QUANTCONNECT COMMUNITY

Gold-SPY portfolio optimization using Hidden Markov Models for minimizing market downturn risk.

Implementing custom alpha model in QuantConnect: Use data library, backtesting framework, and order execution capabilities effectively.

Looking for reliable API for upcoming earnings calendar, AlphaVantage data is consistently stale. Need alternative recommendations.

Warning: USA Index TradeBar not supported. Switch data provider for live deployment.

"BTCUSD minute data anomaly on 2019-10-31; unusual closing prices from 17:01-17:09."

How to run multiple algorithms without contaminating results between runs in Lean .NET application.

Trouble with BTCUSD historic data download; questions on BTCAUD availability and --no-interaction flag.

Help needed to delete a mistakenly created organization.

Summarize your strategy to attract investor interest and encourage discussion.

Need help with email bounce issue affecting LeanAPI delivery. Awaiting support response.

Optimize timeout issues: use rolling windows, refine filters, and reduce calculations.

Benefits of continuous futures: smoother data for backtesting and simplified contract handling.

Can't backtest past 12/25/2024; always ends or starts there despite set dates. New user.

Introducing Mia, an AI Quant Support Agent that provides quick and relevant answers to support questions while you code in the Algorithm Lab.

Louis shares code for algorithmic trading Forex & CFDs using QuantConnect with advanced charting features.

Alpaca model supports fractional shares with a $1 min and max 9 decimal places.

Implementation of a put options strategy using IV rank and AI with K-means clusters shows high win rate, modest returns.

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

SPY Mean Reversion backtest fails with a "null object" error, no detailed message available.

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