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Ryan started the discussion Magnitude specification for Insights
How would I represent an Insight magnitude for an event like a 1% price drop with a 1wk expiration?
Ryan started the discussion Alpha Score vs Performance
I've noticed that some algorithms perform well on a backtest "Strategy Equity" metric but poorly in...
Ryan started the discussion Insight duration vs market trends
In a LEAN QCAlgorithm, I can request a trade and emit an Insight with either self.SetHoldings() or...
Ryan started the discussion Computational costs for frequent historical data access
For a simple strategy which trades based on RSI, there are a couple ways to set this up.
Ryan started the discussion Feedback request for lean algorithm starter with scheduled insights
I'd like to get some feedback on this early starter.
Ryan started the discussion Magnitude specification for Insights
How would I represent an Insight magnitude for an event like a 1% price drop with a 1wk expiration?
Ryan started the discussion Alpha Score vs Performance
I've noticed that some algorithms perform well on a backtest "Strategy Equity" metric but poorly in...
Ryan started the discussion Insight duration vs market trends
In a LEAN QCAlgorithm, I can request a trade and emit an Insight with either self.SetHoldings() or...
Ryan started the discussion Computational costs for frequent historical data access
For a simple strategy which trades based on RSI, there are a couple ways to set this up.
Ryan started the discussion Feedback request for lean algorithm starter with scheduled insights
I'd like to get some feedback on this early starter.
Ryan started the discussion Any chance of GPU-acceleration support in the near-term?
I've been experimenting with a few neural network heavy algorithms. With the equity selection...
Ryan started the discussion Inisght count vs order count
I've ran into a backtesting error message: "You have exceeded the maximum number of orders (10000),...
Ryan started the discussion Requesting Fundamentals data on ETF securities
I'd like to access Fundamental data for the LiquidETFUniverse symbols.
Ryan started the discussion Transferring prizes after winning Alpha Competitions
I took 3rd place in the Quant League: Alpha Competition for week's 11, 12, and 13.
Ryan left a comment in the discussion Insight duration vs market trends
Initially, I was approaching the alpha design from a more event-driven price-focused mindset....
Ryan left a comment in the discussion Inisght count vs order count
This was another test using an equal weighting portfolio selection for 2 symbols. On the first...
Ryan left a comment in the discussion Inisght count vs order count
Ah, that must be it. It would be nice if there were a way to see something like this, to more or...
Ryan started the discussion Is it possible to backtest within a notebook? What's the best approach for debugging / testing strategies prior to backtesting?
Is it possible to perform backtesting in a notebook environment (or local linux env) for...
Ryan left a comment in the discussion Is it possible to backtest within a notebook? What's the best approach for debugging / testing strategies prior to backtesting?
Got it. I think with a little bit of abstraction, I could experiment in a local Backtrader...
Ryan left a comment in the discussion Transferring prizes after winning Alpha Competitions
Awesome, thanks Jared!
4 years ago