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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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Kon left a comment in the discussion Order Filling efficiencies

Also see:Interactive Brokers Limit-on-Open (LOO) OrdersInteractive Brokers Market-on-Open (MOO)...

5 years ago

Kon left a comment in the discussion Order Filling efficiencies

Yes, more or less. But there are some protections in the marketplace to prevent people from having...

5 years ago

Kon left a comment in the discussion Order Filling efficiencies

Brokerages don't determine any prices, they simply send your orders to the exchange(s). Opening...

5 years ago

Kon left a comment in the discussion Leveraged ETF Mean Reversion (160% Compounding)

Nice. Though why would 47% drawdown be an issue? Drawdown should be up to 2x as high as return, so...

6 years ago

Kon left a comment in the discussion Inconsistent order fills

Oh, that's an easy one John.Here are a few suggestions:

8 years ago

Kon left a comment in the discussion Order Filling efficiencies

Also see:Interactive Brokers Limit-on-Open (LOO) OrdersInteractive Brokers Market-on-Open (MOO)...

5 years ago

Kon left a comment in the discussion Order Filling efficiencies

Yes, more or less. But there are some protections in the marketplace to prevent people from having...

5 years ago

Kon left a comment in the discussion Order Filling efficiencies

Brokerages don't determine any prices, they simply send your orders to the exchange(s). Opening...

5 years ago

Kon left a comment in the discussion Leveraged ETF Mean Reversion (160% Compounding)

Nice. Though why would 47% drawdown be an issue? Drawdown should be up to 2x as high as return, so...

6 years ago

Kon left a comment in the discussion Inconsistent order fills

Oh, that's an easy one John.Here are a few suggestions:

8 years ago

Kon left a comment in the discussion [Feature] Free Download of FXCM and Oanda Data

Hey Jared. I was able to automate file download with a Firefox plugin, but getting too many duds -...

8 years ago