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.
Steve started the discussion Rebalance on first trading day of the month
How do I get my algorithm to make monthly rotation trades on the first trading day of the month?
Steve started the discussion Update rolling window for splits and dividends?
The documatation recommends using RollingWindows rather than making multiple Historical Data...
Steve left a comment in the discussion Update rolling window for splits and dividends?
Doing a bit more testing, I think I answered the question if prices in rolling windows are adjusted...
Steve left a comment in the discussion Rebalance on first trading day of the month
Figured it out. Need to pass a symbol to the MonthStart() method.
Steve started the discussion Rebalance on first trading day of the month
How do I get my algorithm to make monthly rotation trades on the first trading day of the month?
Steve started the discussion Update rolling window for splits and dividends?
The documatation recommends using RollingWindows rather than making multiple Historical Data...
Steve left a comment in the discussion Dual Momentum Technology ETF
Hi Vladimir,
Steve left a comment in the discussion Update rolling window for splits and dividends?
Doing a bit more testing, I think I answered the question if prices in rolling windows are adjusted...
Steve left a comment in the discussion Rebalance on first trading day of the month
Figured it out. Need to pass a symbol to the MonthStart() method.
Steve left a comment in the discussion Dual Momentum Technology ETF
Hi Vladimir,
4 years ago