David West
Quant
Date Joined
25th February, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-25 13:46:20
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-08-03 09:22:04
C# Programming
Choose C# as your preferred programming language.
2019-04-12 08:54:58
Python Programming
Choose Python as your preferred programming language.
2019-05-15 08:12:58
- Profile
- Backtests
- Community
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)
View More-1.052Net Profit
-5.779Sharpe Ratio
0Alpha
-47.909Beta
-61.892CAR
2.4Drawdown
90Loss Rate
1Security Types
-0.019115331671902Sortino Ratio
4Tradeable Dates
268Trades
0.011Treynor Ratio
10Win Rate
Community
View MoreDavid started the discussion VIX futures and SPX options data
Hi,
David left a comment in the discussion SPX/RUT option support?
I would agree that having index options data would be very useful. A lot of the systematic options...
-1.052Net Profit
-5.779Sharpe Ratio
0Alpha
-47.909Beta
-61.892CAR
2.4Drawdown
90Loss Rate
1Security Types
-0.019115331671902Sortino Ratio
4Tradeable Dates
268Trades
0.011Treynor Ratio
10Win Rate
David started the discussion VIX futures and SPX options data
Hi,
David left a comment in the discussion SPX/RUT option support?
To add a bit more background, one of the big advantages of index options over stock options is that...
David left a comment in the discussion SPX/RUT option support?
I would agree that having index options data would be very useful. A lot of the systematic options...
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David left a comment in the discussion SPX/RUT option support?
To add a bit more background, one of the big advantages of index options over stock options is that...
7 years ago