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Biography

Activity on QuantConnect

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.


Public Backtests (17)

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Square Orange Rat

314Tradeable Dates

Calm Orange Panda

54Tradeable Dates

Square Yellow-Green Sardine

422Tradeable Dates

Energetic Apricot Alligator

422Tradeable Dates

Virtual Black Anguilline

534Tradeable Dates


Community

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Michael started the discussion Subclassing QCAlgorithm for Convenience of Callsites

I tried subclassing the QCAlgorithm class hoping to add a few functions to make some code easier...

9 years ago

Michael started the discussion Composable Indicators

I don't know about you guys but I love charts! And what good is a chart without indicators, right?...

9 years ago

Michael started the discussion Auto Updating Indicators

So there's a rumor going around that some don't like to add samples directly to their indicators....

9 years ago

Michael started the discussion [New Feature] SimpleMovingAverage and ExponentialMovingAverage

QuantConnect now has some built in indicators!!

9 years ago

Michael started the discussion Displaced Moving Average Ribbon

Moving average ribbons are great for visualizing the direction and strength of a trend. They can...

9 years ago

Square Orange Rat

314Tradeable Dates

Calm Orange Panda

54Tradeable Dates

Square Yellow-Green Sardine

422Tradeable Dates

Energetic Apricot Alligator

422Tradeable Dates

Virtual Black Anguilline

534Tradeable Dates

Well Dressed Yellow-Green Penguin

504Tradeable Dates

Crying Sky Blue Pig

252Tradeable Dates

Muscular Yellow Gorilla

7684Tradeable Dates

Alert Asparagus Owlet

2192Tradeable Dates

Hipster Sky Blue Pony

2192Tradeable Dates

Hipster Light Brown Ant

2015Tradeable Dates

Calculating Apricot Hippopotamus

1510Tradeable Dates

Crying Yellow-Green Termite

1510Tradeable Dates

Geeky Orange Seahorse

89Tradeable Dates

Determined Brown Sardine

3Tradeable Dates

Determined Orange Bear

1008Tradeable Dates

Dancing Yellow-Green Dinosaur

1236Tradeable Dates

Michael started the discussion Subclassing QCAlgorithm for Convenience of Callsites

I tried subclassing the QCAlgorithm class hoping to add a few functions to make some code easier...

9 years ago

Michael started the discussion Composable Indicators

I don't know about you guys but I love charts! And what good is a chart without indicators, right?...

9 years ago

Michael started the discussion Auto Updating Indicators

So there's a rumor going around that some don't like to add samples directly to their indicators....

9 years ago

Michael started the discussion [New Feature] SimpleMovingAverage and ExponentialMovingAverage

QuantConnect now has some built in indicators!!

9 years ago

Michael started the discussion Displaced Moving Average Ribbon

Moving average ribbons are great for visualizing the direction and strength of a trend. They can...

9 years ago

Michael started the discussion Indicators With Custom Data -- Simple!

Here's a simple example that will work with any type of custom data. What we're doing here is...

9 years ago

Michael left a comment in the discussion Indicators with multiple resolutions for multiple symbols

Of course it's possible. Just create an indicator and don't update it with a consolidator in...

9 years ago

Michael left a comment in the discussion Price precision & pip size

@GianlucaCiocci I believe in the example the pip price would be$10, which it always is for...

9 years ago

Michael left a comment in the discussion Indicators with multiple resolutions for multiple symbols

You can set this up however you need it to be. The reason for the Bars property is merely...

9 years ago

Michael left a comment in the discussion If my backtest is in queue.....

Hey Tom! Nope! Once you submit your algorithm for backtest, a snapshot is taken and the code is...

9 years ago

Michael left a comment in the discussion Price precision & pip size

You could try using something like this to compute the number of digits after the decimal...

9 years ago

Michael left a comment in the discussion Indicators with multiple resolutions for multiple symbols

I made some mods to the algo I posted before to show how you can easily have different resolutions...

9 years ago

Michael started the discussion Overlaying Plots

Is it possible to place two plots on top of each other?

10 years ago