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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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Bala left a comment in the discussion From Research To Production: Stationary Processes and Z-Scores

Is there a way to select symbols in a similar way from the QC500UniverseSelectionModel?

4 years ago

Bala left a comment in the discussion From Research To Production -- Mean Reversion

Thanks for sharing Jack.When I modify this a bit--1. Add LiquidETFUniverse2. VWAP executionIt gives...

4 years ago

Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

Hi Alexandre, Thanks for the reply. I am getting the hang of it now.

4 years ago

Bala started the discussion QC500 Universe

Hello,

5 years ago

Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

This example is for equal weighted allocation. I am not able to figure out how to use an allocation...

5 years ago

Bala left a comment in the discussion From Research To Production: Stationary Processes and Z-Scores

Is there a way to select symbols in a similar way from the QC500UniverseSelectionModel?

4 years ago

Bala left a comment in the discussion From Research To Production -- Mean Reversion

Thanks for sharing Jack.When I modify this a bit--1. Add LiquidETFUniverse2. VWAP executionIt gives...

4 years ago

Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

Hi Alexandre, Thanks for the reply. I am getting the hang of it now.

4 years ago

Bala started the discussion QC500 Universe

Hello,

5 years ago

Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

This example is for equal weighted allocation. I am not able to figure out how to use an allocation...

5 years ago

Bala left a comment in the discussion Fundamental Factor Long Short Strategy as an Alpha Model

Thanks Jack, very helpful!

5 years ago

Bala left a comment in the discussion Documentation discussion algorithm-framework/overview

Very interesting. Can't wait to get my hands dirty. Alpha Factor models now seem possible on...

5 years ago