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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.

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.

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9749Tradeable Dates

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1Security Types

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9749Tradeable Dates

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0Net Profit

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2Security Types

0Sortino Ratio

673Tradeable Dates

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1Security Types

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0Parameters

2Security Types

0Sortino Ratio

483Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

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...

0Net Profit

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0Alpha

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0CAR

0Drawdown

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1Security Types

0Sortino Ratio

9749Tradeable Dates

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0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

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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

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0Sharpe Ratio

0Alpha

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0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

483Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

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0Drawdown

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0Parameters

1Security Types

0Sortino Ratio

3Tradeable Dates

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0Win Rate

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

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0CAR

0Drawdown

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0Parameters

2Security Types

0Sortino Ratio

2Tradeable Dates

2Trades

0Treynor Ratio

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0Net Profit

0PSR

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0Parameters

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2Tradeable Dates

2Trades

0Treynor Ratio

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0Net Profit

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1Security Types

0Sortino Ratio

6697Tradeable Dates

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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

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1Security Types

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8Tradeable Dates

0Trades

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0Parameters

1Security Types

890Tradeable Dates

0Parameters

1Security Types

890Tradeable Dates

0Parameters

1Security Types

889Tradeable Dates

0Parameters

1Security Types

889Tradeable Dates

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1Security Types

0Tradeable Dates

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1Security Types

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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

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0CAR

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0Parameters

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0Alpha

0Beta

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0Drawdown

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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.

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