Laye
Quant
Date Joined
26th July, 2020
Bootcamp progress
89% Complete
Achievements
Algorithm Sharing
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2022-07-07 17:02:37
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2022-02-05 17:03:47
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2022-05-21 07:57:40
- Profile
- Backtests
- Community
Biography
Activity on QuantConnect
This section highlights your contributions and engagement across the QuantConnect platform — including backtests, live trades, published research, and community involvement through comments and threads. It reflects your overall activity as part of the QuantConnect community.
Public Backtests (2)
View More0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Community
View MoreLaye started the discussion [HELP] Import a new futures market for local backtesting
Hi,
Laye started the discussion Consolidate bars to align with trading days
I run open source LEAN on my local env. and I'm trying to import a market whose trading hours span...
Laye started the discussion Potential bug of EndOfDay
I read the MHDB and found that futures in HKFE have two trading sessions in a day, which is the...
Laye started the discussion Open interest update time
I added a continuous future with daily resolution, but I found that the behaivour of tradebar and...
Laye started the discussion Potential bug: fillDataForward flag is not respected in continuous future data streams
I run a local algo which has a future added through AddFuture method call, and I simply prints the...
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
0Net Profit
0PSR
0Sharpe Ratio
0Alpha
0Beta
0CAR
0Drawdown
0Loss Rate
0Parameters
1Security Types
7.9228162514264E+28Sortino Ratio
3Tradeable Dates
0Trades
0Treynor Ratio
0Win Rate
Laye started the discussion [HELP] Import a new futures market for local backtesting
Hi,
Laye started the discussion Consolidate bars to align with trading days
I run open source LEAN on my local env. and I'm trying to import a market whose trading hours span...
Laye started the discussion Potential bug of EndOfDay
I read the MHDB and found that futures in HKFE have two trading sessions in a day, which is the...
Laye started the discussion Open interest update time
I added a continuous future with daily resolution, but I found that the behaivour of tradebar and...
Laye started the discussion Potential bug: fillDataForward flag is not respected in continuous future data streams
I run a local algo which has a future added through AddFuture method call, and I simply prints the...
Laye left a comment in the discussion Potential bug: fillDataForward flag is not respected in continuous future data streams
Thank you for your response, Louis.
Laye left a comment in the discussion Open interest update time
The raw daily data of “es” I pasted shows that the close price and open interest of 7 Oct is...
Laye left a comment in the discussion Potential bug of EndOfDay
Thanks for your response, Louis.
Laye left a comment in the discussion Open interest update time
Anyone has a clue on this?
Laye left a comment in the discussion [HELP] Import a new futures market for local backtesting
I figured it out. I didn't stamp the correct dates in my mapping files. Please ignore my post...
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Laye left a comment in the discussion Open interest update time
It sounds reasonable. I see OpenInterest is tick.
3 years ago