_ _
Quant
Date Joined
30th November, 2015
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-08-11 15:09:55
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (3)
View More148.815Net Profit
0.616Sharpe Ratio
0.086Alpha
0.057Beta
8.181CAR
44.2Drawdown
20Loss Rate
1Security Types
0.929107529084Sortino Ratio
2916Tradeable Dates
364Trades
1.514Treynor Ratio
80Win Rate
148.815Net Profit
0.616Sharpe Ratio
0.086Alpha
0.057Beta
8.181CAR
44.2Drawdown
20Loss Rate
1Security Types
0.929107529084Sortino Ratio
2916Tradeable Dates
364Trades
1.514Treynor Ratio
80Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View More_ started the discussion Option combo margin calculation
I'm backtesting a strategy using a bull put spread and I'm finding that the margin...
148.815Net Profit
0.616Sharpe Ratio
0.086Alpha
0.057Beta
8.181CAR
44.2Drawdown
20Loss Rate
1Security Types
0.929107529084Sortino Ratio
2916Tradeable Dates
364Trades
1.514Treynor Ratio
80Win Rate
148.815Net Profit
0.616Sharpe Ratio
0.086Alpha
0.057Beta
8.181CAR
44.2Drawdown
20Loss Rate
1Security Types
0.929107529084Sortino Ratio
2916Tradeable Dates
364Trades
1.514Treynor Ratio
80Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
_ started the discussion Option combo margin calculation
I'm backtesting a strategy using a bull put spread and I'm finding that the margin...
QuantConnect™ 2025. All Rights Reserved