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Louis

Quant

Date Joined

28th December, 2016

Bootcamp progress

91% Complete

Achievements

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Algorithm Sharing

Share an algorithm with the community by making your algorithm public.

2020-09-22 11:37:59
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Backtester

Run at least 100 backtests on QuantConnect's cloud.

2020-09-17 10:01:54
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Live Trading

Deploy a live trading algorithm using one of QuantConnect's supported brokerages.

2020-12-21 19:12:23
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C# Programming

Choose C# as your preferred programming language.

2021-05-14 09:03:25
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Python Programming

Choose Python as your preferred programming language.

2018-11-25 22:21:18
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Popular

Receive at least 10 upvotes from different users in the community.

2020-10-30 14:18:35
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Boot Camp Private

Complete a beginner bootcamp in the algorithm lab.

2020-08-13 16:12:29
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Boot Camp Corporal

Complete an advanced bootcamp in the algorithm lab.

2020-08-18 16:38:36
  • Profile
  • Backtests
  • Community

Biography

I am Louis and I have a passion for options, trading, and computer science. Algorithmic trading is a great way to combine these things.

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 (61)

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Dancing Orange Salmon

30.522Net Profit

27.947PSR

0.824Sharpe Ratio

0.027Alpha

0.039Beta

4.471CAR

7.5Drawdown

-0.32Loss Rate

4Parameters

0Security Types

2223Tradeable Dates

445Trades

0.8Treynor Ratio

0.7Win Rate

Alert Fluorescent Pink Hyena

20.886Net Profit

94.672PSR

3.345Sharpe Ratio

0.153Alpha

0.725Beta

51.386CAR

4.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

115Tradeable Dates

3Trades

0.47Treynor Ratio

0Win Rate

Focused Brown Kangaroo

-0.605Net Profit

0.776PSR

-7.001Sharpe Ratio

-0.177Alpha

0.053Beta

-19.869CAR

0.9Drawdown

-0.35Loss Rate

5Parameters

0Security Types

7Tradeable Dates

61Trades

-2.963Treynor Ratio

0.08Win Rate

Focused Asparagus Caribou

-0.48Net Profit

21.127PSR

-0.023Sharpe Ratio

0.017Alpha

-0.266Beta

-1.112CAR

11.3Drawdown

-0.59Loss Rate

5Parameters

0Security Types

108Tradeable Dates

329Trades

0.009Treynor Ratio

0.76Win Rate

Hyper Active Violet Pig

16.989Net Profit

90.334PSR

2.983Sharpe Ratio

0.172Alpha

0.725Beta

46.141CAR

4.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

103Tradeable Dates

3Trades

0.425Treynor Ratio

0Win Rate

Community

View More

Louis started the discussion Algorithmic Trading Video Series #15 | Data-Driven Research

Hello Everyone,

2 years ago

Louis started the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hello everyone,

2 years ago

Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hi again Fred,

2 years ago

Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hi Fred, 

2 years ago

Louis left a comment in the discussion Workspace does not exist

It looks like you are using the Algorithm Environment 3.0 Beta and it isn't working for you. Just...

