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Public Backtests (8)

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Sleepy Fluorescent Pink Shark

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

53Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Light Brown Gaur

-73.941Net Profit

5.888PSR

-0.451Sharpe Ratio

-0.507Alpha

-1.385Beta

-73.749CAR

88.9Drawdown

-28.18Loss Rate

41Parameters

0Security Types

-0.667Sortino Ratio

366Tradeable Dates

42Trades

0.34Treynor Ratio

31.88Win Rate

Fat Sky Blue Beaver

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Light Brown Dogfish

-0.318Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

-5.532CAR

0.3Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

121Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Alert Violet Mosquito

3.835Net Profit

48.355PSR

0.862Sharpe Ratio

0.257Alpha

-5.489Beta

153.425CAR

3.9Drawdown

0Loss Rate

5Parameters

0Security Types

1.392Sortino Ratio

458Tradeable Dates

2Trades

-0.027Treynor Ratio

0Win Rate


Community

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Rajats179 started the discussion Issue with Expiry dates not matching

Hi there,

3 years ago

Rajats179 started the discussion Selecting Option Contracts by Greeks (delta)

Hi there,

3 years ago

Rajats179 started the discussion Issue with Backtesting Bull Put Credit Spreads

Hi everyone,

3 years ago

Rajats179 started the discussion Getting the VIX RSI

Hi all, 

3 years ago

Rajats179 started the discussion Trigger a function if an equity drops 1% on the daily

What is the most efficient way to check if an equity dropped by 1% on the daily in Python? 

3 years ago

Sleepy Fluorescent Pink Shark

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

53Parameters

1Security Types

0Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Dancing Light Brown Gaur

-73.941Net Profit

5.888PSR

-0.451Sharpe Ratio

-0.507Alpha

-1.385Beta

-73.749CAR

88.9Drawdown

-28.18Loss Rate

41Parameters

0Security Types

-0.667Sortino Ratio

366Tradeable Dates

42Trades

0.34Treynor Ratio

31.88Win Rate

Fat Sky Blue Beaver

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Light Brown Dogfish

-0.318Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

-5.532CAR

0.3Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

121Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Alert Violet Mosquito

3.835Net Profit

48.355PSR

0.862Sharpe Ratio

0.257Alpha

-5.489Beta

153.425CAR

3.9Drawdown

0Loss Rate

5Parameters

0Security Types

1.392Sortino Ratio

458Tradeable Dates

2Trades

-0.027Treynor Ratio

0Win Rate

Virtual Orange Caterpillar

0Parameters

0Security Types

161Tradeable Dates

Upgraded Yellow Goshawk

0Parameters

0Security Types

161Tradeable Dates

Fat Violet Chimpanzee

0Parameters

0Security Types

389Tradeable Dates

Rajats179 started the discussion Issue with Expiry dates not matching

Hi there,

3 years ago

Rajats179 started the discussion Selecting Option Contracts by Greeks (delta)

Hi there,

3 years ago

Rajats179 started the discussion Issue with Backtesting Bull Put Credit Spreads

Hi everyone,

3 years ago

Rajats179 started the discussion Getting the VIX RSI

Hi all, 

3 years ago

Rajats179 started the discussion Trigger a function if an equity drops 1% on the daily

What is the most efficient way to check if an equity dropped by 1% on the daily in Python? 

3 years ago

Rajats179 started the discussion Consolidators with Heikin-ashi and Ema

How can I pass heikin-ashi prices to indicators like EMA and SMA when using consolidators?

3 years ago

Rajats179 started the discussion Complex indicator extensions

Hi there,

3 years ago

Rajats179 left a comment in the discussion Complex indicator extensions

Derek Melchin thats fine I can revert to using close instead of hlc3.

3 years ago

Rajats179 left a comment in the discussion OptionChainProvider and Weekly options

to be honest I swithed from this to using the below instead because i had some issues with options...

3 years ago

Rajats179 left a comment in the discussion Issue with Backtesting Bull Put Credit Spreads

the error is:  

3 years ago

Rajats179 left a comment in the discussion OptionChainProvider and Weekly options

yup! 

3 years ago

Rajats179 left a comment in the discussion Option Margin Requirements

awesome can't wait :) 

3 years ago

Rajats179 left a comment in the discussion Put Credit Spreads

Goldie Yalamanchi can you discuss via Quantconnect SLACK? add me Rajat Sharma

3 years ago

Rajats179 started the discussion Put Credit Spreads

Hi there,

4 years ago