Sebastian Lueneburg
Quant
Date Joined
31st July, 2017
Bootcamp progress
99% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2021-01-18 09:35:30
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-01-13 16:45:45
Parallel Live Trading
Run multiple live algorithms simultaneously.
2021-12-27 15:57:48
C# Programming
Choose C# as your preferred programming language.
2020-01-11 16:46:17
Python Programming
Choose Python as your preferred programming language.
2020-01-19 09:02:50
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-01-14 08:41:13
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2021-02-06 08:41:03
- Profile
- Backtests
- Community
Biography
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)
View More126.665Net Profit
22.772PSR
0.764Sharpe Ratio
0.153Alpha
-0.145Beta
14.513CAR
34Drawdown
-0.04Loss Rate
18Parameters
1Security Types
0.852Sortino Ratio
0Tradeable Dates
2526Trades
-0.937Treynor Ratio
0.11Win Rate
Community
View MoreSebastian started the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?
Any ideas how to achieve above?
Sebastian left a comment in the discussion Documentation discussion algorithm-reference/consolidating-data
Hi, just noticed your question as I came here looking for some insights to troubleshoot fillForward...
Sebastian left a comment in the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?
Thank you Jing. Helpful to read the ff is off with ticks and the consolidator is not called without...
Sebastian left a comment in the discussion Adding Spread to FX/CFD Data
thank you for that. Will try using it in python
126.665Net Profit
22.772PSR
0.764Sharpe Ratio
0.153Alpha
-0.145Beta
14.513CAR
34Drawdown
-0.04Loss Rate
18Parameters
1Security Types
0.852Sortino Ratio
0Tradeable Dates
2526Trades
-0.937Treynor Ratio
0.11Win Rate
Sebastian left a comment in the discussion Print Enum name
My workaround for the missing helper method in System.Enum. Define in your utils.py or anywhere:
Sebastian started the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?
Any ideas how to achieve above?
Sebastian left a comment in the discussion Documentation discussion algorithm-reference/consolidating-data
Hi, just noticed your question as I came here looking for some insights to troubleshoot fillForward...
Sebastian left a comment in the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?
Thank you Jing. Helpful to read the ff is off with ticks and the consolidator is not called without...
Sebastian left a comment in the discussion Adding Spread to FX/CFD Data
thank you for that. Will try using it in python
Sebastian left a comment in the discussion [Update] Python Library Support
+1 for more resources on how to enable debugging python scripts in VS lean locally. So far, I found...
Sebastian left a comment in the discussion Adding Spread to FX/CFD Data
Hi Jared Broad ,
QuantConnect™ 2024. All Rights Reserved
Sebastian left a comment in the discussion Print Enum name
My workaround for the missing helper method in System.Enum. Define in your utils.py or anywhere:
1 years ago