Maurice D
Quant
Date Joined
23rd May, 2020
Bootcamp progress
4% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-28 15:22:33
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-06-10 01:25:54
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2020-05-23 00:49:57
Parallel Live Trading
Run multiple live algorithms simultaneously.
2020-06-10 15:51:21
Python Programming
Choose Python as your preferred programming language.
2020-05-23 00:00:46
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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 (3)
View More0Parameters
0Security Types
4Tradeable Dates
1.725Net Profit
42.712PSR
0.57Sharpe Ratio
-0.463Alpha
0.403Beta
15.243CAR
9.5Drawdown
62Loss Rate
0Parameters
2Security Types
0.0575Sortino Ratio
32Tradeable Dates
181Trades
0.458Treynor Ratio
38Win Rate
0Parameters
0Security Types
21Tradeable Dates
Community
View MoreMaurice started the discussion Options Trading based on underlying EMA conditions with Trailing Stop
Hello all -- First of all thank you for reading this post, and any feedback you provide will add...
Maurice started the discussion Webhooks from TradingView
Hello -- I'm wondering if QuantConnect is able to accept webhooks from TradingView to inform an...
Maurice started the discussion Options data
Is there anyway to model second level options data? We have been running a live algo for some time...
Maurice started the discussion Pre-market data
My understanding is that extended trading hours/pre-market trading is by default off, unless...
0Parameters
0Security Types
4Tradeable Dates
1.725Net Profit
42.712PSR
0.57Sharpe Ratio
-0.463Alpha
0.403Beta
15.243CAR
9.5Drawdown
62Loss Rate
0Parameters
2Security Types
0.0575Sortino Ratio
32Tradeable Dates
181Trades
0.458Treynor Ratio
38Win Rate
0Parameters
0Security Types
21Tradeable Dates
Maurice started the discussion Options Trading based on underlying EMA conditions with Trailing Stop
Hello all -- First of all thank you for reading this post, and any feedback you provide will add...
Maurice started the discussion Webhooks from TradingView
Hello -- I'm wondering if QuantConnect is able to accept webhooks from TradingView to inform an...
Maurice started the discussion Options data
Is there anyway to model second level options data? We have been running a live algo for some time...
Maurice started the discussion Pre-market data
My understanding is that extended trading hours/pre-market trading is by default off, unless...
Maurice left a comment in the discussion Different Backtest Results for same Algorithm?
I'm wondering if this is a wide impact. I'm having issues with some of my backtesting as well. The...
Maurice left a comment in the discussion Introducing QuantConnect Organizations
Thanks a lot for the update Jared. Any idea with second level data for options will be supported...
Maurice left a comment in the discussion Options Trading based on underlying EMA conditions with Trailing Stop
Hi Derek -- thanks a lot for the review and modifications. Addresses the issues I was having. I was...
Maurice left a comment in the discussion Options Trading based on underlying EMA conditions with Trailing Stop
Hi Derek -- thank you for your response. I took a look at your response in the back test you...
Maurice left a comment in the discussion The Options Trading Strategy based on MACD indicator
Hi -- wondering if anyone has worked on a similar project where options are purchased based on the...
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Maurice left a comment in the discussion Different Backtest Results for same Algorithm?
I'm wondering if this is a wide impact. I'm having issues with some of my backtesting as well. The...
4 years ago