cover
  • Profile
  • Backtests
  • Community

Biography

Activity on QuantConnect

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.


Public Backtests (0)

View More

Community

View More

Hugo started the discussion Help with Cointegration Test

Hello,

6 years ago

Hugo started the discussion Help with Kalman Filter based pairs trading

Hello!

6 years ago

Hugo started the discussion My Kalman Filter Seems Off?

Hello,

6 years ago

Hugo started the discussion My Kalman Filter seems off??? Please help

Hello,

6 years ago

Hugo started the discussion What is the purpose of a warmup period and how do i find out how long it should be?

What is the purpose of a warm up period and how long should it be for a given algorithm?

6 years ago

Hugo started the discussion Help with Cointegration Test

Hello,

6 years ago

Hugo started the discussion Help with Kalman Filter based pairs trading

Hello!

6 years ago

Hugo started the discussion My Kalman Filter Seems Off?

Hello,

6 years ago

Hugo started the discussion My Kalman Filter seems off??? Please help

Hello,

6 years ago

Hugo started the discussion What is the purpose of a warmup period and how do i find out how long it should be?

What is the purpose of a warm up period and how long should it be for a given algorithm?

6 years ago

Hugo left a comment in the discussion Algo: Beer Money 1.0.0

How would you apply this to the forex market?

6 years ago

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

Hello,

6 years ago

Hugo left a comment in the discussion Intraday Pairs Trading Based on Correlation and Cointegration

Hello, how do I implement this strategy using forex pairs? Thank you

6 years ago

Hugo left a comment in the discussion Help with Kalman Filter based pairs trading

Thank you! I reran the code using a different set of time series and it looks like there's...

6 years ago

Hugo left a comment in the discussion Help with Cointegration Test

So when the Stationary series crosses into the positive side does that mean the pairs are getting...

6 years ago

Hugo left a comment in the discussion Help with Cointegration Test

Jing Wu, thank you! Also, based off the stationary time series I have, how would I trade this...

6 years ago