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Mikko M

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Mikko M
Created May 6, 2020

Bio

I'm a long term quantitative trader with 20+ years of algo trading and 20+ year experience from IT sector including multiple C-level positions .


Activity

Mikko started the discussion

Are filters required for alpha market strategies (for example PSR) realistic?

4 months ago


Mikko left a comment on Intersection of ROC comparison using OUT_DAY appro...

"Here is a  version that dynamically selects top 10 gained (ROC 252) tech companies instead of using..."

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9 months ago


Mikko left a comment on Intersection of ROC comparison using OUT_DAY appro...

"It's also important to note that they are FAANGs for a reason - they are some of the most valuable, ..."

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9 months ago


Mikko left a comment on How to capture open price

"Utilize scheduled functions ie. in init use:    def Initialize(self):         self.Schedu..."

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2 years ago


Mikko left a comment on Ray Dalio's All Weather Strategy

"For anyone interested in this, it's also worth exploring other fixed portfolios. Some examples:https..."

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2 years ago


Mikko's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 09-30-2019

Backtester

User has made 100+ Backtests

Unlocked: 08-14-2019

Live Trading

Deploy Live Trading Algorithm

Unlocked: 11-21-2019

Cloner

Clone 100+ Algorithms from the Community

Unlocked: 02-19-2021

C# Programming

Prefer C# Programming Language

Unlocked: 08-14-2019

Python Programming

Prefer Python Programming Language

Unlocked: 02-27-2019

Alpha Streams Developer

1 Alpha Stream Approved

Unlocked: 01-16-2020

Alpha Streams Artisan

3 Alpha Streams Approved

Unlocked: 01-20-2020