Thomas
Quant
Date Joined
14th June, 2020
Bootcamp progress
47% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-02-13 12:22:09
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Run at least 100 backtests on QuantConnect's cloud.
2023-03-04 13:17:35
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-02-16 12:14:51
Python Programming
Choose Python as your preferred programming language.
2020-06-14 17:34:19
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-01-23 16:22:10
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2023-02-13 06:01:51
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Public Backtests (16)
View More8.232Net Profit
15.716PSR
0.295Sharpe Ratio
0Alpha
0Beta
5.829CAR
32.3Drawdown
-5.13Loss Rate
9Parameters
2Security Types
351Tradeable Dates
158Trades
0Treynor Ratio
1.8Win Rate
5.015Net Profit
91.485PSR
3.037Sharpe Ratio
0.11Alpha
0.034Beta
17.02CAR
1.6Drawdown
-0.39Loss Rate
14Parameters
2Security Types
94Tradeable Dates
240Trades
3.446Treynor Ratio
0.28Win Rate
5.015Net Profit
91.485PSR
3.037Sharpe Ratio
0.11Alpha
0.034Beta
17.02CAR
1.6Drawdown
-0.39Loss Rate
14Parameters
2Security Types
94Tradeable Dates
240Trades
3.446Treynor Ratio
0.28Win Rate
11.403Net Profit
1.636PSR
0.458Sharpe Ratio
0.001Alpha
0.06Beta
0.885CAR
5.4Drawdown
0Loss Rate
29Parameters
2Security Types
0Sortino Ratio
3830Tradeable Dates
115Trades
0.103Treynor Ratio
0Win Rate
18.933Net Profit
0.27PSR
0.286Sharpe Ratio
0.009Alpha
0.015Beta
1.432CAR
8.6Drawdown
-0.65Loss Rate
19Parameters
2Security Types
3703Tradeable Dates
1223Trades
0.688Treynor Ratio
0.33Win Rate
Community
View MoreThomas started the discussion Want code to sell options every week but the code only sell once every month
Hi all, I'm a newbie. I modified the code from the long strangle tutorial. The objective is to...
Thomas started the discussion Anyone know how to better sell DTE 0 SPXW?
I created a strategy to sell SPXW DTE 0 call or put at delta 0.01 at price > 0.999 spx day high...
Thomas started the discussion Error with deploying a live trading session
Hi , I have this issue when deploy the algo. Any one know how to fix it?
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
In my opinion , we need to decide when to run the algo. Some days when J.P speaks or CPI data are...
8.232Net Profit
15.716PSR
0.295Sharpe Ratio
0Alpha
0Beta
5.829CAR
32.3Drawdown
-5.13Loss Rate
9Parameters
2Security Types
351Tradeable Dates
158Trades
0Treynor Ratio
1.8Win Rate
5.015Net Profit
91.485PSR
3.037Sharpe Ratio
0.11Alpha
0.034Beta
17.02CAR
1.6Drawdown
-0.39Loss Rate
14Parameters
2Security Types
94Tradeable Dates
240Trades
3.446Treynor Ratio
0.28Win Rate
5.015Net Profit
91.485PSR
3.037Sharpe Ratio
0.11Alpha
0.034Beta
17.02CAR
1.6Drawdown
-0.39Loss Rate
14Parameters
2Security Types
94Tradeable Dates
240Trades
3.446Treynor Ratio
0.28Win Rate
11.403Net Profit
1.636PSR
0.458Sharpe Ratio
0.001Alpha
0.06Beta
0.885CAR
5.4Drawdown
0Loss Rate
29Parameters
2Security Types
0Sortino Ratio
3830Tradeable Dates
115Trades
0.103Treynor Ratio
0Win Rate
18.933Net Profit
0.27PSR
0.286Sharpe Ratio
0.009Alpha
0.015Beta
1.432CAR
8.6Drawdown
-0.65Loss Rate
19Parameters
2Security Types
3703Tradeable Dates
1223Trades
0.688Treynor Ratio
0.33Win Rate
18.393Net Profit
20.858PSR
0.594Sharpe Ratio
0.038Alpha
0.025Beta
5.434CAR
8.3Drawdown
-0.97Loss Rate
19Parameters
2Security Types
969Tradeable Dates
563Trades
1.553Treynor Ratio
0.46Win Rate
9.22Net Profit
45.309PSR
0.925Sharpe Ratio
0.057Alpha
0.033Beta
7.705CAR
6.2Drawdown
-0.99Loss Rate
19Parameters
