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Biography

I got my degree in Meteorology from the Physics Department of the Faculty of Science of the University of Lisbon in 2006 and spent the following years working on Climate and Meteorology models. After 13 years of Meteorology, I decided to use my knowledge of physics, math, and programming in the stock markets. In 2015, I found QuantConnect, started to contribute to Lean and became part of the team in 2016. At the moment, I continue to contribute to Lean, focusing on Python integration and implementing features at QCAlgorithm level to make quants' life easier. On top of that, I belong to QC Support Team.

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.


Public Backtests (450)

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KOSPI 200 Futures - Buy and Hold

15.246Net Profit

1.226PSR

-0.209Sharpe Ratio

-0.015Alpha

0.01Beta

5.818CAR

3.6Drawdown

-0.46Loss Rate

11Parameters

3Security Types

783Tradeable Dates

21Trades

-1.362Treynor Ratio

1.87Win Rate

Geeky Blue Wolf

15.246Net Profit

1.226PSR

-0.209Sharpe Ratio

-0.015Alpha

0.01Beta

5.818CAR

3.6Drawdown

-0.46Loss Rate

11Parameters

3Security Types

783Tradeable Dates

21Trades

-1.362Treynor Ratio

1.87Win Rate

Fat Apricot Dogfish

156.529Net Profit

46.723PSR

1.284Sharpe Ratio

0.617Alpha

0.144Beta

80.738CAR

17.9Drawdown

0Loss Rate

8Parameters

3Security Types

497Tradeable Dates

13Trades

4.387Treynor Ratio

17.18Win Rate

MC 5

-21.276Net Profit

0PSR

-6.809Sharpe Ratio

-0.582Alpha

0.27Beta

-77.425CAR

22.1Drawdown

-0.17Loss Rate

24Parameters

1Security Types

40Tradeable Dates

409Trades

-2.47Treynor Ratio

0.22Win Rate

Crying Sky Blue Mosquito

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

1Security Types

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

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Alexandre left a comment in the discussion Log Downloads Blocked even though I upgraded my plan

Hi David Vogt ,

5 days ago

Alexandre left a comment in the discussion Interactive Brokers FIX API Update

Hi Aaron Farrell ,Unfortunately, IBKR hasn't fixed the issue yet. They are actively working on the...

14 days ago

Alexandre left a comment in the discussion New Approach to Authentication Refresh

Hi FantasticMan ,

19 days ago

Alexandre left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025

Hi Chris,

20 days ago

Alexandre left a comment in the discussion How to get every stock in research

Hi Tim,

20 days ago

KOSPI 200 Futures - Buy and Hold

15.246Net Profit

1.226PSR

-0.209Sharpe Ratio

-0.015Alpha

0.01Beta

5.818CAR

3.6Drawdown

-0.46Loss Rate

11Parameters

3Security Types

783Tradeable Dates

21Trades

-1.362Treynor Ratio

1.87Win Rate

Geeky Blue Wolf

15.246Net Profit

1.226PSR

-0.209Sharpe Ratio

-0.015Alpha

0.01Beta

5.818CAR

3.6Drawdown

-0.46Loss Rate

11Parameters

3Security Types

783Tradeable Dates

21Trades

-1.362Treynor Ratio

1.87Win Rate

Fat Apricot Dogfish

156.529Net Profit

46.723PSR

1.284Sharpe Ratio

0.617Alpha

0.144Beta

80.738CAR

17.9Drawdown

0Loss Rate

8Parameters

3Security Types

497Tradeable Dates

13Trades

4.387Treynor Ratio

17.18Win Rate

MC 5

-21.276Net Profit

0PSR

-6.809Sharpe Ratio

-0.582Alpha

0.27Beta

-77.425CAR

22.1Drawdown

-0.17Loss Rate

24Parameters

1Security Types

40Tradeable Dates

409Trades

-2.47Treynor Ratio

0.22Win Rate

Crying Sky Blue Mosquito

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

1Security Types

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

spxw-datagap-verify-2

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

35Parameters

1Security Types

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

spxw-datagap-verify

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

142Parameters

2Security Types

2Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Brown Seahorse

77.072Net Profit

47.994PSR

0.687Sharpe Ratio

-0.015Alpha

0.927Beta

20.946CAR

19.6Drawdown

-0.15Loss Rate

27Parameters

1Security Types

0Tradeable Dates

1193Trades

0.108Treynor Ratio

0.16Win Rate

Ugly Red Viper

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

6J-2010-delisting-repro

1357.275Net Profit

84.551PSR

2.7390635933625E+20Sharpe Ratio

0Alpha

0Beta

906612724.775CAR

1.7Drawdown

0Loss Rate

14Parameters

1Security Types

43Tradeable Dates

2Trades

0Treynor Ratio

1357.28Win Rate

Hipster Fluorescent Yellow Alligator

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

25Parameters

2Security Types

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

EMA Cross SPY 50-200

88.879Net Profit

62.752PSR

0.77Sharpe Ratio

-0.009Alpha

0.903Beta

20.538CAR

18.7Drawdown

0Loss Rate

9Parameters

1Security Types

852Tradeable Dates

1Trades

0.101Treynor Ratio

0Win Rate

Crawling Fluorescent Orange Sardine

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

5Parameters

2Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Tan Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Asparagus Bear

