Rebalance Ep 12: Alt Data & Uncorrelated Returns
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 12th episode we’re happy to share: Fresh alternative data! We have new data from the US Energy Information Administration, Federal Reserve, and the Chicago Board Options Exchange. It’s free and accessible to all users. The energy data […]
Rebalance Ep 11: Probabilistic Sharpe Ratio
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our eleventh episode we’re happy to share: Our new Alpha performance metric, the Probabilistic Sharpe Ratio, is live! The PSR displayed with your backtest results is the confidence the Sharpe Ratio is greater than 1 based on the […]
Rebalance Ep 10: New Integrated Research
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our tenth episode we’re happy to share: Our New Research Environment is Live! We’ve launched a deep integration of QuantConnect with Jupyter Lab! The new research environment lets you access project files from Jupyter to analyze your algorithm […]
Research Evolved: Integrated Notebooks
Today we’re launching a deep integration of QuantConnect with Jupyter Lab to give you a powerful new tool for your alpha research. The dynamic, iterative nature of Jupyter Lab is an evolutionary leap for the quant process. When combined with the power of QuantConnect’s cloud and 400TB of data, the new QC research environment is […]
Rebalance Ep 9: Alpha Five & Boot Camp
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our ninth episode we’re happy to share: The Alpha Five competition opened last week! We will be awarding a total prize pool of $27,500 to the top 15 algorithms. Competition guidelines are out! Check out the Alpha Five […]
Introducing Alpha Five – Our First Algorithm Development Competition
We’re excited to announce Alpha Five, our first algorithm development competition. It is a natural extension of Alpha Streams, which we launched with the original vision of creating a marketplace where funds could license community-made Alphas instantly. By creating a marketplace, developers can connect directly with funds who are looking to leverage the breadth of […]
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 […]
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 […]
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 […]
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 […]