Brian Sax
Quant
Date Joined
4th March, 2021
Bootcamp progress
33% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2024-02-18 03:52:33
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2021-04-15 03:18:25
Parallel Live Trading
Run multiple live algorithms simultaneously.
2024-04-01 17:03:00
Python Programming
Choose Python as your preferred programming language.
2021-03-04 01:11:22
Boot Camp Private
Complete a beginner bootcamp in the algorithm lab.
2021-04-12 19:59:20
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Activity on QuantConnect
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.
Public Backtests (1)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreBrian started the discussion Can MarketOnCloseOrder be adjusted to allow submission closer to actual exchange MOC cutoff times?
Hello, I notice I receive the following error when I attempt to submit MarketOnCloseOrder's outside...
Brian started the discussion Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close?
Hello,
Brian started the discussion Did something happen to minute resolution VIX (via AddIndex) data?
I'm using the code snipplet outlined in this thread:
Brian started the discussion Is it possible to Schedule an Event 30 seconds before Market Close?
I'm trying to fire an event once daily at 3:59:30 PM. I've tried the following to no avail:
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
10Parameters
0Security Types
7.9228162514264E+28Sortino Ratio
1Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Brian started the discussion Can MarketOnCloseOrder be adjusted to allow submission closer to actual exchange MOC cutoff times?
Hello, I notice I receive the following error when I attempt to submit MarketOnCloseOrder's outside...
Brian started the discussion Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close?
Hello,
Brian started the discussion Did something happen to minute resolution VIX (via AddIndex) data?
I'm using the code snipplet outlined in this thread:
Brian started the discussion Is it possible to Schedule an Event 30 seconds before Market Close?
I'm trying to fire an event once daily at 3:59:30 PM. I've tried the following to no avail:
Brian left a comment in the discussion Is it possible to Schedule an Event 30 seconds before Market Close?
Also tried putting a timedelta of seconds into the BeforeMarketClose parameter which throws an...
Brian left a comment in the discussion Is it possible to Schedule an Event 30 seconds before Market Close?
I should mention I also tried adding seconds as a self.TimeRules.At parameter:
Brian left a comment in the discussion Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close?
Derek Melchin -
Brian left a comment in the discussion Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close?
Derek Melchin I forward tested your method by deploying it live.
Brian left a comment in the discussion Did something happen to minute resolution VIX (via AddIndex) data?
Ahhh that makes sense then :-) Thanks for the update and I'm looking forward to it being...
Brian left a comment in the discussion Request: Simple example of how to get the current day's (daily resolution) OHLC and Volume values prior to Market close?
Hi Derek Melchin ,
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Brian left a comment in the discussion Is it possible to Schedule an Event 30 seconds before Market Close?
Also tried putting a timedelta of seconds into the BeforeMarketClose parameter which throws an...
3 years ago