JordanBaucke
Quant
Date Joined
29th January, 2014
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-11-19 03:51:46
C# Programming
Choose C# as your preferred programming language.
2018-09-24 07:50:39
Python Programming
Choose Python as your preferred programming language.
2018-11-10 05:58:51
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2018-09-30 08:26:33
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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 More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.104Net Profit
4.028Sharpe Ratio
0.344Alpha
-14.53Beta
15.292CAR
1Drawdown
20Loss Rate
2Security Types
0Sortino Ratio
19Tradeable Dates
12Trades
-0.008Treynor Ratio
80Win Rate
Community
View MoreJordanBaucke started the discussion Using OptionsSymbol C#
I am trying my hand at recreating some python code in C# but am having some trouble with typing,...
JordanBaucke started the discussion Weekly Options Get ATM Contract Periodically
I am attempting to scan for the current Weekly ATM contracts -1/+1 on SPY on each slice.
JordanBaucke started the discussion Weekly Options Data Inconsistencies
I have written a simple program to print the nearest expiration for Weekly options.
JordanBaucke left a comment in the discussion Weekly Options Get ATM Contract Periodically
I've realized that CBOE SPX Weekly Options have Monday, Wednesday, and Friday (EOW) contract...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
30Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.104Net Profit
4.028Sharpe Ratio
0.344Alpha
-14.53Beta
15.292CAR
1Drawdown
20Loss Rate
2Security Types
0Sortino Ratio
19Tradeable Dates
12Trades
-0.008Treynor Ratio
80Win Rate
JordanBaucke started the discussion Using OptionsSymbol C#
I am trying my hand at recreating some python code in C# but am having some trouble with typing,...
JordanBaucke started the discussion Weekly Options Get ATM Contract Periodically
I am attempting to scan for the current Weekly ATM contracts -1/+1 on SPY on each slice.
JordanBaucke started the discussion Weekly Options Data Inconsistencies
I have written a simple program to print the nearest expiration for Weekly options.
JordanBaucke left a comment in the discussion Weekly Options Data Inconsistencies
Ok I was able to figure out what I was doing wrong with the data ( since the filter continues to...
JordanBaucke left a comment in the discussion Weekly Options Get ATM Contract Periodically
I've realized that CBOE SPX Weekly Options have Monday, Wednesday, and Friday (EOW) contract...
JordanBaucke left a comment in the discussion Delta-hedged straddle
Alex Muci
JordanBaucke left a comment in the discussion Dual Momentum Sector Rotation
@MichaelH, ok great thank you! I have a feeling I was just seeing logging output that wasn't in a...
JordanBaucke left a comment in the discussion Dual Momentum Sector Rotation
Whoops sorry! Comment didn't look to have submitted from other view, and now I can't delete...hate...
JordanBaucke left a comment in the discussion Dual Momentum Sector Rotation
Hey @Reuben, thanks for sharing! I cloned the algo, and tried to look at the `MOM()` calculation,...
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JordanBaucke left a comment in the discussion Weekly Options Data Inconsistencies
Ok I was able to figure out what I was doing wrong with the data ( since the filter continues to...
6 years ago