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Biography

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (1)

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Square Yellow Penguin

-97.664Net Profit

0.004PSR

-0.049Sharpe Ratio

0.269Alpha

-3.072Beta

-31.632CAR

98Drawdown

74Loss Rate

0Parameters

2Security Types

-0.0279Sortino Ratio

2488Tradeable Dates

397Trades

0.012Treynor Ratio

26Win Rate


Community

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Farouk started the discussion Option Expiries Not Appearing within Specified Expiration Period

I am attempting to run a hedging strategy using one-month, two-month, three-month, and four-month...

2 years ago

Square Yellow Penguin

-97.664Net Profit

0.004PSR

-0.049Sharpe Ratio

0.269Alpha

-3.072Beta

-31.632CAR

98Drawdown

74Loss Rate

0Parameters

2Security Types

-0.0279Sortino Ratio

2488Tradeable Dates

397Trades

0.012Treynor Ratio

26Win Rate

Farouk started the discussion Option Expiries Not Appearing within Specified Expiration Period

I am attempting to run a hedging strategy using one-month, two-month, three-month, and four-month...

2 years ago

QuantConnect Boot Camp

QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.

Get this certificate by completing QuantConnect Boot Camp Courses