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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 Orange Galago

-0.229Net Profit

0.014PSR

-5.9Sharpe Ratio

-0.022Alpha

-0.025Beta

-5.939CAR

0.3Drawdown

-0.34Loss Rate

0Parameters

0Security Types

9Tradeable Dates

12Trades

1.854Treynor Ratio

0.02Win Rate


Community

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Maksat started the discussion Option assignment when out of the money.

I am selling call and put options that expire on the same day. For some reason option got assigned...

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

Hi Jared Broad, Louis Szeto 

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

Hi Louis Szeto , Thanks for checking this. Please see trading view price on Dec 21st. 

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

This does not answer my question. I already fixed all suggested fixes. 

1 months ago

Maksat left a comment in the discussion Do we need DataNormalization for Stock Splits

Hi Louis,

3 years ago

Square Orange Galago

-0.229Net Profit

0.014PSR

-5.9Sharpe Ratio

-0.022Alpha

-0.025Beta

-5.939CAR

0.3Drawdown

-0.34Loss Rate

0Parameters

0Security Types

9Tradeable Dates

12Trades

1.854Treynor Ratio

0.02Win Rate

Maksat started the discussion Option assignment when out of the money.

I am selling call and put options that expire on the same day. For some reason option got assigned...

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

Hi Jared Broad, Louis Szeto 

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

Hi Louis Szeto , Thanks for checking this. Please see trading view price on Dec 21st. 

1 months ago

Maksat left a comment in the discussion Option assignment when out of the money.

This does not answer my question. I already fixed all suggested fixes. 

1 months ago

Maksat left a comment in the discussion Do we need DataNormalization for Stock Splits

Hi Louis,

3 years ago

Maksat left a comment in the discussion Do we need DataNormalization for Stock Splits

Hi Louis,Thank you for explanation. This helps. 

3 years ago

Maksat left a comment in the discussion Do we need DataNormalization for Stock Splits

Hi QC experts,

3 years ago