QUANTCONNECT COMMUNITY

Harnessing topological techniques to diversify SPY constituents by clustering top constituents to reduce correlation risk and drawdown.

QuantConnect down, can't access algos—should I manage trades manually? Any ETA on a fix?

Getting 443 error with yfinance in research; consider using qb.Download as a workaround.

~5% account equity mismatch between QC & IB. Order rejected due to "BigMarginChange" error.

How to run multiple strategies from separate Python files in QuantConnect, without Framework.

QC does not currently provide options data in live paper trading accounts.

Can I use TradeStation data for backtesting in QuantConnect since QC's options data is incomplete?

Python algo trading vid series, video 4: taking profit. Backtest and code provided.

HMM strategy for top 10 stocks yields 36% return, Sharpe 1.7, max drawdown 7.3%.

Seeking QuantConnect template for ML model trading with full risk management features.

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

Missing SPXW option chains for ~50 days in 1DTE backtest; Tradestation data exists. Why?

Seeking dynamic Fama-French 3-Factor daily data integration in QuantConnect for live/backtest use.

Why is the filter method called so often in OptionsChainManager? Should it be? How to reduce calls?

QuantConnect discontinues support for Alpha Streams v1.0, focusing on a new version implementing core quant principles at its core.

How to exclude unit test folders & large files from QC uploads while using CI/CD in one Git repo?

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

Local QuantBook() init fails with NullReferenceException in lean research on Windows.

Intraday reversal: Go long S&P 500 stocks with big gap downs vs ATR; close 15 mins after open.

Check Sharpe Ratio & CAGR in live trading via reports after liquidation in QuantConnect.