cover
  • Profile
  • Backtests
  • Community

Biography

Activity on QuantConnect

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.


Public Backtests (0)

View More

Community

View More

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Yuri, many thanks for your research. Agree with almost everything you said. And.. after all it...

11 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

We discussed via Discord that this period was a rough patch for the strategy when using only SPY...

11 days ago

Nicolai left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm not gonna tell anyone how long it took me to figure this out, but the "Parameters" section on...

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Flame, what way would be best to connect - QuantConnect doesn't seem to offer private messages....

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Yuri, I was using a custom fill model which fills every order at mid price. I got it from here:...

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Yuri, many thanks for your research. Agree with almost everything you said. And.. after all it...

11 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

We discussed via Discord that this period was a rough patch for the strategy when using only SPY...

11 days ago

Nicolai left a comment in the discussion Opening Range Breakout for Stocks in Play

I'm not gonna tell anyone how long it took me to figure this out, but the "Parameters" section on...

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Flame, what way would be best to connect - QuantConnect doesn't seem to offer private messages....

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Yuri, I was using a custom fill model which fills every order at mid price. I got it from here:...

13 days ago

Nicolai left a comment in the discussion Beat the Market: An Effective Intraday Momentum Strategy for S&P500 ETF (SPY)

Hi Flame,I know it's been a while since you posted this. I have taken a shot at this algorithm and...

1 months ago