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.
Kieran started the discussion Futures data in research notebooks
Could somebody please detail how to access historical futures data in the research environment and...
Kieran started the discussion Weight portfolio after coarse universe selection
I would like to know how to actually weight a portfolio with the symbols returned by a coarse...
Kieran started the discussion Bitfinex Derivatives
I have checked the Data library and cannot find Bitfinex's derivative contracts (BTCF0/USDt0).
Kieran started the discussion Correct Insight Use
Assuming my algorithm forecasts that a security x will rise for y hours; is this the correct way to...
Kieran started the discussion Futures data in research notebooks
Could somebody please detail how to access historical futures data in the research environment and...
Kieran started the discussion Weight portfolio after coarse universe selection
I would like to know how to actually weight a portfolio with the symbols returned by a coarse...
Kieran started the discussion Bitfinex Derivatives
I have checked the Data library and cannot find Bitfinex's derivative contracts (BTCF0/USDt0).
Kieran started the discussion Correct Insight Use
Assuming my algorithm forecasts that a security x will rise for y hours; is this the correct way to...
Kieran left a comment in the discussion Correct Insight Use
Should InsightDirection.Flat be used to emit the flat insight?
Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!
Is there an example on github which shows the correct usage of emitting insights from a classic...
Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!
Should a benchmark be set to suit the style of the strategy? If yes, what benchmark would be...
Kieran left a comment in the discussion 9 Ways to Get Your Alpha Rejected!
Are firms able to modify their leverage for a strategy that they are licensing to set their own...
Kieran left a comment in the discussion New Data Source! Tiingo News Data
What is the time resolution of news events?
Kieran left a comment in the discussion Alpha Five: ETF Universe Alpha Streams Competition
Does "active each day" mean that some position turnover must occur each day, or only that the...
Kieran started the discussion Alpha Streams
How are systems selected to be licensed via alpha streams? What metrics are assesed?
Kieran started the discussion Alpha Stream Rejected: Sorry, this backtest does not use the algorithm framework.
I want to submit an algorithm to Alpha Streams but get the error message:
Kieran started the discussion Guide to general tips to improve backtest speeds
I recently worked on single asset backtests with daily resolution without any problems. I was...
Kieran started the discussion How can I call CoarseSelectionFunction the from OnData function?
import numpy as np class BasicTemplateAlgorithm(QCAlgorithm): def Initialize(self): ...
Kieran started the discussion ConstantAlphaModel Parameters
self.SetAlpha(ConstantAlphaModel(InsightType.Price, InsightDirection.Up, TimeSpan.FromMinutes(20),...
Kieran started the discussion SetHoldings method
Does the SetHoldings method use market orders in live trading?
Kieran left a comment in the discussion Correct Insight Use
Should InsightDirection.Flat be used to emit the flat insight?
5 years ago