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Dan left a comment on Wrong fill price with Market Orders?
"Actually,Quoting Alexandre in the post here: “The default fill model uses L1 data to fill the o..."
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3 years ago
Dan left a comment on Wrong fill price with Market Orders?
"Wow this reply comes almost 4 years later, but here are my thoughts:Yeah, I think it's basically due..."
Go to Discussion3 years ago
3 years ago
Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...
"After thinking some more and skimming the docs some more, it seems like there isn't a one-liner to d..."
Go to Discussion3 years ago
3 years ago
Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...
"Well it's been a few months, and I've made some progress with regard to my knowledge. I read up on m..."
Go to Discussion3 years ago
3 years ago
Dan left a comment on Collaboration Opportunity: WorldQuant style StatAr...
"Hey Alex - thanks for your reply. I don't mind the effects of the bid-ask spread being baked into th..."
Go to Discussion3 years ago
3 years ago
Dan's Badges
Algorithm Sharing
Shared an Algorithm with the Community
Unlocked: 10-25-2021
Backtester
User has made 100+ Backtests
Unlocked: 10-24-2021
Python Programming
Prefer Python Programming Language
Unlocked: 09-28-2020
Boot Camp Private
Finish Easy Tutorial
Unlocked: 12-20-2020