Shawn Wong
Quant
Date Joined
11th January, 2017
Bootcamp progress
85% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-07-11 17:54:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-07-05 05:29:52
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-07-12 04:30:01
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Activity on QuantConnect
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Public Backtests (1)
View More6.461Net Profit
1.618Sharpe Ratio
0.043Alpha
0.303Beta
13.397CAR
2.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
5Trades
0.38Treynor Ratio
100Win Rate
Community
View MoreShawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
After getting the symbols list from OptionChainProvider, how do we get the bid/ask/last price...
Shawn left a comment in the discussion Options Strategy - Covered Call
I have cloned your sample code and printed the prices and ATM strikes. However, they defer quite...
Shawn left a comment in the discussion Options Strategy - Covered Call
Thanks for the sample code! I have noticed a couple of issues with this sample code:
6.461Net Profit
1.618Sharpe Ratio
0.043Alpha
0.303Beta
13.397CAR
2.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
5Trades
0.38Treynor Ratio
100Win Rate
Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
Thanks Jing. Because of the wide bid/ask spread, it is almost always unfavorable to use market...
Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
After getting the symbols list from OptionChainProvider, how do we get the bid/ask/last price...
Shawn left a comment in the discussion Options Strategy - Covered Call
I have cloned your sample code and printed the prices and ATM strikes. However, they defer quite...
Shawn left a comment in the discussion Options Strategy - Covered Call
Thanks for the sample code! I have noticed a couple of issues with this sample code:
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Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
Thanks Jing. Because of the wide bid/ask spread, it is almost always unfavorable to use market...
6 years ago