- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.
Public Backtests (2)
View More446Tradeable Dates
1439Tradeable Dates
Community
View MoreChristoffer started the discussion Adding daily data csv file to Lean engine
Hi,
Christoffer started the discussion Limit order getting filled twice
Hi,
Christoffer started the discussion How to get previous bar's indicator value?
For indicators can you access say RSI for the last X days if your resolution is daily?
Christoffer started the discussion Daily indicator being updated using minute data
I have a CCI5 indicator using daily data
Christoffer started the discussion Position sizing based on recent returns using a Hidden Markov model
Here is an example of using a hidden markov model to adjust your position sizing.
446Tradeable Dates
1439Tradeable Dates
Christoffer started the discussion Adding daily data csv file to Lean engine
Hi,
Christoffer started the discussion Limit order getting filled twice
Hi,
Christoffer started the discussion How to get previous bar's indicator value?
For indicators can you access say RSI for the last X days if your resolution is daily?
Christoffer started the discussion Daily indicator being updated using minute data
I have a CCI5 indicator using daily data
Christoffer started the discussion Position sizing based on recent returns using a Hidden Markov model
Here is an example of using a hidden markov model to adjust your position sizing.
Christoffer started the discussion Universe selection with sqldatareader
Is it possible to do a universe selection with a sqldatareader?
Christoffer left a comment in the discussion Future leak question
Based on the performance on open and close I guess real life performance is going to be in between...
Christoffer left a comment in the discussion Universe selection with sqldatareader
Ok. I looked at the stock picker example, maybe I'll start with a simple text file first. This...
Christoffer left a comment in the discussion Momersion Indicator
Ok. I guess you have to learn to use momersion like any other indicator. Just blindly...
Christoffer left a comment in the discussion Momersion Indicator
I tested this with my mean reversion algorithm. When I filter out trades with momersion >= 50,...
Christoffer left a comment in the discussion Theoretical options backtesting framework
JP, great work. I am looking forward to this being integrated. Having options in your algo...
QuantConnect™ 2024. All Rights Reserved
Christoffer left a comment in the discussion Future leak question
@Juan, That backtest analyzer looks good. Might be interesting if one could port it to C#.
9 years ago