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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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SunnyChan left a comment in the discussion Optimizing a Gold-SPY Portfolio Using Hidden Markov Models for Market Downtime

I doubt the significance labelled in ACF and PACF graph. It is located at lag-0 in the axis and...

7 days ago

SunnyChan left a comment in the discussion Optimizing a Gold-SPY Portfolio Using Hidden Markov Models for Market Downtime

I doubt the significance labelled in ACF and PACF graph. It is located at lag-0 in the axis and...

7 days ago