Py

Bradley Crossen

Quant

544

Backtests

5

Comments

4

Discussions

3

Public Algorithms

Experience points

229


Date Joined

24th April, 2017


BootCamp Progress

% Complete

% Solution Opened

% Incomplete


Activity


Bradley left a comment on Incorrect implied volatility and delta for some se...

Here is the log output from the first 3 months of 2015 (SPY):2015-01-01 00:00:00 Launching analysis ...

2 years ago


Bradley started the discussion

Incorrect implied volatility and delta for some security options pre-2017?

2 years ago


Bradley left a comment on SetFilter does not correctly choose the ATM strike...

I think I figured it out. The equity prices are dividend adjusted while the option algorithm is not....

2 years ago


Bradley started the discussion

SetFilter does not correctly choose the ATM strike price

2 years ago


Bradley left a comment on Multiple Consolidators

Wow, very useful. How does the consolidator decide which TradeBar is consolidated first? Is it alpha...

2 years ago




Bradley has 1 badge


Backtester

User has made 100+ Backtests