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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 (404)

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Alert Brown Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Asparagus Mosquito

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Blue Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

2Security Types

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

ema_fast=200,ema_slow=100

55.98Net Profit

0.768PSR

0.201Sharpe Ratio

-0.02Alpha

0.526Beta

4.544CAR

27.6Drawdown

-1.4Loss Rate

12Parameters

1Security Types

2518Tradeable Dates

1081Trades

0.039Treynor Ratio

0.84Win Rate

Ugly Red Orange Badger

-4.081Net Profit

8.495PSR

-1.67Sharpe Ratio

-0.097Alpha

-0.758Beta

-11.747CAR

9.1Drawdown

-4.07Loss Rate

7Parameters

1Security Types

84Tradeable Dates

6Trades

0.178Treynor Ratio

0Win Rate


Community

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Alexandre left a comment in the discussion FundamentalUniverseSelectionModel: Backtest differs from Live Trading

Hi David,

15 days ago

Alexandre left a comment in the discussion Stop loss order

Hi moho wu ,

16 days ago

Alexandre left a comment in the discussion Is there a way to read the event calenders ? like forexfactory calender

Hi keerthan kumar ,

2 months ago

Alexandre left a comment in the discussion Bad data in Kraken for BTCUSD between Aug 2 2024 to now, Minute The issue starts from Aug 2nd, 2024; and continues until May 6th, 2025

QuantBook().history( Symbol.create("BTCUSD", SecurityType.CRYPTO, Market.KRAKEN), ...

3 months ago

Alexandre left a comment in the discussion QuantConnect MCP Server

We've updated the documentation with dedicated tutorials and videos for Claude Code...

3 months ago

Alert Brown Termite

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Retrospective Asparagus Mosquito

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Energetic Blue Alpaca

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

11Parameters

2Security Types

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

ema_fast=200,ema_slow=100

55.98Net Profit

0.768PSR

0.201Sharpe Ratio

-0.02Alpha

0.526Beta

4.544CAR

27.6Drawdown

-1.4Loss Rate

12Parameters

1Security Types

2518Tradeable Dates

1081Trades

0.039Treynor Ratio

0.84Win Rate

Ugly Red Orange Badger

-4.081Net Profit

8.495PSR

-1.67Sharpe Ratio

-0.097Alpha

-0.758Beta

-11.747CAR

9.1Drawdown

-4.07Loss Rate

7Parameters

1Security Types

84Tradeable Dates

6Trades

0.178Treynor Ratio

0Win Rate

Dancing Fluorescent Orange Bat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

2Security Types

7Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Pensive Violet Eagle

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

7Parameters

2Security Types

215Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Apricot Chinchilla

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

6Parameters

2Security Types

10Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Square Yellow Frog

2.596Net Profit

38.292PSR

-1.116Sharpe Ratio

-0.033Alpha

-0.005Beta

3.086CAR

2.5Drawdown

0Loss Rate

4Parameters

1Security Types

308Tradeable Dates

1Trades

6.545Treynor Ratio

0Win Rate

Energetic Brown Leopard

2.596Net Profit

67.079PSR

2.431Sharpe Ratio

0.341Alpha

-0.214Beta

45.299CAR

2.6Drawdown

0Loss Rate

4Parameters

1Security Types

25Tradeable Dates

1Trades

-1.219Treynor Ratio

0Win Rate

Geeky Violet Beaver

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

14Parameters

2Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Black Jackal

203.072Net Profit

55.869PSR

0.921Sharpe Ratio

0Alpha

0Beta

24.98CAR

23.8Drawdown

-0.08Loss Rate

18Parameters

1Security Types

0Tradeable Dates

7162Trades

0Treynor Ratio

0.09Win Rate

Well Dressed Black Guanaco

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Fat Black Seahorse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

443Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hipster Apricot Baboon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

376Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Crawling Asparagus Beaver

