Matt
Quant
Date Joined
22nd April, 2022
Bootcamp progress
86% Complete
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2025-02-13 17:19:40
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2023-01-31 03:26:59
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2025-02-20 17:55:12
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2022-04-23 09:43:04
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2022-12-19 10:34:39
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Public Backtests (29)
View More12.424Net Profit
93.731PSR
4.039Sharpe Ratio
0.364Alpha
0.32Beta
88.078CAR
4Drawdown
46Loss Rate
0Parameters
1Security Types
8.391Sortino Ratio
45Tradeable Dates
1307Trades
1.598Treynor Ratio
54Win Rate
-10.325Net Profit
0.153PSR
-4.783Sharpe Ratio
-0.314Alpha
-0.05Beta
-40.344CAR
12.6Drawdown
-0.34Loss Rate
21Parameters
0Security Types
52Tradeable Dates
208Trades
6.894Treynor Ratio
0.57Win Rate
-1.776Net Profit
4.032PSR
-3.878Sharpe Ratio
-0.095Alpha
-0.003Beta
-5.655CAR
2.3Drawdown
-0.15Loss Rate
20Parameters
0Security Types
122Tradeable Dates
300Trades
35.132Treynor Ratio
0.21Win Rate
26.471Net Profit
18.744PSR
0.232Sharpe Ratio
-0.031Alpha
0.629Beta
11.461CAR
16.5Drawdown
-2.71Loss Rate
24Parameters
0Security Types
541Tradeable Dates
130Trades
0.065Treynor Ratio
2.42Win Rate
1.543Net Profit
30.766PSR
-0.044Sharpe Ratio
-0.077Alpha
0.717Beta
4.686CAR
12.8Drawdown
-0.01Loss Rate
72Parameters
0Security Types
83Tradeable Dates
529Trades
-0.01Treynor Ratio
0Win Rate
Community
View MoreMatt started the discussion VIX index data
Just wondering, if someone knows why the VIX data open and close are the same until 2 minutes after...
Matt started the discussion Live data fetching/files
Is there someway to fetch, automatically download results from live trading, either via API or...
Matt left a comment in the discussion Using IV indicator outside of OnData?
Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...
Matt started the discussion Using IV indicator outside of OnData?
I have played with the examples in the documentation and I see how to get IV values of a contract...
12.424Net Profit
93.731PSR
4.039Sharpe Ratio
0.364Alpha
0.32Beta
88.078CAR
4Drawdown
46Loss Rate
0Parameters
1Security Types
8.391Sortino Ratio
45Tradeable Dates
1307Trades
1.598Treynor Ratio
54Win Rate
-10.325Net Profit
0.153PSR
-4.783Sharpe Ratio
-0.314Alpha
-0.05Beta
-40.344CAR
12.6Drawdown
-0.34Loss Rate
21Parameters
0Security Types
52Tradeable Dates
208Trades
6.894Treynor Ratio
0.57Win Rate
-1.776Net Profit
4.032PSR
-3.878Sharpe Ratio
-0.095Alpha
-0.003Beta
-5.655CAR
2.3Drawdown
-0.15Loss Rate
20Parameters
0Security Types
122Tradeable Dates
300Trades
35.132Treynor Ratio
0.21Win Rate
26.471Net Profit
18.744PSR
0.232Sharpe Ratio
-0.031Alpha
0.629Beta
11.461CAR
16.5Drawdown
-2.71Loss Rate
24Parameters
0Security Types
541Tradeable Dates
130Trades
0.065Treynor Ratio
2.42Win Rate
1.543Net Profit
30.766PSR
-0.044Sharpe Ratio
-0.077Alpha
0.717Beta
4.686CAR
12.8Drawdown
-0.01Loss Rate
72Parameters
0Security Types
83Tradeable Dates
529Trades
-0.01Treynor Ratio
0Win Rate
131.552Net Profit
72.473PSR
1.262Sharpe Ratio
0.179Alpha
1.044Beta
45.25CAR
18Drawdown
-0.39Loss Rate
41Parameters
0Security Types
562Tradeable Dates
409Trades
0.259Treynor Ratio
0.73Win Rate
0.127Net Profit
26.306PSR
-1.119Sharpe Ratio
-0.083Alpha
0.33Beta
0.379CAR
3.6Drawdown
-0.23Loss Rate
41Parameters
0Security Types
83Tradeable Dates
31Trades
-0.156Treynor Ratio
0Win Rate
2.488Net Profit
49.069PSR
0.356Sharpe Ratio
0.075Alpha
0.288Beta
11.871CAR
3.5Drawdown
45Loss Rate
77Parameters
2Security Types
0.521Sortino Ratio
54Tradeable Dates
341Trades
0.106Treynor Ratio
55Win Rate
-3.019Net Profit
6.543PSR
-2.259Sharpe Ratio
-0.155Alpha
0.42Beta
-11.446CAR
4.3Drawdown
-0.27Loss Rate
68Parameters
0Security Types
64Tradeable Dates
15Trades
-0.321Treynor Ratio
0Win Rate
-38.043Net Profit
2.299PSR
-0.653Sharpe Ratio
-0.45Alpha
1.832Beta
-33.988CAR
45.7Drawdown
60Loss Rate
19Parameters
2Security Types
-0.876Sortino Ratio
296Tradeable Dates
2088Trades
-0.136Treynor Ratio
40Win Rate
2.577Net Profit
24.074PSR
-1.045Sharpe Ratio
-0.021Alpha
-0.143Beta
2.344CAR
2.6Drawdown
-0.07Loss Rate
9Parameters
0Security Types
274Tradeable Dates
1241Trades
0.266Treynor Ratio
0.26Win Rate
-2.65Net Profit
0.528PSR
-0.132Sharpe Ratio
-0.017Alpha
-0.032Beta
-0.535CAR
30.2Drawdown
64Loss Rate
84Parameters
1Security Types
-0.162Sortino Ratio
1257Tradeable Dates
353Trades
0.627Treynor Ratio
36Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
