Mikko M
Quant
Date Joined
8th February, 2016
Bootcamp progress
3% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2019-09-30 18:36:13
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-08-14 22:39:19
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2019-11-21 14:03:27
Cloner
Clone at least 100 algorithms from the community.
2021-02-19 15:24:42
C# Programming
Choose C# as your preferred programming language.
2019-08-14 11:15:27
Python Programming
Choose Python as your preferred programming language.
2019-02-27 09:38:16
Popular
Receive at least 10 upvotes from different users in the community.
2022-06-11 16:27:23
Alpha Streams Developer
Have at least 1 Alpha Stream submission approved.
2020-01-16 23:48:05
Alpha Streams Artisan
Have at least 3 Alpha Stream submissions approved.
2020-01-20 17:59:21
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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 More4385.07Net Profit
64.431PSR
1.256Sharpe Ratio
0.287Alpha
0.252Beta
33.953CAR
29Drawdown
-0.88Loss Rate
26Parameters
1Security Types
1.713Sortino Ratio
3274Tradeable Dates
1152Trades
1.236Treynor Ratio
1.61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
233Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreMikko started the discussion Are filters required for alpha market strategies (for example PSR) realistic?
There are certain rules (like > 80% PSR) that are required for alpha market strategies for...
Mikko left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
It's also important to note that they are FAANGs for a reason - they are some of the most valuable,...
Mikko started the discussion History for cryptos returs different symbols than asked
When I add cptypto symbols, for example "BTCUSD", I get back a symbol with the same name.
Mikko started the discussion Correct way to emit weekly insights
I'm rebalancing my portfolio every week and I'm using the algorithm framework.
4385.07Net Profit
64.431PSR
1.256Sharpe Ratio
0.287Alpha
0.252Beta
33.953CAR
29Drawdown
-0.88Loss Rate
26Parameters
1Security Types
1.713Sortino Ratio
3274Tradeable Dates
1152Trades
1.236Treynor Ratio
1.61Win Rate
0Net Profit
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
233Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Mikko started the discussion Are filters required for alpha market strategies (for example PSR) realistic?
There are certain rules (like > 80% PSR) that are required for alpha market strategies for...
Mikko left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Here is a version that dynamically selects top 10 gained (ROC 252) tech companies instead of...
Mikko left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
It's also important to note that they are FAANGs for a reason - they are some of the most valuable,...
Mikko started the discussion History for cryptos returs different symbols than asked
When I add cptypto symbols, for example "BTCUSD", I get back a symbol with the same name.
Mikko started the discussion Correct way to emit weekly insights
I'm rebalancing my portfolio every week and I'm using the algorithm framework.
Mikko left a comment in the discussion How to capture open price
Utilize scheduled functions ie. in init use:
Mikko left a comment in the discussion Ray Dalio's All Weather Strategy
For anyone interested in this, it's also worth exploring other fixed portfolios. Some examples:
Mikko left a comment in the discussion Semi-Constant Rebalanced Portfolio (SCRP)
Hi Kamer,
Mikko left a comment in the discussion Correct way to emit weekly insights
That is almost exactly what I need, thanks for that!
Mikko started the discussion Continuous futures?
Is there any ETA on continuous futures support?
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Mikko left a comment in the discussion Intersection of ROC comparison using OUT_DAY approach
Here is a version that dynamically selects top 10 gained (ROC 252) tech companies instead of...
3 years ago