QUANTCONNECT COMMUNITY

Adaptive state-based crypto strategy with dynamic prediction adjustments.

Summarize your strategy to attract investment and promote engaging discussions.

Boot Camp #7 issue: No backtest results despite using solution code. Possible reasons?

Momentum Reversal: Monthly rebalance, top 1000 US stocks, focus on medium-term momentum & short-term reversal.

Struggling to place MES futures orders; outdated API docs. Need current method.

A thoughtful reflection on unrequited communication in the QuantConnect community.

Triton Quant takes 1st in Q1 2025 Quant League with 14.88% return, followed by Imperial College and Stony Brook. All out of sample, live trading returns.

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

Algorithm has MarginInterestRateModel.NULL issues, unintended daily scheduling, and SMA update errors.

Backtest results vary despite identical code; strategy buys top 5 Sharpe ratio stocks yearly. Help?

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

Missing kernels in Research Notebook; unable to run.

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.

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