17.10.22
Jared Broad
Founder & CEO
New Machine Learning Package: MlFinLab
Integration with Hudson & Thames MlFinLab via the QuantConnect Environment’s feature.
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Pioneering Tomorrow’s Trading
QuantConnect provides a free algorithm backtesting tool and financial data so engineers can design algorithmic trading strategies.
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20.09.22 Jared Broad
Founder & CEO
Living Our Mission 🚀
We’re happy to share that today we published the code for 15 brokerage integrations to our open-source platform, LEAN. One step toward the future we’re building. LEAN handles all of the data and brokerage infrastructure for you so you can focus on what matters most: creating brilliant strategies. Giving independent quant investors the tools needed to compete. In […]
30.10.20 Jared Broad
Founder & CEO
Migrating to QuantConnect
As some may know, on October 29th, Quantopian users received notification the company would be terminating its free community platform on November 14th, leaving users with two weeks to download their code and find another home. We understand this closure has come suddenly, leaving many quants adrift. While we know not all will migrate to […]
10.04.18 Jared Broad
Founder & CEO
Automating Alpha: Learn how our funds and trading firms unlock market insights
In our new blog series, Automating Alpha, we interview the quantitative trading firms and hedge funds that subscribe to our Alpha Streams project. In our first installment, CEO Jared Broad sat down with Chris Udy, CEO of Tibra, a quantitative research and investment group.
04.05.17 Jared Broad
Founder & CEO
Python Library Support – LEAN Release Notes v2.4.0.0
This release adds full python support to enable using common python libraries in your algorithm.It is implemented using the PythonNet library which allows importing C# classes into python and vice versa. The new python algorithms are fully supported in local and cloud trading. There are some minor API adjustments to use the new library but […]
05.04.17 Jared Broad
Founder & CEO
Tracking and Managing Orders
Tracking and managing orders is an important piece of an automated trading strategy. In this video tutorial we demonstrate the QuantConnect API and how to use order management methods in your algorithm.
20.11.15 Jared Broad
Founder & CEO
Our Answer to NYSE Eliminating Stop Orders
From February 26th investors will no longer be able to use Stop or Good Till Cancelled order types on the NYSE, according to a recent press release from Reuters. Typically Stop Market orders are used to place a market order when the stock exceeds a trigger price. On August 24th, 2015 many investors had their […]
07.06.15 Jared Broad
Founder & CEO
The Future of Quant Trading
QuantConnect believes algorithmic, quantitative trading will be the primary investment vehicle of the future, and we plan to be the open source, community driven vehicle which makes this future a reality.
We’re often asked what the differences are between QuantConnect and Quantopian and so we decided to address this question here transparently in a blog. We believe QuantConnect is the only company with the vision and technical ability to execute on the quantitative trading future!
02.06.14 Jared Broad
Founder & CEO
RSI Indicator with Martingale Position Sizing
Martingale is a bet sizing technique for increasing odds of winning at the expense of increased risk. The classic example is a coin flipping game where the gambler doubles his bet if he loses, in the hopes of making back any losses to break even. He will continue doubling his bet through subsequent losses until […]