Eli Laycock
Quant
Date Joined
22nd April, 2022
Bootcamp progress
49% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-11-30 06:52:17
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2022-10-28 06:20:22
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2023-09-14 16:09:33
Python Programming
Choose Python as your preferred programming language.
2022-04-22 03:26:10
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-06-11 21:30:50
- 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 (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
2Security Types
366Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.278Net Profit
2.346PSR
-4.07Sharpe Ratio
-0.009Alpha
-0.206Beta
-21.236CAR
1.6Drawdown
0Loss Rate
14Parameters
2Security Types
-3.944Sortino Ratio
13Tradeable Dates
52Trades
0.757Treynor Ratio
0.06Win Rate
0.123Net Profit
62.87PSR
1.675Sharpe Ratio
0.005Alpha
-0.009Beta
0.637CAR
1.1Drawdown
0Loss Rate
6Parameters
2Security Types
1.954Sortino Ratio
48Tradeable Dates
49Trades
-0.476Treynor Ratio
0.06Win Rate
17.19Net Profit
1.329PSR
0.451Sharpe Ratio
0Alpha
0Beta
2.024CAR
4.6Drawdown
0Loss Rate
9Parameters
3Security Types
0Sortino Ratio
2064Tradeable Dates
2Trades
0Treynor Ratio
100Win Rate
Community
View MoreEli started the discussion Timing issue using market orders on daily resolution
I understand:
Eli started the discussion Option Delta Is Inaccurate And Varies Wildly
I'm trying to select option contracts to trade based on their delta. According to this discussion,...
Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi QC Community,
Eli started the discussion Using Beta Indicator on cash indices
When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
1Parameters
2Security Types
366Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.278Net Profit
2.346PSR
-4.07Sharpe Ratio
-0.009Alpha
-0.206Beta
-21.236CAR
1.6Drawdown
0Loss Rate
14Parameters
2Security Types
-3.944Sortino Ratio
13Tradeable Dates
52Trades
0.757Treynor Ratio
0.06Win Rate
0.123Net Profit
62.87PSR
1.675Sharpe Ratio
0.005Alpha
-0.009Beta
0.637CAR
1.1Drawdown
0Loss Rate
6Parameters
2Security Types
1.954Sortino Ratio
48Tradeable Dates
49Trades
-0.476Treynor Ratio
0.06Win Rate
17.19Net Profit
1.329PSR
0.451Sharpe Ratio
0Alpha
0Beta
2.024CAR
4.6Drawdown
0Loss Rate
9Parameters
3Security Types
0Sortino Ratio
2064Tradeable Dates
2Trades
0Treynor Ratio
100Win Rate
Eli left a comment in the discussion Timing issue using market orders on daily resolution
The documentation says MOC orders must be placed at least 15.5 minutes before close, but this is...
Eli started the discussion Timing issue using market orders on daily resolution
I understand:
Eli started the discussion Option Delta Is Inaccurate And Varies Wildly
I'm trying to select option contracts to trade based on their delta. According to this discussion,...
Eli started the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi QC Community,
Eli started the discussion Using Beta Indicator on cash indices
When creating a Beta indicator and passing Symbol objects for cash indices VIX and SPX, I get the...
Eli started the discussion Streaming to OnData method from Google Sheets shows 0
I am following the documentation below to stream custom data to the OnData method from a Google...
Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0
Hi Jared,
Eli left a comment in the discussion Streaming to OnData method from Google Sheets shows 0
Hi Mia,
Eli left a comment in the discussion Using Beta Indicator on cash indices
Thanks Louis! This worked
Eli left a comment in the discussion Limit Orders on Multi-Leg Option Strategies - Best Method
Hi Louis,
Eli left a comment in the discussion Option Delta Is Inaccurate And Varies Wildly
Hi Louis,
Eli started the discussion Algorithm Holding Through Option Expiry Despite Setting Rules To Close Before
I'm building an option premium selling algo with UVXY as the underlying, using hourly VIX ticks as...
QuantConnect™ 2025. All Rights Reserved
Eli left a comment in the discussion Timing issue using market orders on daily resolution
The documentation says MOC orders must be placed at least 15.5 minutes before close, but this is...
7 months ago