Paul Blair
Quant
Date Joined
19th May, 2018
Bootcamp progress
3% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-21 01:17:16
C# Programming
Choose C# as your preferred programming language.
2019-07-07 02:21:11
Python Programming
Choose Python as your preferred programming language.
2019-02-01 03:26:09
- Profile
- Backtests
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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 (1)
View More-0.74Net Profit
-0.791Sharpe Ratio
-0.156Alpha
6.711Beta
-6.888CAR
2.1Drawdown
67Loss Rate
7Parameters
2Security Types
-0.1347Sortino Ratio
0Tradeable Dates
5Trades
-0.008Treynor Ratio
33Win Rate
Community
View MorePaul started the discussion Unable to liquidate underlying after option assignment
I am working with an options spread strategy that sometimes sees short legs getting assigned before...
Paul started the discussion OnEndOfDay hit twice for "same" symbol
I have an alpha model that implements OnSecuritiesChanged to maintain a symbolData dictionary. I...
Paul left a comment in the discussion OnEndOfDay hit twice for "same" symbol
Actually, I'm seeing AAPL being added on 9/3/14, not 9/2/14.
Paul left a comment in the discussion Unable to liquidate underlying after option assignment
Changing from Resolution.Hour to Resolution.Minute solved the problem. I guess that's fine.
-0.74Net Profit
-0.791Sharpe Ratio
-0.156Alpha
6.711Beta
-6.888CAR
2.1Drawdown
67Loss Rate
7Parameters
2Security Types
-0.1347Sortino Ratio
0Tradeable Dates
5Trades
-0.008Treynor Ratio
33Win Rate
Paul left a comment in the discussion C# autocomplete with Skylight?
I appreciate all of the suggestions above. It seems, however, that none of them envision a typical...
Paul started the discussion Unable to liquidate underlying after option assignment
I am working with an options spread strategy that sometimes sees short legs getting assigned before...
Paul started the discussion OnEndOfDay hit twice for "same" symbol
I have an alpha model that implements OnSecuritiesChanged to maintain a symbolData dictionary. I...
Paul left a comment in the discussion OnEndOfDay hit twice for "same" symbol
Actually, I'm seeing AAPL being added on 9/3/14, not 9/2/14.
Paul left a comment in the discussion Unable to liquidate underlying after option assignment
Changing from Resolution.Hour to Resolution.Minute solved the problem. I guess that's fine.
Paul left a comment in the discussion Unable to liquidate underlying after option assignment
I was able to get the order status back from the order to close the position; it's telling me "The...
Paul left a comment in the discussion Unable to liquidate underlying after option assignment
One more thing -- in my "real" project the other legs of the option spread are closed successfully....
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Paul left a comment in the discussion C# autocomplete with Skylight?
I appreciate all of the suggestions above. It seems, however, that none of them envision a typical...
3 years ago