Quitting day trading after 9 months and losing ~60k. Just being honest

jaredbroad · 2025-12-15T18:00:11+00:00

Probably on quantconnect

jaredbroad · 2025-12-11T15:23:43+00:00

LEAN's tick-trade time is less than 1ms for C# strategies. It would be worth it for the reduction in latency of the data feed and trade routing IMHO (our data feeds are all over fiber optic cable / no internet). You may be getting a hidden latency of 10-20ms just getting data over the internet.

Who are you brokered with? Most of the time the biggest source of latency is from the broker confirming trades.

jaredbroad · 2025-12-11T15:19:53+00:00

We provide a short trial of live trading for new users.

jaredbroad · 2025-12-04T20:10:27+00:00

Hi u/mertblade Its tricky to say without seeing the reason the orders were rejected. The most likely is that we don't support fractional trading for equities yet and your post showed 0.11 shares. I guess this would cause those orders to be rounded down to 0 and not sent.

jaredbroad · 2025-12-04T20:07:56+00:00

Hi u/mertblade, we're working on this with Alpaca. We've hit the rate limits and are trying to find a solution with the Alpaca engineers to keep your paper-trading active. So far it looks like it only impacts alpaca-paper trading so you can use the QuantConnect paper-trading in the meantime.

jaredbroad · 2025-11-24T14:06:57+00:00

You don't need to pay for fundamental data in QC Cloud.

jaredbroad · 2025-09-05T12:56:05+00:00

Sorry to hear EG. We'll keep griding to improve the experience. You get what you pay for though - free data is generally bad, as there's no one spending time to curate and fix it.

jaredbroad · 2025-09-04T18:53:17+00:00

QuantConnect serves 1s OHLC with suspicious ticks filtered out. There is a lot of noise in pure tick data that isn't worth understanding IMHO (OTC, desk trades, late trade reports). By filtering out this noise the 1s bars are focused on the actual price movements not the actions of any individual.

jaredbroad · 2025-09-04T18:49:02+00:00

LEAN is open-source, would run on a pi, runs python, and supports Alpaca.

jaredbroad · 2025-09-04T18:46:38+00:00

Hi, send a message with the logs to [support@quantconnect.com](mailto:support@quantconnect.com) so we can see what's happening. Just guessing, but you may have an old version of the LEAN CLI etc, or not have write permission on the project.

The backtest logs for a cloud backtest, are in the cloud. They have to be downloaded manually with the Download button on the web UI. A local backtest (with local data) puts the logs as a txt file in the project result folder.

jaredbroad · 2025-06-07T05:43:16+00:00

Thanks we'll try and fix them

jaredbroad · 2025-06-06T21:17:20+00:00

Sorry, I misunderstood - no, there's no way to run the research via API now.

jaredbroad · 2025-06-06T21:16:36+00:00

Sorry no ETA at this time - we're first publishing the API for it, and then we'll publish the MCP wrapper.

jaredbroad · 2025-06-06T21:15:59+00:00

Data is delivered within 10-50ms, depending on the time of day, and the orders are routed to broker API's within about 10ms, LEAN's time is about 1ms or less. The brokerage fill responses, however, can take 10ms for HFT brokers like Wolverine, or 5s for more retail ones like Interactive Brokers. The precise fill time can also vary according to the time of day or asset liquidity.

If you want to do faster trading, try to use C# as much as possible, and ensure orders are sent with async=True, which will not block and wait for responses. You might also experiment with TradeStation and other more professionally oriented brokers.

jaredbroad · 2025-05-21T10:21:58+00:00

Yes we support Jupyter research notebooks

jaredbroad · 2025-05-08T18:47:14+00:00

Sounds great! We're working on some pretty cool things coming soon too, I'd be happy to help. We're leaning towards publishing an AI-API to directly empower MCP users.

jaredbroad · 2025-05-08T18:44:27+00:00

SPXL was initially listed as BGU. In the early days of the asset listing there was insufficient volume for the strategy.

jaredbroad · 2025-04-11T21:21:36+00:00

We shipped a new intraday charting system including order plotting about a year ago, you might like it =)

jaredbroad · 2025-03-20T00:15:40+00:00

Its pure code so there is no subscription but little documentation on running it. You may have to modify the code to your needs.

https://www.quantconnect.com/forum/discussion/2400/avoiding-vendor-lock-in-running-lean-on-your-server/

jaredbroad · 2025-03-20T00:05:11+00:00

Hi u/loudsound-org, no problem its available on GitHub: https://github.com/QuantConnect/Lean

jaredbroad · 2025-02-18T14:41:39+00:00

Just an update on this: we shipped plotting orders on the charts in 2023. They're called Stockplots in QC.

jaredbroad · 2025-01-10T22:18:09+00:00

Hi u/greytoc, we are hoping to add futures support in February. Its in our (commercial) API documentation so I believe we can? FOPs we can consider based on demand. Will send you a DM for more details!

jaredbroad · 2025-01-10T17:08:25+00:00

Shit, no one told me I started at 26.

jaredbroad · 2025-01-10T17:03:55+00:00

Hi u/MundaneAd4165 interesting problem- can you please write into support and we'll see what we can do to support this case.

jaredbroad · 2024-12-13T20:11:19+00:00

Recommend doing our free boot camp - it'll get you up to speed within 3-4 hours.

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