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Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel
The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...
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...
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...
Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
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...
Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel
The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...
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...
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...
Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
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...
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...
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...
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