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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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asdas left a comment in the discussion SMA futures algorithm

Great thanks Varad. How would combine both the SMA and the standard deviations calculations?...

3 years ago

asdas left a comment in the discussion SMA futures algorithm

Hi Derek, 

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hey Jared, Louis mentioned a formula to compute the capacity in a comment. Can you confirm it?

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hi Vlad

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hi Louis,Thank you for your responses. Genuinely appreciated!

3 years ago

asdas left a comment in the discussion SMA futures algorithm

Great thanks Varad. How would combine both the SMA and the standard deviations calculations?...

3 years ago

asdas left a comment in the discussion SMA futures algorithm

Hi Derek, 

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hey Jared, Louis mentioned a formula to compute the capacity in a comment. Can you confirm it?

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hi Vlad

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hi Louis,Thank you for your responses. Genuinely appreciated!

3 years ago

asdas left a comment in the discussion Major mistake in the Capacity calculations

Hi Louis, I am also confused by this metric. Am I right to assume that tick resolution has no...

3 years ago