QuantConnect/Lean
Dec 2025 – Dec 2025
1 Month active
Languages Used
C#
Technical Skills
API DevelopmentC#Financial DataFinancial DerivativesFutures OptionsQuant Trading
Roman Yavnikov
PROFILE
Roman Yavnikov
Romazes expanded instrument coverage in the QuantConnect/Lean repository by adding support for the Australian Dollar (6A) futures option and introducing expiry rules for several new CME futures currencies, including 6B, 6M, 6J, 6E, and 6C. Using C# and leveraging expertise in API development and financial derivatives, Romazes refactored expiry logic to improve mapping accuracy and expiration calculations. Comprehensive tests were added to validate the new instruments’ behavior, enhancing backtest reliability and reducing mispricing risk. This work deepened the platform’s readiness for quant trading and broadened client coverage, reflecting a focused approach to robust financial data engineering.
Overall Statistics
Feature vs Bugs
100%Features
Repository Contributions
2Total
Bugs
0
Commits
2
Features
2
Lines of code
92
Activity Months1
Your Network
2908 peopleSame Organization
@users.noreply.github.com2890
Work History
December 2025
2 Commits • 2 Features
Dec 1, 2025December 2025: Expanded instrument coverage in QuantConnect/Lean with AUD 6A futures option support and new futures currencies (6B, 6M, 6J, 6E, 6C). Completed expiry-rule refactoring, added comprehensive tests, and fixed FOP expiration logic. These changes improve mapping accuracy, expiry calculations, and extend backtest/trading readiness for CME futures—driving broader market coverage and lower risk in instrument handling.
2 Commits • 2 Features
Dec 1, 2025December 2025: Expanded instrument coverage in QuantConnect/Lean with AUD 6A futures option support and new futures currencies (6B, 6M, 6J, 6E, 6C). Completed expiry-rule refactoring, added comprehensive tests, and fixed FOP expiration logic. These changes improve mapping accuracy, expiry calculations, and extend backtest/trading readiness for CME futures—driving broader market coverage and lower risk in instrument handling.
December 2025
Activity
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Quality Metrics
Correctness95.0%
Maintainability90.0%
Architecture90.0%
Performance90.0%
AI Usage20.0%
Skills & Technologies
Programming Languages
C#
Technical Skills
API DevelopmentC#Financial DataFinancial DerivativesFutures OptionsQuant TradingQuantConnectTesting
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