Marc Daoust
Quant
Date Joined
20th October, 2013
Bootcamp progress
88% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-04-11 19:48:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-08-28 16:05:14
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-06-24 14:29:51
C# Programming
Choose C# as your preferred programming language.
2021-07-28 21:02:35
Python Programming
Choose Python as your preferred programming language.
2021-07-01 20:39:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-05-22 21:15:25
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-05-26 19:51:13
- Profile
- Backtests
- Community
- Certificates
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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Community
View MoreMarc left a comment in the discussion Unable to get VIX data for backtesting
According to the solution posted by Kal, the key is to use
Marc left a comment in the discussion Is this becuase of the bad data in backtest?
Yes - that's a data error.
Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE
I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Marc left a comment in the discussion Kelly Criterion Applications in Trading Systems
Rogelio;
Marc left a comment in the discussion Unable to get VIX data for backtesting
According to the solution posted by Kal, the key is to use
Marc left a comment in the discussion Is this becuase of the bad data in backtest?
Yes - that's a data error.
Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE
I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
Marc left a comment in the discussion 0 DTE algorithm
Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :
Marc started the discussion Weird Backtest List Behavior Today
Today my back test list is missing all but the first column info, and that 1 column is truncated.
QuantConnect Boot Camp
QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.
Get this certificate by completing QuantConnect Boot Camp Courses
QuantConnect™ 2025. All Rights Reserved
Marc left a comment in the discussion Kelly Criterion Applications in Trading Systems
Rogelio;
3 months ago