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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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Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci

Any reason why those patterns should hold up going forward? If not, best best is to diverisfy...

5 years ago

Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci

The day on which the algo is rebalanced can have a big impact on returns. Look at this article:

5 years ago

Walter started the discussion Requesting trailing 12 month fundamentals.

I had a discussion on the Slack channel about trailing 12 month fundamentals. Right now there is no...

6 years ago

Walter left a comment in the discussion Using Google Trends to Predict Markets

Exactly. I don't know if the scaling is just (current value) / (max historical value) or...

6 years ago

Walter left a comment in the discussion Using Google Trends to Predict Markets

I remember looking into this a while back and noticed the Google trends data has a look ahead bias....

6 years ago

Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci

Any reason why those patterns should hold up going forward? If not, best best is to diverisfy...

5 years ago

Walter left a comment in the discussion Dual Momentum GEM strategy by Gary Antonacci

The day on which the algo is rebalanced can have a big impact on returns. Look at this article:

5 years ago

Walter started the discussion Requesting trailing 12 month fundamentals.

I had a discussion on the Slack channel about trailing 12 month fundamentals. Right now there is no...

6 years ago

Walter left a comment in the discussion Using Google Trends to Predict Markets

Exactly. I don't know if the scaling is just (current value) / (max historical value) or...

6 years ago

Walter left a comment in the discussion Using Google Trends to Predict Markets

I remember looking into this a while back and noticed the Google trends data has a look ahead bias....

6 years ago

Walter left a comment in the discussion Anybody can shine some light on build error?

I had the same error. You need to go to the file Lean\UserInterface\WinForms\LeanWinForm.resx and...

6 years ago