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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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Levi started the discussion OnOrderEvent for delisted stocks?

I want to flag orders that are forced by the delisting of a stock.  Is there a simple way to do...

1 years ago

Levi started the discussion What is this order error?

I keep getting some variation of Backtest Handled Error: Order Error: id: 1, Transaction model...

1 years ago

Levi started the discussion Stock commission behavior with no brokerage model set

I have no brokerage model set on my algorithm but it appears to be using the Interactive Brokers...

1 years ago

Levi started the discussion Error "name Fundamental not defined"

I cloned and am trying to run this example code but it throws an error “name Fundamental not...

1 years ago

Levi left a comment in the discussion Morningstar Fundamentals Documentation has disapeeared

This seems to be in the process of being updated. I have been trying to get it figured out all...

1 years ago

Levi started the discussion OnOrderEvent for delisted stocks?

I want to flag orders that are forced by the delisting of a stock.  Is there a simple way to do...

1 years ago

Levi started the discussion What is this order error?

I keep getting some variation of Backtest Handled Error: Order Error: id: 1, Transaction model...

1 years ago

Levi started the discussion Stock commission behavior with no brokerage model set

I have no brokerage model set on my algorithm but it appears to be using the Interactive Brokers...

1 years ago

Levi started the discussion Error "name Fundamental not defined"

I cloned and am trying to run this example code but it throws an error “name Fundamental not...

1 years ago

Levi left a comment in the discussion Morningstar Fundamentals Documentation has disapeeared

This seems to be in the process of being updated. I have been trying to get it figured out all...

1 years ago

Levi left a comment in the discussion Error "name Fundamental not defined"

I'm trying to run this code 

1 years ago

Levi left a comment in the discussion Error "name Fundamental not defined"

There is a new Universe framework / method i'm trying to use; course/fine is the old method.

1 years ago

Levi left a comment in the discussion Error "name Fundamental not defined"

Now it says

1 years ago

Levi left a comment in the discussion Change in fundamental data

My algorithm was broken today also, but now seems to be working.  But in digging through the...

1 years ago

Levi left a comment in the discussion OnOrderEvent for delisted stocks?

Thanks Nico.

1 years ago

Levi started the discussion Is it possible to review the code for an old optimization run?

Like you can view the saved code for a regular run.

2 years ago

Levi started the discussion Fundamental data missing?

I tracked the count of course filter universe symbols where HasFundamentalData = true.  For the...

2 years ago

Levi started the discussion Does QuantConnect have all the same stock instruments & data as Quantopian?

I cant say for sure since Quantopian shutdown, but it seems that my universe filters return about...

3 years ago

Levi started the discussion Is there a way to deduct expenses from a backtest?

I want to model the effect of taxes on ST vs LT trades.

3 years ago

Levi started the discussion What is this error?

Algorithm.Initialize() Error: One or more errors occurred. (Could not find a part of the path...

3 years ago

Levi started the discussion Sharpe Ratio discrepancy

I ran two identical backtests a few days apart;  the parameters and trade stats are all the same...

3 years ago

Levi started the discussion Computing power / nodes

What package is recommended to process indicators once per week for a large (3000ish) stock...

4 years ago

Levi started the discussion Morningstar Group & Industry codes documentation needs updated

These classification codes changed a year ago.

4 years ago