Bart van den Broek
Quant
Date Joined
3rd June, 2017
Bootcamp progress
2% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-01-01 21:36:12
C# Programming
Choose C# as your preferred programming language.
2019-01-26 23:57:05
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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 (0)
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View MoreBart started the discussion Compute Implied volatility on History of options
I am currently computing the option implied volatility by averaging the IV of the 2 closest ATM...
Bart left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Juhwan, the call to rebalance is scheduled by means of that self.Schedule.On(...) function call.
Bart left a comment in the discussion Live Trading Limitations?
Jared, if i try to live trade on a EUR IB account (for example) does this simply get rejected or...
Bart started the discussion Attached bracket order trading ES mini futres
I recently joined qc and want to develop an algorithm for trading ES mini futures.
Bart started the discussion Compute Implied volatility on History of options
I am currently computing the option implied volatility by averaging the IV of the 2 closest ATM...
Bart left a comment in the discussion Compute Implied volatility on History of options
Update: I just observed that OptionChains in the onData Slice are only available after the warmup...
Bart left a comment in the discussion Using Levered ETFs in IRA - 10 years - 24% CAGR, 1.56 Sharpe
Juhwan, the call to rebalance is scheduled by means of that self.Schedule.On(...) function call.
Bart left a comment in the discussion Live Trading Limitations?
Jared, if i try to live trade on a EUR IB account (for example) does this simply get rejected or...
Bart started the discussion Attached bracket order trading ES mini futres
I recently joined qc and want to develop an algorithm for trading ES mini futures.
Bart started the discussion Time zone of Time
I would like to obtain the time zone of Time that is provided to the OnData(Slice slice) function.
Bart started the discussion Determine underlying future in OnSecuritiesChanged()
I am trying to get future selection to work. I want to select the nearest expiry that is at least 7...
Bart left a comment in the discussion Determine underlying future in OnSecuritiesChanged()
Turns out easy to solve:
Bart left a comment in the discussion Determine underlying future in OnSecuritiesChanged()
Jared, thank you for that clarification.Alexande, want to retrieve the holder/helper for the...
Bart left a comment in the discussion Determine underlying future in OnSecuritiesChanged()
I guess i have the definition of underlying wrong.
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Bart left a comment in the discussion Compute Implied volatility on History of options
Update: I just observed that OptionChains in the onData Slice are only available after the warmup...
5 years ago