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Biography

I focus on making systematic trading systems for crypto asset markets. On the side, I research long term valuation models for crypto assets. I encourage anyone interested by trading or long term investing (with rational reasons) in crypto assets to message me. If you are based in or visit Paris (France), we can plan a in-person meeting.

Activity on QuantConnect

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Public Backtests (11)

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Creative Fluorescent Yellow Seahorse

1222.741Net Profit

2.119Sharpe Ratio

0.001Alpha

108.996Beta

515.119CAR

58.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

518Tradeable Dates

1Trades

0.014Treynor Ratio

0Win Rate

Crying Yellow Gaur

295.85Net Profit

1.889Sharpe Ratio

0.589Alpha

0.794Beta

640.45CAR

54.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

250Tradeable Dates

3Trades

2.321Treynor Ratio

0Win Rate

Swimming Light Brown Lemur

295.85Net Profit

1.889Sharpe Ratio

0.001Alpha

134.056Beta

640.45CAR

54.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

250Tradeable Dates

3Trades

0.014Treynor Ratio

0Win Rate

Upgraded Fluorescent Yellow Dolphin

725.327Net Profit

1.987Sharpe Ratio

0.032Alpha

108.113Beta

495.44CAR

58.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

431Tradeable Dates

1Trades

0.014Treynor Ratio

0Win Rate

Hyper-Active Light Brown Dinosaur

239.579Net Profit

1.722Sharpe Ratio

-0.029Alpha

106.277Beta

389.853CAR

58.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

280Tradeable Dates

1Trades

0.013Treynor Ratio

0Win Rate


Community

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Benjamin started the discussion Multiple algorithmic systems live trading

Dear all,

6 years ago

Benjamin started the discussion Crypto Asset BTCEUR Long-Only MA Crossover with Trailing Stop

Dear all,Please find attach the backtest with the code on the following strategy: long-only moving...

6 years ago

Benjamin started the discussion OnOrderEvent(self, event) not working

Dear all,

6 years ago

Benjamin started the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"

Dear all,

6 years ago

Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

When using the algorithmic lab, click on the API tab. Then, search for "marketorder". You...

6 years ago

Creative Fluorescent Yellow Seahorse

1222.741Net Profit

2.119Sharpe Ratio

0.001Alpha

108.996Beta

515.119CAR

58.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

518Tradeable Dates

1Trades

0.014Treynor Ratio

0Win Rate

Crying Yellow Gaur

295.85Net Profit

1.889Sharpe Ratio

0.589Alpha

0.794Beta

640.45CAR

54.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

250Tradeable Dates

3Trades

2.321Treynor Ratio

0Win Rate

Swimming Light Brown Lemur

295.85Net Profit

1.889Sharpe Ratio

0.001Alpha

134.056Beta

640.45CAR

54.4Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

250Tradeable Dates

3Trades

0.014Treynor Ratio

0Win Rate

Upgraded Fluorescent Yellow Dolphin

725.327Net Profit

1.987Sharpe Ratio

0.032Alpha

108.113Beta

495.44CAR

58.3Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

431Tradeable Dates

1Trades

0.014Treynor Ratio

0Win Rate

Hyper-Active Light Brown Dinosaur

239.579Net Profit

1.722Sharpe Ratio

-0.029Alpha

106.277Beta

389.853CAR

58.2Drawdown

0Loss Rate

1Security Types

0Sortino Ratio

280Tradeable Dates

1Trades

0.013Treynor Ratio

0Win Rate

Dancing Violet Alligator

1995.534Net Profit

2.181Sharpe Ratio

0.567Alpha

0.44Beta

304.381CAR

37.8Drawdown

57Loss Rate

1Security Types

1.2737071784795Sortino Ratio

794Tradeable Dates

43Trades

2.465Treynor Ratio

43Win Rate

Hipster Black Mosquito

1995.534Net Profit

2.181Sharpe Ratio

0.567Alpha

0.44Beta

304.381CAR

37.8Drawdown

57Loss Rate

1Security Types

1.2737071784795Sortino Ratio

794Tradeable Dates

43Trades

2.465Treynor Ratio

43Win Rate

Crawling Fluorescent Pink Gaur

1657.579Net Profit

2.052Sharpe Ratio

0.505Alpha

0.448Beta

273.624CAR

39.5Drawdown

55Loss Rate

1Security Types

0.89877740447024Sortino Ratio

793Tradeable Dates

41Trades

2.303Treynor Ratio

45Win Rate

Ugly Apricot Parrot

1242.308Net Profit

2.013Sharpe Ratio

0.437Alpha

0.473Beta

244.802CAR

39.5Drawdown

55Loss Rate

1Security Types

0.89877740447024Sortino Ratio

765Tradeable Dates

40Trades

2.046Treynor Ratio

45Win Rate

Crying Orange Mule

1657.579Net Profit

2.057Sharpe Ratio

0.507Alpha

0.448Beta

276.127CAR

39.5Drawdown

55Loss Rate

1Security Types

0.89877740447024Sortino Ratio

789Tradeable Dates

41Trades

2.315Treynor Ratio

45Win Rate

Emotional Fluorescent Yellow Anguilline

1657.579Net Profit

2.059Sharpe Ratio

0.508Alpha

0.448Beta

276.759CAR

39.5Drawdown

55Loss Rate

1Security Types

0.89877740447024Sortino Ratio

788Tradeable Dates

41Trades

2.318Treynor Ratio

45Win Rate

Benjamin started the discussion Multiple algorithmic systems live trading

Dear all,

6 years ago

Benjamin started the discussion Crypto Asset BTCEUR Long-Only MA Crossover with Trailing Stop

Dear all,Please find attach the backtest with the code on the following strategy: long-only moving...

6 years ago

Benjamin started the discussion OnOrderEvent(self, event) not working

Dear all,

6 years ago

Benjamin started the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"

Dear all,

6 years ago

Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

When using the algorithmic lab, click on the API tab. Then, search for "marketorder". You...

6 years ago

Benjamin left a comment in the discussion [Update] Crypto-Currency & Decimalized Orders

What is your error? I guess you must have this error: "Runtime Error: Trying to perform a...

6 years ago

Benjamin left a comment in the discussion Algo: Coins, RSI

Hi Warren! Thank you for presenting your algorithm. When I have time, I will try to reproduce it in...

6 years ago

Benjamin left a comment in the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"

Thank you Jared for confirming that stop limit orders are not available on GDAX yet due to their...

6 years ago

Benjamin left a comment in the discussion OnOrderEvent(self, event) not working

Thank you QuantTrader, you were right, I indeed had an indentation problem. 

6 years ago

Benjamin left a comment in the discussion BTCEUR backtesting possible?

See the follwing link for a start of a MA crossover strategy:

6 years ago