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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Activity on QuantConnect
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Public Backtests (4)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security 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 Unable to get VIX data for backtesting
According to the solution posted by Kal, the key is to use
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.
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security 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 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 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.
Marc left a comment in the discussion VWAP Confusion - Please Help
FemtoTrader;
Marc left a comment in the discussion 0 DTE algorithm
Roberto - your Schedule code appears correct, for C#. The Python keywords are in lower_case :
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.
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Marc left a comment in the discussion Kelly Criterion Applications in Trading Systems
Rogelio;
4 months ago