Matt Mcwaters
Quant
Date Joined
21st February, 2022
Bootcamp progress
36% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-02-23 19:43:48
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-02-24 02:56:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2022-03-15 03:55:55
Python Programming
Choose Python as your preferred programming language.
2022-02-21 01:34:16
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-02-23 18:13:12
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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 More-1.625Net Profit
36.546PSR
0.383Sharpe Ratio
0.335Alpha
1.264Beta
-8.393CAR
27.9Drawdown
-9.48Loss Rate
0Parameters
0Security Types
-0.031Sortino Ratio
48Tradeable Dates
43Trades
0.265Treynor Ratio
13.87Win Rate
157.545Net Profit
83.848PSR
1.55Sharpe Ratio
0.11Alpha
0.69Beta
26.661CAR
10.6Drawdown
-1.3Loss Rate
5Parameters
0Security Types
1.899Sortino Ratio
1462Tradeable Dates
204Trades
0.27Treynor Ratio
1.67Win Rate
33.95Net Profit
71.9PSR
1.866Sharpe Ratio
-0.015Alpha
1.772Beta
47.597CAR
9.2Drawdown
-8.33Loss Rate
29Parameters
0Security Types
1.218Sortino Ratio
274Tradeable Dates
29Trades
0.187Treynor Ratio
4.1Win Rate
4.652Net Profit
10.154PSR
0.269Sharpe Ratio
-0.005Alpha
0.305Beta
2.297CAR
11.1Drawdown
-3.73Loss Rate
17Parameters
0Security Types
0.191Sortino Ratio
731Tradeable Dates
19Trades
0.059Treynor Ratio
1.08Win Rate
Community
View MoreMatt started the discussion How to calculate quantity of options you can sell
Hey everyone! New here but trying to learn as much as I can. I have a few questions1. Can anyone...
Matt started the discussion Unrealistic profits due to seemingly infinite buying power
Hi everyone,Still new and still learning! I'm working my way through a backtest right now where I...
Matt left a comment in the discussion Warning: fill at stale price
Hey guys still seeing this occasionally! Causing huge drawdowns as I lose 10-12% of my portfolio on...
Matt left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.
MatteMatto Thank you for your response! I'd love to hear more about how you've dealt with...
-1.625Net Profit
36.546PSR
0.383Sharpe Ratio
0.335Alpha
1.264Beta
-8.393CAR
27.9Drawdown
-9.48Loss Rate
0Parameters
0Security Types
-0.031Sortino Ratio
48Tradeable Dates
43Trades
0.265Treynor Ratio
13.87Win Rate
157.545Net Profit
83.848PSR
1.55Sharpe Ratio
0.11Alpha
0.69Beta
26.661CAR
10.6Drawdown
-1.3Loss Rate
5Parameters
0Security Types
1.899Sortino Ratio
1462Tradeable Dates
204Trades
0.27Treynor Ratio
1.67Win Rate
33.95Net Profit
71.9PSR
1.866Sharpe Ratio
-0.015Alpha
1.772Beta
47.597CAR
9.2Drawdown
-8.33Loss Rate
29Parameters
0Security Types
1.218Sortino Ratio
274Tradeable Dates
29Trades
0.187Treynor Ratio
4.1Win Rate
4.652Net Profit
10.154PSR
0.269Sharpe Ratio
-0.005Alpha
0.305Beta
2.297CAR
11.1Drawdown
-3.73Loss Rate
17Parameters
0Security Types
0.191Sortino Ratio
731Tradeable Dates
19Trades
0.059Treynor Ratio
1.08Win Rate
Matt started the discussion How to calculate quantity of options you can sell
Hey everyone! New here but trying to learn as much as I can. I have a few questions1. Can anyone...
Matt started the discussion Unrealistic profits due to seemingly infinite buying power
Hi everyone,Still new and still learning! I'm working my way through a backtest right now where I...
Matt left a comment in the discussion Unrealistic profits due to seemingly infinite buying power
@.ekz. actually no I didnt, I ended up writing my own margin/buying power calculation based on IBKR...
Matt left a comment in the discussion Warning: fill at stale price
Hey guys still seeing this occasionally! Causing huge drawdowns as I lose 10-12% of my portfolio on...
Matt left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.
MatteMatto Thank you for your response! I'd love to hear more about how you've dealt with...
Matt left a comment in the discussion Achieving High Performance Option Strategies with full filtering functionality.
I love this community and the fact that there are people out there like you guys trying to share...
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Matt left a comment in the discussion Unrealistic profits due to seemingly infinite buying power
@.ekz. actually no I didnt, I ended up writing my own margin/buying power calculation based on IBKR...
2 years ago