The future of trading is here.
Research, Backtest and Trade Your Investments.

Founded August 2011, QuantConnect is an open quantitative analysis platform for backtesting and trading algorithmic investment strategies. Learn from our university, clone strategies from the community and trade algorithms on your personal account. We have been designing algorithmic strategies since 2007 and aim to make these tools open to everyone.

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How does it work?

Code your algorithms in a browser based IDE, using template strategies and free tick data.

Backtest your strategies using our free, open data sources. Code in multiple languages, and access our cluster of hundreds of computers to crunch terabytes of free US Equities and FOREX tick data.

QuantConnect is the next revolution in quant trading, where cloud computing meets open data.

Unparalleled Speed

With QuantConnect, your strategy is backtesting on hundreds of servers in parallel, finishing in about 30-seconds. This gives you institutional power from your desktop PC. You can iterate on your ideas faster than you've ever done before.

Unlimited Financial Data

QuantConnect gives you free access to high resolution data for global financial markets to backtest your algorithm in our backtester. We currently have US Equities and FOREX and are adding new data libraries constantly, the sky is the limit.

Beautiful Charting

The right visualizations help your creative juices flow. We give you high resolution charts, seeing your order fill overlayed on a price chart for your stock.

Have some great ideas? Lets test it out!  
Start Your Algorithm 
public class MyFirstAlgorithm : QCAlgorithm 
{
    public override void Initialize() 
    {
	SetStartDate(2011, 01, 01);
	SetEndDate(2012, 12, 31);
	SetCash(100000);
    }
    //Data event - Every minute, second or tick
    public void OnData(TradeBars data) 
    {
	//Your strategy here!
    }
}

Event Driven Strategies

Designing an algorithm couldn't be easier. With only 2 required functions we take care of everything else! You just Initialize() and then handle the data-events you requested. You can create new indicators, classes, folders and files.

We are committed to giving you the best possible algorithm design experience.

Built for Speed

Just as highways revolutionized travel, we are providing infrastructure to enable rapid strategy design and testing at speeds you've never seen before.

5-10 year second or tick data strategies, across gigabytes of data complete in 30-60 seconds. Roughly 50x faster than possible on your home computer.

You don't need to wait for your backtest to complete! Keep coding and it will notify you when completed.

Platform for innovation
Raise capital with quant investors

Leverage your Potential

With your permission we'll introduce you to capital providers to fund your strategy with millions in trading capital. Leverage your potential and earn a great return from your ideas.

First and foremost, your ideas are your property and yours to do with as you like. If you'd prefer to remain independent we'll happily help you execute through your broker of choice.

We carefully selected our investors and partners to avoid conflicts of interest. Our interests are aligned with yours, so lets create the next revolution in finance.

Explore our data library to create your strategy  
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Professional Quality, Open Data Library

Design strategies with a multi-terabyte financial data library, spanning global markets, worth over $100,000 at your disposal.

US Equities

We offer US equities tick data going back to January 1998, and updated daily with yesterday's latest market data. We have every symbol traded, totaling over 16,000 stocks. Data provided by QuantQuote.

FOREX Majors

We have the FX tick data on 13 major currency pairs going back to April 2007, and updated daily with yesterday's market data. Data provided by FXCM. See more details on exactly what pairs in our data library. 

//Add Security Function Pattern - Request asset data.
AddSecurity(SecurityType marketType,
	    string symbol,
	    Resolution resolution = Resolution.Minute,
	    bool fillDataForward = true,
	    int leverage = 0,
	    bool includePremarketData = false);

//For example - requesting market data:
AddSecurity(SecurityType.Equity, "IBM", Resolution.Second);
AddSecurity(SecurityType.Forex, "EURUSD", Resolution.Minute);
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