Open-source financial technology, Paving the future of trading
Power your quantitative research with a cutting-edge, unified API for research, backtesting, and live trading on the world’s leading algorithmic trading platform.
We're leveling the quant playing field. Invest today before time runs out.
Leverage Our Architecture
Finding alpha is no easy task. As the universe of data expands rapidly and the pace of technological development accelerates, you need every advantage the market has to offer.
You need a complete suite of cloud-based tools so you can research investment approaches, assess strategies with backtesting, then rapidly deploy to maximize returns.
QuantConnect offers the powerful financial tools you need for every stage of your quant journey.
FROM RESEARCH TO PRODUCTION
1. Cloud Research
Our cloud-based research terminals attach to terabytes of financial, fundamental, and alternative data, preformatted and ready to use.
Alternative data is linked to the underlying securities, tagged with the FIGI, CUSIP, and ISIN to facilitate building strategies.
Access popular machine learning and feature selection libraries to quantify factor importance. Install custom packages on request.
Train Machine Learning Models
Visualize and Explore Data
Fast Cloud Cores
2. Backtesting
With minimal-to-no code changes, move from research to point-in-time, fee, slippage, and spread-adjusted backtesting on lightning-fast cloud cores. Perform multi-asset backtesting on portfolios comprised of thousands of securities with realistic margin-modeling.
Import custom and alternative-data, linked to underlying securities, for realistically modeling live-trading portfolios and avoiding common pitfalls like look-ahead bias.
Our technology has been battle-tested with thousands of unit and regression tests, and more than 15,000 backtests are performed on QuantConnect daily.
3. Parameter Optimization
Our parameter sensitivity testing allows you to to run thousands of full backtests on our scalable cloud compute, completing weeks of work in minutes.
Visualize all the iterations of parameters on heatmaps to quickly understand your strategy’s sensitivity to parameters for robust out-of-sample trading.
Explore further by opening each result and seeing its individual trades and backtest logs to completely understand the source of your alpha.
4. Institutional-Grade Live Trading
Since 2012, QuantConnect has deployed more than 250,000 live strategies to a managed, co-located live-trading environment. Our platform processes more than $1B in notional volume per month.
Execute trades directly through our 15 integrations or to EMSX Net's 1,300 liquidity providers.
Our live feeds include US SIP, CME, FX, and major crypto exchanges. Other live feed options are available upon request.
Low Latency Dedicated Infrastructure
Redundant 10GB Fiber Internet
Integrations to 15 Destinations
Multi-Asset Portfolio Modeling
We accurately model multi-asset portfolio strategies, tracking real-time strategy equity across complex portfolios in backtesting and live-trading. Easily access margin remaining for your strategy and size positions to minimize cash.
Equity
US Stock and ETFs since 1998, managing for corporate actions, from tick to daily resolutions.
Equity Options
US Equity Options at minute resolution since 2010, with realistic portfolio modeling.
Indexes
US Cash Indexes since 1998 from tick to daily resolution bars on NDX, SPX, and VIX.
Index Options
US Index Options since 2012 from minute to daily resolutions, with portfolio modeling.
Futures
US Future markets at tick to daily resolutions since 2009, for the most liquid 70 contracts.
Future Options
Future Option markets at minute to daily resolutions since 2012, for the most liquid 70 contracts.
Forex
Interbank and market maker brokerage spreads, with realistic cashbook and margin lending.
CFD
Derivative CFD products from leading brokerages for international traders, with realistic spreads.
Crypto
Thousands of crypto currency pairs from six exchanges with cash and margin account modeling.
Rich Library of Alternative Data
Orthogonal signals are critical to build a robust strategy. We serve a rich library of alternative data with more than 40 distinct vendors, covering millions of potential strategies.
Each dataset is processed to have a uniform timestamp, and is delivered to your strategy point-in-time to avoid selection bias. With one simple line of code your alternative data is automatically linked to underlying assets, and tracks corporate actions through time.
Data is ready to be used in live trading, delivered in real-time in our co-located live-trading environment. Prefer to do your research on-premise? Export and download the data through our Datasets Marketplace.
Explore alternative data with a single line of code
aapl = self.AddEquity(“AAPL”, Resolution.Minute)
self.insider = self.AddData(QuiverInsiderTradings, aapl)
self.extract = self.AddData(ExtractAlphaCrossAssetModel, aapl)
self.brain = self.AddData(BrainStockRanking2Day, aapl)
Open-Source Algorithmic Trading Engine
LEAN is the algorithmic trading engine at the heart of QuantConnect. More than 150 engineers contributed to the development of this lightning-fast, open-source platform. It provides modeling that surpasses the best financial institutions in the world. LEAN can be run on-premise, or in the cloud.
Open-source provides you the freedom to modify it to suit your needs.
Local Development, Cloud Backtesting
Code locally in your favorite development environment then synchronize your projects to the cloud to work on the go with QuantConnect's IDE.
lean backtest "My Project" —debug
lean cloud backtest "My Project"
lean cloud live "My Project"
Installation: pip install lean
An Inspired, and Connected Global Community
QuantConnect has a global community of 212,000 quants, researchers, data scientists, and engineers. Collectively we are the biggest quant research community in the world with more than 1,200 strategies shared through the forums, a vast library of public quant research.
Every month, the brightest quantitative minds use our platform to generate research. On an average month 35,000 QuantConnect users create 2,300 new algorithms and write 1M lines of code.
