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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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Taeyoung started the discussion If I close the window, is backtest running in the background?

Hello, 

4 years ago

Taeyoung started the discussion Best way of implementing intra-day cumulative filter strategy

Hello, I am implementing intra-day trading algorithm and facing a slow backtest.

4 years ago

Taeyoung left a comment in the discussion Best way of implementing intra-day cumulative filter strategy

import pandas as pd class MyAlgo(QCAlgorithm): def Initialize(self): # Set start date and...

4 years ago

Taeyoung left a comment in the discussion If I close the window, is backtest running in the background?

It looks like the cause is that I pull too much data using history.

4 years ago

Taeyoung started the discussion If I close the window, is backtest running in the background?

Hello, 

4 years ago

Taeyoung started the discussion Best way of implementing intra-day cumulative filter strategy

Hello, I am implementing intra-day trading algorithm and facing a slow backtest.

4 years ago

Taeyoung left a comment in the discussion Best way of implementing intra-day cumulative filter strategy

import pandas as pd class MyAlgo(QCAlgorithm): def Initialize(self): # Set start date and...

4 years ago

Taeyoung left a comment in the discussion If I close the window, is backtest running in the background?

It looks like the cause is that I pull too much data using history.

4 years ago