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Casual Asparagus Dolphin

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Sky Blue Rat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Red Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

1Security Types

6128Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Black Hyena

-0.844Net Profit

6.399PSR

-0.746Sharpe Ratio

-0.061Alpha

0.183Beta

-0.539CAR

10.5Drawdown

-1.45Loss Rate

4Parameters

1Security Types

403Tradeable Dates

39Trades

-0.305Treynor Ratio

1.1Win Rate

Alert Tan Rat

45.874Net Profit

84.991PSR

5.216Sharpe Ratio

1.112Alpha

0.349Beta

209.328CAR

16.5Drawdown

0Loss Rate

8Parameters

2Security Types

122Tradeable Dates

15Trades

6.902Treynor Ratio

1.35Win Rate

Square Fluorescent Orange Antelope

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

1Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Ugly Tan Hippopotamus

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

1Security Types

7Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Magenta Manatee

0.838Net Profit

56.284PSR

-2.559Sharpe Ratio

-0.069Alpha

0.03Beta

2.528CAR

1Drawdown

0Loss Rate

8Parameters

1Security Types

122Tradeable Dates

1Trades

-1.248Treynor Ratio

0Win Rate

WorldQuant Alpha Universe Selection

21Parameters

1Security Types

0Tradeable Dates

296Trades

Fat Sky Blue Dolphin

6Parameters

1Security Types

375Tradeable Dates

3Trades

Pensive Fluorescent Pink Bison

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

2Security Types

13Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Brown Caterpillar

0Net Profit

25.936PSR

-4703.22Sharpe Ratio

-0.055Alpha

0Beta

-0.012CAR

0Drawdown

0Loss Rate

1Parameters

2Security Types

6Tradeable Dates

1Trades

9420.009Treynor Ratio

0Win Rate

Gold Silver Pairs Trading Strategy

-8.544Net Profit

1.413PSR

-0.397Sharpe Ratio

-0.068Alpha

0.058Beta

-2.83CAR

38.6Drawdown

-4.2Loss Rate

17Parameters

1Security Types

778Tradeable Dates

57Trades

-1.073Treynor Ratio

3.07Win Rate

Smooth Black Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

9Parameters

1Security Types

48Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Wolverine Demo Algorithm

-0.171Net Profit

0.039PSR

-23.6Sharpe Ratio

-0.059Alpha

0.007Beta

-0.512CAR

0.2Drawdown

-0.17Loss Rate

12Parameters

1Security Types

84Tradeable Dates

3Trades

-8.83Treynor Ratio

0Win Rate

Alexandre left a comment in the discussion Log Downloads Blocked even though I upgraded my plan

Hi David Vogt ,

5 days ago

Alexandre left a comment in the discussion Interactive Brokers FIX API Update

Hi Aaron Farrell ,Unfortunately, IBKR hasn't fixed the issue yet. They are actively working on the...

14 days ago

Alexandre left a comment in the discussion New Approach to Authentication Refresh

Hi FantasticMan ,

19 days ago

Alexandre left a comment in the discussion Kraken, Minute The issue starts from Jan 1st, 2020; and continues until Jul 15th, 2025

Hi Chris,

20 days ago

Alexandre left a comment in the discussion How to get every stock in research

Hi Tim,

20 days ago

Alexandre left a comment in the discussion Statistics of credit spreads backtests are innacurate

Hi Cedric,

20 days ago

Alexandre started the discussion Classic Framework Version of Pairs Trading with SMA

Hello QuantConnect Community!

2 years ago

Alexandre started the discussion Equity Fill Model Changes

Dear QuantConnect Community,

3 years ago

Alexandre started the discussion Coinbase Scheduled Downtime on Saturday 4 March 2023

Dear QuantConnec Community,

3 years ago

Alexandre started the discussion ETHUSDT, Hour The issue starts from Dec 20th, 2022 12:00 AM; and continues until Jan 11th, 2023 12:00 AM

Market: Binance

3 years ago

Alexandre started the discussion Pandas.DataFrame from History method

We have had some questions regarding the structure of the pandas.DataFrame that we get from a...

8 years ago

Alexandre started the discussion [Important] Universe Selection in Python Algorithms

We have made an improvement in the Universe Selection feature that addresses one complaint that...

8 years ago

Alexandre started the discussion Futures "bracket order" example

In this example, we show how to place a combine three orders to emulate the bracket order...

8 years ago

Alexandre started the discussion Lean/QuantConnect Python 3.6 support

We have a patch in the open-source project that changes the python version Lean/QuantConnect...

8 years ago

Alexandre started the discussion Custom indicator in python algorithm

We have added a new feature yesterday: custom indicator for python algorithm.It is quite simple!...

8 years ago

Alexandre started the discussion TradeBarConsolidator

Hi guys,

10 years ago

Alexandre started the discussion Moving Average Cross in Python

Here is the Moving Average Cross example from QuantConnect University in Python. We will be...

10 years ago

Alexandre started the discussion Portfolio Optimization with Math.NET Numerics

In this example project, we use Math.NET Numerics library to optimize a fictitious...

10 years ago

Alexandre started the discussion Calling Python Experts - Proposed New QC Python API

We want QuantConnect to be a truly multi-language platform - where language is not a barrier to...

10 years ago

Alexandre started the discussion Odd lot

Odd lot is an issue for me here in Brazil.

11 years ago

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