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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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Fabien started the discussion How to get current lower resolution incomplete bar

I basically want to know how to compare current minute price data to the open of the current hour...

4 years ago

Fabien started the discussion Making a market capitalization weighted portfolio constrution model

I'm inheriting from PortfolioConstructionModel and want to give each security a target percentage...

4 years ago

Fabien started the discussion Update resolution for AlphaModel

Is there a way to get the update resolution within an AlphaModel?

4 years ago

Fabien started the discussion Risk Management Models and Insights

I was wondering - if a risk management model liquidates a position (such as through a trailing stop...

4 years ago

Fabien started the discussion API to get index components?

Is there a recommended way to get all the individual stocks of an index, eg Nasdaq 100, in order to...

4 years ago

Fabien started the discussion How to get current lower resolution incomplete bar

I basically want to know how to compare current minute price data to the open of the current hour...

4 years ago

Fabien started the discussion Making a market capitalization weighted portfolio constrution model

I'm inheriting from PortfolioConstructionModel and want to give each security a target percentage...

4 years ago

Fabien started the discussion Update resolution for AlphaModel

Is there a way to get the update resolution within an AlphaModel?

4 years ago

Fabien started the discussion Risk Management Models and Insights

I was wondering - if a risk management model liquidates a position (such as through a trailing stop...

4 years ago

Fabien started the discussion API to get index components?

Is there a recommended way to get all the individual stocks of an index, eg Nasdaq 100, in order to...

4 years ago

Fabien started the discussion How to set an insight's duration to end right before close of trading day?

I tried using the DateTime constructor and passing algorithm.Time date values plus the hour and...

4 years ago

Fabien started the discussion Taking profit once an insight's magnitude has been reached

Is there a recommended way to exit a position once an insight's magnitude has been achieved? Add a...

4 years ago

Fabien left a comment in the discussion Risk Management Models and Insights

By execution targets are you referring to portfolio targets handled in the execution model? I'm not...

4 years ago

Fabien left a comment in the discussion Risk Management Models and Insights

So using risk managment models inherently requires breaking separation of concerns?

4 years ago

Fabien left a comment in the discussion Update resolution for AlphaModel

My universe is set to a resolution of 1 hour. It is a shame I can not schedule events in between...

4 years ago

Fabien left a comment in the discussion Making a market capitalization weighted portfolio constrution model

I also realized the PortfolioConstructionModel sets a protected property for the algorithm instance...

4 years ago

Fabien left a comment in the discussion Making a market capitalization weighted portfolio constrution model

I think I'll need to maintain state in my portfolio construction model class to store the...

4 years ago

Fabien left a comment in the discussion Insight stacking/replacing/canceling

To answer the question, the base PortfolioConstrutionModel class only uses the last active insight...

4 years ago