Dennis
Quant
Date Joined
27th June, 2024
Bootcamp progress
73% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-06-29 06:26:06
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-07-07 21:14:32
C# Programming
Choose C# as your preferred programming language.
2024-06-27 22:21:39
Python Programming
Choose Python as your preferred programming language.
2024-06-27 05:56:54
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2024-06-27 22:42:59
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2024-08-24 18:50:32
- 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 (3)
View More7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
2Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
2Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
-100.76Net Profit
0PSR
-0.109Sharpe Ratio
43.565Alpha
57.628Beta
0CAR
100.5Drawdown
0Loss Rate
0Parameters
2Security Types
5Tradeable Dates
3Trades
-0.017Treynor Ratio
49.1Win Rate
Community
View MoreDennis started the discussion Early assignment for SPX?
In attached backtest that trades SPX bull put spread there is a huge dip in account equity on Jan...
Dennis started the discussion Unexpected remaining margin decrease
In some backtests I'm noticing a significant decrease in remaining margin, which I can't explain....
Dennis started the discussion C# error on using QuantConnect.Api;
Recently I started getting a build error when referencing the QuantConnect.Api namespace (it's used...
Dennis left a comment in the discussion Automatic Early assignment not realistis
I'm experiencing the same kind of issue due to early assignment simulation as well, unexpected...
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
2Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
7.4Net Profit
0PSR
21293.56Sharpe Ratio
16442.571Alpha
-3.647Beta
1687224.131CAR
2.6Drawdown
0Loss Rate
0Parameters
2Security Types
3Tradeable Dates
4Trades
-4509.618Treynor Ratio
0Win Rate
-100.76Net Profit
0PSR
-0.109Sharpe Ratio
43.565Alpha
57.628Beta
0CAR
100.5Drawdown
0Loss Rate
0Parameters
2Security Types
5Tradeable Dates
3Trades
-0.017Treynor Ratio
49.1Win Rate
Dennis left a comment in the discussion Can't run reseatch notebook with C# cells
I'm having the same issue, don't have “Foundation-C#-Default” available anywhere… Is it...
Dennis started the discussion Early assignment for SPX?
In attached backtest that trades SPX bull put spread there is a huge dip in account equity on Jan...
Dennis started the discussion Unexpected remaining margin decrease
In some backtests I'm noticing a significant decrease in remaining margin, which I can't explain....
Dennis started the discussion C# error on using QuantConnect.Api;
Recently I started getting a build error when referencing the QuantConnect.Api namespace (it's used...
Dennis left a comment in the discussion Automatic Early assignment not realistis
I'm experiencing the same kind of issue due to early assignment simulation as well, unexpected...
Dennis left a comment in the discussion Early assignment for SPX?
I have a backtest attached in my original message. To summarize, here are my questions that I hope...
Dennis left a comment in the discussion Early assignment for SPX?
In this case both options are in the money. But the other option is not getting exercised even on...
Dennis left a comment in the discussion Early assignment for SPX?
I think the main issue is that the other leg of the spread (long put) doesn't seem to be exercised...
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Dennis left a comment in the discussion Can't run reseatch notebook with C# cells
I'm having the same issue, don't have “Foundation-C#-Default” available anywhere… Is it...
11 months ago