26.06.13
Simon Burns
Quant Development Intern
History of Non-Market Data Correlations
Over the course of the history of the stock market, quantitative observers have built up a comprehensive database of non-market data correlations. From solar flares to hurricane cycles, biota growth and New York City temperature. Figures like Consumer Sentiment data and other broadly distributed survey data have been used by market participants when deciding market […]
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24.06.13 Simon Burns
Quant Development Intern
Interview with Mebane Faber of Cambria Investment Management
Mebane Faber had a chat with our Growth Hacker Simon Burns on the learning curve in becoming an algorithmic/quant trader, correlating non-market data and the move towards democratization of algorithmic model creation among. Mebane runs a long form qualitative and quantitative analysis blog at Mebane Faber, is the author of Shareholder Yield: A Better Approach […]
19.06.13 Simon Burns
Quant Development Intern
QuantConnect Announces FX, US Equity Tick Data and a Capital Raise
How do traders and investors who “sell in May and go away” spend their summers? If you are a quantitative trader looking forward to spending the sunny months indoors backtesting trading strategies, then QuantConnect has some very good news for you: the company just announced that it now provides backtesters with five years worth of foreign exchange […]
03.06.13
Jared Broad
Founder & CEO
QuantConnect Semi-Finalist In Innotribe Challenge
New York, June 3rd 2013 – QuantConnect is pleased to announce that we have been selected as a semi-finalist of the Innotribe Startup Challenge, honouring the company as one of the most promising financial technology and financial services start-ups. On June 13, QuantConnect will compete against 14 other start-ups at Innotribe Challenge Showcase in New […]