Derek Melchin




3rd year Computer Science and Finance Student at the University of Lethbridge. Competitor in the 2020 Rotman International Trading Competition. Quantitative Developer Intern at QuantConnect.


Derek left a comment on Intraday VWAP not defined

"Hi Tai Man Chan,To setup an intraday VWAP indicator for SPXL, we can use the following notationspxl ..."

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7 hours ago

Derek left a comment on Calculating RSI in Universe selection

"Hi Ray,The strategy logic can go in either the OnData or Update method. Both methods can be implemen..."

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7 hours ago

Derek left a comment on FX Market Hours Data

"Hi P Chen,(1) The attached research notebook illustrates that there is missing data on 5/17/2020 fro..."

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7 hours ago

Derek left a comment on Optimising our Trading Bot - Trading Bot in Python...

"Hi Jason,I was able to backtest the strategy over November 2008 without experiencing the same issue...."

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7 hours ago

Derek's Badges

Algorithm Sharing

Shared an Algorithm with the Community

Unlocked: 04-20-2020

Chatter Box

User has made 100+ comments in the Community

Unlocked: 05-21-2020


User has made 100+ Backtests

Unlocked: 04-22-2020

C# Programming

Prefer C# Programming Language

Unlocked: 04-27-2020

Python Programming

Prefer Python Programming Language

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Receive 10+ Upvotes From Different Users

Unlocked: 04-30-2020

Boot Camp Corporal

Finish Intermediate Tutorial

Unlocked: 05-12-2020