01.10.19
Jared Broad
Founder & CEO
Join Us in London at The Quant Conference 2019
On November 1st, our CEO, Jared Broad, will be speaking on a panel at The Quant Conference 2019. The Quant Conference is an event dedicated to discussion of and education on current trends in quantitative finance, attended by a mix of students, industry leaders, academics, and investors. Jared will be participating in a panel called […]
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26.09.19
Sherry Yang
Rebalance Ep 8: Alpha Contest & Wallet Widget
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our eighth episode we’re happy to share: A Big Announcement! QuantConnect will open its first Alpha Streams competition in October. To participate, implement an algorithm using one of the 5 ETF universe modules we released last week. You […]
18.09.19 Sherry Yang
Rebalance Ep 7: Universe Modules, & Research
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our seventh episode we’re happy to share: New Modules Shipped! Want to try trading by sector? Earlier this week we shipped 5 new ETF universe modules focusing on energy, precious metals, technology, US Treasuries and Volatility ETFs. You […]
12.09.19 Sherry Yang
Rebalance Ep 6: Alpha Streams, Algorithms, & Boot Camp
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our sixth episode we’re happy to share: An Alpha Streams Marketplace Update! Our team is getting the community’s alpha streams in front of more institutions. The Alpha Streams market provides you with unparalleled distribution to institutional capital to […]
09.09.19 Jared Broad
Founder & CEO
Making Models that Fit the Signal, Not the Noise
One of the most common pitfalls when creating an algorithm is overfitting. Overfitting is the act of fine-tuning the parameters of an algorithm to fit the detail and noise of backtesting data to the extent that it negatively impacts the performance of the algorithm on new data. It can manifest itself in a variety of […]
29.08.19 Sherry Yang
Rebalance Ep 5: Reports, Algorithms, & Docs
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our fifth episode we’re happy to share: Updated Lean Report Creator Features! The Lean Report Creator now includes summary statistics, new metrics on portfolio exposure, and comparisons of your backtest performance to live trading. You can access the […]
21.08.19 Sherry Yang
Rebalance Ep 4: Debugger, Data, & Boot Camp
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our fourth episode we’re happy to share: The Debugger Is Live! We’ve loved hearing the excitement around our new debugger tool. If you haven’t tried the tool out yet, you can access it from the right side of […]
16.08.19 Jared Broad
Founder & CEO
New to QuantConnect: Debugging Now Live in the Algo Lab
We’re excited to announce that debugging is officially live in the Algo Lab. This new tool allows you to place breakpoints in your code, step through, and inspect variable values at different execution stages throughout your algorithm. The tool is accessible from the right side of the terminal in any open project. To help you […]
14.08.19 Sherry Yang
Rebalance Ep 3: Data Feed, Boot Camp, & Docs
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In this third episode we’re happy to share: More Robust Live Trading! We have implemented a fully redundant, or backup, live ticker plant. This ensures even if one data feed goes down we’ll have a back up instantly ready […]
07.08.19 Sherry Yang
Rebalance Ep 2: Faster Backtesting, New Boot Camp
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In this second episode we’re happy to share: Upgraded CPUs! The backtesting infrastructure was upgraded to 4.0GHz CPU’s for faster backtesting, you should see a 10 percent speed boost for most of your backtesting. Fine fundamental backtesting was optimized resulting […]