JP B
Quant
Date Joined
17th August, 2015
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-04-13 15:29:24
C# Programming
Choose C# as your preferred programming language.
2019-11-15 14:57:20
Popular
Receive at least 10 upvotes from different users in the community.
2018-08-06 08:17:55
- 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 (15)
View More2192Tradeable Dates
20Tradeable Dates
2517Tradeable Dates
129Tradeable Dates
502Tradeable Dates
Community
View MoreJP left a comment in the discussion IB order execution delayed ?!
IB is actually known for giving a very good execution time.
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
Using Finviz might introduce a look-ahead bias: you only know that a stock has recently been...
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
I see daily performance of 5% - 20% and an average of 16 trades per day. I'm not sure how long...
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
That looks extremely impressive indeed. I can't help but feel hesitant to trust those results due...
2192Tradeable Dates
20Tradeable Dates
2517Tradeable Dates
129Tradeable Dates
502Tradeable Dates
3521Tradeable Dates
3521Tradeable Dates
3521Tradeable Dates
104Tradeable Dates
1Tradeable Dates
40Tradeable Dates
40Tradeable Dates
40Tradeable Dates
0Tradeable Dates
83Tradeable Dates
JP left a comment in the discussion Does slippage really matter?
@Levitikon How often do you trade? Is your algo really that high frequency?Do you also...
JP left a comment in the discussion IB order execution delayed ?!
IB is actually known for giving a very good execution time.
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
Using Finviz might introduce a look-ahead bias: you only know that a stock has recently been...
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
I see daily performance of 5% - 20% and an average of 16 trades per day. I'm not sure how long...
JP left a comment in the discussion Am I #1? Funding, Modeling Issue
That looks extremely impressive indeed. I can't help but feel hesitant to trust those results due...
JP left a comment in the discussion Short Strategy
I might have some time in the weekends. If you prepare an accurate description of what you're...
JP started the discussion External data source for real-time trading
How can I use my own streaming subscription of a specific external data source and implement it in...
JP started the discussion Will the market place be brought back at some time?
There was once a blog post that a market place for algorithms would be set up:
JP started the discussion Dynamically-generated custom asset
I am trying to create a framework for option backtesting for the community to use.
JP started the discussion How to get Start and EndDate of algorithm in my code
In the method Initialize(), we do the following:
JP started the discussion Liquidate from static method: hack?
The option backtesting framework is almost finished.
JP started the discussion Adding and removing assets on the fly
Is it possible to add assets from anywhere else in my code apart from the Initialize() method?
JP started the discussion Theoretical options backtesting framework
In light of the new update, I hereby present my theoretical option backtesting framework which I...
JP started the discussion Option Backtesting Framework v2
Alright, I've tried to fix some further bugs:
JP started the discussion Put option pricing example
I just created this algorithm to answer this question.
QuantConnect™ 2024. All Rights Reserved
JP left a comment in the discussion Does slippage really matter?
@Levitikon How often do you trade? Is your algo really that high frequency?Do you also...
8 years ago