Jon Bailey
Quant
Date Joined
28th February, 2020
Bootcamp progress
56% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-10-08 19:29:34
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-14 02:45:43
C# Programming
Choose C# as your preferred programming language.
2020-02-28 16:39:38
Python Programming
Choose Python as your preferred programming language.
2020-03-02 01:29:32
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-02-28 18:27:48
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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 More52170.102Net Profit
68.292PSR
1.414Sharpe Ratio
0.524Alpha
0.471Beta
70.993CAR
49.5Drawdown
-2.52Loss Rate
0Parameters
2Security Types
1.27Sortino Ratio
2937Tradeable Dates
132Trades
1.226Treynor Ratio
34.2Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreJon started the discussion CustomSecurityInitializer broken
I have an algo that uses the following and is suddenly not working. Did something change with QC...
Jon started the discussion Not getting Options Prices occasionally
I am using the Universe selection and CoarseFilterFunction to select a basket of stocks. I then...
Jon started the discussion Live Paper Trading with Options and Universe Selection
I'm interested in deploying an algo live in paper trading. The algo uses options and also a...
Jon left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
@peter-guenther , actually most of the code is from a tail risk hedging (Taleb) algo I was working...
52170.102Net Profit
68.292PSR
1.414Sharpe Ratio
0.524Alpha
0.471Beta
70.993CAR
49.5Drawdown
-2.52Loss Rate
0Parameters
2Security Types
1.27Sortino Ratio
2937Tradeable Dates
132Trades
1.226Treynor Ratio
34.2Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
15Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Jon started the discussion CustomSecurityInitializer broken
I have an algo that uses the following and is suddenly not working. Did something change with QC...
Jon started the discussion Not getting Options Prices occasionally
I am using the Universe selection and CoarseFilterFunction to select a basket of stocks. I then...
Jon started the discussion Live Paper Trading with Options and Universe Selection
I'm interested in deploying an algo live in paper trading. The algo uses options and also a...
Jon left a comment in the discussion Not getting Options Prices occasionally
Ok I think I have this figured out. The answer is explained in this post.
Jon left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
@peter-guenther , actually most of the code is from a tail risk hedging (Taleb) algo I was working...
Jon left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Hi all, there's been some discussion on possibly using options with this algo. I've modified the...
Jon left a comment in the discussion Not getting Options Prices occasionally
Here is the fully algo. The algo isn't really doing anything yet. Kind of got hung up on the...
Jon left a comment in the discussion Amazing returns = superior stock selection strategy + superior in & out strategy
Disregard…Cloned the wrong one
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Jon left a comment in the discussion Not getting Options Prices occasionally
Ok I think I have this figured out. The answer is explained in this post.
3 years ago