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Biography

After a career in product strategy for a leading provider of financial information and analytics, I am exploring opportunities in algo investing. My expertise is in quantitative finance and software product management. I specifically focused in FX risk management in my previous job, and now researching quantitative investment opportunities across all asset classes. Learning Python programming the hard way by testing new ideas on QuantConnect!

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 (1)

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For posting

55.1Net Profit

40.537PSR

0.933Sharpe Ratio

0.048Alpha

0.452Beta

8.648CAR

18.4Drawdown

12Loss Rate

3Parameters

1Security Types

14.4013Sortino Ratio

1330Tradeable Dates

250Trades

0.204Treynor Ratio

88Win Rate


Community

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Pierre started the discussion Research Python Notebooks - autocomplete for function arguments?

Hi everyone,

1 years ago

Pierre left a comment in the discussion Research environment - Failed to connect to jupyter notebook

Hello,

1 years ago

Pierre left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Hi all,

2 years ago

Pierre started the discussion How to filter out weekly expiries when using OptionChainProvider ?

Hi all,

3 years ago

Pierre left a comment in the discussion How to filter out weekly expiries when using OptionChainProvider ?

Thanks a lot Derek,

3 years ago

For posting

55.1Net Profit

40.537PSR

0.933Sharpe Ratio

0.048Alpha

0.452Beta

8.648CAR

18.4Drawdown

12Loss Rate

3Parameters

1Security Types

14.4013Sortino Ratio

1330Tradeable Dates

250Trades

0.204Treynor Ratio

88Win Rate

Pierre started the discussion Research Python Notebooks - autocomplete for function arguments?

Hi everyone,

1 years ago

Pierre left a comment in the discussion Research environment - Failed to connect to jupyter notebook

Hello,

1 years ago

Pierre left a comment in the discussion Since upgrading to Env3 -QuantBook is not available on Jupyter

Hi all,

2 years ago

Pierre started the discussion How to filter out weekly expiries when using OptionChainProvider ?

Hi all,

3 years ago

Pierre left a comment in the discussion How to filter out weekly expiries when using OptionChainProvider ?

Thanks a lot Derek,

3 years ago

Pierre started the discussion What is a good soure for risk free rate (working in live)?

Hi all,

4 years ago

Pierre started the discussion Python exception handling does not seem to work in QC as it does in desktop python 3.x

Hi all,

4 years ago

Pierre started the discussion Requesting updates to Report generator - new crisis events and sync between QC and local versions

Hi all,

4 years ago

Pierre started the discussion Suggestion to update supported statistics libraries

Hi all,

4 years ago

Pierre left a comment in the discussion Incosistent backtesting speed

Hi Karthik, Jared,

4 years ago

Pierre left a comment in the discussion Accessing security identifiers

Hi,

4 years ago

Pierre left a comment in the discussion PCA and Pair Trading

Hi,

4 years ago