Sebastien Winsor
Quant
Date Joined
28th February, 2018
Bootcamp progress
21% Complete
Achievements
Python Programming
Choose Python as your preferred programming language.
2018-02-28 19:53:05
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2023-02-27 00:13:39
- Profile
- Backtests
- Community
Biography
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 (3)
View More-32.383Net Profit
-36.928Sharpe Ratio
-8.598Alpha
-1422.946Beta
-100CAR
32.4Drawdown
91Loss Rate
1Security Types
-0.22093404793231Sortino Ratio
5Tradeable Dates
9984Trades
0.016Treynor Ratio
9Win Rate
-30.441Net Profit
-38.763Sharpe Ratio
-8.815Alpha
-1248.473Beta
-100CAR
30.4Drawdown
91Loss Rate
1Security Types
-0.26095147123713Sortino Ratio
5Tradeable Dates
9984Trades
0.017Treynor Ratio
9Win Rate
-30.441Net Profit
-38.763Sharpe Ratio
-8.815Alpha
-1248.473Beta
-100CAR
30.4Drawdown
91Loss Rate
1Security Types
-0.26095147123713Sortino Ratio
1458Tradeable Dates
9984Trades
0.017Treynor Ratio
9Win Rate
Community
View MoreSebastien started the discussion SetDataNormalizationMode
Hello,
Sebastien started the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
I'm getting runtime errors on the basic futures template.
Sebastien left a comment in the discussion [New Feature] Quandl Data Importing
If you can't create a custom class in research, then I imagine you cannot
Sebastien left a comment in the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
I have one other issue with orders specifically. For some reason at the moment I'm unable to...
-32.383Net Profit
-36.928Sharpe Ratio
-8.598Alpha
-1422.946Beta
-100CAR
32.4Drawdown
91Loss Rate
1Security Types
-0.22093404793231Sortino Ratio
5Tradeable Dates
9984Trades
0.016Treynor Ratio
9Win Rate
-30.441Net Profit
-38.763Sharpe Ratio
-8.815Alpha
-1248.473Beta
-100CAR
30.4Drawdown
91Loss Rate
1Security Types
-0.26095147123713Sortino Ratio
5Tradeable Dates
9984Trades
0.017Treynor Ratio
9Win Rate
-30.441Net Profit
-38.763Sharpe Ratio
-8.815Alpha
-1248.473Beta
-100CAR
30.4Drawdown
91Loss Rate
1Security Types
-0.26095147123713Sortino Ratio
1458Tradeable Dates
9984Trades
0.017Treynor Ratio
9Win Rate
Sebastien started the discussion SetDataNormalizationMode
Hello,
Sebastien started the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
I'm getting runtime errors on the basic futures template.
Sebastien left a comment in the discussion [New Feature] Quandl Data Importing
Actually, try
Sebastien left a comment in the discussion [New Feature] Quandl Data Importing
If you can't create a custom class in research, then I imagine you cannot
Sebastien left a comment in the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
I have one other issue with orders specifically. For some reason at the moment I'm unable to...
Sebastien left a comment in the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
Thanks Jing. I did manage to solve the datetime object attribute error. For the type error, the...
Sebastien left a comment in the discussion Runtime errors with Basic Futures Template + sorting by Volume or Interest instead of Expiry?
No way to edit??
Sebastien left a comment in the discussion Continuous Future Prices
Jared is there an ETA on this? I really like QC but can't backtest futures without a continuous...
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Sebastien left a comment in the discussion [New Feature] Quandl Data Importing
Actually, try
7 years ago