QUANTCONNECT COMMUNITY

Custom brokerage conversion issue with BTCUSDT; need to define unique conversion rules.

New version of "Dual Momentum IN OUT" strategy doubles net profit while maintaining risk metrics. Compounded annual return of 30.164%.

Custom broker setup issues; errors in initialization, limitations in flexibility, Lean misrouting trades.

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Struggling to place MES futures orders; outdated API docs.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?