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Jared Broad

Founder & CEO

RSI Indicator with Martingale Position Sizing

Martingale is a bet sizing technique for increasing odds of winning at the expense of increased risk. The classic example is a coin flipping game where the gambler doubles his bet if he loses, in the hopes of making back any losses to break even. He will continue doubling his bet through subsequent losses until […]

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    Pioneering Tomorrow’s Trading

    QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.

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    Jared Broad

    Founder & CEO

    The Importance of Benchmarking

    There are two different techniques for measuring your strategy performance; relative and absolute performance. Before you design your strategy its important to define your metrics for success. As you iterate through strategy ideas this will help you know where you need to improve. An absolute return strategy aims to make a consistent steady return independent […]

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    Jared Broad

    Founder & CEO

    Three Common Implementation Mistakes

    In our work at QuantConnect we have helped with thousands of budding quants over the years. Our algorithm development terminal is a powerful backtesting platform that allows members to design strategies on 15 years of past equities data. We see several very common mistakes in even the most basic strategies. For our latest free video tutorial – […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    7 Tips For Fixing Your Strategy Backtesting a Q&A With Top Quants

    Strategy backtesting is a mix of art and science. Quants who rely too much on science will fall victim to the infamous Curve Fitting phenomenon. While some quants who overcompensate on their artistic balance will create disillusioned theories that back their models. We created this post to compile leading quants’ perspectives on strategy backtesting covering […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    Designing Sentiment Trading Strategies with Stefan Nann

    Stefan Nann is the Co-Founder and CEO of StockPulse, a provider of social media sentiment data for individual and index securities. Stefan studied Business Administration and Information Systems before performing graduate studies with a focus on financial markets, analysis of unstructured text and online communities. While a visiting scholar at the Massachusetts Institute of Technology (MIT) Center […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    Talking Regime Change Quantitative Strategies with Blake Woodard of RLF Capital Management

    Blake Woodard had a chat with our Growth Hacker Simon Burns on his start in algorithmic trading with Excel following an injury that left him motionless for days, his crowd psychology based market strategy and opinion on HFT. Blake is the Managing Director and Portfolio Manager at RLF Capital Management. Blake will be teaching at […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    Social Media Analytics in Finance with Oli Wilkinson of Knowsis

    Oli Wilkinson had an interview with our Growth Hacker Simon Burns to discuss the inception of his financial technology startup Knowsis following the 2008 crash, the growing influence of social media in financial markets and the process of building a machine learning tool to dissect social media “noise”. Oli co-founded and is the CEO of […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    Stellar Interview with Spencer Connaughton: 21 Year Old Quant Fund Manager at Archivolt Partners

    Spencer Connaughton had a chat with our Growth Hacker Simon Burns on the learning curve in becoming an algorithmic/quant trader using his school’s Bloomberg terminals (and crashing them), his firm’s use of the Residual Income Valuation model in algorithmic trading and the potential of markets with 20-somethings running them. Spencer started and runs a quant, grey box […]

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    Simon Burns

    Simon Burns

    Quant Development Intern

    Top Numerical Libraries For C#

    AlgLib (http://alglib.net) ALGLIB is a numerical analysis and data processing library. Is supports many languages but has been entirely rewritten in naitive C#, and functions across many operating systems. It is open source for noncommercial purposes and has commercial licensing options available for enterprise clients. So in all a portable, intuitive and versatile library that […]

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    Simon Burns

    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 […]