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Biography

Working on OCI-V3.0

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 (0)

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Community

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Santiago started the discussion OHLCV properties of Security objects incorrectly set for custom data.

My custom data includes OHLCV attributes added on the Reader method from the custom data class, the...

1 years ago

Santiago started the discussion Force LEAN to instantly load custom data?

Is it possible to make LEAN run the Reader() method of a custom data class before the data is...

1 years ago

Santiago started the discussion Hedging positions margin impact

What would the margin requirement of two hedged positions (same quantity with opposite directions)...

1 years ago

Santiago started the discussion Custom data backtest equity affected by holdings cost

Hi everyone. I'm currently using custom forex data (with QuoteBar data type) to backtest my...

1 years ago

Santiago left a comment in the discussion Hedging positions margin impact

I'm talking in the context of Forex for backtesting purposes. So specifically, how does LEAN...

1 years ago

Santiago started the discussion OHLCV properties of Security objects incorrectly set for custom data.

My custom data includes OHLCV attributes added on the Reader method from the custom data class, the...

1 years ago

Santiago started the discussion Force LEAN to instantly load custom data?

Is it possible to make LEAN run the Reader() method of a custom data class before the data is...

1 years ago

Santiago started the discussion Hedging positions margin impact

What would the margin requirement of two hedged positions (same quantity with opposite directions)...

1 years ago

Santiago started the discussion Custom data backtest equity affected by holdings cost

Hi everyone. I'm currently using custom forex data (with QuoteBar data type) to backtest my...

1 years ago

Santiago left a comment in the discussion Hedging positions margin impact

I'm talking in the context of Forex for backtesting purposes. So specifically, how does LEAN...

1 years ago

Santiago left a comment in the discussion OHLCV properties of Security objects incorrectly set for custom data.

For anyone interested I found a workaround in C#:

1 years ago

Santiago left a comment in the discussion OHLCV properties of Security objects incorrectly set for custom data.

That's my point, isn't there any way to have custom data Security object updates without sacrifying...

1 years ago

Santiago left a comment in the discussion OHLCV properties of Security objects incorrectly set for custom data.

But returning a TradeBar object instead of CustomData won't break internally the backtest engine...

1 years ago