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Biography

Active in US equities trading. Developing quantcoder - a research platform for quantitative trading - https://tinyurl.com/quantcoder.

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 (2)

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Hyper Active Black Dog

35.97Net Profit

69.731PSR

1.448Sharpe Ratio

0.148Alpha

0.976Beta

48.919CAR

11.8Drawdown

18Loss Rate

0Parameters

1Security Types

1.225Sortino Ratio

194Tradeable Dates

44Trades

0.295Treynor Ratio

82Win Rate

Crying Brown Crocodile

185.618Net Profit

31.929PSR

0.774Sharpe Ratio

0.065Alpha

1.107Beta

24.58CAR

33.4Drawdown

56Loss Rate

0Parameters

1Security Types

0.835Sortino Ratio

1200Tradeable Dates

590Trades

0.149Treynor Ratio

44Win Rate


Community

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Sebastien started the discussion Dual time resolution

Hi everyone,

13 days ago

Sebastien left a comment in the discussion Dual time resolution

I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...

13 days ago

Sebastien started the discussion Intraday breakout alpha model

Good day all,

2 months ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

2 months ago

Sebastien started the discussion Real-time data and paper trading

Hi there,

5 months ago

Hyper Active Black Dog

35.97Net Profit

69.731PSR

1.448Sharpe Ratio

0.148Alpha

0.976Beta

48.919CAR

11.8Drawdown

18Loss Rate

0Parameters

1Security Types

1.225Sortino Ratio

194Tradeable Dates

44Trades

0.295Treynor Ratio

82Win Rate

Crying Brown Crocodile

185.618Net Profit

31.929PSR

0.774Sharpe Ratio

0.065Alpha

1.107Beta

24.58CAR

33.4Drawdown

56Loss Rate

0Parameters

1Security Types

0.835Sortino Ratio

1200Tradeable Dates

590Trades

0.149Treynor Ratio

44Win Rate

Sebastien started the discussion Dual time resolution

Hi everyone,

13 days ago

Sebastien left a comment in the discussion Dual time resolution

I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...

13 days ago

Sebastien started the discussion Intraday breakout alpha model

Good day all,

2 months ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

2 months ago

Sebastien started the discussion Real-time data and paper trading

Hi there,

5 months ago

Sebastien started the discussion Custom fee model

Hi there,

5 months ago

Sebastien started the discussion Bond pricing effect at the end of the month

Hi there,

6 months ago

Sebastien started the discussion Error return without exception set

Hi there, 

6 months ago

Sebastien started the discussion Fatal error despite multiple debugging steps

Hi there, 

6 months ago

Sebastien started the discussion Trading equities live with bonds holding

Hi there,

6 months ago

Sebastien started the discussion How to create a custom universe based on components of 2 ETF

Hi there, 

6 months ago

Sebastien started the discussion Help needed for live deployment

Hi there,

6 months ago

Sebastien left a comment in the discussion Tactical Momentum Rank

Hi there,

6 months ago

Sebastien left a comment in the discussion Help needed for live deployment

Corrected code: MarketOrder and Setbrokerage.

6 months ago

Sebastien left a comment in the discussion Help needed for live deployment

Here is the part of the code dealing with long orders: 

6 months ago

Sebastien left a comment in the discussion How to create a custom universe based on components of 2 ETF

Thanks

6 months ago