Shawn Wong
Quant
Date Joined
11th January, 2017
Bootcamp progress
85% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-07-11 17:54:00
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-07-05 05:29:52
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-07-12 04:30:01
- Profile
- Backtests
- Community
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 (1)
View More6.461Net Profit
1.618Sharpe Ratio
0.043Alpha
0.303Beta
13.397CAR
2.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
5Trades
0.38Treynor Ratio
100Win Rate
Community
View MoreShawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
After getting the symbols list from OptionChainProvider, how do we get the bid/ask/last price...
Shawn left a comment in the discussion Options Strategy - Covered Call
I have cloned your sample code and printed the prices and ATM strikes. However, they defer quite...
Shawn left a comment in the discussion Options Strategy - Covered Call
Thanks for the sample code! I have noticed a couple of issues with this sample code:
6.461Net Profit
1.618Sharpe Ratio
0.043Alpha
0.303Beta
13.397CAR
2.9Drawdown
0Loss Rate
1Security Types
0Sortino Ratio
125Tradeable Dates
5Trades
0.38Treynor Ratio
100Win Rate
Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
Thanks Jing. Because of the wide bid/ask spread, it is almost always unfavorable to use market...
Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
After getting the symbols list from OptionChainProvider, how do we get the bid/ask/last price...
Shawn left a comment in the discussion Options Strategy - Covered Call
I have cloned your sample code and printed the prices and ATM strikes. However, they defer quite...
Shawn left a comment in the discussion Options Strategy - Covered Call
Thanks for the sample code! I have noticed a couple of issues with this sample code:
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Shawn left a comment in the discussion The Options Trading Strategy based on MACD indicator
Thanks Jing. Because of the wide bid/ask spread, it is almost always unfavorable to use market...
7 years ago