Rebalance Ep 25: Alpha Streams Free Trial

Rebalance is a flash briefing of new features and updates for you, our QC community. In our 25th episode we’re happy to share:

  1. A free Alpha Streams trial period! Now you have the ability to set a free trial period for your live Alpha Streams. Setting an algorithm trial period helps to increase the adoption of your strategy with fund clients by lowering the friction to licensing. See more in the press release here.
  2. A strategy to try based on momentum effects! In a new community post, Rahul shares a strategy he made as his fun-Friday project. His strategy is based on long-term and short-term momentum effects, where a long-term trend persists and a short-term trend reverses. The implementation trades the top 1000 most liquid stocks.
  3. A published boot camp! The Buy and Hold / Futures lesson is focused on gold futures contracts and introduces many aspects of how to work with futures data. You’ll sort and filter futures contracts by open interest, calculate position size, place orders, and manage for margin calls.
  4. A new PortfolioConstructionModel parameter! Portfolio Construction Models now have a portfolio bias parameter to specify a short, long/short, or long-only position strategy. This new parameter lets you selectively apply insights from your alpha models.
  5. Reduced portfolio churn when rebalancing! We worked hard to redesign rebalancing to be triggered by a function. The new function supports all kinds of portfolio rebalancing triggers including a time period, or even monitoring for portfolio imbalances.
  6. New consolidator options! Quarterly and yearly calendar consolidators have been added thanks to user @aytacasan‘s input and user @laur89‘s suggestion. Thank you! The addition enables more long term analysis.

On another note, the QuantConnect team is acutely aware that our community is global and that globally, the coronavirus is set to make a major impact on human lives. We hope everyone out there joins us in practicing good health habits and stays healthy and safe this season.

Sherry Yang

By: Sherry Yang