2Security Types
360Tradeable Dates
200Trades
1.666Treynor Ratio
0.53Win Rate
-2.922Net Profit
0.596PSR
-0.953Sharpe Ratio
-0.018Alpha
-0.011Beta
-2.465CAR
4.1Drawdown
-0.41Loss Rate
19Parameters
2Security Types
360Tradeable Dates
194Trades
1.509Treynor Ratio
0.36Win Rate
0.155Net Profit
31.921PSR
0.124Sharpe Ratio
0.038Alpha
-0.243Beta
0.721CAR
10.5Drawdown
-0.08Loss Rate
20Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
68Tradeable Dates
164Trades
-0.091Treynor Ratio
0.33Win Rate
6.17Net Profit
100PSR
16.146Sharpe Ratio
0Alpha
0Beta
58.147CAR
2Drawdown
-0.07Loss Rate
20Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
42Tradeable Dates
104Trades
0Treynor Ratio
0.3Win Rate
-112.25Net Profit
13.926PSR
-0.234Sharpe Ratio
0Alpha
0Beta
0CAR
107.7Drawdown
0Loss Rate
14Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
39Tradeable Dates
21Trades
0Treynor Ratio
4.75Win Rate
-8.16Net Profit
0PSR
-10.443Sharpe Ratio
-0.346Alpha
-0.07Beta
-50.114CAR
8.2Drawdown
-0.01Loss Rate
12Parameters
0Security Types
-14.758Sortino Ratio
39Tradeable Dates
3321Trades
5.514Treynor Ratio
0.01Win Rate
-2.163Net Profit
4.275PSR
-2.348Sharpe Ratio
-0.115Alpha
-0.003Beta
-16.36CAR
3.8Drawdown
0Loss Rate
12Parameters
2Security Types
-1.177Sortino Ratio
39Tradeable Dates
56Trades
41.743Treynor Ratio
0.05Win Rate
0.29Net Profit
99.998PSR
11.994Sharpe Ratio
0.017Alpha
-0.001Beta
2.394CAR
0.1Drawdown
0Loss Rate
12Parameters
2Security Types
7.9228162514264E+28Sortino Ratio
39Tradeable Dates
56Trades
-14.626Treynor Ratio
0.01Win Rate
3.75Net Profit
92.198PSR
2.023Sharpe Ratio
0.024Alpha
0.008Beta
3.343CAR
0.5Drawdown
0Loss Rate
6Parameters
2Security Types
3.476Sortino Ratio
280Tradeable Dates
224Trades
2.952Treynor Ratio
0.03Win Rate
0.016Net Profit
55.301PSR
1.293Sharpe Ratio
0.001Alpha
0.002Beta
0.124CAR
0Drawdown
0Loss Rate
3Parameters
0Security Types
14.054Sortino Ratio
31Tradeable Dates
6Trades
0.365Treynor Ratio
0.01Win Rate
Thomas started the discussion Want code to sell options every week but the code only sell once every month
Hi all, I'm a newbie. I modified the code from the long strangle tutorial. The objective is to...
Thomas started the discussion Anyone know how to better sell DTE 0 SPXW?
I created a strategy to sell SPXW DTE 0 call or put at delta 0.01 at price > 0.999 spx day high...
Thomas started the discussion Error with deploying a live trading session
Hi , I have this issue when deploy the algo. Any one know how to fix it?
Thomas left a comment in the discussion Filter Option Contract
Quantconnect doesn't offer open interest data. So i think it's not possible
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
In my opinion , we need to decide when to run the algo. Some days when J.P speaks or CPI data are...
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
Very nice code Yuri. Thank you so much for sharing .
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
To illustrate my point please see the below backtest, on 12 Dec 2022, market was relatively calm...
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
Thank you very much Yuri.. I decided to use min/max & modify the code to selling spread to...
Thomas left a comment in the discussion Anyone know how to better sell DTE 0 SPXW?
In addition , Yuri & Non-compete , may i know if you know of a simple function to take a day...
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Thomas left a comment in the discussion Filter Option Contract
Quantconnect doesn't offer open interest data. So i think it's not possible
1 years ago