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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 (3)

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Test 0-DTE SPX

-0.022Net Profit

1.216PSR

-7.882Sharpe Ratio

0Alpha

0Beta

-1.709CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Crying Red Owl

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Orange Hamster

-0.333Net Profit

14.218PSR

-6.605Sharpe Ratio

0Alpha

0Beta

-22.886CAR

0.5Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

2Trades

0Treynor Ratio

15.98Win Rate


Community

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Rocco started the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Dear QuantConnect team,

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Hi Louis,

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Hi Varad, 

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Thank you Louis, 

3 years ago

Test 0-DTE SPX

-0.022Net Profit

1.216PSR

-7.882Sharpe Ratio

0Alpha

0Beta

-1.709CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Crying Red Owl

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Orange Hamster

-0.333Net Profit

14.218PSR

-6.605Sharpe Ratio

0Alpha

0Beta

-22.886CAR

0.5Drawdown

0Loss Rate

5Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

5Tradeable Dates

2Trades

0Treynor Ratio

15.98Win Rate

Rocco started the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Dear QuantConnect team,

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Hi Louis,

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Hi Varad, 

3 years ago

Rocco left a comment in the discussion Issues with Index Options: Zero DTE and Fills at Stale Price

Thank you Louis, 

3 years ago