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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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Simon started the discussion Momemtum strategy - numerical precision issues in the factor file causing issues in backtest

Hi 

1 years ago

Simon started the discussion Coarse/Fine Universe Selection with Customer SymbolData Inidcators for Mometum - Please register to receive data for symbol using the AddSecurity() function. in Indicators.cs:line 2187

Following the standard pattern for a classic strategy but getting a Runtime Error: Please register...

1 years ago

Simon started the discussion Issue with Backtesting - Stuck at Analysing Strategy

Backtesting does not work at the moment. Tried logging in and out. Waited for 5 minute disconnect...

1 years ago

Simon started the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?

Hi All

1 years ago

Simon left a comment in the discussion Tail Risk Taleb

@Jack Pizza

1 years ago

Simon started the discussion Momemtum strategy - numerical precision issues in the factor file causing issues in backtest

Hi 

1 years ago

Simon started the discussion Coarse/Fine Universe Selection with Customer SymbolData Inidcators for Mometum - Please register to receive data for symbol using the AddSecurity() function. in Indicators.cs:line 2187

Following the standard pattern for a classic strategy but getting a Runtime Error: Please register...

1 years ago

Simon started the discussion Issue with Backtesting - Stuck at Analysing Strategy

Backtesting does not work at the moment. Tried logging in and out. Waited for 5 minute disconnect...

1 years ago

Simon started the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?

Hi All

1 years ago

Simon left a comment in the discussion Tail Risk Taleb

@Jack Pizza

1 years ago

Simon left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Backtests from 2000 through to now for the various In-Out versions run fine if you're not using...

1 years ago

Simon left a comment in the discussion How to overcome a backtest stopping due to numerical precision issues in the factor file?

 I frequently encounter this issue when backtesting equities selection strategies and I think a...

1 years ago

Simon left a comment in the discussion Futures Rollovers

Hi Varad

1 years ago

Simon left a comment in the discussion Continuous Futures Support

This is helpful, but do you have an example with actual trading? The continuous contract is not...

1 years ago

Simon left a comment in the discussion Combining Coarse/Fine Universe Selection with further selection via Custom Indicators (SymbolData pattern). Best way?

I am more convinced there is a bug in the way QC lean handles the feed to OnData. 

1 years ago