Michael Boguslaw
Quant
Date Joined
15th March, 2020
Bootcamp progress
8% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-04-11 21:11:12
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-04-08 17:56:12
Cloner
Clone at least 100 algorithms from the community.
2020-07-28 17:08:12
Python Programming
Choose Python as your preferred programming language.
2020-03-15 21:22:56
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-03-16 02:12:46
- Profile
- Backtests
- Community
Biography
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 More9.206Net Profit
12.849PSR
0.764Sharpe Ratio
0.01Alpha
0.011Beta
1.479CAR
2.1Drawdown
0Loss Rate
2Parameters
1Security Types
1.727Sortino Ratio
0Tradeable Dates
10001Trades
0.907Treynor Ratio
0.01Win Rate
Community
View MoreMichael started the discussion Backtest stalls after a few years
Why does my backtest get stuck after a few years? How can I prevent this?
Michael started the discussion Using the Add Library Feature
I have been experiencing difficulty with the Add Library feature. After I create a new library, I...
Michael started the discussion What does self.SetRebalancingFunc()
I was wondering what exactly self.SetRebalancingFunc(rebalancingFunc) does for Portfolio...
Michael started the discussion Portfolio Properties
Hi everyone. Could someone please explain the differences betweent he following portfolio...
Michael started the discussion Issues filling orders using SetHoldings with PortfolioTargets
I have been having issues filling orders using SetHoldings with PortfolioTargets. I am frequently...
9.206Net Profit
12.849PSR
0.764Sharpe Ratio
0.01Alpha
0.011Beta
1.479CAR
2.1Drawdown
0Loss Rate
2Parameters
1Security Types
1.727Sortino Ratio
0Tradeable Dates
10001Trades
0.907Treynor Ratio
0.01Win Rate
Michael started the discussion Backtest stalls after a few years
Why does my backtest get stuck after a few years? How can I prevent this?
Michael started the discussion Using the Add Library Feature
I have been experiencing difficulty with the Add Library feature. After I create a new library, I...
Michael started the discussion What does self.SetRebalancingFunc()
I was wondering what exactly self.SetRebalancingFunc(rebalancingFunc) does for Portfolio...
Michael started the discussion Portfolio Properties
Hi everyone. Could someone please explain the differences betweent he following portfolio...
Michael started the discussion Issues filling orders using SetHoldings with PortfolioTargets
I have been having issues filling orders using SetHoldings with PortfolioTargets. I am frequently...
Michael started the discussion Speeding Up Universe Selection
I was wondering if anyone had any tips on how to speed up universe selection.
Michael started the discussion ForwardPERatio is always 0
Here is my FineFilter function:
Michael started the discussion Negative PE Ratio
Hi everyone. I would like to find stocks that have negative PE ratios. For somereason, my current...
Michael started the discussion Stop Loss and Limit Order
I am trying to use a stop loss and limit order, but for some reason they are being canceled the...
Michael started the discussion IB Brokerage Model
I noticed that the IB brokerage model chages fees for stock trades, however it seems to me that...
Michael started the discussion Fundamental Factor Long Short Strategy
https://www.quantconnect.com/tutorials/strategy-library/fundamental-factor-long-short-strategyI...
Michael started the discussion Recreating PERatio
I am trying to recreate the PERatio formula the way it is implemented by QuantConnect in...
Michael started the discussion Universe Selection in Research Notebook Environment
I was wondering if Universe Selection in Research Notebook Environment is possible
Michael started the discussion Get Fundamentals with Dictionary Like Notation
Is it possible to retrieve fundamental data using dictionary like notation. For example, instead of
Michael started the discussion How can I select all ETFs during universe selection?
How can I select all ETFs during universe selection?
Michael left a comment in the discussion Negative PE Ratio
I am trying to recreate the PERatio formula the way it is implemented by QuantConnect in...
Michael left a comment in the discussion ForwardPERatio is always 0
Here is a backtest demonstrating the lack of ForwardPERatios
Michael left a comment in the discussion Speeding Up Universe Selection
Okay, I will stick with Universe.Unchanged.
Michael left a comment in the discussion Negative PE Ratio
Why is it null if it is negative? Is a negative PE ratio not a valuable piece of information? (I am...
Michael left a comment in the discussion Ray Dalio's All Weather Strategy
I backtested this without using leveraged (i.e. leverage = 1). The return was around 8% annually....
QuantConnect™ 2024. All Rights Reserved
Michael left a comment in the discussion Expected Idiosyncratic Skewness Strategy Using Fama-French Three-Factor Model
When I try to run this code, I get the following error:
4 years ago