Michael Rand
Quant
Date Joined
28th March, 2019
Bootcamp progress
99% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2022-05-20 17:16:03
Python Programming
Choose Python as your preferred programming language.
2019-03-28 23:12:15
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2022-04-17 18:44:03
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2022-04-21 19:33:02
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Public Backtests (1)
View More156.591Net Profit
0.588PSR
0.468Sharpe Ratio
0.018Alpha
0.397Beta
6.201CAR
33.7Drawdown
-0.51Loss Rate
6Parameters
1Security Types
0.562Sortino Ratio
3941Tradeable Dates
7882Trades
0.121Treynor Ratio
0.45Win Rate
Community
View MoreMichael started the discussion Is Fine.MarketCap adjusted for splits or dividends or both?
I'm attempting to replicate Quantitative Momentum, which includes a (fine) universe of all...
Michael started the discussion Futures Boot Camp (#1) - Not working, even with solution
The following code, identical to the solution, does not pass a Submit. Error given: “Looks like...
Michael started the discussion What does the asset limit on Backtest Nodes mean?
I have a B2-8 backtest node with a limit of 500 “assets”. The documentation on Resources says...
Michael started the discussion Is there a bid-ask spread in MarketOnOpen and MarketOnClose order fills? Should there be?
I'm doing some homework on the Overnight Anomaly...
156.591Net Profit
0.588PSR
0.468Sharpe Ratio
0.018Alpha
0.397Beta
6.201CAR
33.7Drawdown
-0.51Loss Rate
6Parameters
1Security Types
0.562Sortino Ratio
3941Tradeable Dates
7882Trades
0.121Treynor Ratio
0.45Win Rate
Michael started the discussion Is Fine.MarketCap adjusted for splits or dividends or both?
I'm attempting to replicate Quantitative Momentum, which includes a (fine) universe of all...
Michael started the discussion Futures Boot Camp (#1) - Not working, even with solution
The following code, identical to the solution, does not pass a Submit. Error given: “Looks like...
Michael started the discussion What does the asset limit on Backtest Nodes mean?
I have a B2-8 backtest node with a limit of 500 “assets”. The documentation on Resources says...
Michael started the discussion Is there a bid-ask spread in MarketOnOpen and MarketOnClose order fills? Should there be?
I'm doing some homework on the Overnight Anomaly...
Michael left a comment in the discussion Is there a bid-ask spread in MarketOnOpen and MarketOnClose order fills? Should there be?
Understood. I guess a cleaner way to ask the “does this model reality” part of the question is...
Michael left a comment in the discussion Dual Momentum with Out Days
Joao Antunes was there a reason why the AUD (FXA) - CHF (FXF) was dropped as an out signal from the...
Michael left a comment in the discussion Is Fine.MarketCap adjusted for splits or dividends or both?
Follow-up: I fixed the selection code to more closely match Fama/French. Now I'm almost spot on for...
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Michael left a comment in the discussion Is there a bid-ask spread in MarketOnOpen and MarketOnClose order fills? Should there be?
Understood. I guess a cleaner way to ask the “does this model reality” part of the question is...
2 years ago