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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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Raul started the discussion How do I create and IVR for TastyWorks Strategies?

IV Rank is calculated as 100 * (current IV - 1-year IV Low) / (1-year IV High - 1-year IV Low). I'm...

3 years ago

Raul left a comment in the discussion Data access for running Lean engine locally

If you design in VS, can you use your own libraries (such as a different TensorFlows, etc.).

3 years ago

Raul started the discussion How do I create and IVR for TastyWorks Strategies?

IV Rank is calculated as 100 * (current IV - 1-year IV Low) / (1-year IV High - 1-year IV Low). I'm...

3 years ago

Raul left a comment in the discussion Data access for running Lean engine locally

If you design in VS, can you use your own libraries (such as a different TensorFlows, etc.).

3 years ago