Louis Szeto

Quantitative Developer



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


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


Louis left a comment on Continuous Futures Contracts

"Hi SorinContinuous Future contracts are developed mainly for feeding data to time series predictions..."

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2 days ago

2 days ago

Louis left a comment on Inquiry Regarding Availability of factor_files and...

"Hi HitRefer to this reply. ThanksBestLouis..."

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3 days ago

3 days ago

Louis left a comment on Options on high/low PE stocks strategy

"Hi TigranIn Python, the weekday count starts at 0 (Monday), so Friday = 4 not 5. Also, the option ch..."

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3 days ago

3 days ago

Louis left a comment on Net Current Asset Value Effect Algorithm

"Hi MislavWe cannot reproduce the issue, and we're able to run your code snippet without error. Can y..."

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3 days ago

3 days ago

Louis left a comment on Force LEAN to instantly load custom data?

"Hi SantiagoIt is not possible to pipe through line Reader. Instead, you can save a copy of your data..."

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3 days ago

3 days 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


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


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


Receive 10+ Upvotes From Different Users

Unlocked: 06-15-2021


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