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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 (14)

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Virtual Blue Pig

48Tradeable Dates

Logical Fluorescent Pink Rhinoceros

21Tradeable Dates

Logical Yellow Falcon

977Tradeable Dates

Square Asparagus Crocodile

48Tradeable Dates

Crying Fluorescent Orange Dogfish

66Tradeable Dates


Community

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Ray left a comment in the discussion Resolution doesn't support Weekly and Monthly

Take a look at the documentation on data consolidators. 

6 years ago

Ray started the discussion Futures Tick Consoludation

I'm writing an algorithm that will be monitoring futured tick level data (Specifically on /ZB)....

7 years ago

Ray started the discussion Identifying Triangle Patterns

Has anyone done any work to identify FX triangle patterns? If so are you willing to share. If not,...

7 years ago

Ray left a comment in the discussion Running a local research environment?

https://github.com/QuantConnect/Lean/tree/master/Data/market-hoursdirect link to the file

7 years ago

Ray left a comment in the discussion OrderByAscending?

OrderBy is ascending

7 years ago

Virtual Blue Pig

48Tradeable Dates

Logical Fluorescent Pink Rhinoceros

21Tradeable Dates

Logical Yellow Falcon

977Tradeable Dates

Square Asparagus Crocodile

48Tradeable Dates

Crying Fluorescent Orange Dogfish

66Tradeable Dates

Jumping Asparagus Galago

0Tradeable Dates

Alert Red-Orange Panda

468Tradeable Dates

Alert Sky Blue Anguilline

966Tradeable Dates

Hyper-Active Yellow-Green Snake

254Tradeable Dates

Calm Violet kitten

1546Tradeable Dates

Alert Yellow-Green Bison

52Tradeable Dates

Dancing Blue Owl

252Tradeable Dates

Fat Tan Albatross

252Tradeable Dates

Alert Yellow-Green Fly

252Tradeable Dates

Ray left a comment in the discussion Resolution doesn't support Weekly and Monthly

Take a look at the documentation on data consolidators. 

6 years ago

Ray started the discussion Futures Tick Consoludation

I'm writing an algorithm that will be monitoring futured tick level data (Specifically on /ZB)....

7 years ago

Ray started the discussion Identifying Triangle Patterns

Has anyone done any work to identify FX triangle patterns? If so are you willing to share. If not,...

7 years ago

Ray left a comment in the discussion Running a local research environment?

https://github.com/QuantConnect/Lean/tree/master/Data/market-hoursdirect link to the file

7 years ago

Ray left a comment in the discussion OrderByAscending?

OrderBy is ascending

7 years ago

Ray left a comment in the discussion Trade Time Invervals

Use Time instead of DateTime.Now. That will be theDateTime in the alogithm and works in backtest as...

7 years ago

Ray left a comment in the discussion Runtime Error: System.Exception: Execution Security Error: Operation timed out - 19.6666666666667 minutes max

If you post code it you will get better help otherwise we have to guess.  Based on the error...

7 years ago

Ray left a comment in the discussion List of available futures?

try here 

7 years ago

Ray started the discussion Buy SPY after 3 days down move

I was reading an article titled A simple statistical edge in SPY and decided to hack together a...

8 years ago

Ray started the discussion CalculateOrderQuantity divide by 0 when using USDJPY but not EURUSD

I have an algo thats been running for a while live on FXCM using EURUSD as my security. I'd...

8 years ago