Weiheng Liang
Quant
Date Joined
25th January, 2018
Bootcamp progress
0% Complete
Achievements
Backtester
Run at least 100 backtests on QuantConnect's cloud.
2018-03-22 02:55:23
Live Trading
Deploy a live trading algorithm using one of QuantConnect's supported brokerages.
2018-01-29 09:11:04
Parallel Live Trading
Run multiple live algorithms simultaneously.
2018-02-05 17:19:28
C# Programming
Choose C# as your preferred programming language.
2018-01-27 08:15:31
Python Programming
Choose Python as your preferred programming language.
2018-01-25 10:34:21
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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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View MoreWeiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel
The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...
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...
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...
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...
Weiheng left a comment in the discussion Momentum Strategy with Market Cap and EV/EBITDA
Weiheng started the discussion Protected GetInitialMarginRequiredForOrder() and GetInitialMarginRequiredForOrder() in SecurityMarginModel
The recent checkin C# codes change SecurityMarginModel.GetInitialMarginRequiredForOrder()...
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...
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...
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...
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...
Weiheng left a comment in the discussion Problem about market liquidation
Sorry a mistake the filled price is 20.95.
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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...
6 years ago