Weiheng left a comment on GDAX stop limit order: "BrokerageModel declar...

"Coinbase has turned off market-stop orders since 03/23/2019. But it seems stop-limit orders still ..."

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4 years ago

4 years ago

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Weiheng left a comment on 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 Liquidate(..."

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5 years ago

5 years ago

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Weiheng left a comment on Momentum Strategy with Market Cap and EV/EBITDA

" Wei Chian Ong, what the code Liquidate() will do is possibly more tricky than you imagined. I ..."

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5 years ago

5 years ago

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Weiheng left a comment on Problem about market liquidation

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

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5 years ago

5 years ago

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Weiheng left a comment on Problem about market liquidation

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

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5 years ago

5 years ago