Ernest Shaggleford
Quant
Date Joined
30th November, 2017
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-07-26 08:49:58
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-02-02 05:14:01
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-10-11 08:52:19
Cloner
Clone at least 100 algorithms from the community.
2020-07-06 07:08:26
C# Programming
Choose C# as your preferred programming language.
2019-01-03 07:05:18
Popular
Receive at least 10 upvotes from different users in the community.
2020-06-13 18:57:12
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Activity on QuantConnect
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Public Backtests (10)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
574Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
174Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
420Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
568Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreErnest started the discussion Support for Index options: VIX, SPX ?
Now that support for Futures options has recently been added, I'd like to know when support for...
Ernest started the discussion Question on Blog Post: Democratizing Finance Before It Was Cool: Opening Our Market For Alpha
This latest QC blog post seems like a major reversal of business strategy in opening up the the...
Ernest left a comment in the discussion IB API options greek values
Hi .ekz.re: "Have you been able to succesfully live trade any options strategies that make use of...
Ernest left a comment in the discussion IB API options greek values
Hi Alexandre - many thanks for creating this issue.
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
574Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
174Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
420Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
568Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
568Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
0Security Types
38Tradeable Dates
-22.443Net Profit
-12.314Sharpe Ratio
-6.261Alpha
0.428Beta
-99.991CAR
22.4Drawdown
90Loss Rate
2Security Types
-0.53136797728704Sortino Ratio
9Tradeable Dates
19708Trades
-14.478Treynor Ratio
10Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
2Security Types
0Sortino Ratio
4Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0.079Net Profit
10.302Sharpe Ratio
0.02Alpha
0.317Beta
3.039CAR
0Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
8Tradeable Dates
2Trades
0.079Treynor Ratio
0Win Rate
Ernest started the discussion Support for Index options: VIX, SPX ?
Now that support for Futures options has recently been added, I'd like to know when support for...
Ernest started the discussion Question on Blog Post: Democratizing Finance Before It Was Cool: Opening Our Market For Alpha
This latest QC blog post seems like a major reversal of business strategy in opening up the the...
Ernest left a comment in the discussion IB API options greek values
Hey .ekz.,I agree that since the re/WallStreetBets short squeezes hitting the news, this has...
Ernest left a comment in the discussion IB API options greek values
Hi .ekz.re: "Have you been able to succesfully live trade any options strategies that make use of...
Ernest left a comment in the discussion IB API options greek values
Hi Alexandre - many thanks for creating this issue.
Ernest left a comment in the discussion Question on Blog Post: Democratizing Finance Before It Was Cool: Opening Our Market For Alpha
Hey Jared,many thanks for clarifying the reasons for the shift.I totally agree that opening this up...
Ernest left a comment in the discussion Earnings Reversal Example Algorithm + Video Tutorial
Interesting, although I'd suggest an algo that trades the post ER move using options.One challenge...
Ernest left a comment in the discussion The In & Out Strategy - Continued from Quantopian
Menno Dreischorre: "I would argue we should approach our strategies as a theoretical framework,...
Ernest started the discussion IB API options greek values
It seems that Lean ignores the IB API options greek values - may I ask why this...
Ernest started the discussion LEAN issue with Option Universe dynamic filtering
In order to try to improve options algo backtest performance when using the Options Universe...
Ernest started the discussion Inconsistency between backtest historical data and and live historical data over stock split events for Raw DataNormalizationMode
From the IB API spec: http://interactivebrokers.github.io/tws-api/historical_bars.html
Ernest started the discussion How to get order ticket persistent history at startup?
In live mode, the terminal UI contains a window with the order ticket history which looks like...
Ernest started the discussion Scheduled events .BeforeMarketClose not supporting early close
I noticed recently while running a live algo on the 24th Dec 2018 that the BeforeMarketClose method...
Ernest started the discussion Market order fill response timeout too short?
I noticed when running a live algo using market orders for options that the timeout of 5s to get a...
Ernest started the discussion Equity options backtesting data updates
I would like to know how the new planned data update process for equity options backtesting data is...
Ernest started the discussion Candle Plot Set Bar Color?
Is it possible to customise the Candle plot bar color and bar body fill? Where are the current...
Ernest started the discussion Using option greeks to select option contracts to trade
Hi,I've read that the recommended method for option selection is to use option chain provider...
Ernest started the discussion SeriesType.Bar color cannot be changed from the default
I recently noticed that when using a SeriesType.Bar plot that the color cannot be changed from the...
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Ernest left a comment in the discussion IB API options greek values
Hey .ekz.,I agree that since the re/WallStreetBets short squeezes hitting the news, this has...
3 years ago