img 18.05.21
Derek Melchin

Derek Melchin

Idea Streams #4 – Nowcasting News Announcements of Vaccine Trials

Employ nowcasting to boost the Probabilistic Sharpe Ratio during times of crisis.

img Back to Blog
  • img

    Pioneering Tomorrow’s Trading

    QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.

    Sign up for Free
  • img 17.05.21
    Derek Melchin

    Derek Melchin

    Idea Streams #3 – Seeking Diversification Amidst Global Market Correlations

    Complement your portfolio with uncorrelated assets to reduce drawdown.

    img 14.05.21
    Derek Melchin

    Derek Melchin

    Idea Streams #2 – Modeling Unemployment Rates with SKLearn

    Discover the relationship between SPY price and unemployment data using regression.

    img 14.05.21
    Derek Melchin

    Derek Melchin

    Idea Streams #1 – Tranche Rebalancing Risk Parity

    Harnessing traunche rebalancing to reduce portfolio churn and increase Sharpe Ratio.

    img 20.04.20
    Sherry Yang

    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 […]

    img 02.03.20
    Sherry Yang

    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 […]

    img 03.07.19
    Alex Otsu

    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 […]

    img 08.05.19
    Avatar

    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 […]

    img 13.03.19
    Avatar

    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 […]

    img 24.07.18
    Avatar

    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 […]