Alexandre Catarino
Quant
Date Joined
23rd March, 2015
Bootcamp progress
100% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2018-01-29 18:14:38
Chatter Box
Leave at least 100 comments on community posts.
2018-01-24 18:36:39
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-01-24 10:39:39
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-24 18:45:54
Parallel Live Trading
Run multiple live algorithms simultaneously.
2019-01-14 17:45:44
Broadcaster
Share a live running algorithm with the community.
2018-01-24 18:47:54
Cloner
Clone at least 100 algorithms from the community.
2022-02-24 21:53:09
C# Programming
Choose C# as your preferred programming language.
2018-07-10 17:00:37
Python Programming
Choose Python as your preferred programming language.
2018-07-16 21:47:32
Popular
Receive at least 10 upvotes from different users in the community.
2018-01-24 20:34:34
Staff
Become a member of the QuantConnect team.
2018-01-24 17:39:32
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2019-07-02 23:00:39
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-08-18 20:43:42
Verified User
Verify your identity and become a verified QuantConnect user.
2019-07-09 17:00:21
Connected with Discord
2022-09-29 18:28:03
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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 (336)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9749Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9749Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
673Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
483Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreAlexandre left a comment in the discussion HST PARA TT WBD, Daily The issue starts from Jan 1st, 2022; and continues until Apr 12th, 2023
This is still an issue because TT, PARA, and WBD data have not been available since 2011. The raw...
Alexandre left a comment in the discussion Greeks and IV Implementation
The current implementation doesn't account for dividend yield for Index Options. To improve this...
Alexandre left a comment in the discussion Kraken Runtime Error
Hi Ahmed Elmiligui ,
Alexandre left a comment in the discussion WTW, Daily The issue starts from Oct 1st, 2022 04:12 PM; and continues until Apr 12th, 2023
If we look for WW on the Interactive Brokers lookup...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9749Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
9749Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
673Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
483Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
2Security Types
0Sortino Ratio
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
2Tradeable Dates
2Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6697Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
6696Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
-1.36Net Profit
0.008PSR
-7.818Sharpe Ratio
-0.145Alpha
0.091Beta
-21.482CAR
1.4Drawdown
-3.84Loss Rate
0Parameters
0Security Types
15Tradeable Dates
5Trades
-2.147Treynor Ratio
6.65Win Rate
8.018Net Profit
88.489PSR
1.324Sharpe Ratio
-0.026Alpha
0.498Beta
16.665CAR
2.8Drawdown
0Loss Rate
0Parameters
0Security Types
125Tradeable Dates
11Trades
0.118Treynor Ratio
0.15Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
0Sortino Ratio
8Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Parameters
1Security Types
890Tradeable Dates
0Parameters
1Security Types
890Tradeable Dates
0Parameters
1Security Types
889Tradeable Dates
0Parameters
1Security Types
889Tradeable Dates
0Parameters
1Security Types
0Tradeable Dates
0Parameters
1Security Types
0Tradeable Dates
0Parameters
1Security Types
633Tradeable Dates
0Parameters
1Security Types
125Tradeable Dates
0Parameters
2Security Types
1520Tradeable Dates
0Parameters
3Security Types
125Tradeable Dates
0Parameters
1Security Types
207Tradeable Dates
-0.003Net Profit
37.637PSR
-43.667Sharpe Ratio
-0.05Alpha
-0.003Beta
-0.113CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
8Tradeable Dates
4Trades
15.48Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
0Security Types
0Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
93.589Net Profit
99.702PSR
29256.739Sharpe Ratio
42982.288Alpha
23.695Beta
65657410.138CAR
21.8Drawdown
-3.36Loss Rate
0Parameters
0Security Types
15Tradeable Dates
2048Trades
1814.722Treynor Ratio
12.87Win Rate
Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
This problem may be across all tickers since the same lack of quotes are observed with BTCUSDT.
Alexandre left a comment in the discussion HST PARA TT WBD, Daily The issue starts from Jan 1st, 2022; and continues until Apr 12th, 2023
This is still an issue because TT, PARA, and WBD data have not been available since 2011. The raw...
Alexandre left a comment in the discussion Greeks and IV Implementation
The current implementation doesn't account for dividend yield for Index Options. To improve this...
Alexandre left a comment in the discussion Kraken Runtime Error
Hi Ahmed Elmiligui ,
Alexandre left a comment in the discussion WTW, Daily The issue starts from Oct 1st, 2022 04:12 PM; and continues until Apr 12th, 2023
If we look for WW on the Interactive Brokers lookup...
Alexandre left a comment in the discussion SPY, Minute The issue starts from Feb 6th, 2012 12:00 AM; and continues until Feb 6th, 2012 11:59 PM
We observe this issue on 20150428 too.
Alexandre started the discussion Classic Framework Version of Pairs Trading with SMA
Hello QuantConnect Community!
Alexandre started the discussion Coinbase Scheduled Downtime on Saturday 4 March 2023
Dear QuantConnec Community,
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
Alexandre started the discussion Equity Fill Model Changes
Dear QuantConnect Community,
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!...
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...
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...
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...
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...
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...
Alexandre started the discussion Portfolio Optimization with Math.NET Numerics
In this example project, we use Math.NET Numerics library to optimize a fictitious...
Alexandre started the discussion Moving Average Cross in Python
Here is the Moving Average Cross example from QuantConnect University in Python. We will be...
Alexandre started the discussion TradeBarConsolidator
Hi guys,
Alexandre started the discussion Odd lot
Odd lot is an issue for me here in Brazil.
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Alexandre left a comment in the discussion BTCUSD, Minute The issue starts from Jun 16th, 2024 12:00 AM; and continues until Sep 5th, 2024 12:00 AM
This problem may be across all tickers since the same lack of quotes are observed with BTCUSDT.
5 days ago