Ryan started the discussion Is it possible to backtest within a notebook? What's the best approach for debugging / testing strategies prior to backtesting?

Is it possible to perform backtesting in a notebook environment (or local linux env) for...

5 years ago

Ryan started the discussion Magnitude specification for Insights

How would I represent an Insight magnitude for an event like a 1% price drop with a 1wk expiration?

5 years ago

Ryan started the discussion Alpha Score vs Performance

I've noticed that some algorithms perform well on a backtest "Strategy Equity" metric but poorly in...

5 years ago

Ryan started the discussion Insight duration vs market trends

In a LEAN QCAlgorithm, I can request a trade and emit an Insight with either self.SetHoldings() or...

5 years ago

Ryan started the discussion Computational costs for frequent historical data access

For a simple strategy which trades based on RSI, there are a couple ways to set this up.

5 years ago

Ryan started the discussion Feedback request for lean algorithm starter with scheduled insights

I'd like to get some feedback on this early starter.

5 years ago

Ryan started the discussion Any chance of GPU-acceleration support in the near-term?

I've been experimenting with a few neural network heavy algorithms. With the equity selection...

5 years ago

Ryan started the discussion Inisght count vs order count

I've ran into a backtesting error message: "You have exceeded the maximum number of orders (10000),...

5 years ago

Ryan started the discussion Requesting Fundamentals data on ETF securities

I'd like to access Fundamental data for the LiquidETFUniverse symbols.

5 years ago

Ryan started the discussion Transferring prizes after winning Alpha Competitions

I took 3rd place in the Quant League: Alpha Competition for week's 11, 12, and 13.

5 years ago