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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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Jay started the discussion Trailing order returns for Kelly Criterion Calculation

I'm trying to dynamically calculate Kelly Criterion based on past N orders for a symbol X. How can...

3 years ago

Jay started the discussion Backtest broken - SetHolding wrapper seems to be broken

Backtest Handled Error: Order Error: id: 71, Transaction model failed to fill for order type:...

3 years ago

Jay left a comment in the discussion Backtest broken - SetHolding wrapper seems to be broken

#resolved. There was a decimal usage in a custom slippage model that I was importing. Sorry about...

3 years ago

Jay left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021

Same here. Jared mentioned yesterday that he'd fix this soon. 

3 years ago

Jay left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests

Hi, I recently deployed a new algorithm live, but I don't see oos values. Are the values backfilled...

3 years ago

Jay started the discussion Trailing order returns for Kelly Criterion Calculation

I'm trying to dynamically calculate Kelly Criterion based on past N orders for a symbol X. How can...

3 years ago

Jay started the discussion Backtest broken - SetHolding wrapper seems to be broken

Backtest Handled Error: Order Error: id: 71, Transaction model failed to fill for order type:...

3 years ago

Jay left a comment in the discussion Backtest broken - SetHolding wrapper seems to be broken

#resolved. There was a decimal usage in a custom slippage model that I was importing. Sorry about...

3 years ago

Jay left a comment in the discussion TQQQ, Minute The issue starts from Jan 21st, 2021; and continues until Feb 1st, 2021

Same here. Jared mentioned yesterday that he'd fix this soon. 

3 years ago

Jay left a comment in the discussion Live Reconciliation - Overlayed Out Of Sample Backtests

Hi, I recently deployed a new algorithm live, but I don't see oos values. Are the values backfilled...

3 years ago

Jay started the discussion Live Trading Universe Selection

Hey folks, I've been reading through Live Trading Document and found

4 years ago

Jay started the discussion What order types are supported on Alpaca brokerage model?

https://www.quantconnect.com/docs/algorithm-reference/reality-modelling#Reality-Modelling-Brokerage-...

4 years ago