QUANTCONNECT COMMUNITY

Trouble retrieving minute-level VIX data; only daily available. Options data approach failed.

Triton Quant takes 1st in Q1 2025 Quant League with 14.88% return, followed by Imperial College and Stony Brook. All out of sample, live trading returns.

SPX prices stop at 3 PM due to market closing timing in your data source.

Intraday arbitrage strategy between highly correlated index ETFs with a manual universe selection model and EqualWeightingPortfolioConstructionModel.

Can't cloud debug C# for options; need local data with subscription. Seek alternatives.

Momentum strategy using averaged parameters, dynamic sizing, and risk management for consistency.

EqualWeightingPortfolioConstructionModel fails with IBKR live trading after March 20 update.

Simple algo for pair trading using Bollinger bands, meant to trade many pairs and avoid concentration, with a persistence model.

Error: Cannot instantiate 'PivotHighIndicator'; likely missing abstract method implementation.

Set the Mac IB Gateway path in QuantConnect's config file for data download issues.

Custom brokerage conversion issue with BTCUSDT; need to define unique conversion rules.

New version of "Dual Momentum IN OUT" strategy doubles net profit while maintaining risk metrics. Compounded annual return of 30.164%.

Custom broker setup issues; errors in initialization, limitations in flexibility, Lean misrouting trades.

Adaptive state-based crypto strategy with dynamic prediction adjustments.

Summarize your strategy to attract investment and promote engaging discussions.

Boot Camp #7 issue: No backtest results despite using solution code. Possible reasons?

Momentum Reversal: Monthly rebalance, top 1000 US stocks, focus on medium-term momentum & short-term reversal.

Struggling to place MES futures orders; outdated API docs. Need current method.

A thoughtful reflection on unrequited communication in the QuantConnect community.