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Biography

I got my degree in Meteorology from the Physics Department of the Faculty of Science of the University of Lisbon in 2006 and spent the following years working on Climate and Meteorology models. After 13 years of Meteorology, I decided to use my knowledge of physics, math, and programming in the stock markets. In 2015, I found QuantConnect, started to contribute to Lean and became part of the team in 2016. At the moment, I continue to contribute to Lean, focusing on Python integration and implementing features at QCAlgorithm level to make quants' life easier. On top of that, I belong to QC Support Team.

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 (342)

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Hipster Yellow Green Butterfly

5.805Net Profit

47.45PSR

-1.03Sharpe Ratio

-0.041Alpha

0.129Beta

3.823CAR

3.1Drawdown

0Loss Rate

4Parameters

1Security Types

-1.345Sortino Ratio

0Tradeable Dates

1Trades

-0.22Treynor Ratio

0Win Rate

Energetic Apricot Cow

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

2Security Types

0Sortino Ratio

4834Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Fluorescent Yellow Gaur

9.5Net Profit

31.726PSR

-0.104Sharpe Ratio

-0.046Alpha

0.348Beta

6.247CAR

8Drawdown

0Loss Rate

4Parameters

1Security Types

-0.12Sortino Ratio

375Tradeable Dates

1Trades

-0.021Treynor Ratio

0Win Rate

Energetic Blue Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Sky Blue Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Alexandre left a comment in the discussion LeanAPI Request Due to Email Bounce Issue

Hi Mitul Shah ,

18 days ago

Alexandre left a comment in the discussion QQQ, Daily The issue starts from Oct 21st, 2021 12:00 AM; and continues until Oct 21st, 2021 11:59 PM

Missing file on 20220825 too:

1 months ago

Alexandre left a comment in the discussion How can I create an access to fetch earning call events details

Hi GoDigital ,

1 months ago

Alexandre left a comment in the discussion Brokerage Info: The version of the application you are running, 1019.2, needs to be upgraded, as it will be desupported on 20250320. The minimum supported version at that time will be 1030.1

Hi!Yuri Lopukhov is correct.The Eng. Team is working on upgrading TWS in the backend to solve this...

1 months ago

Alexandre left a comment in the discussion Algorithm Holdings not matching Brokerage Holdings.

Hi Caleb Eldredge and Ginu K,

1 months ago

Hipster Yellow Green Butterfly

5.805Net Profit

47.45PSR

-1.03Sharpe Ratio

-0.041Alpha

0.129Beta

3.823CAR

3.1Drawdown

0Loss Rate

4Parameters

1Security Types

-1.345Sortino Ratio

0Tradeable Dates

1Trades

-0.22Treynor Ratio

0Win Rate

Energetic Apricot Cow

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

2Security Types

0Sortino Ratio

4834Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Fluorescent Yellow Gaur

9.5Net Profit

31.726PSR

-0.104Sharpe Ratio

-0.046Alpha

0.348Beta

6.247CAR

8Drawdown

0Loss Rate

4Parameters

1Security Types

-0.12Sortino Ratio

375Tradeable Dates

1Trades

-0.021Treynor Ratio

0Win Rate

Energetic Blue Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Sky Blue Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Red Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

2Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Black Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

2Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Brown Caterpillar

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

2Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Asparagus Koala

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Fluorescent Orange Eagle

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

28Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Fluorescent Orange Llama

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

9749Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Yellow Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

9749Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Red Orange Cat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calm Orange Gorilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

483Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Orange Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Dancing Black Bull

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Emotional Fluorescent Pink Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6697Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Blue Salamander

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6696Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Orange Hippopotamus

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Black Anguilline

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Calculating Green Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

8Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Yellow Jackal

0Parameters

1Security Types

890Tradeable Dates

Calculating Sky Blue Snake

0Parameters

1Security Types

890Tradeable Dates

Pensive Apricot Bison

0Parameters

1Security Types

889Tradeable Dates

Smooth Fluorescent Orange Caribou

0Parameters

1Security Types

889Tradeable Dates

Emotional Brown Duck

0Parameters

1Security Types

0Tradeable Dates

Crawling Red Orange Dogfish

0Parameters

1Security Types

0Tradeable Dates

Formal Sky Blue Chimpanzee

0Parameters

1Security Types

633Tradeable Dates

Geeky Brown Goat

0Parameters

1Security Types

125Tradeable Dates

SHARE

0Parameters

2Security Types

1520Tradeable Dates

Alexandre left a comment in the discussion LeanAPI Request Due to Email Bounce Issue

Hi Mitul Shah ,

18 days ago

Alexandre left a comment in the discussion QQQ, Daily The issue starts from Oct 21st, 2021 12:00 AM; and continues until Oct 21st, 2021 11:59 PM

Missing file on 20220825 too:

1 months ago

Alexandre left a comment in the discussion How can I create an access to fetch earning call events details

Hi GoDigital ,

1 months ago

Alexandre left a comment in the discussion Brokerage Info: The version of the application you are running, 1019.2, needs to be upgraded, as it will be desupported on 20250320. The minimum supported version at that time will be 1030.1

Hi!Yuri Lopukhov is correct.The Eng. Team is working on upgrading TWS in the backend to solve this...

1 months ago

Alexandre left a comment in the discussion Algorithm Holdings not matching Brokerage Holdings.

Hi Caleb Eldredge and Ginu K,

1 months ago

Alexandre left a comment in the discussion Brokerage Warning: Order rejected - reason:Exchange is closed..

Hi 李元骏,

1 months ago

Alexandre started the discussion ETHUSDT, Hour The issue starts from Dec 20th, 2022 12:00 AM; and continues until Jan 11th, 2023 12:00 AM

Market: Binance

1 years ago

Alexandre started the discussion Classic Framework Version of Pairs Trading with SMA

Hello QuantConnect Community!

1 years ago

Alexandre started the discussion Equity Fill Model Changes

Dear QuantConnect Community,

2 years ago

Alexandre started the discussion Coinbase Scheduled Downtime on Saturday 4 March 2023

Dear QuantConnec Community,

2 years ago

Alexandre started the discussion Pandas.DataFrame from History method

We have had some questions regarding the structure of the pandas.DataFrame that we get from a...

7 years ago

Alexandre started the discussion [Important] Universe Selection in Python Algorithms

We have made an improvement in the Universe Selection feature that addresses one complaint that...

7 years ago

Alexandre started the discussion Futures "bracket order" example

In this example, we show how to place a combine three orders to emulate the bracket order...

7 years ago

Alexandre started the discussion Lean/QuantConnect Python 3.6 support

We have a patch in the open-source project that changes the python version Lean/QuantConnect...

7 years ago

Alexandre started the discussion Custom indicator in python algorithm

We have added a new feature yesterday: custom indicator for python algorithm.It is quite simple!...

7 years ago

Alexandre started the discussion Portfolio Optimization with Math.NET Numerics

In this example project, we use Math.NET Numerics library to optimize a fictitious...

8 years ago

Alexandre started the discussion Calling Python Experts - Proposed New QC Python API

We want QuantConnect to be a truly multi-language platform - where language is not a barrier to...

8 years ago

Alexandre started the discussion TradeBarConsolidator

Hi guys,

9 years ago

Alexandre started the discussion Moving Average Cross in Python

Here is the Moving Average Cross example from QuantConnect University in Python. We will be...

9 years ago

Alexandre started the discussion Odd lot

Odd lot is an issue for me here in Brazil.

10 years ago

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