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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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Matthew started the discussion Custom data from non-csv source

Is there a way to get custom data from a non-CSV or JSON data source? I found that vixcentral.com...

5 years ago

Matthew started the discussion Forward bias in daily data

I'm working on my first algorithm based upon the VIX/VXY ratios in the samples from this thread:

6 years ago

Matthew started the discussion OnOrderEvent question

Does OnOrderEvent not fire in the case of orders placed through SetHoldings helper as opposed to...

6 years ago

Matthew started the discussion FillForward for Quandl data types

I'm running into an issue taking an algorithm live in which the backtest works correctly,...

6 years ago

Matthew left a comment in the discussion OnOrderEvent question

I re-tested this morning and it worked just fine. Maybe too many hours staring at a computer screen...

6 years ago

Matthew started the discussion Custom data from non-csv source

Is there a way to get custom data from a non-CSV or JSON data source? I found that vixcentral.com...

5 years ago

Matthew started the discussion Forward bias in daily data

I'm working on my first algorithm based upon the VIX/VXY ratios in the samples from this thread:

6 years ago

Matthew started the discussion OnOrderEvent question

Does OnOrderEvent not fire in the case of orders placed through SetHoldings helper as opposed to...

6 years ago

Matthew started the discussion FillForward for Quandl data types

I'm running into an issue taking an algorithm live in which the backtest works correctly,...

6 years ago

Matthew left a comment in the discussion OnOrderEvent question

I re-tested this morning and it worked just fine. Maybe too many hours staring at a computer screen...

6 years ago

Matthew left a comment in the discussion Forward bias in daily data

Actually, I think I figured it out after trying the fillDataForward to False (which had no effect);...

6 years ago