09.09.2019
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 […]
29.08.2019
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 […]
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21.08.2019
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 […]
16.08.2019
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 […]
14.08.2019
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 […]
07.08.2019
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 […]
07.08.2019
Now Available on QuantConnect: Improved Crypto Data from CoinAPI.io
We are excited to share with the community that we’re now working with CoinAPI.io to bring comprehensive cryptocurrency data to our platform. Starting now, our users can access reliable, high-resolution data that will be updated at the end of each day, every day. The crypto markets have continued to mature, which increases the opportunities for […]
01.08.2019
Rebalance Ep 1: Boot Camp, Reports, & Data
Welcome to the first episode of QuantConnect’s Rebalance! In this first episode we’re happy to share: A new boot camp! The Buy and Hold with a Trailing Stop lesson shows you how to implement a trailing stop in QuantConnect. Learn how to create a Stop Loss to manage risk in our orders and plot the […]
17.07.2019
Pioneering a Free Market for Alpha
The financial community espouses the benefits of an open, free market, yet when it comes to incentivizing alpha, the rewards are obfuscated and bonuses are often discretionary. Today, performance in quantitative finance is black and white — measured in hard numbers and deterministic. The pricing model must be better defined. Fast, open, and transparent markets […]
03.07.2019
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 […]