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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.


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Emile started the discussion Backtests today are using unadjusted prices, not responding to changes in add_equity

As in the title, I tried to run a couple backtests today and the results were off. In inspecting...

5 months ago

Emile started the discussion Pearsonr between SPY and TLT breaking

As the title states, I'm running an algorithm where part of it is calculating the correlation...

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

On second check, the data is not missing. Thanks again for the solutions offered Vladimir and Fred...

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

Just went through the data explorer and found that the 11th of August is missing from the set....

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

Fred Painchaud

3 years ago

Emile started the discussion Backtests today are using unadjusted prices, not responding to changes in add_equity

As in the title, I tried to run a couple backtests today and the results were off. In inspecting...

5 months ago

Emile started the discussion Pearsonr between SPY and TLT breaking

As the title states, I'm running an algorithm where part of it is calculating the correlation...

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

On second check, the data is not missing. Thanks again for the solutions offered Vladimir and Fred...

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

Just went through the data explorer and found that the 11th of August is missing from the set....

3 years ago

Emile left a comment in the discussion Pearsonr between SPY and TLT breaking

Fred Painchaud

3 years ago