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

Jake left a comment in the discussion Screwy processing of daily historical data

Ok, I understand how the fillDataForward attribute works now, but why would the resulting records...

2 years ago

Jake started the discussion Libraries not available to local Research (Lean CLI, docker, etc.)

For numerous reasons I decided to attempt a local installation of Lean using the new Lean CLI. I'm...

3 years ago

Jake started the discussion Cannot work with notebooks/research

If I use the local installation of Lean (using Lean CLI), my notebook doesn't have access to my...

3 years ago

Jake started the discussion Local Lean (CLI) with Interactive Brokers data

I have some questions regarding my local Lean research. I originally attempted a local Lean...

3 years ago

Jake started the discussion KeyError: 'No key found for either mapped or original key. Mapped Key: []; Original Key: []'

I get the error when fitting an LSTM using keras/pandas. I'm not sure what I can do to fix it.

3 years ago

Jake left a comment in the discussion Screwy processing of daily historical data

Ok, I understand how the fillDataForward attribute works now, but why would the resulting records...

2 years ago

Jake started the discussion Libraries not available to local Research (Lean CLI, docker, etc.)

For numerous reasons I decided to attempt a local installation of Lean using the new Lean CLI. I'm...

3 years ago

Jake started the discussion Cannot work with notebooks/research

If I use the local installation of Lean (using Lean CLI), my notebook doesn't have access to my...

3 years ago

Jake started the discussion Local Lean (CLI) with Interactive Brokers data

I have some questions regarding my local Lean research. I originally attempted a local Lean...

3 years ago

Jake started the discussion KeyError: 'No key found for either mapped or original key. Mapped Key: []; Original Key: []'

I get the error when fitting an LSTM using keras/pandas. I'm not sure what I can do to fix it.

3 years ago

Jake started the discussion Using Tensorboard with Lean CLI/Research environment

After reviewing some online tutorials regarding Tensorboard, I've tried implementing it in my...

3 years ago

Jake started the discussion Screwy processing of daily historical data

I'm using Lean-CLI and researching over daily historical data that I created manually and stored in...

3 years ago

Jake left a comment in the discussion Using Tensorboard with Lean CLI/Research environment

I removed the additional docker image as I found out that tensorboard is installed with tensorflow....

3 years ago

Jake started the discussion Implied Volatility from GetOptionHistory

https://www.quantconnect.com/tutorials/introduction-to-options/quantconnect-options-apiI've tried...

4 years ago

Jake started the discussion Downloading data to my local Lean installation using IB

I was able to get my local installation of Lean to build the default python algorithm, but now I...

4 years ago

Jake started the discussion Feature Engineering

I've made a library support request regarding feature engineering but I figure I'd ask the...

4 years ago

Jake left a comment in the discussion Skylight doesn't sync project

Do you have an antivirus app that might be blocking it?

4 years ago

Jake left a comment in the discussion How to clone a research notebook?

Given the release of Skylight I would say the easiest way is to sync your account, then copy the...

4 years ago

Jake left a comment in the discussion Downloading data to my local Lean installation using IB

The file I've been modifying is at: /Lean/Launcher/config.json. It contains my algorithm-location...

4 years ago

Jake left a comment in the discussion Working out Value Area (a.k.a Market Profile/Volume Profile from Auction Market Theory)

I've made a working script in Python that calculates volume-based POC as well as time-based POC....

4 years ago

Jake started the discussion Framework algorithms must specify a portfolio construction model using the 'PortfolioConstruction' property

I'm new to QC and I'm having an error that I can't make sense of. I've copied what was...

5 years ago

Jake started the discussion Self.ActiveSecurities holds nothing when using ManualUniverseSelectionModel

None of the securities I've specified manually in the universe are iterable.

5 years ago

Jake started the discussion TypeError: module.__init__() takes at most 2 arguments (3 given)

I can't figure this out for the life of me as in other parts of the project there are similarly...

5 years ago

Jake started the discussion Algorithm attribute

I could not attach a failing backtest to this post; so here it is.

5 years ago

Jake started the discussion Consolidator timing and warming up indicators

I've noticed discrepencies with my consolidators such that for markets which open @ 9:30am and...

5 years ago

Jake started the discussion Consolidator: Next Period

I am attempting to predict the upcoming period's trends and timing to use in my Insights. When a...

5 years ago

Jake started the discussion How to clone my projects to Github

Thus far I've been writing code and I haven't seen a way to revert to a prior state. I'm getting...

5 years ago

Jake started the discussion How to Create and Add to Pandas DataFrame from TradeBar?

My algorithm holds multiple timeframes. Currently, I rely on an indicator set to a given timeframe...

5 years ago

Jake started the discussion Support for auto-arima

Is there any planned support for the pyramid auto-arima library?

5 years ago

Jake started the discussion Advance/Decline Index (Arms Index a.k.a TRIN)

I'd like to implement the Arms Index indicator in my research, and so I found an indicator on...

5 years ago

Jake started the discussion Strange symbol name in historical data

This just started happening without any modifications to my code AFAIK. I request historical data...

5 years ago