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Biography

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.


Public Backtests (1)

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Alert Black Bee

1.198Net Profit

51.907PSR

1.023Sharpe Ratio

0Alpha

0Beta

0.239CAR

0.3Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

1259Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate


Community

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Micheal started the discussion Indexing a RollingWindow

Good day Everyone,

4 years ago

Micheal left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

@Jing Wu: I see you had to liquidate the first and second assets before selling and buying them,...

4 years ago

Micheal left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

@Jing Wu: By stating that we short, do you mean short-selling?

4 years ago

Alert Black Bee

1.198Net Profit

51.907PSR

1.023Sharpe Ratio

0Alpha

0Beta

0.239CAR

0.3Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

1259Tradeable Dates

1Trades

0Treynor Ratio

0Win Rate

Micheal started the discussion Indexing a RollingWindow

Good day Everyone,

4 years ago

Micheal left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

@Jing Wu: I see you had to liquidate the first and second assets before selling and buying them,...

4 years ago

Micheal left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

@Jing Wu: By stating that we short, do you mean short-selling?

4 years ago