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.
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 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.
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