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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.


Public Backtests (1)

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Virtual Light Brown Crocodile

-18.223Net Profit

2.348PSR

-1.102Sharpe Ratio

-0.17Alpha

0.235Beta

-33.403CAR

25.7Drawdown

0Loss Rate

10Parameters

2Security Types

150Tradeable Dates

94Trades

-0.973Treynor Ratio

1.62Win Rate


Community

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Ben started the discussion Pulling prior day's close price instead of current

Hello, I'm running a backtest for selling weekly straddles on SPX. It seems to be pulling the prior...

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

I tried that, but that slice does contain the key. It's just stale. So what I did is logged the...

2 years ago

Ben left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now

I think there may be data missing similarly on 2022-03-04 for SPX.

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

Thank you Louis. I spent hours researching Slice and Trade Bars to figure out where I went wrong,...

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

Louis, 

2 years ago

Virtual Light Brown Crocodile

-18.223Net Profit

2.348PSR

-1.102Sharpe Ratio

-0.17Alpha

0.235Beta

-33.403CAR

25.7Drawdown

0Loss Rate

10Parameters

2Security Types

150Tradeable Dates

94Trades

-0.973Treynor Ratio

1.62Win Rate

Ben started the discussion Pulling prior day's close price instead of current

Hello, I'm running a backtest for selling weekly straddles on SPX. It seems to be pulling the prior...

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

I tried that, but that slice does contain the key. It's just stale. So what I did is logged the...

2 years ago

Ben left a comment in the discussion SPX, Minute The issue starts at the start of the data; and continues until now

I think there may be data missing similarly on 2022-03-04 for SPX.

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

Thank you Louis. I spent hours researching Slice and Trade Bars to figure out where I went wrong,...

2 years ago

Ben left a comment in the discussion Pulling prior day's close price instead of current

Louis, 

2 years ago