Miguel Pascual
Quant
Date Joined
11th May, 2019
Bootcamp progress
0% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-07-09 07:50:32
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-06-15 03:39:15
C# Programming
Choose C# as your preferred programming language.
2019-05-11 23:55:03
Python Programming
Choose Python as your preferred programming language.
2019-06-26 00:47:23
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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 (2)
View More15.2244PSR
21Parameters
1Security Types
0Tradeable Dates
37.257Net Profit
0.929Sharpe Ratio
-0.039Alpha
6.115Beta
8.233CAR
13.7Drawdown
9Loss Rate
7Parameters
1Security Types
12.3568Sortino Ratio
1006Tradeable Dates
26Trades
0.014Treynor Ratio
91Win Rate
Community
View MoreMiguel started the discussion A Flawed Implementation of PE Ratio Anomaly
One of the samples in the Strategy Library is the PE Ratio Anomaly based on Persson/Stahlberg.
Miguel started the discussion OnSecuritiesChange and Order of Execution
Hello,
Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly
Hi Alethea,
Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly
Hi Alethea!
15.2244PSR
21Parameters
1Security Types
0Tradeable Dates
37.257Net Profit
0.929Sharpe Ratio
-0.039Alpha
6.115Beta
8.233CAR
13.7Drawdown
9Loss Rate
7Parameters
1Security Types
12.3568Sortino Ratio
1006Tradeable Dates
26Trades
0.014Treynor Ratio
91Win Rate
Miguel started the discussion A Flawed Implementation of PE Ratio Anomaly
One of the samples in the Strategy Library is the PE Ratio Anomaly based on Persson/Stahlberg.
Miguel started the discussion OnSecuritiesChange and Order of Execution
Hello,
Miguel left a comment in the discussion OnSecuritiesChange and Order of Execution
Alexandre,
Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly
Hi Alethea,
Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly
Hi Alethea!
Miguel left a comment in the discussion Trading with alpaca
According to Alpaca documentation, live data from polygon is not provided unless you're using a...
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Miguel left a comment in the discussion OnSecuritiesChange and Order of Execution
Alexandre,
5 years ago