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Rebalance is a flash briefing of new features and updates for you, our QC community. In our 25th episode we're happy to share:
- A free Alpha Streams trial period! Now you have the ability to set a free trial period for your live Alpha Streams. Setting an algorithm trial period helps to increase the adoption of your strategy with fund clients by lowering the friction to licensing. See more in the press release here.
- A strategy to try based on momentum effects! In a new community post, Rahul shares a strategy he made as his fun-Friday project. His strategy is based on long-term and short-term momentum effects, where a long-term trend persists and a short-term trend reverses. The implementation trades the top 1000 most liquid stocks.
- A published boot camp! The Buy and Hold / Futures lesson is focused on gold futures contracts and introduces many aspects of how to work with futures data. You'll sort and filter futures contracts by open interest, calculate position size, place orders, and manage for margin calls.
- A new
PortfolioConstructionModel
parameter! Portfolio Construction Models now have a portfolio bias parameter to specify a short, long/short, or long-only position strategy. This new parameter lets you selectively apply insights from your alpha models. - Reduced portfolio churn when rebalancing! We worked hard to redesign rebalancing to be triggered by a function. The new function supports all kinds of portfolio rebalancing triggers including a time period, or even monitoring for portfolio imbalances.
- New consolidator options! Quarterly and yearly calendar consolidators have been added thanks to user
@aytacasan
's input and user@laur89
's suggestion. Thank you! The addition enables more long term analysis.
On another note, the QuantConnect team is acutely aware that our community is global and that globally, the coronavirus is set to make a major impact on human lives. We hope everyone out there joins us in practicing good health habits and stays healthy and safe this season.
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!