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Working on OCI-V3.0

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.


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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...

6 months ago

Santiago started the discussion Hedging positions margin impact

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

10 months 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...

10 months 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...

11 months 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#:

11 months 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...

6 months ago

Santiago started the discussion Hedging positions margin impact

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

10 months 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...

10 months 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...

11 months 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#:

11 months 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 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