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Biography

From 2025 onward, focusing primarily on selling FX downside risk and advancing the development of quantitative tools. https://github.com/SL-Mar

Activity on QuantConnect

We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


Public Backtests (6)

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Measured Violet Pelican

64.774Net Profit

90.702PSR

1.905Sharpe Ratio

0.14Alpha

0.276Beta

28.321CAR

6.1Drawdown

-0.03Loss Rate

9Parameters

0Security Types

505Tradeable Dates

660Trades

0.686Treynor Ratio

0.15Win Rate

Determined Apricot Goat

55.838Net Profit

85.136PSR

1.713Sharpe Ratio

0.118Alpha

0.275Beta

24.797CAR

5.8Drawdown

-0.03Loss Rate

22Parameters

0Security Types

505Tradeable Dates

1225Trades

0.605Treynor Ratio

0.08Win Rate

Ugly Blue Dolphin

106.938Net Profit

45.685PSR

0.732Sharpe Ratio

0.048Alpha

0.373Beta

14.567CAR

15.4Drawdown

35Loss Rate

11Parameters

1Security Types

0.766Sortino Ratio

0Tradeable Dates

3958Trades

0.203Treynor Ratio

65Win Rate

Emotional Fluorescent Pink Gull

157.013Net Profit

1.279PSR

0.323Sharpe Ratio

-0.012Alpha

1.282Beta

10.635CAR

63.9Drawdown

44Loss Rate

10Parameters

1Security Types

0.374Sortino Ratio

2346Tradeable Dates

1709Trades

0.068Treynor Ratio

56Win Rate

Hyper Active Black Dog

35.97Net Profit

69.731PSR

1.448Sharpe Ratio

0.148Alpha

0.976Beta

48.919CAR

11.8Drawdown

18Loss Rate

0Parameters

1Security Types

1.225Sortino Ratio

194Tradeable Dates

44Trades

0.295Treynor Ratio

82Win Rate


Community

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Sebastien started the discussion Dual time resolution

Hi everyone,

6 months ago

Sebastien left a comment in the discussion Dual time resolution

I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...

6 months ago

Sebastien started the discussion Intraday breakout alpha model

Good day all,

8 months ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

8 months ago

Sebastien started the discussion Real-time data and paper trading

Hi there,

11 months ago

Measured Violet Pelican

64.774Net Profit

90.702PSR

1.905Sharpe Ratio

0.14Alpha

0.276Beta

28.321CAR

6.1Drawdown

-0.03Loss Rate

9Parameters

0Security Types

505Tradeable Dates

660Trades

0.686Treynor Ratio

0.15Win Rate

Determined Apricot Goat

55.838Net Profit

85.136PSR

1.713Sharpe Ratio

0.118Alpha

0.275Beta

24.797CAR

5.8Drawdown

-0.03Loss Rate

22Parameters

0Security Types

505Tradeable Dates

1225Trades

0.605Treynor Ratio

0.08Win Rate

Ugly Blue Dolphin

106.938Net Profit

45.685PSR

0.732Sharpe Ratio

0.048Alpha

0.373Beta

14.567CAR

15.4Drawdown

35Loss Rate

11Parameters

1Security Types

0.766Sortino Ratio

0Tradeable Dates

3958Trades

0.203Treynor Ratio

65Win Rate

Emotional Fluorescent Pink Gull

157.013Net Profit

1.279PSR

0.323Sharpe Ratio

-0.012Alpha

1.282Beta

10.635CAR

63.9Drawdown

44Loss Rate

10Parameters

1Security Types

0.374Sortino Ratio

2346Tradeable Dates

1709Trades

0.068Treynor Ratio

56Win Rate

Hyper Active Black Dog

35.97Net Profit

69.731PSR

1.448Sharpe Ratio

0.148Alpha

0.976Beta

48.919CAR

11.8Drawdown

18Loss Rate

0Parameters

1Security Types

1.225Sortino Ratio

194Tradeable Dates

44Trades

0.295Treynor Ratio

82Win Rate

Crying Brown Crocodile

185.618Net Profit

31.929PSR

0.774Sharpe Ratio

0.065Alpha

1.107Beta

24.58CAR

33.4Drawdown

56Loss Rate

0Parameters

1Security Types

0.835Sortino Ratio

1200Tradeable Dates

590Trades

0.149Treynor Ratio

44Win Rate

Sebastien started the discussion Dual time resolution

Hi everyone,

6 months ago

Sebastien left a comment in the discussion Dual time resolution

I have a universe of 200 stocks, not a manual universe of few tickers. What should be the...

6 months ago

Sebastien started the discussion Intraday breakout alpha model

Good day all,

8 months ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

8 months ago

Sebastien started the discussion Real-time data and paper trading

Hi there,

11 months ago

Sebastien started the discussion Custom fee model

Hi there,

11 months ago

Sebastien started the discussion Bond pricing effect at the end of the month

Hi there,

1 years ago

Sebastien started the discussion Error return without exception set

Hi there, 

1 years ago

Sebastien started the discussion Fatal error despite multiple debugging steps

Hi there, 

1 years ago

Sebastien started the discussion Trading equities live with bonds holding

Hi there,

1 years ago

Sebastien started the discussion How to create a custom universe based on components of 2 ETF

Hi there, 

1 years ago

Sebastien started the discussion Help needed for live deployment

Hi there,

1 years ago

Sebastien left a comment in the discussion Tactical Momentum Rank

Hi there,

1 years ago

Sebastien left a comment in the discussion Help needed for live deployment

Corrected code: MarketOrder and Setbrokerage.

1 years ago

Sebastien left a comment in the discussion Help needed for live deployment

Here is the part of the code dealing with long orders: 

1 years ago

Sebastien left a comment in the discussion How to create a custom universe based on components of 2 ETF

Thanks

1 years ago