Li Mike
Quant
Date Joined
29th November, 2020
Bootcamp progress
52% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2023-02-14 03:09:15
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2023-03-21 02:38:50
Python Programming
Choose Python as your preferred programming language.
2020-11-29 03:12:59
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-12-01 02:44:30
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-02-15 09:56:58
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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-0.201Net Profit
10.864PSR
-0.03Sharpe Ratio
-0.024Alpha
0.155Beta
-0.202CAR
2.8Drawdown
0Loss Rate
18Parameters
0Security Types
-0.048Sortino Ratio
0Tradeable Dates
12Trades
-0.006Treynor Ratio
0Win Rate
Community
View MoreLi started the discussion In FineFundamentalFunction, how to pick stocks with criteria such as eps >0 for three consecutive years.
Hi, there.
Li started the discussion Why the MyEqualWeightingPortfolioConstructionModel only triggered once?
Hi, there.
Li started the discussion How to get FutureContract object or underlying from a Symbol object?
When operating futures backtesting, I have the following code, I wonder how to get the underlying...
Li started the discussion Is "US Fundamental Data - Morningstar" point-in-time data?
Is "US Fundamental Data - Morningstar" point-in-time data?
Li started the discussion Is it possible use Chinese commodity futures as custom data in Lean?
is it possible use Chinese commodity futures as custom data in Lean?and use future chain api to...
-0.201Net Profit
10.864PSR
-0.03Sharpe Ratio
-0.024Alpha
0.155Beta
-0.202CAR
2.8Drawdown
0Loss Rate
18Parameters
0Security Types
-0.048Sortino Ratio
0Tradeable Dates
12Trades
-0.006Treynor Ratio
0Win Rate
Li started the discussion In FineFundamentalFunction, how to pick stocks with criteria such as eps >0 for three consecutive years.
Hi, there.
Li started the discussion Why the MyEqualWeightingPortfolioConstructionModel only triggered once?
Hi, there.
Li started the discussion How to get FutureContract object or underlying from a Symbol object?
When operating futures backtesting, I have the following code, I wonder how to get the underlying...
Li started the discussion Is "US Fundamental Data - Morningstar" point-in-time data?
Is "US Fundamental Data - Morningstar" point-in-time data?
Li started the discussion Is it possible use Chinese commodity futures as custom data in Lean?
is it possible use Chinese commodity futures as custom data in Lean?and use future chain api to...
Li left a comment in the discussion Why the MyEqualWeightingPortfolioConstructionModel only triggered once?
this is the backtest result.
Li left a comment in the discussion Want to use InsightWeighted Portfolio Construction model, with rebalancing disabled.
I wonder if using self.Schedule.On(self.DateRules.MonthStart(self.spy),...
Li left a comment in the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
Same problem.
Li left a comment in the discussion Buy stock when there is insight up, no rebalance. However, it doesn't work as expected
Same problem.
Li started the discussion When we use self.AddData to add my custom data. How to differentiate if this data is stock or futures by Lean?
When we use self.AddData to add my custom data. How to differentiate if this data is stock or...
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Li left a comment in the discussion Why the MyEqualWeightingPortfolioConstructionModel only triggered once?
The DetermineTargetPercent method in MyEqualWeightingPortfolioConstructionModel is only triggered...
1 years ago