QUANTCONNECT COMMUNITY

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.

How to check delay in receiving daily forex data from OANDA in live trading?

OANDA daily forex bars on QuantConnect end at 20:00:00 ET (00:00:00 UTC).

Issue: SPX closing prices in QuantConnect appear inaccurate or mismatched.

Forex daily data arrives with a delay, causing duplicate timestamps and outdated prices.

Daily forex live data returned April 30 close for May 1; causes duplicate timestamps and stale data. Why?

Issue: Live Forex price data on QuantConnect is delayed, affecting daily trading.

Add exit rule by customizing AlphaModel; implement logic to remove stocks on signal reversal.