Derek Melchin

MeanVarianceOptimizationPortfolioConstructionModel Doesn't Use ScaledRaw Data

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#### Expected Behavior The MeanVarianceOptimizationPortfolioConstructionModel uses ScaledRaw data and resets/warms-up indicators when corporate actions occur. #### Actual Behavior The MeanVarianceOptimizationPortfolioConstructionModel uses adjusted data and doesn't reset/warm-up indicators when corporate actions...

Implied Volatility and Greek Indicators

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#### Expected Behavior Lean has built-in indicators for IV and Greeks. Here are the inputs to calculating each indicator: - Implied Volatility - The market price of the option. -...

#### Expected Behavior Lean has a built-in indicator to compute the Rachev Ratio #### Actual Behavior Not implemented #### Potential Solution Add the Rachev Ratio indicator #### Reproducing the Problem...

#### Expected Behavior The example algorithms in https://www.quantconnect.com/docs/v2/writing-algorithms/indicators/supported-indicators/gamma#02-Using-G-Indicator run without error. #### Actual Behavior ``` Runtime Error: 'int' object has no attribute 'Current' at OnData self.Plot("Gamma" in main.py: line 19...

SEO image paths need updating for files that have been moved

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#### Expected Behavior The github actions validate the image paths in the `metadata.json` files. If they are incorrect, the github action automatically fixes the path for us. #### Actual Behavior...

#### Expected Behavior - The link checker flags links that point to issues on QC github repos that are closed. If the GH issue is not open, it's a broken...

Example Algorithms in Both Languages in Dataset Listings

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#### Expected Behavior The **Example Applications** section of the dataset listings have an example algorithm for Python and C#. Only one of the example algorithms should display (waiting on UX...

Review Machine Learning tutorials

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#### Expected Behavior The ML tutorials [here](https://www.quantconnect.com/docs/v2/writing-algorithms/machine-learning/popular-libraries) provide educational material on how to use all three learning paradigms: supervised, unsupervised, and reinforcement learning. Each example is unique and informative. ####...

Review Brokerage Repo Readmes

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#### Expected Behavior The brokerage repo readmes ([example](https://github.com/QuantConnect/Lean.Brokerages.Coinbase/blob/master/README.md)) have up-to-date information and all links are functional #### Actual Behavior These brokerage repo readmes fall out-of-date over time. For example, one...

Creating Alternative Data Using Python CLRImports

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#### Expected Behavior This code snippet ``` map_file_provider = LocalZipMapFileProvider() map_file_provider.Initialize(DefaultDataProvider()) ``` includes `from CLRImports import *` The script should run in the `bin` folder where we compile the files...