Louis Szeto

Quantitative Developer Intern



Louis Szeto Quant
Created May 6, 2020
TS a
Created Jul 3, 2021
Created Jun 23, 2020


QC Quantitative Developer Intern. MSc Financial Engineering in WQU with excellent grades in all courses. Self-taught proficient python & C#, intermittent C++. Big interest in statistics, physics, computer science, and quant finance. Arbitrage reigns supreme!


Louis left a comment on Trades executed by QC does not match the data on O...

"Hi Z CThe data in OnData method is the consolidated Hour bar, but not real time data. It represents ..."

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11 hours ago

11 hours ago

Louis left a comment on EMA "bloat" strategy error: Runtime Erro...

"Hi GianlucaMind attaching a backtest/code snippets for further check up?BestLouis..."

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11 hours ago

11 hours ago

Louis left a comment on Calendar spread - strange behaviour

"Hi AlexPThank you for bring up this. The strategy doc page is served as technical reference purpose...."

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11 hours ago

11 hours ago

Louis left a comment on Buy stock when there is insight up, no rebalance. ...

"Hi AllThe rebalancing behavior is governed by the PortfolioConstructionModel. You can take a look at..."

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11 hours ago

11 hours ago

Louis left a comment on Algorithm Framework with multiple alpha and univer...

"Hi Papa BearYou can take a look at this doc. Although classical approach was used there, it can be e..."

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12 hours ago

12 hours 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