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Welcome!

This site tracks my live trading P&L and promotes the strategy research I publish to QuantConnect's Strategy Library.

Checkout the posts for monthly updates. Here's the latest one:

Quant Trading Nov 2020 Recap: GNB strategy, Overfitting, Time Management
Dec 2, 2020

Derek Melchin

  • Quantitative Developer Intern at QuantConnect
  • Computer Science & Finance student at the University of Lethbridge
  • Algo trading competitor at RITC

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