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Biography

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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Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel

The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...

7 years ago

Weiheng started the discussion Problem about market liquidation

Today in live trading the algo used liquidate() to liquidate a short holding at the beginning of...

7 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

I was not meaning dark pools. I was just saying we should look inside the detail codes of...

7 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

 

7 years ago

Weiheng left a comment in the discussion Problem about market liquidation

Yes, I am using limit orders to build the portfolio with market orders to liquidate because the...

7 years ago

Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel

The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...

7 years ago

Weiheng started the discussion Problem about market liquidation

Today in live trading the algo used liquidate() to liquidate a short holding at the beginning of...

7 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

I was not meaning dark pools. I was just saying we should look inside the detail codes of...

7 years ago

Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA

 

7 years ago

Weiheng left a comment in the discussion Problem about market liquidation

Yes, I am using limit orders to build the portfolio with market orders to liquidate because the...

7 years ago

Weiheng left a comment in the discussion Problem about market liquidation

I am saying it is a problem from QuantConnect. I was saying I believe it is microstructural problem...

7 years ago

Weiheng left a comment in the discussion Problem about market liquidation

I just used Liquidate(), so it was a market order. The filled price was 20.95. I knew the volume...

7 years ago

Weiheng left a comment in the discussion Problem about market liquidation

Sorry a mistake the filled price is 20.95.

7 years ago