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Biography

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 (1)

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Energetic Yellow Viper

-3.339Net Profit

2.047PSR

-4.982Sharpe Ratio

-0.219Alpha

-0.368Beta

-31.346CAR

4.1Drawdown

-0.02Loss Rate

39Parameters

0Security Types

-7.957Sortino Ratio

0Tradeable Dates

319Trades

0.745Treynor Ratio

0.02Win Rate


Community

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Felipe started the discussion Local LEAN CLI and mySQL

Is it possible to write to database or file using a local instance of Lean?

3 years ago

Felipe started the discussion Error on a backtest since last friday

i get this error in an algo that was working before

4 years ago

Felipe started the discussion AddOption vs AddOptionContract and Price models

When backtesting with options I have seen that it is much more efficient to select the contract you...

5 years ago

Felipe left a comment in the discussion AddOption vs AddOptionContract and Price models

Thanks Alexandre, it worked perfectly.

5 years ago

Energetic Yellow Viper

-3.339Net Profit

2.047PSR

-4.982Sharpe Ratio

-0.219Alpha

-0.368Beta

-31.346CAR

4.1Drawdown

-0.02Loss Rate

39Parameters

0Security Types

-7.957Sortino Ratio

0Tradeable Dates

319Trades

0.745Treynor Ratio

0.02Win Rate

Felipe started the discussion Local LEAN CLI and mySQL

Is it possible to write to database or file using a local instance of Lean?

3 years ago

Felipe started the discussion Error on a backtest since last friday

i get this error in an algo that was working before

4 years ago

Felipe started the discussion AddOption vs AddOptionContract and Price models

When backtesting with options I have seen that it is much more efficient to select the contract you...

5 years ago

Felipe left a comment in the discussion AddOption vs AddOptionContract and Price models

Thanks Alexandre, it worked perfectly.

5 years ago