Derek Melchin
Idea Streams #4 – Nowcasting News Announcements of Vaccine Trials
Employ nowcasting to boost the Probabilistic Sharpe Ratio during times of crisis.
Derek Melchin
Idea Streams #3 – Seeking Diversification Amidst Global Market Correlations
Complement your portfolio with uncorrelated assets to reduce drawdown.
Derek Melchin
Idea Streams #2 – Modeling Unemployment Rates with SKLearn
Discover the relationship between SPY price and unemployment data using regression.
Derek Melchin
Idea Streams #1 – Tranche Rebalancing Risk Parity
Harnessing traunche rebalancing to reduce portfolio churn and increase Sharpe Ratio.
Sherry Yang
Alternative Data’s Rise in Fintech
Alternative data is not a new tool for alpha generation, but the availability of it is. For more than a decade, the sell-side and funds have used nontraditional data to augment their ability to capture alpha. In the last few years, the amount of alternative data collated in raw data sets has grown significantly and […]
Sherry Yang
From Research To Production Tutorials
Research to Production is a series of blog post tutorials that make use of QuantConnect’s deep integration with Jupyter Lab to give you a powerful new tool for your alpha research. With this series, you can see how to quickly take your ideas from the research notebook and implement them in an algorithm. You can […]
Alex Otsu
Top Machine Learning Libraries for Python
Machine learning has emerged as an immensely popular discipline in computer science, revolutionizing how data is used across all industries. In turn, Python has become the lingua franca of machine learning thanks to its simple syntax and excellent data handling capabilities. But with over 1/3 of the repositories mentioning machine learning on GitHub written in […]
Jared Broad
Founder & CEO
Meet Our QuantCommunity – Cheng Peng
QuantConnect has a diverse, skilled, global community of quants, computer scientists, engineers, students, and data scientists. We are proud to be able to gather so many great minds to work together on our platform and provide them with access to numerous traditional and alternative data sets to create the alpha-generating signals available in our Alpha […]
Jared Broad
Founder & CEO
Powered By LEAN: Ternary Intelligence
In the next edition of our Powered By LEAN blog series, we feature Pavel Paramonov, Ph.D., Chief Science and Technology Officer at computational finance company Ternary Intelligence. Pavel recently spoke with our CEO Jared Broad to help us learn more about his company and perspective on the market, how LEAN helps with backtesting and strategy […]
Jared Broad
Founder & CEO
Our New Quantpedia Strategy Library
When we launched our Algorithm Framework in May, it was an exciting update for our community to leverage “drag & drop” modules of code that can alleviate inefficiencies in algorithm development. In a parallel effort to provide quants with more strategy examples, we are pleased to announce our integration with Quantpedia and to showcase our […]