Py

Derek Melchin

Quant

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Organizations

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DMelchin
Created May 6, 2020
a
QuantConnect
Created Jun 23, 2020
TOR a
Test ORganization
Created Jul 17, 2020
S a
Students
Created Oct 7, 2020
TO a
Test Organzations
Created Feb 3, 2021
TO a
Test Organization1
Created Aug 5, 2021
to a
test organization10
Created Oct 20, 2021
MNO a
My New Org
Created Oct 22, 2021
AO a
Another Organization
Created Jan 13, 2022

Bio

Quantitative Developer at QuantConnect. 3rd year Computer Science and Finance student at the University of Lethbridge. Competitor in the 2020-1 Rotman International Trading Competition.


Activity

Derek left a comment on Divergence, Convergence, Correlation - Futures Tre...

"Hi Spacetime,To calculate the correlation, we can store the history of the spreads and prices in a D..."

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5 months ago

5 months ago


Derek left a comment on Options trade with stop loss and profit taking

"Hi Jacob,In the backtest above, we couldn't find a case where one of the take-profit or stop-loss or..."

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5 months ago

5 months ago


Derek left a comment on Backtests stall out due to data/memory usage. What...

"Hi Garrison,Ways to reduce the amount of backtest data include:Reducing the universe size, data reso..."

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5 months ago

5 months ago


Derek left a comment on Closing order large than open position

"Hi Mike,It's not possible to submit an order for 9.1908 ADA because the lot size for ADAUSDC is 0.1 ..."

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5 months ago

5 months ago


Derek left a comment on Short strangle strategy t+0 p&l calculate

"Hi Cool nemo,The dotted line is calculated using factors like time to expiration and volatility. For..."

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5 months ago

5 months ago


Derek's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 04-20-2020

Chatter Box

User has made 100+ comments in the Community

Unlocked: 05-21-2020

Backtester

User has made 100+ Backtests

Unlocked: 04-22-2020

Live Trading

Deploy Live Trading Algorithm

Unlocked: 06-26-2020

Parallel Live Trading

Run Multiple Live Algorithms Simultaneously

Unlocked: 06-26-2020

Connected With Slack

Connect Account With Slack

Unlocked: 11-30-2020

C# Programming

Prefer C# Programming Language

Unlocked: 04-27-2020

Python Programming

Prefer Python Programming Language

Unlocked: 04-20-2020

Popular

Receive 10+ Upvotes From Different Users

Unlocked: 04-30-2020

Boot Camp Private

Finish Easy Tutorial

Unlocked: 11-24-2020

Boot Camp Corporal

Finish Intermediate Tutorial

Unlocked: 05-12-2020