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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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Ws2402 left a comment in the discussion Adaptive Asset Allocation: ReSolve Asset Management

I was trying to replicate the above version that Derek Melchin made changes on. The problem is when...

2 years ago

Ws2402 left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Carsten My guess would be (or maybe not) the window length is correlated to the overall volatility?...

2 years ago

Ws2402 left a comment in the discussion Adaptive Asset Allocation: ReSolve Asset Management

I was trying to replicate the above version that Derek Melchin made changes on. The problem is when...

2 years ago

Ws2402 left a comment in the discussion The In & Out Strategy - Continued from Quantopian

Carsten My guess would be (or maybe not) the window length is correlated to the overall volatility?...

2 years ago