Rebalance Ep 17: Search, Shortcuts, & Speed

Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 17th episode we’re happy to share:

  1. A powerful new search system! The new search uses a smart service that handles misspellings and synonyms so you get better results when searching the documentation. You can find the search bar next to the QC logo when you are in the docs, forum, or algorithm lab.
  2. Numerous squashed bugs! Our engineering team fixed several bugs this week including an issue causing algorithm timeouts. Algorithms with a large universe of assets added many data subscriptions at the same time and were causing timeouts. To fix this LEAN was updated to cache the minimum number of points necessary for the first algorithm loop. Updating orders was also made easier with a few Order Ticket overloads to shortcut the process, and the forum was upgraded to load discussions faster.
  3. A neural network trained algorithm! In this week’s “From Research to Production” post, we look at neural networks with a Long Short-Term Memory model applied to a time-series prediction. By having a long memory, LSTM models are better able to capture market outliers such as recessions with less overfitting. Dive into the concept and clone the template here.
Sherry Yang

By: Sherry Yang

04.12.2019
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