Paul Park
Quant
Date Joined
8th May, 2018
Bootcamp progress
10% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-06-09 02:57:29
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-05-16 00:34:48
Python Programming
Choose Python as your preferred programming language.
2018-05-08 03:42:47
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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)
View More-15.744Net Profit
-1.046Sharpe Ratio
-0.044Alpha
0.226Beta
-4.276CAR
16Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
988Tradeable Dates
3Trades
-0.177Treynor Ratio
0Win Rate
Community
View MorePaul started the discussion SEC Automated Options Trading Regulation
I have read on some forums, IB and TD that regulators ban fully automated options trading, or there...
Paul started the discussion Indicator; rolling window to get indicator values n days back.
So I want the value of the Bollinger band and Keltner channel,python, from the current day and the...
Paul started the discussion Check if there is an open option position
I want to see if my portfolio has an open call/put position in an underlying. I know there is a...
Paul started the discussion Set position to 5% of buying power; Python
In python I want to set my option position to 5% of the buying power. I was considering using a...
-15.744Net Profit
-1.046Sharpe Ratio
-0.044Alpha
0.226Beta
-4.276CAR
16Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
988Tradeable Dates
3Trades
-0.177Treynor Ratio
0Win Rate
Paul started the discussion SEC Automated Options Trading Regulation
I have read on some forums, IB and TD that regulators ban fully automated options trading, or there...
Paul left a comment in the discussion SEC Automated Options Trading Regulation
Nevermind I found a source debunking this.
Paul started the discussion Indicator; rolling window to get indicator values n days back.
So I want the value of the Bollinger band and Keltner channel,python, from the current day and the...
Paul started the discussion Check if there is an open option position
I want to see if my portfolio has an open call/put position in an underlying. I know there is a...
Paul started the discussion Set position to 5% of buying power; Python
In python I want to set my option position to 5% of the buying power. I was considering using a...
Paul started the discussion SMA VWAP
[Python] is there a way to change SMA's input to VWAP? The api only shows symbol, period, and...
Paul started the discussion Rolling windows and historic price
I am trying to do some basic lookback on equities price but for some reaason my loop is throwing an...
Paul started the discussion Keeping track of option orders
This part of code I am trying to exit my bought call or put position if certain conditions are meet...
Paul started the discussion BB/Keltner Channel squeeze algorithm Option order issues
So my algorithm is mean to place an ATM option order whenever the BB fall between the Keltner...
Paul left a comment in the discussion SMA VWAP
Thanks ;) I didn't realize that the .SMA(int period) could be used to find the sma of an...
Paul left a comment in the discussion Rolling windows and historic price
I don't understand why the windows array doesnt't contain tradebar price in each index. I...
Paul left a comment in the discussion Set position to 5% of buying power; Python
Thanks Jing! I will see if this works
Paul left a comment in the discussion Set position to 5% of buying power; Python
Thanks for the pointer! SetHoldings looks like the perfect solution. However, it seems that it...
Paul left a comment in the discussion Check if there is an open option position
Is there a way to get the bid price? The secuirty identifier class does not have a feature to get...
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Paul left a comment in the discussion SEC Automated Options Trading Regulation
Nevermind I found a source debunking this.
6 years ago