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Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (1)
View More1Security Types
1848Tradeable Dates
Community
View MoreArkady started the discussion Data for VXX adjusted for splits contains an error
There was a split (?) between 08/08/2008 and 09/08/2008. The data presents the 10x overnight price...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
I did not keep the test which demonstrated the "price jump" and will try to reproduce...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
It looks like a margin call and forced cover of the short position. Size of the position went from...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
Probably there is a bug in the algo, but I do not see it immediately.
1Security Types
1848Tradeable Dates
Arkady started the discussion Data for VXX adjusted for splits contains an error
There was a split (?) between 08/08/2008 and 09/08/2008. The data presents the 10x overnight price...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
Alexandre,
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
I did not keep the test which demonstrated the "price jump" and will try to reproduce...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
It looks like a margin call and forced cover of the short position. Size of the position went from...
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
Probably there is a bug in the algo, but I do not see it immediately.
Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
I disabled the margic calls model. Now I am getting "AlgorithmManager.Run(): Portfolio value...
Arkady left a comment in the discussion [Update] Margin Calls and Portfolio Modeling
Thanks
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Arkady left a comment in the discussion Data for VXX adjusted for splits contains an error
Alexandre,
8 years ago