Published On Premiered Nov 6, 2021
In this video, you will learn all about the algorithm framework. The algorithm framework is a class-based framework that can be used to structure trading algorithms.
Note that the theoretical breakdown of the algorithm framework is based on the quantitative trading book "Inside the black box" (https://amzn.to/2YrqSRW). QuantConnect's algorithm framework does not include a dedicated transaction cost model.
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Algorithm framework docs: https://www.quantconnect.com/docs/alg...
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