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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.

Parallel processing in Research environment 1 comment by Mia Alissi,
Live Trading with Futures: Invalid Quantity 3 comments, last comment by Louis Szeto,
Cannot run locally my personnal datas 3 comments, last comment by Louis Szeto,
Plotting a candlestick chart in the backtest - Question 3 comments, last comment by Louis Szeto,
Custom data on a local backtest 1 comment by Mia Alissi,
Live Node disappeared 1 comment by Mia Alissi,
Missing price data for CURE 1 comment by Mia Alissi,
Extremely Limited Memory? 1 comment by Mia Alissi,
Tradier dayly market order failed : does not support MarketOnOpen order 6 comments, last comment by Louis Szeto,
Issue with optuna 3rd party plugin 4 comments, last comment by Louis Szeto,
Trying to calculate Weekly ADX but values are always 0 for DI- and DI+ and ADX is always 50. 1 comment by Mia Alissi,
Wrong weekly ADX values in consolidator 1 comment by Mia Alissi,
"Pending" showing even after buying Researcher Seat and Research Node 3 comments, last comment by Louis Szeto,
How can I add portfolioOptmization and Portfolio Construction in my algorithm 3 comments, last comment by Mia Alissi,
Online Research Notebook automatically dies down 1 comment by Mia Alissi,
Getting Backtest Handled Error: No data loaded for COIN because there were no tradeable dates for this security Despite it being a trading day 3 comments, last comment by Louis Szeto,
VX future failed 2 comments, last comment by Howard Hou,
Challenges Accessing SPX Options 4 comments, last comment by Louis Szeto,
SPX Options Revisited 2 comments, last comment by Alexandre Catarino,
15 min or 30 min tradebar with add equity and add option for universe of symbols 1 comment by Mia Alissi,
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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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