cover
  • Profile
  • Backtests
  • Community
  • Certificates

Biography

Python Developer at Investment Bank. Currently, working on 'longer'-term strategies (rebalance ~monthly) for equity strategies. Previously, used QC for intraday live trading at Bitmex with custom brokerage implementation deployed to my linux instance. Experimented a lot with decision trees building models, still searching....

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 (1)

View More
Calm Yellow-Green Cormorant

126.665Net Profit

22.772PSR

0.764Sharpe Ratio

0.153Alpha

-0.145Beta

14.513CAR

34Drawdown

-0.04Loss Rate

18Parameters

1Security Types

0.852Sortino Ratio

0Tradeable Dates

2526Trades

-0.937Treynor Ratio

0.11Win Rate


Community

View More

Sebastian left a comment in the discussion Print Enum name

My workaround for the missing helper method in System.Enum. Define in your utils.py or anywhere:

2 years ago

Sebastian left a comment in the discussion Documentation discussion algorithm-reference/consolidating-data

Hi, just noticed your question as I came here looking for some insights to troubleshoot fillForward...

6 years ago

Sebastian started the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?

Any ideas how to achieve above?

7 years ago

Sebastian left a comment in the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?

Thank you Jing. Helpful to read the ff is off with ticks and the consolidator is not called without...

7 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

thank you for that. Will try using it in python

8 years ago

Calm Yellow-Green Cormorant

126.665Net Profit

22.772PSR

0.764Sharpe Ratio

0.153Alpha

-0.145Beta

14.513CAR

34Drawdown

-0.04Loss Rate

18Parameters

1Security Types

0.852Sortino Ratio

0Tradeable Dates

2526Trades

-0.937Treynor Ratio

0.11Win Rate

Sebastian left a comment in the discussion Print Enum name

My workaround for the missing helper method in System.Enum. Define in your utils.py or anywhere:

2 years ago

Sebastian left a comment in the discussion Documentation discussion algorithm-reference/consolidating-data

Hi, just noticed your question as I came here looking for some insights to troubleshoot fillForward...

6 years ago

Sebastian started the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?

Any ideas how to achieve above?

7 years ago

Sebastian left a comment in the discussion How to subscribe to Tick.Resolution AND have OnData called every sec with forward filled 1 sec trade bars?

Thank you Jing. Helpful to read the ff is off with ticks and the consolidator is not called without...

7 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

thank you for that. Will try using it in python

8 years ago

Sebastian left a comment in the discussion [Update] Python Library Support

+1 for more resources on how to enable debugging python scripts in VS lean locally. So far, I found...

8 years ago

Sebastian left a comment in the discussion Adding Spread to FX/CFD Data

Hi Jared Broad ,

8 years ago

QuantConnect Boot Camp

QuantConnect Boot Camp is a comprehensive educational program designed to help individuals learn algorithmic trading and quantitative finance using the QuantConnect platform.

Get this certificate by completing QuantConnect Boot Camp Courses