2 years ago

Dancing Orange Salmon

30.522Net Profit

27.947PSR

0.824Sharpe Ratio

0.027Alpha

0.039Beta

4.471CAR

7.5Drawdown

-0.32Loss Rate

4Parameters

0Security Types

2223Tradeable Dates

445Trades

0.8Treynor Ratio

0.7Win Rate

Alert Fluorescent Pink Hyena

20.886Net Profit

94.672PSR

3.345Sharpe Ratio

0.153Alpha

0.725Beta

51.386CAR

4.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

115Tradeable Dates

3Trades

0.47Treynor Ratio

0Win Rate

Focused Brown Kangaroo

-0.605Net Profit

0.776PSR

-7.001Sharpe Ratio

-0.177Alpha

0.053Beta

-19.869CAR

0.9Drawdown

-0.35Loss Rate

5Parameters

0Security Types

7Tradeable Dates

61Trades

-2.963Treynor Ratio

0.08Win Rate

Focused Asparagus Caribou

-0.48Net Profit

21.127PSR

-0.023Sharpe Ratio

0.017Alpha

-0.266Beta

-1.112CAR

11.3Drawdown

-0.59Loss Rate

5Parameters

0Security Types

108Tradeable Dates

329Trades

0.009Treynor Ratio

0.76Win Rate

Hyper Active Violet Pig

16.989Net Profit

90.334PSR

2.983Sharpe Ratio

0.172Alpha

0.725Beta

46.141CAR

4.5Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

103Tradeable Dates

3Trades

0.425Treynor Ratio

0Win Rate

Well Dressed Magenta Viper

-2.638Net Profit

6.856PSR

-0.014Sharpe Ratio

0.013Alpha

0.779Beta

-1.779CAR

22.3Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

376Tradeable Dates

3Trades

-0.003Treynor Ratio

0Win Rate

Alert Black Shark

13.425Net Profit

10.537PSR

0.484Sharpe Ratio

0.004Alpha

0.218Beta

3.202CAR

10.5Drawdown

-0.4Loss Rate

12Parameters

0Security Types

1007Tradeable Dates

312Trades

0.106Treynor Ratio

0.53Win Rate

Fat Yellow-Green Albatross

28.539Net Profit

26.484PSR

0.809Sharpe Ratio

0.025Alpha

0.033Beta

4.209CAR

7.7Drawdown

-0.33Loss Rate

4Parameters

0Security Types

1.175Sortino Ratio

2223Tradeable Dates

455Trades

0.887Treynor Ratio

0.66Win Rate

Smooth Yellow-Green Gaur

-0.566Net Profit

6.842PSR

-2.856Sharpe Ratio

-0.05Alpha

0.043Beta

-6.528CAR

0.8Drawdown

-0.19Loss Rate

4Parameters

0Security Types

-3.978Sortino Ratio

31Tradeable Dates

8Trades

-1.081Treynor Ratio

0Win Rate

Muscular Green Koala

2.733Net Profit

0.424PSR

0.093Sharpe Ratio

0.005Alpha

-0.007Beta

0.444CAR

10.2Drawdown

-0.4Loss Rate

4Parameters

0Security Types

0.063Sortino Ratio

2223Tradeable Dates

444Trades

-0.54Treynor Ratio

0.6Win Rate

Measured Apricot Dog

4.255Net Profit

0.634PSR

0.132Sharpe Ratio

0.007Alpha

-0.007Beta

0.686CAR

9.3Drawdown

-0.39Loss Rate

4Parameters

0Security Types

0.098Sortino Ratio

2223Tradeable Dates

442Trades

-0.832Treynor Ratio

0.6Win Rate

Alert Yellow-Green Jaguar

6.542Net Profit

1.061PSR

0.188Sharpe Ratio

0.009Alpha

-0.01Beta

1.046CAR

9.3Drawdown

-0.39Loss Rate

4Parameters

0Security Types

0.148Sortino Ratio

2223Tradeable Dates

442Trades

-0.824Treynor Ratio

0.6Win Rate

Alert Tan Snake

20.052Net Profit

70.454PSR

1.538Sharpe Ratio

0.125Alpha

0.079Beta

20.072CAR

8.5Drawdown

-0.51Loss Rate

9Parameters

0Security Types

2.473Sortino Ratio

366Tradeable Dates

23Trades

1.768Treynor Ratio

3.21Win Rate

Sleepy Black Falcon

88.953Net Profit

77.704PSR

1.492Sharpe Ratio

0.081Alpha

0.397Beta

23.612CAR

13.4Drawdown

-0.21Loss Rate

7Parameters

0Security Types

2.234Sortino Ratio

756Tradeable Dates

304Trades

0.415Treynor Ratio

0.92Win Rate

Adaptable Apricot Monkey

88.953Net Profit

77.704PSR

1.492Sharpe Ratio

0.081Alpha

0.397Beta

23.612CAR

13.4Drawdown

-0.21Loss Rate

7Parameters

0Security Types

2.234Sortino Ratio

756Tradeable Dates

304Trades

0.415Treynor Ratio

0.92Win Rate

Energetic Red-Orange Antelope

-28.662Net Profit

5.852PSR

0.082Sharpe Ratio

0.051Alpha

-0.115Beta

-15.503CAR

55Drawdown

-4.56Loss Rate

3Parameters

0Security Types

-0.363Sortino Ratio

731Tradeable Dates

732Trades

-0.403Treynor Ratio

1.41Win Rate

Ugly Fluorescent Pink Elephant

88.953Net Profit

77.704PSR

1.492Sharpe Ratio

0.081Alpha

0.397Beta

23.612CAR

13.4Drawdown

-0.21Loss Rate

7Parameters

0Security Types

2.234Sortino Ratio

756Tradeable Dates

304Trades

0.415Treynor Ratio

0.92Win Rate

Dancing Red Pony

88.953Net Profit

77.704PSR

