Rebalance Ep 19: 2019 Year in Review

Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our special year-end episode we’ll be counting down our top 10 highlights:

  1. This year we’ve launched 10 new boot camps with topics covering the algorithm framework, pairs trading, parameter reduction, and overfitting. Try out one of the lessons here.
  2. In the fall we launched our first Alpha Streams competitions with some major cash prizes sponsored by institutional partners. Submit to the Liquid ETF Competition before the January 20 deadline.
  3. We published a new educational series “From Research to Production” exploring key quantitative concepts in machine learning and core financial statistics. Clone a template and learn to implement topics such as principal component analysis here.
  4. Three new trading firms joined the Alpha Streams Market, and we enhanced our submission review process. Your alphas gain an independent proven track record with Alpha Streams and now get in front of five trading firms.
  5. The engineering and quant team worked together to improve the Lean Report Creator to add comparisons of your backtest performance to live-trading track record!
  6. We integrated 9 new sources of alternative data. The datasets cover corporate fundamentals, macroeconomics, news and events, price data, and sentiment data. All of our documentation is now also translated into Mandarin!
  7. Our engineering team deployed a world-leading quantitative research environment so you are able to create notebooks directly within your projects and make use of QuantConnect’s 400TB of data. Read more about it here.
  8. The terminal has several major new features including python autocomplete, and C# and Python cloud debugging. There are more quantitative metrics in your backtesting statistics, including a new Alpha performance metric, the Probabilistic Sharpe Ratio.
  9. Our team has made major upgrades to LEAN performance and backtesting speed with more than 25 performance improvement projects, and 140 bugs squashed! Learn more about QC’s open source and how you can contribute here.
  10. In 2019, the community conducted more than $2B in live trading volume on the platform!

It’s fitting that to close out 2019, we are shooting episode 19 of Rebalance. Thanks for listening to the show and from the QC family to yours, happy holidays!

Sherry Yang

By: Sherry Yang

23.12.2019
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