cover
  • Profile
  • Backtests
  • Community
  • Certificates

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

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 (363)

View More
Hyper Active Sky Blue Flamingo

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

6Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Casual Blue Cormorant

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

6Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Ugly Fluorescent Orange Leopard

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

9Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Adaptable Fluorescent Orange Termite

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

9Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Virtual Yellow Green Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

374Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate


Community

View More

Alexandre left a comment in the discussion Is it possible for a single Charles Schwab securities account to use multiple API keys for trading on QuantConnect?

Hi Trader Ostburg ,

8 days ago

Alexandre left a comment in the discussion CoinGeckUniverse returns one symbol

Hi Mislav Sagovac ,

15 days ago

Alexandre left a comment in the discussion Is It Possible to Deploy Multiple QuantConnect Algorithms to One Schwab Account?

Hi Trader Ostburg ,

18 days ago

Alexandre left a comment in the discussion SPX Options Error in Live IBKR

Manoj Kandlikar ,

18 days ago

Alexandre left a comment in the discussion I am not getting data for the expected time period. See code and output below

The out of sample period for free tier users is fixed to 3 months, this holds the recent data as...

1 months ago

Hyper Active Sky Blue Flamingo

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

6Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Casual Blue Cormorant

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

6Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Ugly Fluorescent Orange Leopard

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

9Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Adaptable Fluorescent Orange Termite

4.782Net Profit

16.86PSR

-2.358Sharpe Ratio

-0.033Alpha

0.078Beta

1.044CAR

2.1Drawdown

0Loss Rate

9Parameters

1Security Types

-2.632Sortino Ratio

1127Tradeable Dates

2Trades

-0.35Treynor Ratio

0Win Rate

Virtual Yellow Green Chicken

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

374Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crying Sky Blue Goshawk

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

0Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Fluorescent Orange Chimpanzee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

0Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Creative Apricot Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

19Parameters

0Security Types

2Tradeable Dates

2Trades

0Treynor Ratio

0Win Rate

Smooth Magenta Llama

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Brown Zebra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

5232Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Logical Green Scorpion

15.702Net Profit

27.574PSR

0.182Sharpe Ratio

-0.048Alpha

0.739Beta

10.19CAR

17.7Drawdown

0Loss Rate

6Parameters

1Security Types

0.197Sortino Ratio

375Tradeable Dates

3Trades

0.03Treynor Ratio

0Win Rate

Hipster Apricot Donkey

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

505Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Yellow Zebra

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Fluorescent Orange Manatee

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

10Parameters

1Security Types

0Sortino Ratio

20Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Brown Buffalo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

255Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Formal Fluorescent Orange Flamingo

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Sortino Ratio

3962Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Sleepy Orange Elephant

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

12Parameters

0Security Types

82Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Brown Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

2Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Geeky Fluorescent Yellow Baboon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Blue Viper

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

0Security Types

1Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Yellow Green Butterfly

5.805Net Profit

47.45PSR

-1.03Sharpe Ratio

-0.041Alpha

0.129Beta

3.823CAR

3.1Drawdown

0Loss Rate

4Parameters

1Security Types

-1.345Sortino Ratio

0Tradeable Dates

1Trades

-0.22Treynor Ratio

0Win Rate

Energetic Apricot Cow

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

2Security Types

0Sortino Ratio

4834Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Fluorescent Yellow Gaur

9.5Net Profit

31.726PSR

-0.104Sharpe Ratio

-0.046Alpha

0.348Beta

6.247CAR

8Drawdown

0Loss Rate

4Parameters

1Security Types

-0.12Sortino Ratio

375Tradeable Dates

1Trades

-0.021Treynor Ratio

0Win Rate

Energetic Blue Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

0Security Types

3Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Emotional Sky Blue Pelican

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Well Dressed Red Scorpion

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

2Security Types

0Sortino Ratio

4Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Upgraded Black Sheep

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

2Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Smooth Brown Caterpillar

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

2Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Jumping Asparagus Koala

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

0Security Types

22Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Fluorescent Orange Eagle

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

28Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alexandre left a comment in the discussion Is it possible for a single Charles Schwab securities account to use multiple API keys for trading on QuantConnect?

Hi Trader Ostburg ,

8 days ago

Alexandre left a comment in the discussion CoinGeckUniverse returns one symbol

Hi Mislav Sagovac ,

15 days ago

Alexandre left a comment in the discussion Is It Possible to Deploy Multiple QuantConnect Algorithms to One Schwab Account?

Hi Trader Ostburg ,

18 days ago

Alexandre left a comment in the discussion SPX Options Error in Live IBKR

Manoj Kandlikar ,

18 days ago

Alexandre left a comment in the discussion I am not getting data for the expected time period. See code and output below

The out of sample period for free tier users is fixed to 3 months, this holds the recent data as...

1 months ago

Alexandre left a comment in the discussion GOOGLE, Fine Fundamental The issue starts from Aug 19th, 2004 12:00 AM; and continues until Apr 2nd, 2014 12:00 AM

This might be a mapping issue because the number of stocks with fundamental data is increasing:

1 months ago

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

Hello QuantConnect Community!

1 years ago

Alexandre started the discussion Equity Fill Model Changes

Dear QuantConnect Community,

2 years ago

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

Dear QuantConnec Community,

2 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

2 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...

7 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...

7 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...

7 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...

7 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!...

7 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...

8 years ago

Alexandre started the discussion TradeBarConsolidator

Hi guys,

9 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...

9 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...

9 years ago

Alexandre started the discussion Odd lot

Odd lot is an issue for me here in Brazil.

10 years ago

QuantConnect Boot Camp

QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.

Get this certificate by completing QuantConnect Boot Camp Courses