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.
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,
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?
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,
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,...
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?
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