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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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Marc started the discussion Questions on consolidated bars

I am creating a strategy for futures (egĀ Futures.Indices.NASDAQ100EMini) that trades on 5 minute...

5 years ago

Marc started the discussion How to check current position in futures

I am using the following code to see if I am long or short in a futures trade for "NQ":

5 years ago

Marc started the discussion Stock universe filter with moving average

Suppose I want to create a stock universe (based on daily price bars) filtered to include only...

5 years ago

Marc started the discussion Where is python source code?

Can the QC admins please provide a link to the python version of the LEAN SDK? The reason I (and...

5 years ago

Marc left a comment in the discussion Futures Contract & TradeBarConsolidator?

This seems to consolidate data for for the first contract it finds for the SP500. But eventually...

5 years ago

Marc started the discussion Questions on consolidated bars

I am creating a strategy for futures (egĀ Futures.Indices.NASDAQ100EMini) that trades on 5 minute...

5 years ago

Marc started the discussion How to check current position in futures

I am using the following code to see if I am long or short in a futures trade for "NQ":

5 years ago

Marc started the discussion Stock universe filter with moving average

Suppose I want to create a stock universe (based on daily price bars) filtered to include only...

5 years ago

Marc started the discussion Where is python source code?

Can the QC admins please provide a link to the python version of the LEAN SDK? The reason I (and...

5 years ago

Marc left a comment in the discussion Futures Contract & TradeBarConsolidator?

This seems to consolidate data for for the first contract it finds for the SP500. But eventually...

5 years ago