27.11.19
Sherry Yang
Rebalance Ep 16: Hidden Markov Models
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 16th episode we’re happy to share: Documentation improvements! We added a table of contents for each page, allowing you to find topics you are looking for faster. We’re also installing new search technology which will help you find […]
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21.11.19 Sherry Yang
Rebalance Ep 15: Principal Component Analysis
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 15th episode we’re happy to share: An increase in backtest speed when using tradebar type data! We’ve implemented a new way of parsing raw data into data points, avoiding in-between sub-strings and parsing. This improves performance and reduces […]
17.11.19 Sherry Yang
Rebalance Ep 14: Faster History & Pairs Trading
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 14th episode we’re happy to share: Faster history requests and documentation updates! We put several new features in production aimed at improving your user experience. Recently our team increased the speed of history requests, added “type-trees” to documentation […]
08.11.19 Sherry Yang
Rebalance Ep 13: Kalman Filter & New Competition
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 13th episode we’re happy to share: Our second Alpha Streams contest, the Liquid ETF Competition, is live and accepting submissions through mid-December! At the same time, we are working on enhancing our alpha streams submission review process. […]
04.11.19 Sherry Yang
Rebalance Ep 12: Alt Data & Uncorrelated Returns
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 12th episode we’re happy to share: Fresh alternative data! We have new data from the US Energy Information Administration, Federal Reserve, and the Chicago Board Options Exchange. It’s free and accessible to all users. The energy data […]
25.10.19 Sherry Yang
Rebalance Ep 11: Probabilistic Sharpe Ratio
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our eleventh episode we’re happy to share: Our new Alpha performance metric, the Probabilistic Sharpe Ratio, is live! The PSR displayed with your backtest results is the confidence the Sharpe Ratio is greater than 1 based on the […]
16.10.19 Sherry Yang
Rebalance Ep 10: New Integrated Research
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our tenth episode we’re happy to share: Our New Research Environment is Live! We’ve launched a deep integration of QuantConnect with Jupyter Lab! The new research environment lets you access project files from Jupyter to analyze your algorithm […]
10.10.19
Jared Broad
Founder & CEO
Research Evolved: Integrated Notebooks
Today we’re launching a deep integration of QuantConnect with Jupyter Lab to give you a powerful new tool for your alpha research. The dynamic, iterative nature of Jupyter Lab is an evolutionary leap for the quant process. When combined with the power of QuantConnect’s cloud and 400TB of data, the new QC research environment is […]
08.10.19 Sherry Yang
Rebalance Ep 9: Alpha Five & Boot Camp
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our ninth episode we’re happy to share: The Alpha Five competition opened last week! We will be awarding a total prize pool of $27,500 to the top 15 algorithms. Competition guidelines are out! Check out the Alpha Five […]
01.10.19
Alex Otsu
Introducing Alpha Five – Our First Algorithm Development Competition
We’re excited to announce Alpha Five, our first algorithm development competition. It is a natural extension of Alpha Streams, which we launched with the original vision of creating a marketplace where funds could license community-made Alphas instantly. By creating a marketplace, developers can connect directly with funds who are looking to leverage the breadth of […]