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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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FX left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

 -- sorry for my late reply. Thanks for taking the time to look in to this and get back to me....

7 years ago

FX left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Hi Jing, this is really great. Thanks for sharing your work. I am looking forward to exploring the...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

JayJayD ; am I correct to assume that no live trades can be placed until this BaseData...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

Could be interesting to see how applying the Kelly Criterion to this strategy would affect...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

JayJayD - sounds good. Can you let me know what led you to think there could be an error with...

7 years ago

FX left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

 -- sorry for my late reply. Thanks for taking the time to look in to this and get back to me....

7 years ago

FX left a comment in the discussion Pairs Trading - Copula Method vs Cointegration

Hi Jing, this is really great. Thanks for sharing your work. I am looking forward to exploring the...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

JayJayD ; am I correct to assume that no live trades can be placed until this BaseData...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

Could be interesting to see how applying the Kelly Criterion to this strategy would affect...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

JayJayD - sounds good. Can you let me know what led you to think there could be an error with...

7 years ago

FX left a comment in the discussion FX Macro Economic Sentiment Algorithm

JayJayD - Hope you are well. I've turned the Strategy on to a Live market, but I noticed...

7 years ago