[embed width="783"]https://youtu.be/jZ_CQTdLDVY[/embed]
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 14th episode we're happy to share:
- Faster history requests and documentation updates! We put several new features in production aimed at improving your user experience. Recently our team increased the speed of history requests, added "type-trees" to documentation on alternative data types, and released new documentation on using the
Train()
method for machine learning strategies. - Symbol helpers for competition tickers! Our second Alpha Streams contest, The Liquid ETF Competition, is accepting submissions through December 22nd! We've created symbol helpers to group competition tickers for you. Submit to the Liquid ETF competition here.
- An implementation of a stationarity test! In this week's "From Research to Production", Jack walks us through two concepts that improve an Alpha's ability to forecast. He tests for stationarity with the Augmented Dickey-Fuller (ADF) test and normalizes the data based on z-scores. Find the "Research to Production" template using stationarity testing here.
- A new boot camp! The Pairs Trading lesson uses the algorithm framework to implement a pairs trading strategy on Pepsi and Coca-Cola. You'll find the concepts "pair" quite well with this week's "Research to Production" topics!
Sherry Yang
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!