Jesse Limtiaco
Quant
Date Joined
19th March, 2024
Bootcamp progress
0% Complete
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Algorithm Sharing
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2024-03-22 19:51:13
Python Programming
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2024-03-19 18:51:12
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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 (2)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
Community
View MoreJesse started the discussion Backtest Data Override/Configuration for Index Option
Hello,
Jesse started the discussion Custom FIll Model not trigger for stopmarket order
Hello,
Jesse left a comment in the discussion Backtest Data Override/Configuration for Index Option
Can you should me how to implement this logic for index options? I tried to do it and the custom...
Jesse left a comment in the discussion Backtest Data Override/Configuration for Index Option
Is it possible to change the stopmarketorder logic so that the stop triggers based on the close...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
2Tradeable Dates
4Trades
0Treynor Ratio
0Win Rate
Jesse started the discussion Backtest Data Override/Configuration for Index Option
Hello,
Jesse started the discussion Custom FIll Model not trigger for stopmarket order
Hello,
Jesse left a comment in the discussion Custom FIll Model not trigger for stopmarket order
Calling SetFillModel on the option object itself produced the same results. The custom fill model...
Jesse left a comment in the discussion Backtest Data Override/Configuration for Index Option
Can you should me how to implement this logic for index options? I tried to do it and the custom...
Jesse left a comment in the discussion Backtest Data Override/Configuration for Index Option
Is it possible to change the stopmarketorder logic so that the stop triggers based on the close...
Jesse left a comment in the discussion Backtest Data Override/Configuration for Index Option
Thanks,
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Jesse left a comment in the discussion Custom FIll Model not trigger for stopmarket order
Calling SetFillModel on the option object itself produced the same results. The custom fill model...
11 months ago