Hi,
When I push the license button, I am directed to
https://www.quantconnect.com/funds
page, where they ask me for a demo schedule.
I feel like I am led to a wrong page as my intention is to have access to the alpha stream.
Any idea?
Thank you.
QUANTCONNECT COMMUNITY
Hi,
When I push the license button, I am directed to
https://www.quantconnect.com/funds
page, where they ask me for a demo schedule.
I feel like I am led to a wrong page as my intention is to have access to the alpha stream.
Any idea?
Thank you.
Thank you so much for sharing your algo with us. This is GREAT! I'm learning a ton just by reading through the code.
I'd like to contribute where I can, so this is my first take at it.
I converted your "v2.5 Dual Momentum with Out Days by Vladimir" into QuantConnect's new Algorithm Framework. In particular, I've split your algo into the signal generation (Alpha Model) and placing trades (Portfolio Construction Model).
The converted code is as close as possible to yours (save some optimizations here and there). Note that the insights (buy/sell) are generated for SPY by DualMomentumWithOutDaysAlphaModel. DualMomentumWithOutDaysPortfolioConstructionModel then captures these SPY insights and converts them into buy/sell orders for one of the 4 assets.
Hopefully, this makes it easier to plug in and combine different strategies. I could make it more generic too, eg, pass the list of stocks and bonds are parameters.
Let me know what you (and the community) think!
PS: I'm not sure how familiar with git folks are (eg, GitHub.com, GitLab.com), but I think there's some value in using a collaborative version control system where we could collaborate/share/comment on the code in a more structured way. Just a thought. :)
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