Alexandre Catarino

Reopen for discussion: "Customize the Report HTML" should be on the [Backtesting > Report](https://www.quantconnect.com/docs/v2/cloud-platform/backtesting/report) page, e.g. H3 "Customize the Report HTML". The [Backtesting > Results > Report](https://www.quantconnect.com/docs/v2/cloud-platform/backtesting/results#09-Reports) H3 has a...

"Single-HTML-Page Documentation Generation" from https://github.com/QuantConnect/Documentation/pull/1307 is failing (cc @LouisSzeto).

Hi @demo055, Are you still experiencing this issue? I can't find your email with the logs. Can you send another email to [email protected] so I know your email address so...

Hi @AmazingAbhi , Could you please provide an example of a special session?

We have experienced this sort of error: Convergence: > 2023-11-20T14:35:12.8027251Z DEBUG:: QLOptionPriceModel.Evaluate(). Cannot calculate Implied Volatility for QQQ 231120C00381000. Implied volatility from Newton-Raphson optimization: 1E-07. Premium: 6.69. Underlying price: 387.65....

Hi @wtindall1 , thank you! I suggest adding your thoughts about this problem before working on it. VaR is a statistical metric, an "indicator" (see guidance on GitHub issues for...

If VaR can be an `IIndicator` and a property of `PortfolioStatistics`, the better, right? :-) For example, see Sharpe and Sortino ratios. If not, yes, it should be property of...

The YAML was updated by https://github.com/QuantConnect/Documentation/commit/808853fb581b052e663878f0fe7b6d31dce63028. See results on [Read Live Algorithms > Insights](https://www.quantconnect.com/docs/v2/cloud-platform/api-reference/live-management/read-live-algorithm/insights).

Hi @jdharmon, what is the source of the formulae you used and the data for comparison?

Hi @pranavathreya , It's not a bug; it's a feature. The goal is to implement this method: ```csharp public LeastSquaresMovingAverage LSMA(Symbol symbol, Symbol reference, int period, Resolution? resolution = null,...