Mike Kemner
Quant
Date Joined
24th April, 2021
Bootcamp progress
36% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2021-05-24 22:41:43
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-05-11 22:19:44
C# Programming
Choose C# as your preferred programming language.
2021-06-10 02:39:11
Python Programming
Choose Python as your preferred programming language.
2021-04-24 21:29:25
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-04-24 23:35:49
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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 (3)
View More2.54Net Profit
71.167PSR
1.815Sharpe Ratio
0.028Alpha
0.116Beta
9.423CAR
0.9Drawdown
-0.09Loss Rate
0Parameters
0Security Types
11.157Sortino Ratio
72Tradeable Dates
96Trades
0.438Treynor Ratio
0.48Win Rate
-0.045Net Profit
0.541PSR
-10.367Sharpe Ratio
-0.009Alpha
-0.007Beta
-1.167CAR
0Drawdown
-0.01Loss Rate
0Parameters
0Security Types
-17.681Sortino Ratio
9Tradeable Dates
18Trades
1.537Treynor Ratio
0.01Win Rate
-1.363Net Profit
0.007PSR
-5.682Sharpe Ratio
-0.101Alpha
0.116Beta
-21.226CAR
1.6Drawdown
-0.65Loss Rate
8Parameters
0Security Types
-4.899Sortino Ratio
14Tradeable Dates
9Trades
-1.774Treynor Ratio
0.29Win Rate
Community
View MoreMike started the discussion Unable to exercise on higher leg of put spread when I've been assigned early on short leg
I have a Bull Put Credit Spread strategy I'm working with. Under some circumstances the algorithm...
Mike started the discussion Api reference
I'm trying to find the nice API reference to the various c# methods of quantconnect/lean. For the...
Mike started the discussion Constant Fee Model on Option
I'm trying to model SPX with SPY so I want to reduce the commissions to 1/10 of normal. Can someone...
Mike left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Are there any plans to add SPX weeklys or SPXW?
2.54Net Profit
71.167PSR
1.815Sharpe Ratio
0.028Alpha
0.116Beta
9.423CAR
0.9Drawdown
-0.09Loss Rate
0Parameters
0Security Types
11.157Sortino Ratio
72Tradeable Dates
96Trades
0.438Treynor Ratio
0.48Win Rate
-0.045Net Profit
0.541PSR
-10.367Sharpe Ratio
-0.009Alpha
-0.007Beta
-1.167CAR
0Drawdown
-0.01Loss Rate
0Parameters
0Security Types
-17.681Sortino Ratio
9Tradeable Dates
18Trades
1.537Treynor Ratio
0.01Win Rate
-1.363Net Profit
0.007PSR
-5.682Sharpe Ratio
-0.101Alpha
0.116Beta
-21.226CAR
1.6Drawdown
-0.65Loss Rate
8Parameters
0Security Types
-4.899Sortino Ratio
14Tradeable Dates
9Trades
-1.774Treynor Ratio
0.29Win Rate
Mike started the discussion Unable to exercise on higher leg of put spread when I've been assigned early on short leg
I have a Bull Put Credit Spread strategy I'm working with. Under some circumstances the algorithm...
Mike started the discussion Api reference
I'm trying to find the nice API reference to the various c# methods of quantconnect/lean. For the...
Mike started the discussion Constant Fee Model on Option
I'm trying to model SPX with SPY so I want to reduce the commissions to 1/10 of normal. Can someone...
Mike left a comment in the discussion Constant Fee Model on Option
Apologies for the sloppy indentation. I was trying to reduce the code to just the problem and...
Mike left a comment in the discussion Cash Indices: SPX, NDX, RUT and MID are available?
Are there any plans to add SPX weeklys or SPXW?
Mike left a comment in the discussion No data loaded for [symbol] because there was no tradeable dates for this security
Thanks for the reply Varad kabade, Is there a way to detect this before it happens when the market...
Mike left a comment in the discussion No data loaded for [symbol] because there was no tradeable dates for this security
Sorry to resurrect an old thread but can you elaborate on this? Is the data missing due to it not...
Mike left a comment in the discussion Unable to exercise on higher leg of put spread when I've been assigned early on short leg
Thank you both for looking at it. I don't think I was the first to run into the issue as I searched...
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Mike left a comment in the discussion Constant Fee Model on Option
Apologies for the sloppy indentation. I was trying to reduce the code to just the problem and...
3 years ago