Rebalance, Ep 24: Boot Camp Udemy Course

Hi everyone, Sherry from QuantConnect
here with your flash briefing Rebalance. Here’s how QuantConnect is pioneering
tomorrow’s trading with you this week. All Boot Camp tutorials are now available as a
Udemy course along with brand new quiz questions for each lesson that helps
solidify concepts. You can find it in the link below. Future Buying Power
Models were updated to match the margin requirements from
the exchanges. When working with futures now the initial margin value rather than
the contract value is used to calculate the maximum order quantity. This allows
you to use SetHoldings() with future contracts. Assets with higher intraday
margin are now adjusted 10 minutes before the market closes using a new
property Exchange.ClosingSoon. This ensures ends of day margin calls are
accurately modeled during the closing minutes. Finally the GetLastKnownPrice
method was extended to retry fetching for illiquid securities. This
ensures that even illiquid securities are set to their last market price. For
those securities the look-back period is increased to 3 trading days of data. Like
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Thanks for listening to this week’s Rebalance, and happy coding!

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