turboDZyl
Quant
Date Joined
4th November, 2017
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-09 21:31:08
- Profile
- Backtests
- Community
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)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreturboDZyl started the discussion Implied volatility in Python
Is it possible to get an option's implied volatility in Python?
turboDZyl started the discussion Options with Quandl Vix Data
Hi,When running an algorithm which uses both options and external data I get the following error:
turboDZyl left a comment in the discussion A simple VIX Strategy
I would like to implement a similar strategy as Alex did above, but selling call spreads or buying...
turboDZyl left a comment in the discussion Options with Quandl Vix Data
from clr import...
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
turboDZyl started the discussion Implied volatility in Python
Is it possible to get an option's implied volatility in Python?
turboDZyl started the discussion Options with Quandl Vix Data
Hi,When running an algorithm which uses both options and external data I get the following error:
turboDZyl left a comment in the discussion Options with Quandl Vix Data
The strategy I want to implement is based on Alex' simple VIX strategy, but selling call...
turboDZyl left a comment in the discussion A simple VIX Strategy
I would like to implement a similar strategy as Alex did above, but selling call spreads or buying...
turboDZyl left a comment in the discussion Options with Quandl Vix Data
from clr import...
turboDZyl left a comment in the discussion Options with Quandl Vix Data
And a backtest with both options and external data
turboDZyl left a comment in the discussion Implied volatility in Python
Never mind, seems to be working now.
turboDZyl left a comment in the discussion Implied volatility in Python
However the Greeks delta, gamma and theta are still showing 0, is there an equally simple solution...
QuantConnect™ 2024. All Rights Reserved
turboDZyl left a comment in the discussion Options with Quandl Vix Data
The strategy I want to implement is based on Alex' simple VIX strategy, but selling call...
7 years ago