cover
  • 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 (1)

View More
Wheel Problem

5.806Net Profit

58.147PSR

1.994Sharpe Ratio

0.806Alpha

0.219Beta

95.755CAR

13Drawdown

0Loss Rate

0Parameters

0Security Types

1.445Sortino Ratio

20Tradeable Dates

11Trades

3.205Treynor Ratio

1.39Win Rate


Community

View More

Kai started the discussion Problem with the automatic options assignment in the wheel strategy

Hello, I am experimenting with the wheel strategy and with some stocks I have the problem that the...

2 years ago

Kai left a comment in the discussion Problem with the automatic options assignment in the wheel strategy

Thanks, that works for me.

2 years ago

Kai left a comment in the discussion Problem with the automatic options assignment in the wheel strategy

I made another strange observation. If I do NOT cancel the take profit order of the put option at...

2 years ago

Kai left a comment in the discussion [Feature request] Define algorithm parameters for each backtest run

+1

2 years ago

Wheel Problem

5.806Net Profit

58.147PSR

1.994Sharpe Ratio

0.806Alpha

0.219Beta

95.755CAR

13Drawdown

0Loss Rate

0Parameters

0Security Types

1.445Sortino Ratio

20Tradeable Dates

11Trades

3.205Treynor Ratio

1.39Win Rate

Kai started the discussion Problem with the automatic options assignment in the wheel strategy

Hello, I am experimenting with the wheel strategy and with some stocks I have the problem that the...

2 years ago

Kai left a comment in the discussion Problem with the automatic options assignment in the wheel strategy

Thanks, that works for me.

2 years ago

Kai left a comment in the discussion Problem with the automatic options assignment in the wheel strategy

I made another strange observation. If I do NOT cancel the take profit order of the put option at...

2 years ago

Kai left a comment in the discussion [Feature request] Define algorithm parameters for each backtest run

+1

2 years ago