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Quarterly Open-Source Trading Competition

The Open-Quant League is a quarterly competition between universities and investment clubs for the best-performing strategy. The previous quarter's code is open-sourced, and competitors must adapt to survive.

Option chain selection error for same day expiry 1 comment by Louis Szeto,
No files are downloaded from dataset "US Index Options" 1 comment by Derek Melchin,
Missing price data for ETH across multiple exchanges 1 comment by Louis Szeto,
(Re)importing own modules does not work 2 comments, last comment by Lorenzo,
Why isn't my algorithm executing any trades? 2 comments, last comment by Louis Szeto,
Generating Coarse fundamental csv file Started by Andrea Gazdek,
Local backtesting with custom future data - connecting to QC's continuous future object? Started by Haakon,
Trouble Passing Separate Indicators into Multiple Consolidators 1 comment by Louis Szeto,
What's a good way to pull in FEDFUNDS rate data? 2 comments, last comment by Jam,
Orders filled at much higher price than expected (stock price doesn't go this high) 1 comment by Sam Bald,
How to know the exact actual Buying Power with margin for TQQQ to avoid Invalid Order rejected by InteractiveBrokers 5 comments, last comment by David E,
Market hours for futures are wrong? 1 comment by Louis Szeto,
Tradier Brokerage Model Market Buy Order Error 1 comment by Brandon Collins,
Issues of rebalancing every N trading days 1 comment by Louis Szeto,
Cannot Access Options Data Using Consolidation TradeBar. 1 comment by Louis Szeto,
Limited Number of Backtests 2 comments, last comment by Cheng Li,
Runtime Error: Sequence contains more than one matching element in OptionStrategyPositionGroupBuyingPowerModel.cs: 1 comment by Alexandre Catarino,
Buy futures from consolidation of index 1 comment by Louis Szeto,
Discrepency of Chande Momemtum Indicator - QC CMO vs TA Lib vs TradingView plot charts 3 comments, last comment by .ekz.,
Failed to retrieve US Index Options data on local research 1 comment by Louis Szeto,
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About Quant League

The Open-Quant League is a quarterly competition between universities and investment clubs for the best performing strategy. Previous quarter's code is open-sourced, and competitors must adapt to survive.


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