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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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Weiheng left a comment in the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"

Coinbase has turned off market-stop orders since 03/23/2019. But it seems stop-limit orders still...

5 years ago

Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel

The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...

6 years ago

Weiheng started the discussion Problem about market liquidation

Today in live trading the algo used liquidate() to liquidate a short holding at the beginning of...

6 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

I was not meaning dark pools. I was just saying we should look inside the detail codes of...

6 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

 

6 years ago

Weiheng left a comment in the discussion GDAX stop limit order: "BrokerageModel declared unable to submit order"

Coinbase has turned off market-stop orders since 03/23/2019. But it seems stop-limit orders still...

5 years ago

Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel

The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...

6 years ago

Weiheng started the discussion Problem about market liquidation

Today in live trading the algo used liquidate() to liquidate a short holding at the beginning of...

6 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

I was not meaning dark pools. I was just saying we should look inside the detail codes of...

6 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

 

6 years ago

Weiheng left a comment in the discussion Problem about market liquidation

Yes, I am using limit orders to build the portfolio with market orders to liquidate because the...

6 years ago

Weiheng left a comment in the discussion Problem about market liquidation

I am saying it is a problem from QuantConnect. I was saying I believe it is microstructural problem...

6 years ago

Weiheng left a comment in the discussion Problem about market liquidation

I just used Liquidate(), so it was a market order. The filled price was 20.95. I knew the volume...

6 years ago