AWARD WINNING QUANT ANALYTICS PLATFORM
AS SEEN ON
The World's Leading Algorithmic Trading Platform
Power your quantitative research with a cutting-edge, unified API for research, backtesting, and live trading on the world's leading algorithmic trading platform.
Unified Quant Infrastructure
Finding alpha is a challenging task. As the universe of data expands rapidly and the pace of technological development accelerates, you need every advantage the market has to offer.
You need a complete suite of cloud-based tools to research investment approaches, assess strategies with backtesting, then rapidly deploy to maximize returns. For more bespoke requirements or proprietary datasets, replicate the full QuantConnect experience on-premise with our Local Platform.
QuantConnect offers the powerful financial tools you need for every stage of your quant journey.
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LIVE TRADINGFROM RESEARCH TO PRODUCTION
Cloud Research
Our cloud-based research terminals attach to terabytes of financial, fundamental, and alternative data, preformatted and ready to use.
Alternative data is linked to the underlying securities, tagged with the FIGI, CUSIP, and ISIN to facilitate building strategies.
Access popular machine learning and feature selection libraries to quantify factor importance. We can install custom packages on request.
Train Machine Learning Models
Visualize and Explore Data
Fast Cloud Cores
FROM RESEARCH TO PRODUCTION
Backtesting
With minimal-to-no code changes, move from research to point-in-time, fee, slippage, and spread-adjusted backtesting on lightning-fast cloud cores. Perform multi-asset backtesting on portfolios comprised of thousands of securities with realistic margin-modeling.
Import custom and alternative data linked to underlying securities for realistically modeling live-trading portfolios and avoiding common pitfalls like look-ahead bias.
Our technology has been battle-tested with thousands of unit and regression tests, and more than 15,000 backtests are performed on QuantConnect daily.
FROM RESEARCH TO PRODUCTION
Parameter Optimization
Our parameter sensitivity testing allows you to run thousands of full backtests on our scalable cloud compute, completing weeks of work in minutes.
Visualize all the iterations of parameters on heatmaps to quickly understand your strategy's sensitivity to parameters for robust out-of-sample trading.
Explore further by opening each result and seeing its trades and backtest logs to understand the source of your alpha.
FROM RESEARCH TO PRODUCTION
Institutional-Grade Live Trading
Since 2012, QuantConnect has deployed more than 375,000 live strategies to a managed, co-located live-trading environment. Our platform processes more than $45B in notional volume per month.
Execute trades directly through our 20 integrations or to EMSX Net's 1,300 liquidity providers.
Our live feeds include US SIP, CME, FX, and major crypto exchanges. Other live feed options are available upon request.
Low Latency Dedicated Infrastructure
Redundant 10GB Fiber Internet
Integrations to 20 Destinations
Build vs Buy: Your Firm's Dream Quantitative Research Platform
Have you ever thought about creating your own algorithmic trading platform but aren't sure about the expenses? Use our Build vs. Buy cost calculator to accurately assess the costs of developing a professional-grade quantitative trading platform. Compare these costs with using a ready-made solution like QuantConnect to make an informed decision.
Multi-Asset Portfolio Modeling
We accurately model multi-asset portfolio strategies, tracking real-time strategy equity across complex portfolios in backtesting and live trading. You can easily access the margin remaining for your strategy and size positions to reduce cash.
Equity
US Stock and ETFs since 1998, managing corporate actions, from tick to daily resolutions.
Equity Options
US Equity Options at minute resolution since 2010, with realistic portfolio modeling.
Indexes
US Cash Indexes since 1998 from tick to daily resolution bars on NDX, SPX, and VIX.
Index Options
US Index Options since 2012 from minute to daily resolutions, with portfolio modeling.
Futures
US Future markets at tick to daily resolutions since 2009, for the most liquid 70 contracts.
Future Options
Future Option markets at minute to daily resolutions since 2012, for the most liquid 70 contracts.
Forex
Interbank and market maker brokerage spreads, with realistic cashbook and margin lending.
CFD
Derivative CFD assets for leading brokerages for international traders with realistic spreads.
Crypto
Thousands of cryptocurrency pairs from six exchanges with cash and margin account modeling.
Rich Library of Alternative Data
Orthogonal signals are critical to building a robust strategy. We serve a rich library of alternative data with more than 40 distinct vendors covering millions of potential strategies.
Each dataset is processed with a uniform timestamp and delivered to your strategy point-in-time to avoid selection bias. With one simple line of code, your alternative data automatically links to underlying assets and tracks corporate actions through time.
Data is ready to be used in live trading, delivered in real-time in our co-located live-trading environment. Prefer to do your research on-premise? Export and download the data through our Datasets Marketplace.
Explore alternative data with a single line of code
Open-Source Algorithmic Trading Engine
LEAN is the algorithmic trading engine at the heart of QuantConnect. More than 180+ engineers contributed to the development of this lightning-fast, open-source platform. It provides modeling that surpasses the best financial institutions in the world. LEAN can be run on-premise or in the cloud.
Open-source provides you the freedom to modify it to suit your needs.
Local Development, Cloud Backtesting
Code locally in your favorite development environment, then synchronize your projects to the cloud to work on the go with QuantConnect's IDE.
lean backtest "My Project" —debug
lean cloud backtest "My Project"
lean cloud live "My Project"
Installation: pip install lean
An Inspired and Connected Global Community
QuantConnect has a global community of 326,200 quants, researchers, data scientists, and engineers. Collectively we are the biggest quant research community in the world with more than 1,200 strategies shared through the forums, a vast library of public quant research.
Every month, the brightest quantitative minds use our platform to generate research. On an average month 50,000 QuantConnect users create 2,500 new algorithms and write 1M lines of code.
