C#

Carlos Mata

Quant

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Bio

I'm a petroleum engineer working in the Middle East. I love programming, automation and trading, and found QuantConnect to be a great option to develop and run some of my systems. The plan is to ultimately have >10 uncorrelated strategies running simultaneously, to increase return and reduce drawdowns on my family accounts, hopefully making money most months.

Trader profile:
- Multi-Strategy. I don't believe in 'buy and hold', as it assumes the assets will grow over my investment lifetime (this is BS assumption). I believe in allocating my capital instead to multiple uncorrelated *robust* strategies with clear positive expectancy.
Positive expectancy should be assured by capturing basic edges based on human behavior such as buying fear/selling greed (mean reversion) or jumping on markets when exhibiting herd behavior (Trend following). No data mining/machine learning/pattern recognition or systems that require constant tweaking or optimisation.

- Multi-System:
* RightEdge + CSI data for futures/CFD trend following + mean reversion strategy over 60 markets. Manual execution - 10 min per day activity
* RightEdge + Yahoo data for simple ETF momentum and volatility strategies. Manual execution - 10 min per month activity
* [Developing] QuantConnect for stock porfolio strategies (Mean reversion + trend following) with automated execution


Activity

Carlos left a comment on How to loop through my open positions?

"Excellent! Many thanks :-)"

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3 years ago


Carlos left a comment on How to loop through my open positions?

"Many Thanks for your quick reply Alexandre!Just to double check:The looping example runs in on OnDat..."

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3 years ago


Carlos started the discussion

How to loop through my open positions?

3 years ago


Carlos left a comment on Princeton-QuantConnect Algorithmic Trading Worksho...

"Upvote"

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3 years ago


Carlos left a comment on Buying and holding a leveraged S&P 500 ETF such as...

"I have backtested a simple strategy shorting both the inverse leveraged ETF of SP500 and 20 year tre..."

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3 years ago


Carlos's Badges

Backtester

User has made 100+ Backtests

Unlocked: 03-30-2018

C# Programming

Prefer C# Programming Language

Unlocked: 08-20-2018