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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 (360)

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Well Dressed Apricot Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Orange Fox

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6260Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Asparagus Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

1229Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Green Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Brown Jackal

-7.969Net Profit

0.072PSR

-2.808Sharpe Ratio

-0.056Alpha

-0.247Beta

-4.977CAR

8.1Drawdown

71Loss Rate

0Parameters

3Security Types

-3.245Sortino Ratio

420Tradeable Dates

14Trades

0.358Treynor Ratio

29Win Rate


Community

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Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM

Incorrect bid price on 2024-02-27 at 7:17 PM UTC

11 days ago

Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020

Issue perists

15 days ago

Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM

Missing data from Jan 24th to March 7th

1 months ago

Alexandre left a comment in the discussion Factor Sector Rotation with Kavout

Hi!

1 months ago

Alexandre left a comment in the discussion SPX Options Revisited

Hi Cameron Tousi ,

2 months ago

Well Dressed Apricot Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Red Orange Fox

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

6260Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Asparagus Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

1229Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Green Goat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Brown Jackal

-7.969Net Profit

0.072PSR

-2.808Sharpe Ratio

-0.056Alpha

-0.247Beta

-4.977CAR

8.1Drawdown

71Loss Rate

0Parameters

3Security Types

-3.245Sortino Ratio

420Tradeable Dates

14Trades

0.358Treynor Ratio

29Win Rate

Calm Apricot Dogfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

3318Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Tan Owlet

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Muscular Yellow Lion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Focused Fluorescent Orange Jaguar

0.172Net Profit

81.748PSR

-110.95Sharpe Ratio

-0.054Alpha

0.005Beta

0.114CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

-131.071Sortino Ratio

379Tradeable Dates

1Trades

-11.101Treynor Ratio

0Win Rate

Swimming Red Camel

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Orange Chinchilla

0.174Net Profit

82.621PSR

-110.852Sharpe Ratio

-0.054Alpha

0.005Beta

0.116CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

-130.44Sortino Ratio

378Tradeable Dates

1Trades

-11.097Treynor Ratio

0Win Rate

Pensive Sky Blue Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

459Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Blue Panda

0.174Net Profit

82.621PSR

-110.852Sharpe Ratio

-0.054Alpha

0.005Beta

0.116CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

-130.44Sortino Ratio

378Tradeable Dates

1Trades

-11.097Treynor Ratio

0Win Rate

Ugly Asparagus Parrot

29.585Net Profit

67.939PSR

0.797Sharpe Ratio

-0.026Alpha

0.749Beta

18.854CAR

10Drawdown

0Loss Rate

0Parameters

1Security Types

1.029Sortino Ratio

378Tradeable Dates

3Trades

0.097Treynor Ratio

0Win Rate

Energetic Violet Monkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

1736Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Black Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Yellow Elephant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

199Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Brown Armadillo

2.207Net Profit

19.347PSR

-0.126Sharpe Ratio

-0.032Alpha

0.07Beta

2.796CAR

20.6Drawdown

33Loss Rate

0Parameters

2Security Types

-0.16Sortino Ratio

205Tradeable Dates

17Trades

-0.304Treynor Ratio

67Win Rate

Casual Tan Albatross

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

1196Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Asparagus Mule

31.915Net Profit

73.931PSR

0.937Sharpe Ratio

-0.024Alpha

0.747Beta

20.153CAR

10.1Drawdown

0Loss Rate

0Parameters

1Security Types

1.256Sortino Ratio

379Tradeable Dates

3Trades

0.115Treynor Ratio

0Win Rate

Pensive Green Fish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Violet Bison

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security 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

Alert Yellow Elephant

-7.877Net Profit

0.184PSR

-0.074Sharpe Ratio

-0.099Alpha

1.042Beta

-1.257CAR

50.1Drawdown

-0.04Loss Rate

0Parameters

0Security Types

0Tradeable Dates

52369Trades

-0.014Treynor Ratio

0.04Win 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

Smooth Brown Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

673Tradeable 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

Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM

Incorrect bid price on 2024-02-27 at 7:17 PM UTC

11 days ago

Alexandre left a comment in the discussion 6J16H20, Minute The issue starts from Mar 1st, 2020; and continues until Mar 30th, 2020

Issue perists

15 days ago

Alexandre left a comment in the discussion ETHUSDT, Daily The issue starts from Sep 23rd, 2024 12:00 AM; and continues until Sep 26th, 2024 12:00 AM

Missing data from Jan 24th to March 7th

1 months ago

Alexandre left a comment in the discussion Factor Sector Rotation with Kavout

Hi!

1 months ago

Alexandre left a comment in the discussion SPX Options Revisited

Hi Cameron Tousi ,

2 months ago

Alexandre left a comment in the discussion How can I pull most active stocks from my alpaca paper trading account

Hi Manoj Kandlikar ,

2 months ago

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

Hello QuantConnect Community!

11 months ago

Alexandre started the discussion Equity Fill Model Changes

Dear QuantConnect Community,

1 years ago

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

Dear QuantConnec Community,

1 years 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 Futures "bracket order" example

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

6 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...

6 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!...

6 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 Moving Average Cross in Python

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

8 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 Odd lot

Odd lot is an issue for me here in Brazil.

9 years ago

Alexandre started the discussion TradeBarConsolidator

Hi guys,

9 years ago