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Biography

Aspiring Quant working a 9-5 in structured products.

Activity on QuantConnect

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Public Backtests (3)

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Pensive Apricot Bear

755.542Net Profit

63.343PSR

1.12Sharpe Ratio

0Alpha

0Beta

34.492CAR

38.6Drawdown

-1.74Loss Rate

0Parameters

0Security Types

0Tradeable Dates

577Trades

0Treynor Ratio

2.62Win Rate

Focused Blue Galago

191.135Net Profit

75.371PSR

1.367Sharpe Ratio

0Alpha

0Beta

42.79CAR

17.9Drawdown

-1.64Loss Rate

123Parameters

0Security Types

0Tradeable Dates

258Trades

0Treynor Ratio

2.6Win Rate

Pensive Apricot Rat

25.778Net Profit

14.221PSR

0.423Sharpe Ratio

-0.011Alpha

1.019Beta

8.687CAR

41.9Drawdown

-0.44Loss Rate

155Parameters

0Security Types

0.422Sortino Ratio

0Tradeable Dates

1148Trades

0.102Treynor Ratio

0.31Win Rate


Community

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Miguel left a comment in the discussion Live Trading for Multiple Algorithms

Hopping on the wagon here, any updates? This is definitely a feature I would love to have.!

2 years ago

Miguel started the discussion Attempting to pull Option Contract List within a loop

Hello, 

3 years ago

Miguel started the discussion Pulling History for Manually added tickers within an algo using the CoarseFine Universe selection model

Hello QC,

3 years ago

Miguel started the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas

Hello,

3 years ago

Miguel started the discussion Remove Series from Existing Chart

Hello All,

3 years ago

Pensive Apricot Bear

755.542Net Profit

63.343PSR

1.12Sharpe Ratio

0Alpha

0Beta

34.492CAR

38.6Drawdown

-1.74Loss Rate

0Parameters

0Security Types

0Tradeable Dates

577Trades

0Treynor Ratio

2.62Win Rate

Focused Blue Galago

191.135Net Profit

75.371PSR

1.367Sharpe Ratio

0Alpha

0Beta

42.79CAR

17.9Drawdown

-1.64Loss Rate

123Parameters

0Security Types

0Tradeable Dates

258Trades

0Treynor Ratio

2.6Win Rate

Pensive Apricot Rat

25.778Net Profit

14.221PSR

0.423Sharpe Ratio

-0.011Alpha

1.019Beta

8.687CAR

41.9Drawdown

-0.44Loss Rate

155Parameters

0Security Types

0.422Sortino Ratio

0Tradeable Dates

1148Trades

0.102Treynor Ratio

0.31Win Rate

Miguel left a comment in the discussion Live Trading for Multiple Algorithms

Hopping on the wagon here, any updates? This is definitely a feature I would love to have.!

2 years ago

Miguel started the discussion Attempting to pull Option Contract List within a loop

Hello, 

3 years ago

Miguel started the discussion Pulling History for Manually added tickers within an algo using the CoarseFine Universe selection model

Hello QC,

3 years ago

Miguel started the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas

Hello,

3 years ago

Miguel started the discussion Remove Series from Existing Chart

Hello All,

3 years ago

Miguel started the discussion Algo not shorting when expected

Hi all,

3 years ago

Miguel left a comment in the discussion Remove Series from Existing Chart

Hi Varad,

3 years ago

Miguel left a comment in the discussion Implementing Black-Litterman Port Construction with EMA, SMA and MACD Alphas

Hi Shile Wen,

3 years ago

Miguel left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Hi Kamal, do you have a backtest or code for the above? 

3 years ago

Miguel left a comment in the discussion Risk Management Models and Insights

Hi Derek,

3 years ago

Miguel left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

Hello,

3 years ago

Miguel started the discussion How do I actually run my alto through the lean engine on a local device?

Hi,

4 years ago