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Biography

Developing and trading quantitative strategies independently.

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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E3 dual momentum 5y submission v4

119.189Net Profit

13.794PSR

0.593Sharpe Ratio

0.138Alpha

0.36Beta

16.984CAR

44.4Drawdown

-0.26Loss Rate

84Parameters

1Security Types

1826Tradeable Dates

6651Trades

0.605Treynor Ratio

0.11Win 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


Community

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Sebastien started the discussion Intraday breakout alpha model

Good day all,

1 years ago

Sebastien started the discussion Dual time resolution

Hi everyone,

1 years 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...

1 years ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

1 years ago

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

Hi there,

2 years ago

E3 dual momentum 5y submission v4

119.189Net Profit

13.794PSR

0.593Sharpe Ratio

0.138Alpha

0.36Beta

16.984CAR

44.4Drawdown

-0.26Loss Rate

84Parameters

1Security Types

1826Tradeable Dates

6651Trades

0.605Treynor Ratio

0.11Win 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 Intraday breakout alpha model

Good day all,

1 years ago

Sebastien started the discussion Dual time resolution

Hi everyone,

1 years 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...

1 years ago

Sebastien left a comment in the discussion Development Group

Hi Roberto,

1 years ago

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

Hi there,

2 years ago

Sebastien started the discussion Error return without exception set

Hi there, 

2 years ago

Sebastien started the discussion Fatal error despite multiple debugging steps

Hi there, 

2 years ago

Sebastien started the discussion Trading equities live with bonds holding

Hi there,

2 years ago

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

Hi there, 

2 years ago

Sebastien started the discussion Help needed for live deployment

Hi there,

2 years ago

Sebastien started the discussion Real-time data and paper trading

Hi there,

2 years ago

Sebastien started the discussion Custom fee model

Hi there,

2 years ago

Sebastien left a comment in the discussion Tactical Momentum Rank

Hi there,

2 years ago

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

Corrected code: MarketOrder and Setbrokerage.

2 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: 

2 years ago

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

Thanks

2 years ago