C#

JayJayD

Quant

3,049

Backtests

205

Comments

41

Discussions

137

Public Algorithms

Experience points

22,674


Date Joined

25th January, 2015


Activity


JayJayD left a comment on TVIX incorrect split, Minute The issue starts from...

Confirmed, this issue has to do with the fact that June 08, 2018 split is not present in our factor ...

7 days ago


JayJayD left a comment on GBPUSD, Daily The issue starts from Jun 27th, 2017...

Fixed!https://www.quantconnect.com/data/file/forex/fxcm/daily/gbpusd.zip/gbpusd.csv...

7 days ago


JayJayD left a comment on CL, trade and open interest filles missing. Issue ...

UPDATE:The missing files list were composed without taking into account day of week and holidays, on...

2 weeks ago


JayJayD left a comment on SPY, Minute The issue starts at the start of the d...

The missing data is in the tick data (attached) and double checked with the raw data. The missing po...

2 weeks ago


JayJayD left a comment on ZTS, HFC, Second From 2017-03-02 20:00:00 to 2017-...

The after hours prices are consistent with the raw data.In the case of ZST, most of the ticks after ...

2 weeks ago




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