cover
  • Profile
  • Backtests
  • Community

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 (3)

View More
Fat Yellow Gaur

1.718Net Profit

0.244Sharpe Ratio

-0.023Alpha

-1.357Beta

3.287CAR

24Drawdown

100Loss Rate

2Security Types

0Sortino Ratio

129Tradeable Dates

2Trades

-0.059Treynor Ratio

0Win Rate

Retrospective Blue Termite

1Security Types

252Tradeable Dates

Formal Violet Alpaca

-3.484Net Profit

-3.905Sharpe Ratio

-1.695Alpha

-0.586Beta

-92.488CAR

5.4Drawdown

60Loss Rate

1Security Types

-0.42770332187814Sortino Ratio

4Tradeable Dates

18Trades

2.906Treynor Ratio

40Win Rate


Community

View More

Jonathan started the discussion Need Developer Assistance Fixing a Resource Issue

I am developing a script that I'd like to do the following:

6 years ago

Jonathan started the discussion Modified Iron Condor

I'm interested in creating an options strategy in python that legs into an iron condor.

6 years ago

Jonathan started the discussion Standard Deviation Python

Any good python script examples utlizing standard deviation. Any help appreciated. Thanks!

6 years ago

Jonathan started the discussion Issue Checking If Option Already Exists in a Portfolio

How do I check if an option is already in a portfolio? I couldn’t find anything in the docs....

6 years ago

Jonathan started the discussion Issue Connecting to Interactive Brokers

I am trying to deploy a script from Papertrading to Interactive Brokers for the first time and I'm...

6 years ago

Fat Yellow Gaur

1.718Net Profit

0.244Sharpe Ratio

-0.023Alpha

-1.357Beta

3.287CAR

24Drawdown

100Loss Rate

2Security Types

0Sortino Ratio

129Tradeable Dates

2Trades

-0.059Treynor Ratio

0Win Rate

Retrospective Blue Termite

1Security Types

252Tradeable Dates

Formal Violet Alpaca

-3.484Net Profit

-3.905Sharpe Ratio

-1.695Alpha

-0.586Beta

-92.488CAR

5.4Drawdown

60Loss Rate

1Security Types

-0.42770332187814Sortino Ratio

4Tradeable Dates

18Trades

2.906Treynor Ratio

40Win Rate

Jonathan started the discussion Need Developer Assistance Fixing a Resource Issue

I am developing a script that I'd like to do the following:

6 years ago

Jonathan started the discussion Modified Iron Condor

I'm interested in creating an options strategy in python that legs into an iron condor.

6 years ago

Jonathan started the discussion Standard Deviation Python

Any good python script examples utlizing standard deviation. Any help appreciated. Thanks!

6 years ago

Jonathan started the discussion Issue Checking If Option Already Exists in a Portfolio

How do I check if an option is already in a portfolio? I couldn’t find anything in the docs....

6 years ago

Jonathan started the discussion Issue Connecting to Interactive Brokers

I am trying to deploy a script from Papertrading to Interactive Brokers for the first time and I'm...

6 years ago

Jonathan left a comment in the discussion Issue Checking If Option Already Exists in a Portfolio

thanks!

6 years ago

Jonathan left a comment in the discussion Standard Deviation Python

Thanks!

6 years ago