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We are pioneering the radical future for open-source quant finance. QuantConnect is the world's largest quant community, empowering 220,000 quants with a framework, data, and infrastructure for their investments.


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Brandon left a comment in the discussion Futures Fast Trend Following, with Trend Strength

Looking to try  “Increasing the universe size”  - but unable to get it to work, and I've been...

26 days ago

Brandon left a comment in the discussion Intraday Application of Hidden Markov Models

That would be interesting or maybe a basket of sector ETFs, across equities and maybe some with...

29 days ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

Sharpe Ratio

4 years ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

Same idea except a daily rebalnace and 6 3x long and opposite 3x short ETFs 

4 years ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

I have a similar stratgy that uses long/short pairs and rebalances every day - I used it live in...

4 years ago

Brandon left a comment in the discussion Futures Fast Trend Following, with Trend Strength

Looking to try  “Increasing the universe size”  - but unable to get it to work, and I've been...

26 days ago

Brandon left a comment in the discussion Intraday Application of Hidden Markov Models

That would be interesting or maybe a basket of sector ETFs, across equities and maybe some with...

29 days ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

Sharpe Ratio

4 years ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

Same idea except a daily rebalnace and 6 3x long and opposite 3x short ETFs 

4 years ago

Brandon left a comment in the discussion 3X ETF Short Hedge Algorithm

I have a similar stratgy that uses long/short pairs and rebalances every day - I used it live in...

4 years ago