22Parameters
3Security Types
0Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
20.517Net Profit
47.844PSR
0.608Sharpe Ratio
0Alpha
0Beta
18.735CAR
8.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
0Tradeable Dates
1803Trades
0Treynor Ratio
0.08Win Rate
15.068Net Profit
56.263PSR
0.514Sharpe Ratio
-0.014Alpha
0.44Beta
13.811CAR
5Drawdown
-0.18Loss Rate
0Parameters
0Security Types
271Tradeable Dates
210Trades
0.096Treynor Ratio
0.38Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
94Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
93Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
93Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
93Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
1.437Net Profit
29.199PSR
-0.14Sharpe Ratio
-0.013Alpha
-0.074Beta
3.93CAR
9.7Drawdown
64Loss Rate
0Parameters
2Security Types
-0.118Sortino Ratio
93Tradeable Dates
72Trades
0.256Treynor Ratio
36Win Rate
4.152Net Profit
35.235PSR
-0.771Sharpe Ratio
-0.01Alpha
-0.155Beta
3.774CAR
2.1Drawdown
-0.07Loss Rate
0Parameters
0Security Types
274Tradeable Dates
1235Trades
0.182Treynor Ratio
0.27Win Rate
-1.229Net Profit
7.583PSR
-1.316Sharpe Ratio
-0.053Alpha
-0.071Beta
-1.119CAR
3.7Drawdown
-0.04Loss Rate
0Parameters
0Security Types
274Tradeable Dates
4033Trades
0.872Treynor Ratio
0.28Win Rate
460.09Net Profit
41.95PSR
0.979Sharpe Ratio
0.181Alpha
1.314Beta
40.64CAR
48.1Drawdown
-1.48Loss Rate
0Parameters
0Security Types
1269Tradeable Dates
277Trades
0.227Treynor Ratio
4.45Win Rate
-0.81Net Profit
1.71PSR
-6.84Sharpe Ratio
-0.06Alpha
0.003Beta
-0.738CAR
1.2Drawdown
-0.03Loss Rate
0Parameters
0Security Types
274Tradeable Dates
447Trades
-20.351Treynor Ratio
0.04Win Rate
5.199Net Profit
51.869PSR
-0.683Sharpe Ratio
-0.042Alpha
0.161Beta
4.783CAR
2.8Drawdown
-0.3Loss Rate
0Parameters
0Security Types
271Tradeable Dates
48Trades
-0.134Treynor Ratio
0.52Win Rate
1.688Net Profit
52.098PSR
-4.368Sharpe Ratio
-0.046Alpha
0.014Beta
1.536CAR
0.9Drawdown
56Loss Rate
0Parameters
1Security Types
-3.29Sortino Ratio
274Tradeable Dates
525Trades
-3.117Treynor Ratio
44Win Rate
17.606Net Profit
63.656PSR
0.695Sharpe Ratio
-0.019Alpha
0.604Beta
16.122CAR
6.2Drawdown
14Loss Rate
0Parameters
2Security Types
0.779Sortino Ratio
271Tradeable Dates
116Trades
0.096Treynor Ratio
86Win Rate
16.444Net Profit
46.462PSR
0.439Sharpe Ratio
0Alpha
0Beta
15.284CAR
8.8Drawdown
-0.02Loss Rate
0Parameters
0Security Types
0Tradeable Dates
10001Trades
0Treynor Ratio
0.01Win Rate
17.912Net Profit
72.642PSR
1.94Sharpe Ratio
0.265Alpha
0.067Beta
46.44CAR
6.1Drawdown
-0.5Loss Rate
0Parameters
1Security Types
109Tradeable Dates
314Trades
3.783Treynor Ratio
0.71Win Rate
Matt started the discussion VIX index data
Just wondering, if someone knows why the VIX data open and close are the same until 2 minutes after...
Matt left a comment in the discussion Weekly SPX options?
Cloned it, and it doesn't work, nothing happens. QC probably changed things?
Matt started the discussion Live data fetching/files
Is there someway to fetch, automatically download results from live trading, either via API or...
Matt left a comment in the discussion Using IV indicator outside of OnData?
Still trying to figure this out. A contract's IV needs to be warmed up somehow before selecting it...
Matt started the discussion Using IV indicator outside of OnData?
I have played with the examples in the documentation and I see how to get IV values of a contract...
Matt started the discussion Site speed
I experience a lot of trouble with the website speed. Today the coding environment is loading very...
Matt started the discussion Code environment bug?
It is just hanging here… terminal doesn't work. I use the latest Firefox. Started and restarted...
Matt started the discussion IsTradeable on SPX options error
I have this option set in my code, according to the documentation I believe, but it is throwing...
Matt left a comment in the discussion IsTradeable on SPX options error
Of course when the debug window looks like this: Backtest Handled Error: The security with symbol...
Matt left a comment in the discussion IsTradeable on SPX options error
looking closer at the debug console, the algo may not be skipping the trades… but for whatever...
Matt left a comment in the discussion Site speed
no way to edit posts either?
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Matt left a comment in the discussion Weekly SPX options?
Cloned it, and it doesn't work, nothing happens. QC probably changed things?
4 months ago