Beta
-95.46CAR
25.3Drawdown
67Loss Rate
1Security Types
-1.0868573727444Sortino Ratio
0Tradeable Dates
66Trades
-1.583Treynor Ratio
33Win Rate
-0.385Net Profit
-3.561Sharpe Ratio
0.01Alpha
0.068Beta
-16.138CAR
0.8Drawdown
50Loss Rate
1Security Types
-0.090382069775724Sortino Ratio
0Tradeable Dates
10Trades
-2.019Treynor Ratio
50Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jarett started the discussion Options prices not in self.securities immediately, GetOptionContractList doesn't have results at specified strike+expiry immediately?
Buying/selling Options from Custom Data - there's a good chance the price isn't available in...
Jarett started the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Hey folks,
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Laurent Crouzet I seem unable to tag you... did this work?
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Laurent Crouzet
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
I got it importing the data from SubscriptionDataSource, but now I see this:
Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
I did combine my CSV, but I can't download from Google Drive Dropbox or GitHub?URL =...
Jarett left a comment in the discussion Entry on long straddles to anticipate earnings surprises
Thanks Jared.
Jarett left a comment in the discussion Entry on long straddles to anticipate earnings surprises
Got it :) You can call 'AddSecurity' anywhere and it triggers OnSecuritiesChanged.
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Jarett left a comment in the discussion Have a Potentially Great Alpha, Need Some Help - including other Python libraries?
Laurent Crouzet I seem unable to tag you... did this work?
5 years ago