cover
  • Profile
  • Backtests
  • Community

Biography

Python Developer at Investment Bank. Currently, working on 'longer'-term strategies (rebalance ~monthly) for equity strategies. Previously, used QC for intraday live trading at Bitmex with custom brokerage implementation deployed to my linux instance. Experimented a lot with decision trees building models, still searching....

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 More
Calm Yellow-Green Cormorant

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


Community

View More

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

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...

5 years ago

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?

6 years ago

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...

6 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

thank you for that. Will try using it in python

7 years ago

Calm Yellow-Green Cormorant

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:

1 years ago

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...

5 years ago

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?

6 years ago

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...

6 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

thank you for that. Will try using it in python

7 years ago

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...

7 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

Hi Jared Broad ,

7 years ago