Oscar Lee
Quant
Date Joined
11th April, 2020
Bootcamp progress
77% Complete
Achievements
Algorithm Sharing
Share an algorithm with the community by making your algorithm public.
2020-05-10 09:15:43
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2020-05-08 05:01:29
Python Programming
Choose Python as your preferred programming language.
2020-04-11 10:48:53
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2020-04-14 13:35:38
Boot Camp Corporal
Complete an advanced bootcamp in the algorithm lab.
2020-04-26 14:59:37
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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 (4)
View More9Parameters
0Security Types
0Tradeable Dates
3Parameters
0Security Types
0Tradeable Dates
5Parameters
0Security Types
0Tradeable Dates
25Parameters
0Security Types
1321Tradeable Dates
Community
View MoreOscar started the discussion Help: How to pipe a momentum indicator into another momentum indicator?
Hey, I'm trying to trade using velocity/acceleration principles. I thought a good place to start...
Oscar started the discussion Help: How to pipe a momentum indicator into another momentum indicator?
Hey, I'm trying to trade using velocity/acceleration principles. I thought a good place to start...
Oscar started the discussion How does security.Holdings.UnrealizedProfitPercent work?
Hey, I'm curious as to unrealisedprofitpercent tracks the profit percent as a total of the...
Oscar started the discussion Help: How to stop trading 30 mins before Market closes?
I want to liquidate all existing positions intraday and then stop trading 30 mins before the market...
Oscar started the discussion HELP: Questions about a momentum strategy
Hey, I'm really new to algorithmic trading and QC, and I'm just trying to get a few of the whole...
9Parameters
0Security Types
0Tradeable Dates
3Parameters
0Security Types
0Tradeable Dates
5Parameters
0Security Types
0Tradeable Dates
25Parameters
0Security Types
1321Tradeable Dates
Oscar started the discussion Help: How to pipe a momentum indicator into another momentum indicator?
Hey, I'm trying to trade using velocity/acceleration principles. I thought a good place to start...
Oscar started the discussion Help: How to pipe a momentum indicator into another momentum indicator?
Hey, I'm trying to trade using velocity/acceleration principles. I thought a good place to start...
Oscar started the discussion How does security.Holdings.UnrealizedProfitPercent work?
Hey, I'm curious as to unrealisedprofitpercent tracks the profit percent as a total of the...
Oscar started the discussion Help: How to stop trading 30 mins before Market closes?
I want to liquidate all existing positions intraday and then stop trading 30 mins before the market...
Oscar started the discussion HELP: Questions about a momentum strategy
Hey, I'm really new to algorithmic trading and QC, and I'm just trying to get a few of the whole...
Oscar started the discussion HELP: How to track individual securities in Portfolio?
Hello all, I have a question.Hi, suppose I have AAPL, MSFT, GE stock in my Universe.At any point in...
Oscar started the discussion Help: Ranking Options by Normalized Implied Volatility
Hello everyone, I'm trying to implement an implied volatility rank which I can use for decision to...
Oscar started the discussion Ranking Options by Historical Volatility
Hi all,
Oscar started the discussion Weird Error: Please register to receive data for symbol 'VXX' using the AddSecurity() function.
I'm subscribing to securities with AddUniverse.Trying to resolve this error by adding VXX manually...
Oscar started the discussion Object not callable
https://snipboard.io/D6Buzd.jpgIs anybody aware of what causes such a bug? it always appears...
Oscar left a comment in the discussion Ranking Options by Historical Volatility
Edit: I've realised that not even my 30 day historical indicator is working
Oscar left a comment in the discussion Ranking Options by Historical Volatility
I've solved for the error for list index out of range by explicitly ensuring the size of the list...
Oscar left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
Runtime Error: IndexError : list index out of rangeat OnData in main.py:line 95IndexError : list...
Oscar left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
This is my latest attempt but still doesn't work. Would appreciate if anyone has a good solution!
Oscar left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
I'm trying a new way to create indicators for above, but I don't seem to be able to get the event...
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Oscar left a comment in the discussion Help: Ranking Options by Normalized Implied Volatility
This process of warming up the indicator can also be extended to warmup the SMA of the STD as well...
4 years ago