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
Hipster Fluorescent Yellow Bat

13Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates


Community

View More

Matt left a comment in the discussion Implied Volatility on Options returns zero

Hi, I'm also getting 0 for implied volatility.  I started w/ the basic algo from github 

2 years ago

Matt started the discussion How does one SetFeeModel for futures?

I am having a time trying to figure this out. I assume it's because in futures the symbol changes...

4 years ago

Hipster Fluorescent Yellow Bat

13Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

Matt left a comment in the discussion Implied Volatility on Options returns zero

Hi, I'm also getting 0 for implied volatility.  I started w/ the basic algo from github 

2 years ago

Matt started the discussion How does one SetFeeModel for futures?

I am having a time trying to figure this out. I assume it's because in futures the symbol changes...

4 years ago