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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:

  1. 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 can access the modules from the terminal here. The ETF universe module themes are volatility, precious metals, energy, technology, and US treasuries. We'll be awarding a total prize pool of $27,500 and each ETF category will have multiple prize winners! Submit your algorithm in the Alpha Streams marketplace and then simply tag your implementation with the contest tag "ETF5". Keep an eye out for more details coming soon!
  2. A Wallet Widget! You may have noticed a new wallet widget in the algorithm lab. Your wallet is a balance of earnings from prizes, community activity, and Alpha Streams revenue. We're excited to ship this feature to make it easy to see deposits and recent transactions.
  3. Custom Data Is Coming! We've been working to better support custom data and ensure consistency across custom data types. Look for LEAN API optimizations and example algorithms coming soon!