QUANTCONNECT COMMUNITY
Hey!
Do you guys know any competitions where you could test HFT strategies?
Interested in it and also in finding tick-by-tick data from some exchange
There are loads of competitions on minute data but I couldn't find any about HFT.
Quant Connect Team, what do you think about adding these kinds of features? Are there any demand and limitations?
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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Jared Broad
Hi Nick Teil We're doing a skunkworks project at the moment ;) I'll let you know when its public.
Our platform has tick by tick data for equities, forex, futures. With QuantConnect you can implement virtually all types of strategies.
HFT is very widely defined; but the LEAN platform can probably handle down to 50ms cycle time in live trading if the brokerage can support it.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Nick Teil
Jared Broad thanks, it'd be awesome! What's the approximate publication date?
One more question: does QuantConnect provide any tick-by-tick data which was collected after 2009?
It seems the exchanges changed quite a lot since then, didn't they?:)
Alan Lutz
Nick Teil That's what I found through googling the question:
websim.worldquantchallenge.com ;
www.quantiacs.com/Competitions ;
but unfortunately that's all not really about HFT, just trading competitions.
I also found one more called HFT Battle www.hftbattle.com Does anyone know anything about it? Have never heard it before..
Nick Teil
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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