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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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Derrick started the discussion Simulating Data

I am using some leveraged ETFs for backtesting but they are fairly recent creations.  I would love...

2 years ago

Derrick left a comment in the discussion Simulating Data

Bump. Any suggestions?

2 years ago

Derrick started the discussion Interactive Brokers Live Options Expiry

I sold some options and noticed they expired.  But the Portfolio quantity was not updated to 0....

3 years ago

Derrick started the discussion Handling Splits During Warmup

If I need raw data normalization, is there a recommended approach for handling of split data that...

3 years ago

Derrick left a comment in the discussion Handling Splits During Warmup

After a little more testing. . .

3 years ago

Derrick started the discussion Simulating Data

I am using some leveraged ETFs for backtesting but they are fairly recent creations.  I would love...

2 years ago

Derrick left a comment in the discussion Simulating Data

Bump. Any suggestions?

2 years ago

Derrick started the discussion Interactive Brokers Live Options Expiry

I sold some options and noticed they expired.  But the Portfolio quantity was not updated to 0....

3 years ago

Derrick started the discussion Handling Splits During Warmup

If I need raw data normalization, is there a recommended approach for handling of split data that...

3 years ago

Derrick left a comment in the discussion Handling Splits During Warmup

After a little more testing. . .

3 years ago

Derrick left a comment in the discussion Orders Taking Multiple Bars to Fill?? (simple backtest attached)

I wonder if this is related to an issue I'm seeing.  New backtests are not Liquidate()'ing for me....

3 years ago