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Biography

A hobbyist quant with a Doctor of Business Administration, MBA, and Computer Science degree, I have been cutting code for 30+ years and currently manage a global team of Solution Architects who assist companies with REST API integrations.

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.


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Marty started the discussion Am I Reading Greeks.Theta Correctly?

I am backtesting an algorithm with a 60-day warmup that is seeing bizarre theta values.

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Louis, what are you seeing that leads to the conclusion that this is a 0 DTE option?

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Hi Louis, this is a gentle nudge for guidance. I posted a clarifying question a few days ago....

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Loius,

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Thanks for following up. The following code produces some weird theta values, or I could be reading...

1 years ago

Marty started the discussion Am I Reading Greeks.Theta Correctly?

I am backtesting an algorithm with a 60-day warmup that is seeing bizarre theta values.

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Louis, what are you seeing that leads to the conclusion that this is a 0 DTE option?

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Hi Louis, this is a gentle nudge for guidance. I posted a clarifying question a few days ago....

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Loius,

1 years ago

Marty left a comment in the discussion Am I Reading Greeks.Theta Correctly?

Thanks for following up. The following code produces some weird theta values, or I could be reading...

1 years ago

Marty left a comment in the discussion Could not open my projects (Chrome on iPad)

What is the preferred approach here? I cannot get QC development to work on Mac or iPad. Why does...

1 years ago

Marty left a comment in the discussion Avoid Options Automatic Exercise

I am new to Quantconnect but not coding nor automated trading. Is it possible with Quantconnect to...

1 years ago