Py

Louis Szeto

Quantitative Developer

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Organizations

LSQ a
Louis Szeto Quant
Created May 6, 2020
TS a
TestingSelf
Created Jul 3, 2021
a
QuantConnect
Created Jun 23, 2020
a
QuantConnect Strategy Explorer
Created May 31, 2023

Bio

QC Quantitative Developer. MSc Financial Engineering in WQU with "excellent" grades in all courses. Pure mathematics enthusiast. Arbitrage reigns supreme!


Activity

Louis left a comment on Piotroski F-Score Investing

"Hi PavelI would say this is expected since F-score is looking for undervalued stocks. This type of v..."

Go to Discussion

4 days ago

4 days ago


Louis left a comment on Head & Shoulders TA Pattern Detection

"Hi LucasThe “p2” variable refers to the 2nd peak, the head part of the H&S pattern. For a va..."

Go to Discussion

4 days ago

4 days ago


Louis left a comment on Am I Reading Greeks.Theta Correctly?

"Hi MartyYour calculation process is not wrong, and it makes sense as the probability of the option b..."

Go to Discussion

6 days ago

6 days ago


Louis left a comment on Am I Reading Greeks.Theta Correctly?

"Hi MartyFor 0-DTE options, it is expected that their absolute theta values must be greater than thei..."

Go to Discussion

4 weeks ago

4 weeks ago


Louis left a comment on Am I Reading Greeks.Theta Correctly?

"Hi MartyWe've tried and cannot reproduce this issue. The delta values of deep ITM puts around that t..."

Go to Discussion

4 weeks ago

4 weeks ago


Louis's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 03-31-2021

Chatter Box

User has made 100+ comments in the Community

Unlocked: 07-02-2021

Backtester

User has made 100+ Backtests

Unlocked: 05-04-2020

Live Trading

Deploy Live Trading Algorithm

Unlocked: 05-19-2020

Parallel Live Trading

Run Multiple Live Algorithms Simultaneously

Unlocked: 06-17-2021

Cloner

Clone 100+ Algorithms from the Community

Unlocked: 07-10-2021

C# Programming

Prefer C# Programming Language

Unlocked: 06-07-2021

Python Programming

Prefer Python Programming Language

Unlocked: 05-01-2020

Popular

Receive 10+ Upvotes From Different Users

Unlocked: 06-15-2021

Staff

Member of the Team

Unlocked: 08-12-2021

Bug Hunter

Reported +10 bugs

Unlocked: 03-08-2021

Community Editor

Community Editor

Unlocked: 05-25-2022

Open Source Contributor

Open Source Contributor

Unlocked: 06-15-2021

Boot Camp Private

Finish Easy Tutorial

Unlocked: 06-11-2021

Boot Camp Corporal

Finish Intermediate Tutorial

Unlocked: 06-17-2021

Verified User

Verified QuantConnect User

Unlocked: 08-12-2021

Alpha Streams Developer

1 Alpha Stream Approved

Unlocked: 08-21-2020

Alpha Streams Artisan

3 Alpha Streams Approved

Unlocked: 09-02-2020

Outstanding Community Service

Help others in the community froum

Unlocked: 06-15-2021

Connected with Discord

Share his discord name in his profile.

Unlocked: 02-01-2023