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 OnSecuritiesChange and Order of Execution
Hello,
Miguel left a comment in the discussion A Flawed Implementation of PE Ratio Anomaly
Hi Alethea,
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 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 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 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 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,
4 years ago