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

  1. Updated Lean Report Creator Features! The Lean Report Creator now includes summary statistics, new metrics on portfolio exposure, and comparisons of your backtest performance to live trading. You can access the report creator in the Algorithm Lab after a backtest has completed. This will give you an industry-grade summary of algorithm exposure by security type, leverage, and returns. Soon it will include new metrics such as portfolio turnover and strategy capacity.
  2. New Strategies! The Quant team has a new algorithm in the Strategy Library that we'd love for you to try out. The Strategy Library contains 60 implementations of prominent academic papers in QuantConnect. This week, Daniel wrote an algorithm using principal component analysis to perform statistical arbitrage. You can check out the case study here.
  3. Mandarin Translation is complete! Our team translated more than 100,000 words to make the entire QuantConnect documentation available in Mandarin. You can access the shipped version here by switching a tab in the upper right corner of the documentation pages. If you're sharing the platform with a Mandarin reader, or you are one yourself, you can start with key concepts, or guan jian gai nian (关键概念).