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Activity on QuantConnect

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.


Public Backtests (2)

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Crawling Violet Eagle

1444Tradeable Dates

Fat Violet Camel

1444Tradeable Dates


Community

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Travis started the discussion Moving average of customized data

I want to monitor a customized data (say stock_price_a/stock_price_b) and use the moving average of...

9 years ago

Travis started the discussion Calculating log returns and vol

I just wondering if there is a simple way to calculate log returns for the last a few days and the...

9 years ago

Travis started the discussion Project is being built forever?

I encounter a problem with Quantconnect. As I am adding more securities in my strategy 30~50, the...

9 years ago

Travis started the discussion Daily resolution vs Minute resolution

I am trying to build a strategy with daily data, however, a run-time error showed "Sorry we do not...

9 years ago

Travis started the discussion Memory usage problem

I encountered a memory usage issue too. I have a strategy which uses whole bunch of ETF data. If I...

9 years ago

Crawling Violet Eagle

1444Tradeable Dates

Fat Violet Camel

1444Tradeable Dates

Travis started the discussion Moving average of customized data

I want to monitor a customized data (say stock_price_a/stock_price_b) and use the moving average of...

9 years ago

Travis started the discussion Calculating log returns and vol

I just wondering if there is a simple way to calculate log returns for the last a few days and the...

9 years ago

Travis started the discussion Project is being built forever?

I encounter a problem with Quantconnect. As I am adding more securities in my strategy 30~50, the...

9 years ago

Travis started the discussion Daily resolution vs Minute resolution

I am trying to build a strategy with daily data, however, a run-time error showed "Sorry we do not...

9 years ago

Travis started the discussion Memory usage problem

I encountered a memory usage issue too. I have a strategy which uses whole bunch of ETF data. If I...

9 years ago

Travis started the discussion Daily Bar Error

I am trying to consolidate daily bar through minute bars. It was working until yesterday, and I saw...

9 years ago

Travis started the discussion Price availability issue

I guess like many others, I place orders like this:

9 years ago

Travis started the discussion Trading days vs. Calendar days in functions

Anybody can confirm are we using trading days of calendar days?

9 years ago

Travis started the discussion The right way to calculate volitality

I know this is sort of basic and should be well addressed, but is there a well defined method to...

9 years ago

Travis started the discussion Dividends data handler in QC

I am curious to know how to use dividends data in QC

9 years ago

Travis started the discussion How can I add cash to my portfolio when strategy is running?

Anyone knows how to add cash to my portfolio after strategy is kicked off? I tried to add cash to...

9 years ago

Travis left a comment in the discussion The right way to calculate volitality

Hi @MichaelH , Thank you for your replies and suggestions! However, I still have questions about...

9 years ago

Travis left a comment in the discussion The right way to calculate volitality

Hi @MichaelH, Thank you very much for providing this snippet, would you pointing out a way if I...

9 years ago

Travis left a comment in the discussion Trading days vs. Calendar days in functions

Thank you for the confirmation!

9 years ago

Travis left a comment in the discussion Price availability issue

Hi Jared, Thank you very much, that is very helpful! I do see some data missing such as "OIH"...

9 years ago

Travis left a comment in the discussion Calculating log returns and vol

Thank you Michael! That definitely pointed a way. Would you be kind enough to provide me a short...

9 years ago

Travis left a comment in the discussion Moving average of customized data

Hi Michael, Thank you for your reply. I am still a little confused by the method...

9 years ago