QUANTCONNECT COMMUNITY

Yes, you can load any CSV file from any location using the Local CLI.

Charles Schwab integration now supports trading Equities, Options, and Index Options on QuantConnect!

Why is 0DTE SPX implied volatility much higher with IB vs. Schwab?

Reimplementation and validation of the QuantConnect Greek option calculations as technical indicators. Cross-referenced with multiple third-party sources.

Adaptive state-based crypto strategy with dynamic prediction adjustments.

Cash amount affects leverage; $100,000 may be too low for set_holdings to allocate properly.

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.

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.