Rebalance Ep 20: Quotes & Alpaca Brokerage

Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 20th episode we’re happy to share:

  1. Equity Quote Data Coming Soon! Our engineering team is working hard on adding equity quote data to the platform, allowing us to better model the spread of trades. This will be paired with a replacement to the live data feed with identical quote data for more accurate paper trading.
  2. Boosts in Backtesting Speed! A new LEAN garbage collection system was installed to manage memory differently which resulted in a significant boost in backtesting speed. Learn about the LEAN garbage collection system installation and see the backtesting speed improvements here. The LEAN team is working on exciting new performance upgrades we hope you’ll see soon.
  3. Alpaca margin trading support! The Alpaca brokerage connection was upgraded to support margin trading, and now provides improved error messages reported when placing trades not permitted by Alpaca. Read more about the upgrade here.
  4. Market Cap of stocks is now available on the fine fundamental data points during universe selection! Market cap is calculated by the stock price multiplied by the number of shares. Find the example CoarseFineFundamentalRegressionAlgorithm that uses Market Cap on fine fundamental data in C# and Python here.
  5. A new series of tutorial videos to accompany Boot Camp lessons! In each video, we complete the coding tasks together, point out what to pay extra attention to, and give further insight into QC’s API. Find the playlist here.
Sherry Yang

By: Sherry Yang

09.01.2020
img Back to Blog

Related Articles

rebalance

Rebalance Ep 25: Alpha Streams Free Trial

By: Sherry Yang • 28.02.2020 algorithmic trading

Get started with QuantConnect’s Boot Camp

By: Sherry Yang • 21.02.2020 rebalance

Rebalance Ep 24: Boot Camp Udemy Course

By: Sherry Yang • 13.02.2020 rebalance

Rebalance Ep 23: Alpha Sentiment

By: Sherry Yang • 30.01.2020

Alpha Five Winners Announced

By: Alex Otsu • 23.01.2020