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Derek Melchin

Derek Melchin

Idea Streams #4 – Nowcasting News Announcements of Vaccine Trials

Employ nowcasting to boost the Probabilistic Sharpe Ratio during times of crisis.

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Derek Melchin

Derek Melchin

Idea Streams #3 – Seeking Diversification Amidst Global Market Correlations

Complement your portfolio with uncorrelated assets to reduce drawdown.

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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.

    Sign up for Free
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    Derek Melchin

    Derek Melchin

    Idea Streams #2 – Modeling Unemployment Rates with SKLearn

    Discover the relationship between SPY price and unemployment data using regression.

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    Derek Melchin

    Derek Melchin

    Idea Streams #1 – Tranche Rebalancing Risk Parity

    Harnessing traunche rebalancing to reduce portfolio churn and increase Sharpe Ratio.

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    Derek Melchin

    Derek Melchin

    Sortino Portfolio Optimization with Alpha Streams Algorithms

    Sortino portfolio optimizer for crowd sourced alpha

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    Lexie Robinson

    Lexie Robinson

    Report Generator Improvements, .Net Core Migration – Release Notes v10575-v10864

    This release was another big one in moving our system over to .Net Core format to grant you access to the newest and best tools that have been added to C#. Also included in this release are changes to our report generator, now any report you run on a backtest will include an estimated capacity […]

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    Lexie Robinson

    Lexie Robinson

    Using QuantConnect to Automate Investing Strategies: Chacon Diaz and Di Virgilio Wealth Management

    Started in 2009, Chacon Diaz & Di Virgilio Wealth Management is a fiduciary firm in Gainesville, Fla. With roughly $100 million dollars in AUM, their firm was originally constructed to use a mix of highly liquid passive and actively-managed investments across asset classes such as US and international equities and bonds, real estate, and commodities. […]

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    Lexie Robinson

    Lexie Robinson

    Providing Bond University Students With Real-Life Quantitative Trading Experience

    At QuantConnect, we’re always interested in how our users are deploying our institutional-grade technology. With Organizations, QuantConnect is more flexible and customizable than ever before, allowing you to scale up and down your resource use as your team grows. At Bond University in Queensland, Australia, students in Rand Low’s and Bruce Vanstone’s Financial Trading Systems […]

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    Jared Broad

    Founder & CEO

    Living Out Our Ideals: How We Continue to Put the Quant First

    Over the course of the past year, QuantConnect welcomed significant growth. Our Quant Community grew by 45% in 2020 alone, and we opened our Alpha Streams marketplace to everyone. This, along with our recently launched Organizations layer, has allowed us to continue to address new users as well as helping current ones scale and grow […]

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    Lexie Robinson

    Lexie Robinson

    .Net Core Migration, Github Actions CI, New Python Packages – Release Notes v10339-v10574

    This release is a big update for LEAN, we’re marching towards .NET Core support with the migration of our projects to .NET Core format. We’re still a few weeks away from being ready but we’re optimistic Core will bring a speed up and better cross-platform compatibility. We’ve integrated with the new Github Actions CI system […]