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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.


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Community

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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...

5 years ago

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

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.

5 years ago

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...

5 years ago

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.

8 years ago

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...

5 years ago

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

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.

5 years ago

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...

5 years ago

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.

8 years ago

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.

8 years ago

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...

8 years ago

Bart left a comment in the discussion Determine underlying future in OnSecuritiesChanged()

Turns out easy to solve:

8 years ago

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...

8 years ago

Bart left a comment in the discussion Determine underlying future in OnSecuritiesChanged()

I guess i have the definition of underlying wrong.

8 years ago