Tim De Lise
Quant
Date Joined
30th October, 2017
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-03-12 08:51:45
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-08 10:45:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-02-23 07:08:13
Cloner
Clone at least 100 algorithms from the community.
2021-09-06 17:59:43
Popular
Receive at least 10 upvotes from different users in the community.
2021-08-08 13:52:43
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Biography
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 (4)
View More92.817Net Profit
1.151Sharpe Ratio
0.011Alpha
2.479Beta
6.149CAR
9.8Drawdown
15Loss Rate
1Security Types
0.55310510140187Sortino Ratio
2769Tradeable Dates
611Trades
0.024Treynor Ratio
85Win Rate
14.96Net Profit
0.636Sharpe Ratio
0.024Alpha
2.899Beta
8.109CAR
11.6Drawdown
16Loss Rate
1Security Types
12.095463644396Sortino Ratio
312Tradeable Dates
141Trades
0.026Treynor Ratio
84Win Rate
-3.152Net Profit
-4.31Sharpe Ratio
1.93Alpha
-149.612Beta
-50.527CAR
4.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
23Tradeable Dates
7Trades
0.004Treynor Ratio
0Win Rate
6.12Net Profit
1.245Sharpe Ratio
3.419Alpha
-183.185Beta
42.818CAR
13.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
40Tradeable Dates
5Trades
-0.002Treynor Ratio
100Win Rate
Community
View MoreTim started the discussion Getting Daily History in On Data
I am working with a constantly updating universe of option underlyings. For this reason I...
Tim started the discussion Setting Custom Market Order Fill Model for Options
I am trying to do some options backtesting. I am finding that the MarketOrder fills for the...
Tim started the discussion Going Live, How do Executions Work?
I'm getting my feet wet with a simple equity strategy. So it seems incredibly easy to get...
Tim started the discussion Going Live Server Selection Question
Hi All, so I am going live with an algo on my IB acct for equities. On the server selection...
Tim started the discussion Checking If Equities are Shortable - Live Trading on IB
Hi All, So I want to check if securities are available for short in my algo on IB. So...
92.817Net Profit
1.151Sharpe Ratio
0.011Alpha
2.479Beta
6.149CAR
9.8Drawdown
15Loss Rate
1Security Types
0.55310510140187Sortino Ratio
2769Tradeable Dates
611Trades
0.024Treynor Ratio
85Win Rate
14.96Net Profit
0.636Sharpe Ratio
0.024Alpha
2.899Beta
8.109CAR
11.6Drawdown
16Loss Rate
1Security Types
12.095463644396Sortino Ratio
312Tradeable Dates
141Trades
0.026Treynor Ratio
84Win Rate
-3.152Net Profit
-4.31Sharpe Ratio
1.93Alpha
-149.612Beta
-50.527CAR
4.3Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
23Tradeable Dates
7Trades
0.004Treynor Ratio
0Win Rate
6.12Net Profit
1.245Sharpe Ratio
3.419Alpha
-183.185Beta
42.818CAR
13.6Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
40Tradeable Dates
5Trades
-0.002Treynor Ratio
100Win Rate
Tim started the discussion Getting Daily History in On Data
I am working with a constantly updating universe of option underlyings. For this reason I...
Tim started the discussion Setting Custom Market Order Fill Model for Options
I am trying to do some options backtesting. I am finding that the MarketOrder fills for the...
Tim started the discussion Going Live, How do Executions Work?
I'm getting my feet wet with a simple equity strategy. So it seems incredibly easy to get...
Tim started the discussion Going Live Server Selection Question
Hi All, so I am going live with an algo on my IB acct for equities. On the server selection...
Tim started the discussion Checking If Equities are Shortable - Live Trading on IB
Hi All, So I want to check if securities are available for short in my algo on IB. So...
Tim started the discussion Getting Option Contract Info From Portfolio Holding Objects in Python
I am trying to get the information about the option contracts: namely the expiry date and the type...
Tim started the discussion Historical Options Margin Calculation Simulator
Hi All,
Tim left a comment in the discussion Universe selection in Research environment
Just my 2 cents here. I've been using the platform for a about a year now off and on....
Tim left a comment in the discussion Is it possible to get historical data in DataNormalizationMode.Raw
This is such an amazing platform and project you've got here!
Tim left a comment in the discussion Looking for floating stock shares number on equities
Hi Mitch, I found that the company stock float is not available directly, although from the...
Tim left a comment in the discussion Loop through self.Securities?
Also something useful is using the dir function in python to print out all the attributes of an...
Tim left a comment in the discussion Loop through self.Securities?
Not sure if this will help, but it seems ( maybe for this reason ) a lot of people create a global...
Tim started the discussion Get consolidated bars for every stock in universe
Day 1 newb here. I am just playing around with creating my first trading algorithm. I...
Tim started the discussion Setting constant slippage rate of 0.2 percent on equity trading.
I was able to implement a custom slippage model using this:
Tim started the discussion Getting Option Chains in Python
Hi, I am making a simple algo to try to get familiar with how options work on QC. I have been...
Tim started the discussion How To Keep an Updated Option Universe
Hi Everyone,
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Tim left a comment in the discussion Classical Asset Allocation with Mean-Variance Optimization
Hi Jing Wu Thats really great I'm sure you can apply this to a broader universe of...
6 years ago