1.492Sharpe Ratio

0.081Alpha

0.397Beta

23.612CAR

13.4Drawdown

-0.21Loss Rate

7Parameters

0Security Types

2.234Sortino Ratio

756Tradeable Dates

304Trades

0.415Treynor Ratio

0.92Win Rate

Crawling Sky Blue Pelican

88.953Net Profit

77.704PSR

1.492Sharpe Ratio

0.081Alpha

0.397Beta

23.612CAR

13.4Drawdown

-0.21Loss Rate

7Parameters

0Security Types

2.234Sortino Ratio

756Tradeable Dates

304Trades

0.415Treynor Ratio

0.92Win Rate

Smooth Red Salmon

-58.328Net Profit

0.796PSR

-0.378Sharpe Ratio

-0.177Alpha

0.047Beta

-35.377CAR

73.8Drawdown

0.85Loss Rate

3Parameters

0Security Types

-0.993Sortino Ratio

731Tradeable Dates

732Trades

-3.697Treynor Ratio

4.95Win Rate

Hipster Red Anguilline

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Asparagus Hamster

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Casual Blue Scorpion

14.841Net Profit

26.532PSR

0.508Sharpe Ratio

-0.023Alpha

1.025Beta

14.798CAR

33.2Drawdown

-0.23Loss Rate

14Parameters

0Security Types

0.504Sortino Ratio

0Tradeable Dates

328Trades

0.145Treynor Ratio

0.22Win Rate

Casual Orange Parrot

17.619Net Profit

32.302PSR

0.636Sharpe Ratio

0.247Alpha

-0.221Beta

17.567CAR

32.9Drawdown

-0.13Loss Rate

11Parameters

0Security Types

0.605Sortino Ratio

0Tradeable Dates

466Trades

-0.911Treynor Ratio

0.17Win Rate

Focused Tan Armadillo

15.282Net Profit

17.219PSR

0.472Sharpe Ratio

0.066Alpha

-0.006Beta

7.34CAR

11.5Drawdown

-0.4Loss Rate

9Parameters

0Security Types

0.568Sortino Ratio

732Tradeable Dates

248Trades

-10.178Treynor Ratio

0.86Win Rate

Casual Tan Pig

15.282Net Profit

17.219PSR

0.472Sharpe Ratio

0.066Alpha

-0.006Beta

7.34CAR

11.5Drawdown

-0.4Loss Rate

9Parameters

0Security Types

0.568Sortino Ratio

732Tradeable Dates

248Trades

-10.178Treynor Ratio

0.86Win Rate

Calm Apricot Horse

60.803Net Profit

33.961PSR

0.837Sharpe Ratio

0.246Alpha

-0.021Beta

26.693CAR

27Drawdown

-0.96Loss Rate

12Parameters

0Security Types

0.899Sortino Ratio

732Tradeable Dates

239Trades

-10.406Treynor Ratio

2.54Win Rate

Crying Yellow-Green Whale

60.803Net Profit

33.961PSR

0.837Sharpe Ratio

0.246Alpha

-0.021Beta

26.693CAR

27Drawdown

-0.96Loss Rate

12Parameters

0Security Types

0.899Sortino Ratio

732Tradeable Dates

239Trades

-10.406Treynor Ratio

2.54Win Rate

Casual Apricot Alligator

60.795Net Profit

33.729PSR

0.834Sharpe Ratio

0.245Alpha

-0.02Beta

26.69CAR

25.8Drawdown

-0.96Loss Rate

12Parameters

0Security Types

0.904Sortino Ratio

732Tradeable Dates

245Trades

-11.109Treynor Ratio

2.52Win Rate

Pensive Apricot Zebra

51.274Net Profit

43.503PSR

0.98Sharpe Ratio

0.055Alpha

0.232Beta

14.785CAR

13.5Drawdown

-3.69Loss Rate

5Parameters

0Security Types

1.003Sortino Ratio

756Tradeable Dates

43Trades

0.708Treynor Ratio

6.63Win Rate

Louis started the discussion Algorithmic Trading Video Series #15 | Data-Driven Research

Hello Everyone,

2 years ago

Louis started the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hello everyone,

2 years ago

Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hi again Fred,

2 years ago

Louis left a comment in the discussion Web-scraping (Wikipedia) data to use in your algorithms - Video Tutorial

Hi Fred, 

2 years ago

Louis left a comment in the discussion Workspace does not exist

It looks like you are using the Algorithm Environment 3.0 Beta and it isn't working for you. Just...

2 years ago

Louis started the discussion Algorithmic Trading Video Series #12 | Options Trading

Hello,

3 years ago

Louis left a comment in the discussion Algorithmic Trading Video Series #14 | The Algorithm Framework

Once I finish covering all the general topics of QC and the API, I plan on focusing more on...

3 years ago

Louis left a comment in the discussion Algorithmic Trading Video Series #12 | Options Trading

Thanks for the suggestions

3 years ago

Louis left a comment in the discussion Algorithmic Trading Video Series #4 | Taking profit

Thanks for the comment. Yes, you can specify a specific time to rebalance, however, note that this...

3 years ago

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