Michael Hofer
Quant
Date Joined
23rd September, 2024
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2024-10-14 03:32:39
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-09-24 14:32:33
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2024-11-01 09:31:04
Python Programming
Choose Python as your preferred programming language.
2024-09-23 20:28:39
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Activity on QuantConnect
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Public Backtests (3)
View More760.818Net Profit
98.2PSR
7.899Sharpe Ratio
0Alpha
0Beta
1111.463CAR
36.9Drawdown
56Loss Rate
0Parameters
2Security Types
16.747Sortino Ratio
0Tradeable Dates
1153Trades
0Treynor Ratio
44Win Rate
459.407Net Profit
44.655PSR
0.941Sharpe Ratio
0.058Alpha
0.68Beta
18.61CAR
19Drawdown
-0.41Loss Rate
0Parameters
0Security Types
2537Tradeable Dates
1475Trades
0.181Treynor Ratio
0.55Win Rate
45.502Net Profit
64.438PSR
1.024Sharpe Ratio
0Alpha
0Beta
13.316CAR
8.5Drawdown
-0.56Loss Rate
0Parameters
0Security Types
0Tradeable Dates
218Trades
0Treynor Ratio
0.74Win Rate
Community
View MoreMichael left a comment in the discussion Piotroski F-Score Investing
Very Interesting Fundamental Strategy,
760.818Net Profit
98.2PSR
7.899Sharpe Ratio
0Alpha
0Beta
1111.463CAR
36.9Drawdown
56Loss Rate
0Parameters
2Security Types
16.747Sortino Ratio
0Tradeable Dates
1153Trades
0Treynor Ratio
44Win Rate
459.407Net Profit
44.655PSR
0.941Sharpe Ratio
0.058Alpha
0.68Beta
18.61CAR
19Drawdown
-0.41Loss Rate
0Parameters
0Security Types
2537Tradeable Dates
1475Trades
0.181Treynor Ratio
0.55Win Rate
45.502Net Profit
64.438PSR
1.024Sharpe Ratio
0Alpha
0Beta
13.316CAR
8.5Drawdown
-0.56Loss Rate
0Parameters
0Security Types
0Tradeable Dates
218Trades
0Treynor Ratio
0.74Win Rate
Michael left a comment in the discussion Expected Idiosyncratic Skewness
Finally after i had some free time i could realize an Idea i had to replace the fama-french factors...
Michael left a comment in the discussion Piotroski F-Score Investing
Very Interesting Fundamental Strategy,
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Michael left a comment in the discussion Expected Idiosyncratic Skewness
Finally after i had some free time i could realize an Idea i had to replace the fama-french factors...
22 days ago