cover
  • Profile
  • Backtests
  • Community

Biography

I'm a petroleum engineer working in the Middle East. I love programming, automation and trading, and found QuantConnect to be a great option to develop and run some of my systems. The plan is to ultimately have >10 uncorrelated strategies running simultaneously, to increase return and reduce drawdowns on my family accounts, hopefully making money most months.

Trader profile:
- Multi-Strategy. I don't believe in 'buy and hold', as it assumes the assets will grow over my investment lifetime (this is BS assumption). I believe in allocating my capital instead to multiple uncorrelated *robust* strategies with clear positive expectancy.
Positive expectancy should be assured by capturing basic edges based on human behavior such as buying fear/selling greed (mean reversion) or jumping on markets when exhibiting herd behavior (Trend following). No data mining/machine learning/pattern recognition or systems that require constant tweaking or optimisation.

- Multi-System:
* RightEdge + CSI data for futures/CFD trend following + mean reversion strategy over 60 markets. Manual execution - 10 min per day activity
* RightEdge + Yahoo data for simple ETF momentum and volatility strategies. Manual execution - 10 min per month activity
* [Developing] QuantConnect for stock porfolio strategies (Mean reversion + trend following) with automated execution

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 (0)

View More

Community

View More

Carlos started the discussion Futures nominal value question

Hi!

3 years ago

Carlos started the discussion How to loop through my open positions?

Good afternoon,

7 years ago

Carlos left a comment in the discussion How to loop through my open positions?

Excellent! Many thanks :-)

7 years ago

Carlos left a comment in the discussion How to loop through my open positions?

Many Thanks for your quick reply Alexandre!

7 years ago

Carlos left a comment in the discussion Princeton-QuantConnect Algorithmic Trading Workshop

Upvote

8 years ago

Carlos started the discussion Futures nominal value question

Hi!

3 years ago

Carlos started the discussion How to loop through my open positions?

Good afternoon,

7 years ago

Carlos left a comment in the discussion How to loop through my open positions?

Excellent! Many thanks :-)

7 years ago

Carlos left a comment in the discussion How to loop through my open positions?

Many Thanks for your quick reply Alexandre!

7 years ago

Carlos left a comment in the discussion Princeton-QuantConnect Algorithmic Trading Workshop

Upvote

8 years ago

Carlos left a comment in the discussion Buying and holding a leveraged S&P 500 ETF such as UPRO

I have backtested a simple strategy shorting both the inverse leveraged ETF of SP500 and 20 year...

8 years ago

Carlos left a comment in the discussion Momentum Model

Brian, Check out these...

8 years ago

Carlos left a comment in the discussion Can I develop using Visual Studio with free account?

I'm amazed at such a fast response. Many thanks Jared!

8 years ago