QUANTCONNECT COMMUNITY

Connecting TD Ameritrade to QuantConnect's Orders & Portfolio: possible or create own collections? Any examples? - Dave

Problem with using SMA on InternalBarStrength in Alpha framework; works in classic backtest.

Help needed to add multiple securities to an options strategy, only one security is trading options. Python skills rusty.

Looking to join an Institution Seat on QuantConnect; willing to contribute financially.

Adaptive state-based crypto strategy with dynamic prediction adjustments.

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

Timing issue with market orders on daily resolution: fills differ in live vs. backtest, causing discrepancies.

Adaptive crypto trading strategy using dynamic states and predictor adjustments.

Explore Zodiac Quant Strategies: a unique blend of quant analysis and astrology for trading innovation.

Hi allI'm trying to use `SetHoldings` to submit a trade on IB paper testing, but the quantity it sub.. [discussion]

Trend-following ETF strategy using risk optimization and monthly rebalancing.

Protective Momentum strategy combines momentum signals with risk management and portfolio optimization.

We are starting this new discussion for sharing an updated version of the momentum strategy from And.. [discussion]

Set_holdings with random weights underuses equity. Use `Normalize()` for full allocation.

Summarize your strategy to attract investment and promote engaging discussions.

Experiencing post-only errors for IBKR MOO orders; disabling post-only doesn't help.

Having issues with SPY RSI in LEAN v2.5.0.0. Fix needed for RSI readiness and crashes.

Learn AI trading with 19 strategies in "Hands on AI Trading with Python, QuantConnect, and AWS".

IBKR MOO order error: remove post-only attribute.

Issue with IBKR MOO order: "On-Open order cannot have post-only attribute." Any fixes?