199.449Net Profit

33.834PSR

0.837Sharpe Ratio

0.085Alpha

1.228Beta

24.502CAR

38.3Drawdown

0Loss Rate

1Parameters

1Security Types

1259Tradeable Dates

1Trades

0.139Treynor Ratio

0Win Rate

Sleepy Brown Hamster

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

1Security Types

0Sortino Ratio

5Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Folder/Geeky Asparagus Rat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Hyper Active Yellow Green Butterfly

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Determined Apricot Parrot

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

1Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Red Seahorse

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

4Parameters

1Security Types

0Sortino Ratio

376Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alert Blue Eagle

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

0Parameters

2Security Types

0Sortino Ratio

6Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Adaptable Fluorescent Yellow Salamander

25.238Net Profit

42.317PSR

0.492Sharpe Ratio

-0.006Alpha

0.753Beta

16.119CAR

18.2Drawdown

0Loss Rate

6Parameters

1Security Types

0.537Sortino Ratio

376Tradeable Dates

3Trades

0.083Treynor Ratio

0Win Rate

CloneThis

25.238Net Profit

42.317PSR

0.492Sharpe Ratio

-0.006Alpha

0.753Beta

16.119CAR

18.2Drawdown

0Loss Rate

6Parameters

1Security Types

0.537Sortino Ratio

376Tradeable Dates

3Trades

0.083Treynor Ratio

0Win Rate

Creative Orange Bull

24.397Net Profit

41.719PSR

0.482Sharpe Ratio

-0.002Alpha

0.754Beta

15.63CAR

18.3Drawdown

0Loss Rate

6Parameters

1Security Types

0.527Sortino Ratio

377Tradeable Dates

3Trades

0.082Treynor Ratio

0Win Rate

Emotional Orange Dogfish

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

8Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Virtual Brown Leopard

1.143Net Profit

0PSR

14.258Sharpe Ratio

0.462Alpha

-0.333Beta

71.819CAR

0.4Drawdown

0Loss Rate

7Parameters

2Security Types

0Sortino Ratio

5Tradeable Dates

2Trades

-1.59Treynor Ratio

0Win Rate

Virtual Violet Jackal

0.935Net Profit

100PSR

12.647Sharpe Ratio

0.311Alpha

-0.515Beta

66.488CAR

0.4Drawdown

0Loss Rate

7Parameters

2Security Types

0Sortino Ratio

4Tradeable Dates

2Trades

-0.996Treynor Ratio

0Win Rate

Logical Asparagus Falcon

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

2Parameters

1Security Types

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Measured Violet Cat

0Net Profit

0PSR

0Sharpe Ratio

0Alpha

0Beta

0CAR

0Drawdown

0Loss Rate

3Parameters

1Security Types

0Sortino Ratio

0Tradeable Dates

0Trades

0Treynor Ratio

0Win Rate

Alexandre left a comment in the discussion FundamentalUniverseSelectionModel: Backtest differs from Live Trading

Hi David,

15 days ago

Alexandre left a comment in the discussion Stop loss order

Hi moho wu ,

16 days ago

Alexandre left a comment in the discussion Is there a way to read the event calenders ? like forexfactory calender

Hi keerthan kumar ,

2 months ago

Alexandre left a comment in the discussion Bad data in Kraken for BTCUSD between Aug 2 2024 to now, Minute The issue starts from Aug 2nd, 2024; and continues until May 6th, 2025

QuantBook().history( Symbol.create("BTCUSD", SecurityType.CRYPTO, Market.KRAKEN), ...

3 months ago

Alexandre left a comment in the discussion QuantConnect MCP Server

We've updated the documentation with dedicated tutorials and videos for Claude Code...

3 months ago

Alexandre left a comment in the discussion Bracket orders with Alpaca

Hi Andrew,Please vote for the feature request:[Feature Request] Support for Bracket Order #8253so...

3 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 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 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 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 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...

9 years ago

Alexandre started the discussion Odd lot

Odd lot is an issue for me here in Brazil.

10 years ago

Alexandre started the discussion TradeBarConsolidator

Hi guys,

10 years ago

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