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Biography

Future quantitative trading systems will contain a growing part of intelligent software modules that are not conventionally programmed but that are learned using data from a variety of different sources. I specialize in this exciting field, researching Machine Learning techniques for financial markets and integrating learning modules into complex systematic trading systems.

Activity on QuantConnect

This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.


Public Backtests (2)

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Upgraded Yellow-Green Owl

8325.983Net Profit

98.849PSR

1.934Sharpe Ratio

1.161Alpha

0.137Beta

322.836CAR

31.6Drawdown

22Loss Rate

14Parameters

1Security Types

0.1617Sortino Ratio

1123Tradeable Dates

1733Trades

8.586Treynor Ratio

78Win Rate

Emotional Yellow-Green Kangaroo

15194.096Net Profit

99.795PSR

2.154Sharpe Ratio

1.297Alpha

0.133Beta

415.292CAR

29.6Drawdown

18Loss Rate

13Parameters

1Security Types

0.1574Sortino Ratio

1121Tradeable Dates

1659Trades

9.883Treynor Ratio

82Win Rate


Community

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Manuel left a comment in the discussion BTCUSD, Minute The issue starts from Jan 8th, 2017; and continues until Feb 3rd, 2017

+1 also having this issue with minute bars, see link for a list of all affected bars

4 years ago

Manuel left a comment in the discussion ETHUSD, Minute The issue starts from Feb 9th, 2019; and continues until Feb 9th, 2019

+1 also having this issue with minute bars, see link for a list of all affected bars

4 years ago

Manuel started the discussion How to correctly update indicator with bar in python?

I am implementing a custom alpha model in python and need to warm up the indicators for securities...

5 years ago

Upgraded Yellow-Green Owl

8325.983Net Profit

98.849PSR

1.934Sharpe Ratio

1.161Alpha

0.137Beta

322.836CAR

31.6Drawdown

22Loss Rate

14Parameters

1Security Types

0.1617Sortino Ratio

1123Tradeable Dates

1733Trades

8.586Treynor Ratio

78Win Rate

Emotional Yellow-Green Kangaroo

15194.096Net Profit

99.795PSR

2.154Sharpe Ratio

1.297Alpha

0.133Beta

415.292CAR

29.6Drawdown

18Loss Rate

13Parameters

1Security Types

0.1574Sortino Ratio

1121Tradeable Dates

1659Trades

9.883Treynor Ratio

82Win Rate

Manuel left a comment in the discussion BTCUSD, Minute The issue starts from Jan 8th, 2017; and continues until Feb 3rd, 2017

+1 also having this issue with minute bars, see link for a list of all affected bars

4 years ago

Manuel left a comment in the discussion ETHUSD, Minute The issue starts from Feb 9th, 2019; and continues until Feb 9th, 2019

+1 also having this issue with minute bars, see link for a list of all affected bars

4 years ago

Manuel started the discussion How to correctly update indicator with bar in python?

I am implementing a custom alpha model in python and need to warm up the indicators for securities...

5 years ago