QuantConnect Team
Quant
Date Joined
28th September, 2016
Bootcamp progress
69% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 03:06:23
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-11-02 20:13:35
Parallel Live Trading
Run multiple live algorithms simultaneously.
2022-05-02 17:43:50
C# Programming
Choose C# as your preferred programming language.
2018-12-29 00:16:10
Python Programming
Choose Python as your preferred programming language.
2018-04-10 22:19:31
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-08-14 00:33:24
Verified User
Verify your identity and become a verified QuantConnect user.
2024-05-22 12:33:52
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2019-05-21 18:04:49
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2019-05-21 18:04:50
Alpha Streams Master
Have at least 10 Alpha Stream submissions approved.
2019-05-21 18:04:51
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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 (0)
View MoreCommunity
View MoreQuantConnect submitted the research Greeks and IV Implementation
Abstract
In this research we aimed to provide open-source, flexible, and accurate option Greek and IV indicators to provide an edge in hedging and mispricing opportunities.
We summarized the process of building open-source implementations of Implied Volatility (IV) and Greek indicators for LEAN. After four months of effort meticulously building and testing, we have validated our implementations with external sources across hundreds of strikes, expiries, and asset liquidities/volatilities.
We discovered potential issues with open-source implementations and reverse-engineered third-party implementations to cross-check our results with vendors.
Our implementations are flexible enough we can configure them to match other vendors results, letting users experiment with different techniques of calculating IV.
QuantConnect started the discussion product_rating
QuantConnect started the discussion Testing Title
this is a test Jared Broad and Gustavo Avilés are invited to test too
QuantConnect submitted the research Greeks and IV Implementation
Abstract
In this research we aimed to provide open-source, flexible, and accurate option Greek and IV indicators to provide an edge in hedging and mispricing opportunities.
We summarized the process of building open-source implementations of Implied Volatility (IV) and Greek indicators for LEAN. After four months of effort meticulously building and testing, we have validated our implementations with external sources across hundreds of strikes, expiries, and asset liquidities/volatilities.
We discovered potential issues with open-source implementations and reverse-engineered third-party implementations to cross-check our results with vendors.
Our implementations are flexible enough we can configure them to match other vendors results, letting users experiment with different techniques of calculating IV.
QuantConnect started the discussion product_rating
QuantConnect started the discussion Testing Title
this is a test Jared Broad and Gustavo Avilés are invited to test too
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