Zhaoren Deng
Quant
Date Joined
7th March, 2026
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2026-04-09 02:31:17
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2026-04-11 20:51:17
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2026-03-16 17:10:18
- 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 More24.87Net Profit
98.614PSR
-0.198Sharpe Ratio
-0.008Alpha
0.027Beta
7.075CAR
1.3Drawdown
-1.74Loss Rate
77Parameters
2Security Types
813Tradeable Dates
552Trades
-0.195Treynor Ratio
2.84Win Rate
Community
View MoreZhaoren submitted the research Dynamic Conversion Arbitrage on the Magnificent 7
Abstract
Dynamic Conversion Arbitrage on the Magnificent 7 tests a market-neutral options strategy built from a long stock, a long put, and a short call at the same strike and expiry. The algorithm scans AAPL, MSFT, NVDA, AMZN, META, GOOGL, and TSLA for conversion trades with annualized returns above 5%, then swaps only when a better opportunity clears transaction costs and a 3% hurdle. Idle capital sits in SHV. From January 2023 to June 2026, the strategy generated a 7.5% CAGR, a 1.1% max drawdown, 2.7% volatility, and a 0.017 beta, though its Sharpe ratio trailed SPY's due to the risk-free rate as the benchmark across all tested parameter settings.
24.87Net Profit
98.614PSR
-0.198Sharpe Ratio
-0.008Alpha
0.027Beta
7.075CAR
1.3Drawdown
-1.74Loss Rate
77Parameters
2Security Types
813Tradeable Dates
552Trades
-0.195Treynor Ratio
2.84Win Rate
Zhaoren submitted the research Dynamic Conversion Arbitrage on the Magnificent 7
Abstract
Dynamic Conversion Arbitrage on the Magnificent 7 tests a market-neutral options strategy built from a long stock, a long put, and a short call at the same strike and expiry. The algorithm scans AAPL, MSFT, NVDA, AMZN, META, GOOGL, and TSLA for conversion trades with annualized returns above 5%, then swaps only when a better opportunity clears transaction costs and a 3% hurdle. Idle capital sits in SHV. From January 2023 to June 2026, the strategy generated a 7.5% CAGR, a 1.1% max drawdown, 2.7% volatility, and a 0.017 beta, though its Sharpe ratio trailed SPY's due to the risk-free rate as the benchmark across all tested parameter settings.
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