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Biography

Hey! My name is Thomas and I am a Junior Majoring in Financial Mathematics at DePaul University. I am Captain of the Quant Team @ DePaul Investment Group.

Activity on QuantConnect

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Public Backtests (3)

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24-25 SPY CALL 3D VOL SURFACE

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

216Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

DeQ = 5, STD(60) = -1

-1.153Net Profit

3.81PSR

-4.945Sharpe Ratio

-0.073Alpha

0.013Beta

-2.288CAR

1.7Drawdown

-0.11Loss Rate

0Parameters

0Security Types

0Tradeable Dates

136Trades

-5.523Treynor Ratio

0.1Win Rate

Emotional Tan Cobra

173.01Net Profit

6.92PSR

0.493Sharpe Ratio

0.004Alpha

0.788Beta

10.566CAR

33.6Drawdown

-4.29Loss Rate

0Parameters

0Security Types

2516Tradeable Dates

16Trades

0.081Treynor Ratio

20.55Win Rate


Community

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Thomas started the discussion 3D Volatility Surface (Call Only)

Hello Community,

5 months ago

Thomas started the discussion Runtime Error (No option type exists)

Hello,

6 months ago

Thomas started the discussion Security in universe returns options not equities

Hello,

6 months ago

Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...

6 months ago

Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

The AI did anwser my question in regards to solving the algo. I am still interested to know if or...

6 months ago

24-25 SPY CALL 3D VOL SURFACE

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

216Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

DeQ = 5, STD(60) = -1

-1.153Net Profit

3.81PSR

-4.945Sharpe Ratio

-0.073Alpha

0.013Beta

-2.288CAR

1.7Drawdown

-0.11Loss Rate

0Parameters

0Security Types

0Tradeable Dates

136Trades

-5.523Treynor Ratio

0.1Win Rate

Emotional Tan Cobra

173.01Net Profit

6.92PSR

0.493Sharpe Ratio

0.004Alpha

0.788Beta

10.566CAR

33.6Drawdown

-4.29Loss Rate

0Parameters

0Security Types

2516Tradeable Dates

16Trades

0.081Treynor Ratio

20.55Win Rate

Thomas started the discussion 3D Volatility Surface (Call Only)

Hello Community,

5 months ago

Thomas started the discussion Runtime Error (No option type exists)

Hello,

6 months ago

Thomas started the discussion Security in universe returns options not equities

Hello,

6 months ago

Thomas started the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

I am working on a simple crypto algorithm that works, but the backtest results do not incorporate...

6 months ago

Thomas left a comment in the discussion When will the InteractiveBrokersBrokerageModel support Crypto?

The AI did anwser my question in regards to solving the algo. I am still interested to know if or...

6 months ago