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Hello,
I am getting an invalid order using one of the Alpha Market Featured Strategies called ADAptive Volatility. Any insights regarding why this is so, or about how to solve this issue?
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Arthur Asenheimer
Hi Enrique,Â
do you have your legal residency in an EU member state?
In that case your broker is regulated by ESMA and must comply with MiFID II requirements. Accordingly, ETFs from the US are unfortunately not permitted for retail investors because they don't offer a PRIIPs KID for their products.Â
Check with your broker if you can change your MiFID category to (elective) professional. For IBKR you can find info here. This would be the easiest way to solve this issue.Â
I've mentioned this before in another discussion. Unfortunately, I don't see an easy solution for this problem (other than being classified as professional investor).Â
Another possibility would be to extend LEAN in such a way that regulatory aspects are taken into account and non-permitted financial products could be automatically replaced by a suitable alternative if desired and available. For example SPY would then be replaced by CSPX before the order is submitted.Â
However, I'm not sure if this is worth the effort and it wouldn't be something that could be completed in a timely manner anyway.Â
In any case, I would be happy to see Futures being supported for AlphaStreams soon, since the regulations for Futures are uniform, regardless of legal residency.Â
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Enrique Balp Straf
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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