Joseph Cohen Bacchilega
Quant
Date Joined
10th August, 2018
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-09-04 21:24:22
Notebook Sharing
Share a notebook with others.
2018-09-07 14:09:58
C# Programming
Choose C# as your preferred programming language.
2018-08-10 13:04:22
Python Programming
Choose Python as your preferred programming language.
2018-08-13 00:35:09
- Profile
- Backtests
- Community
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 More1396.954Net Profit
0.862Sharpe Ratio
0.199Alpha
-1.656Beta
20.247CAR
31.2Drawdown
33Loss Rate
1Security Types
0.16450305994483Sortino Ratio
3693Tradeable Dates
2073Trades
-0.104Treynor Ratio
67Win Rate
7.432Net Profit
0.334Sharpe Ratio
0.013Alpha
-0.041Beta
1.123CAR
3.6Drawdown
32Loss Rate
2Security Types
0.058805830161877Sortino Ratio
1614Tradeable Dates
322Trades
-0.237Treynor Ratio
68Win Rate
Community
View MoreJoseph started the discussion How are options assigments computed?
Hello,I've coded a monthly short strangle on the S&P500, however I'm having a hard time...
Joseph started the discussion Can't access "MON" and "CSRA" tickers
symbols = ["MON", "AAPL", "CSRA"] for symbol in symbols: qb.AddEquity(symbol) end_date =...
Joseph started the discussion VIX Future history request returns nothing in Notebook
How come no data is being returned if I make a request for VIX futures history in a notebook?
Joseph started the discussion Weekly options in notebook
Is there any way I can get access to weekly options in a notebook?The only way to have access to...
Joseph started the discussion Cannot get daily data for equity but can get minute data
Getting the daily price data for 2016-01-19 for SPY returns nothing, as if 2016-01-19 is a weekend...
1396.954Net Profit
0.862Sharpe Ratio
0.199Alpha
-1.656Beta
20.247CAR
31.2Drawdown
33Loss Rate
1Security Types
0.16450305994483Sortino Ratio
3693Tradeable Dates
2073Trades
-0.104Treynor Ratio
67Win Rate
7.432Net Profit
0.334Sharpe Ratio
0.013Alpha
-0.041Beta
1.123CAR
3.6Drawdown
32Loss Rate
2Security Types
0.058805830161877Sortino Ratio
1614Tradeable Dates
322Trades
-0.237Treynor Ratio
68Win Rate
Joseph started the discussion How are options assigments computed?
Hello,I've coded a monthly short strangle on the S&P500, however I'm having a hard time...
Joseph started the discussion Can't access "MON" and "CSRA" tickers
symbols = ["MON", "AAPL", "CSRA"] for symbol in symbols: qb.AddEquity(symbol) end_date =...
Joseph started the discussion VIX Future history request returns nothing in Notebook
How come no data is being returned if I make a request for VIX futures history in a notebook?
Joseph started the discussion Weekly options in notebook
Is there any way I can get access to weekly options in a notebook?The only way to have access to...
Joseph started the discussion Cannot get daily data for equity but can get minute data
Getting the daily price data for 2016-01-19 for SPY returns nothing, as if 2016-01-19 is a weekend...
Joseph started the discussion Qb.GetOptionHistory.GetAllData sometimes return options data and sometimes equity data
As per title, the very same code but with different datetime sometimes returns options data and...
Joseph left a comment in the discussion Do we have access to index composition?
Seconded, would be really nice to have this!
Joseph left a comment in the discussion How are options assigments computed?
Hello Jing,
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Joseph left a comment in the discussion Can't access "MON" and "CSRA" tickers
Same error for TWX and WYN. Haven't found anymore of these in the S&P500...
6 years ago