John Desrosiers
Quant
Date Joined
5th February, 2019
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-04-04 05:21:48
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-06-11 16:33:23
C# Programming
Choose C# as your preferred programming language.
2019-02-05 23:58:32
- 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 (1)
View More0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreJohn started the discussion How would a 1000-contract option trade go down in real life?
Does someone have insight into how a simulated trade pair like this would typically go down in...
John left a comment in the discussion Creating ticks from bars/Begnning/End of day execution
Turns out you can generate Candle charts, but you have to work around a little bug in QC charting....
John left a comment in the discussion Configure chart time axis to display market hours only
Seriously great question. Did you arrive at a solution?
John left a comment in the discussion Creating ticks from bars/Begnning/End of day execution
The following comes oh-so-close.
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
12Parameters
1Security Types
0Sortino Ratio
21Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
John started the discussion How would a 1000-contract option trade go down in real life?
Does someone have insight into how a simulated trade pair like this would typically go down in...
John left a comment in the discussion How would a 1000-contract option trade go down in real life?
Thanks for the referral to IB for market impact simulation. I'll try it out.
John left a comment in the discussion Creating ticks from bars/Begnning/End of day execution
Turns out you can generate Candle charts, but you have to work around a little bug in QC charting....
John left a comment in the discussion Configure chart time axis to display market hours only
Seriously great question. Did you arrive at a solution?
John left a comment in the discussion Creating ticks from bars/Begnning/End of day execution
The following comes oh-so-close.
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John left a comment in the discussion How would a 1000-contract option trade go down in real life?
Thanks for the referral to IB for market impact simulation. I'll try it out.
6 years ago