Reuben
Quant
Date Joined
29th April, 2015
Bootcamp progress
2% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2019-03-12 03:45:15
C# Programming
Choose C# as your preferred programming language.
2020-07-02 16:04:48
Python Programming
Choose Python as your preferred programming language.
2019-12-05 17:07:48
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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 (17)
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Community
View MoreReuben started the discussion Runtime error: the given key was not present in the dictionary
Trying to backtest a simple breakout strategy from Following the Trend (Clenow):...
Reuben started the discussion Help with Quandl Futures Data and Indicators
I'm having difficulty using quandl futures data with indicators. I have successfully used Bitcoin...
Reuben started the discussion Getting Build Error regarding SymbolData
Getting a build error regarding SymbolData. Trying to attach my code, hopefully it works even...
Reuben started the discussion Nested folders
Is there any way to set up a nested folder structure to better organize my projects?
Reuben started the discussion SMA Crossover Strategy Using StopMarketOrders: what am I missing?
I think the reason I am getting an error is due to not understanding how StopMarketOrders are to be...
1392Tradeable Dates
763Tradeable Dates
778Tradeable Dates
778Tradeable Dates
1566Tradeable Dates
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2863Tradeable Dates
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Reuben started the discussion Runtime error: the given key was not present in the dictionary
Trying to backtest a simple breakout strategy from Following the Trend (Clenow):...
Reuben started the discussion Help with Quandl Futures Data and Indicators
I'm having difficulty using quandl futures data with indicators. I have successfully used Bitcoin...
Reuben started the discussion Getting Build Error regarding SymbolData
Getting a build error regarding SymbolData. Trying to attach my code, hopefully it works even...
Reuben started the discussion Nested folders
Is there any way to set up a nested folder structure to better organize my projects?
Reuben started the discussion SMA Crossover Strategy Using StopMarketOrders: what am I missing?
I think the reason I am getting an error is due to not understanding how StopMarketOrders are to be...
Reuben started the discussion Buy-On-Gap Strategy Logic
I am trying to code an intraday strategy that buys on a gap from open to close. The strategy would,...
Reuben started the discussion VIX index data
Trying to build a strategy using VIX and VXV as indicators. Does anyone have an example algorithm...
Reuben started the discussion Trading only at end of day
Trying to have algorithm adjust / rebalance holdings at close of each day. However, the code I am...
Reuben left a comment in the discussion SetHoldings question
Just to clarify regarding behavior of SetHoldings: When I say SetHoldings("AAPL", .7), this...
Reuben left a comment in the discussion Portfolio running multiple algos
I like idea of having a top level algorithm to manage resources and allocate capital. Given a...
Reuben left a comment in the discussion Trading only at end of day
That would really help to simplify re-balancing portfolios on a regular basis.
Reuben left a comment in the discussion Trading only at end of day
@MichaelH, this was a big help. Thank you.
Reuben left a comment in the discussion How to refer to multiple Quandl symbols?
This is awesome! Thanks.
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Reuben left a comment in the discussion 5 minute Short only $UVXY on 20/5 MA cross over - 417% annualized return, 200 trades YTD
Interestingly, this strategy goes from making money to losing money if you switch to the VXX. Would...
9 years ago