Marc Daoust
Quant
Date Joined
20th October, 2013
Bootcamp progress
88% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-04-11 19:48:53
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-08-28 16:05:14
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-06-24 14:29:51
C# Programming
Choose C# as your preferred programming language.
2021-07-28 21:02:35
Python Programming
Choose Python as your preferred programming language.
2021-07-01 20:39:24
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-05-22 21:15:25
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-05-26 19:51:13
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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 (5)
View More17.952Net Profit
33.695PSR
0.45Sharpe Ratio
-0.133Alpha
1.745Beta
18.113CAR
22.5Drawdown
-3.21Loss Rate
0Parameters
2Security Types
250Tradeable Dates
2798Trades
0.055Treynor Ratio
7.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Community
View MoreMarc left a comment in the discussion Code is refusing to load options chains
Domenico after solving one issue, Mia's version of the code was able to trade options (2022 to 2024...
Marc left a comment in the discussion Kelly Criterion Applications in Trading Systems
Rogelio;
Marc left a comment in the discussion Unable to get VIX data for backtesting
According to the solution posted by Kal, the key is to use
Marc started the discussion Weird Backtest List Behavior Today
Today my back test list is missing all but the first column info, and that 1 column is truncated.
17.952Net Profit
33.695PSR
0.45Sharpe Ratio
-0.133Alpha
1.745Beta
18.113CAR
22.5Drawdown
-3.21Loss Rate
0Parameters
2Security Types
250Tradeable Dates
2798Trades
0.055Treynor Ratio
7.58Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
250Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
404.093Net Profit
6.614PSR
0.577Sharpe Ratio
-0.004Alpha
0.911Beta
11.991CAR
30.2Drawdown
0Loss Rate
5Parameters
1Security Types
0.589Sortino Ratio
3591Tradeable Dates
1Trades
0.083Treynor Ratio
0Win Rate
251Tradeable Dates
287Tradeable Dates
Marc left a comment in the discussion Code is refusing to load options chains
Here's is a copy of Mia's code partially customized to my style, with the key differences on lines...
Marc left a comment in the discussion Code is refusing to load options chains
Domenico after solving one issue, Mia's version of the code was able to trade options (2022 to 2024...
Marc left a comment in the discussion Kelly Criterion Applications in Trading Systems
Rogelio;
Marc left a comment in the discussion Unable to get VIX data for backtesting
According to the solution posted by Kal, the key is to use
Marc started the discussion Weird Backtest List Behavior Today
Today my back test list is missing all but the first column info, and that 1 column is truncated.
Marc left a comment in the discussion Is this becuase of the bad data in backtest?
Yes - that's a data error.
Marc left a comment in the discussion Intellisense/Auto-compelte not working in the cloud IDE
I have the same problem in the Cloud IDE - none of the suggestions above are applicable to that IDE.
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Marc left a comment in the discussion Code is refusing to load options chains
Here's is a copy of Mia's code partially customized to my style, with the key differences on lines...
2 months ago