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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 (1)

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Alert Tan Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Timo left a comment in the discussion VIX, Daily The issue starts from Mar 23rd, 2021; and continues until May 6th, 2021

Suggest to use the attached code to verify the issue. Note that it uses the default (minute)...

3 years ago

Timo left a comment in the discussion Intraday VIX Data (Available through options and visible in Data Manager) but not through Index?

Could it be that there is some data missing for the VIX index?

3 years ago

Alert Tan Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

7.9228162514264E+28Sortino Ratio

44Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Timo left a comment in the discussion VIX, Daily The issue starts from Mar 23rd, 2021; and continues until May 6th, 2021

Suggest to use the attached code to verify the issue. Note that it uses the default (minute)...

3 years ago

Timo left a comment in the discussion Intraday VIX Data (Available through options and visible in Data Manager) but not through Index?

Could it be that there is some data missing for the VIX index?

3 years ago