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11Parameters
0Security Types
10Tradeable Dates
3Parameters
0Security Types
0Tradeable Dates
seersquant started the discussion Time consolidation, ending at 30', example 9:30, 10:30 and last bar at 3:30
Hi QC Team,I am trying to port some of my algo's over from TradingView. The hour intervals end at...
seersquant started the discussion Want to use InsightWeighted Portfolio Construction model, with rebalancing disabled.
I would like to use insight weighted potfolio construction model with rebalancing disabled. I am...
seersquant started the discussion Consolidated candle data-caching
I recently got help and implemented a strategy with a 1hr consolidation, starting at 9:30am,...
seersquant started the discussion Algorithm warmup does not actually warm-up an Alpha model
I am still learning the QC framework, so will try to explain what I understand about the sequence...
11Parameters
0Security Types
10Tradeable Dates
3Parameters
0Security Types
0Tradeable Dates
seersquant left a comment in the discussion Alpha Streams Market
In the case of multiple alphas, how would QC manage clashes in terms of trading the same equity (in...
seersquant started the discussion Time consolidation, ending at 30', example 9:30, 10:30 and last bar at 3:30
Hi QC Team,I am trying to port some of my algo's over from TradingView. The hour intervals end at...
seersquant started the discussion Want to use InsightWeighted Portfolio Construction model, with rebalancing disabled.
I would like to use insight weighted potfolio construction model with rebalancing disabled. I am...
seersquant started the discussion Consolidated candle data-caching
I recently got help and implemented a strategy with a 1hr consolidation, starting at 9:30am,...
seersquant started the discussion Algorithm warmup does not actually warm-up an Alpha model
I am still learning the QC framework, so will try to explain what I understand about the sequence...
seersquant started the discussion Choose engine version
I was recently having issues with high memory usage in universe selection, which were resolved...
seersquant left a comment in the discussion Want to use InsightWeighted Portfolio Construction model, with rebalancing disabled.
Hi Rahul,
seersquant left a comment in the discussion Consolidated candle data-caching
Thanks for input Rahul. I believe Minute/Hour/Daily bars are consolidated and stored. In the future...
seersquant left a comment in the discussion Algorithm warmup does not actually warm-up an Alpha model
Hi Rahul,
seersquant left a comment in the discussion Algorithm warmup does not actually warm-up an Alpha model
The RSI values are really off vs the test data available here:
seersquant left a comment in the discussion Want to use InsightWeighted Portfolio Construction model, with rebalancing disabled.
Thanks Martin for the insights, that really helps. Just to carify a few things:
seersquant left a comment in the discussion Alpha Streams Market
In the case of multiple alphas, how would QC manage clashes in terms of trading the same equity (in...
3 years ago