Jared Broad
Founder & CEO
Powered By LEAN: Abbington Investment Group
In the next edition of our Powered By LEAN blog series, we feature Charles (Chuck) Waite, Chief Technology Officer of boutique independent wealth management and investment management firm Abbington Investment Group. Chuck spent some time with our CEO Jared Broad to discuss his firm’s investing strategy, how QuantConnect simplifies their operations & much more! Broad: What’s […]
Jared Broad
Founder & CEO
Powered By LEAN: DropShot Capital
As an open-source community, we can stretch to the limits of where our members take us. That’s why we’re launching our newest blog series, Powered By LEAN, that tells the stories of the hedge funds that are using QuantConnect and running on LEAN, our proprietary trading engine. LEAN offers many benefits to funds, including it’s […]
Raul Pefaur
Rotating Inversely Correlated Assets – NIFTY and USDINR
Over the last 15 years the economy of India has boomed and it has been reflected in the NIFTY index. The NIFTY has grown 7x since 1998 as the country has grown its exports. According to the UN the one of the primary exports of India are high value services which contributes 30% to their […]
Jared Broad
Founder & CEO
Backtesting with a REST API
We’re deprecating the GIT-API and replaced it with a powerful REST-API that allows you to create, update and backtest projects all via URL. To kick it off we are open sourcing new tools for visual studio that tap into this API and submit a backtest from Visual Studio.
Raul Pefaur
Harnessing the Twitter API for Sentiment Strategies
In this project we will be writing an application which downloads tweets from Twitter. We are continuing our journey leaning C#, as we started with our Yahoo Finance data downloader. Twitter has a REST API that allows us to search for tweets, users, timelines, or even post new messages. We will use an incredible C# Twitter Library […]
Raul Pefaur
Downloading Yahoo Finance Data with C#
The following post is the first in a series by Raul Pefaur on Learning C#. Over the last month Raul has taught himself C# with a variety of projects, tutorials and books which he will describe to help others on their journey to using C# for finance. Raul has a Master of Finance and lives in Santiago, […]
Raul Pefaur
My Journey Learning C#
The following is a post by Raul Pefaur, the new community manager of QuantConnect. Raul has a Masters in Finance from Universidad Adolfo Ibáñez, Santiago Chile. He recently graduated and is looking to apply his knowledge in QuantConnect. Over the next few weeks he will post about his journey to learn C# and design his first […]
Jared Broad
Founder & CEO
RSI Indicator with Martingale Position Sizing
Martingale is a bet sizing technique for increasing odds of winning at the expense of increased risk. The classic example is a coin flipping game where the gambler doubles his bet if he loses, in the hopes of making back any losses to break even. He will continue doubling his bet through subsequent losses until […]
Jared Broad
Founder & CEO
The Importance of Benchmarking
There are two different techniques for measuring your strategy performance; relative and absolute performance. Before you design your strategy its important to define your metrics for success. As you iterate through strategy ideas this will help you know where you need to improve. An absolute return strategy aims to make a consistent steady return independent […]
Jared Broad
Founder & CEO
Three Common Implementation Mistakes
In our work at QuantConnect we have helped with thousands of budding quants over the years. Our algorithm development terminal is a powerful backtesting platform that allows members to design strategies on 15 years of past equities data. We see several very common mistakes in even the most basic strategies. For our latest free video tutorial – […]