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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.


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alpha started the discussion Pandas/Numpy in Lean

Hi,

7 years ago

alpha started the discussion Lean Build issues

Hi,

7 years ago

alpha started the discussion Understanding Lean's OnData(Slice data) mechanics

Hi, I have some minute data starting at "2017-10-01 00:00:00". I'm trying to examine...

7 years ago

alpha started the discussion Static Data (FileSystemDataFeed) missing values

I have some data in csv format - minute bars in one large csv. I've repackaged it as outlined...

7 years ago

alpha started the discussion How to add a buy and hold benchmark

Hi, I have a timeseries signal on a particular security. It is one signal per security using OHLCV...

7 years ago

alpha started the discussion Pandas/Numpy in Lean

Hi,

7 years ago

alpha started the discussion Lean Build issues

Hi,

7 years ago

alpha started the discussion Understanding Lean's OnData(Slice data) mechanics

Hi, I have some minute data starting at "2017-10-01 00:00:00". I'm trying to examine...

7 years ago

alpha started the discussion Static Data (FileSystemDataFeed) missing values

I have some data in csv format - minute bars in one large csv. I've repackaged it as outlined...

7 years ago

alpha started the discussion How to add a buy and hold benchmark

Hi, I have a timeseries signal on a particular security. It is one signal per security using OHLCV...

7 years ago

alpha started the discussion High price X bars ago

Hi, I'm not sure how to do this using an indicator. I've tried the following which...

7 years ago

alpha started the discussion Need some help with the Delay() indicator please

Hi, I'm really strugling understanding how to use the Delay() indicator. It is a usual case to...

7 years ago

alpha started the discussion Indicator chaining in Python

Hi, the following doesn't seem to be working in Python. Looking at the docs, I've tried...

7 years ago

alpha started the discussion Minimum order/clip size?

Hi, is there a way to set a minimum order size per security (or globally)? When I execute...

7 years ago

alpha started the discussion -100% drawdown when SetBrokerageModel()

Hi, when researching for algos, do you run them with SetBrokerageModel() or not? If you...

7 years ago

alpha started the discussion Bug in BTC/GBP Crypto pair

https://www.quantconnect.com/data#symbol/crypto/gdax/btcgdpShould be BTCGBP? (says BTCGDP). 

7 years ago

alpha started the discussion Debugging in the Algorithm Lab

Hi, since I can't download Crypto data to work offline, is it possible to debug an algo in C#...

7 years ago

alpha started the discussion Reducing Drawdown in Momentum Strategies

Hi, I need some ideas for reducing drawdown in momentum strategies. I can break down the problem...

7 years ago

alpha left a comment in the discussion Questions about backtesting on BTCUSD

I'd like to know this too please. Can someone help with an example of running several...

7 years ago

alpha left a comment in the discussion High price X bars ago

Jared Broad I am having trouble getting the last 2 bars of data. I have minute data and...

7 years ago

alpha left a comment in the discussion High price X bars ago

Thanks Jared Broad 

7 years ago

alpha left a comment in the discussion How to add a buy and hold benchmark

Hi Jared, thanks - I'll review it. I have custom OHLCV data in the form of large csv files...

7 years ago

alpha left a comment in the discussion High price X bars ago

Hi Dan, C# please. While on that topic, how would you force an SMA indicator to run on the High...

7 years ago

alpha left a comment in the discussion Understanding Lean's OnData(Slice data) mechanics

I'm sorry, in fact, the data is from "2017-10-01 03:59:00", not "2017-10-01...

7 years ago