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Sherry Yang

Sherry Yang

Rebalance Ep 13: Kalman Filter & New Competition

Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our 13th episode we’re happy to share: Our second Alpha Streams contest, the Liquid ETF Competition, is live and accepting submissions through mid-December! At the same time, we are working on enhancing our alpha streams submission review process. […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 12: Alt Data & Uncorrelated Returns

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our 12th episode we’re happy to share: Fresh alternative data! We have new data from the US Energy Information Administration, Federal Reserve, and the Chicago Board Options Exchange. It’s free and accessible to all users. The energy data […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 11: Probabilistic Sharpe Ratio

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our eleventh episode we’re happy to share: Our new Alpha performance metric, the Probabilistic Sharpe Ratio, is live! The PSR displayed with your backtest results is the confidence the Sharpe Ratio is greater than 1 based on the […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 10: New Integrated Research

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our tenth episode we’re happy to share: Our New Research Environment is Live! We’ve launched a deep integration of QuantConnect with Jupyter Lab! The new research environment lets you access project files from Jupyter to analyze your algorithm […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 9: Alpha Five & Boot Camp

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our ninth episode we’re happy to share: The Alpha Five competition opened last week! We will be awarding a total prize pool of $27,500 to the top 15 algorithms. Competition guidelines are out! Check out the Alpha Five […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 8: Alpha Contest & Wallet Widget

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our eighth episode we’re happy to share: A Big Announcement! QuantConnect will open its first Alpha Streams competition in October. To participate, implement an algorithm using one of the 5 ETF universe modules we released last week. You […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 7: Universe Modules, & Research

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our seventh episode we’re happy to share: New Modules Shipped! Want to try trading by sector? Earlier this week we shipped 5 new ETF universe modules focusing on energy, precious metals, technology, US Treasuries and Volatility ETFs. You […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 6: Alpha Streams, Algorithms, & Boot Camp

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our sixth episode we’re happy to share: An Alpha Streams Marketplace Update! Our team is getting the community’s alpha streams in front of more institutions. The Alpha Streams market provides you with unparalleled distribution to institutional capital to […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 5: Reports, Algorithms, & Docs

    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: 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 […]

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    Sherry Yang

    Sherry Yang

    Rebalance Ep 4: Debugger, Data, & Boot Camp

    Rebalance is a weekly flash briefing of new features and updates for you, our QC community.  In our fourth episode we’re happy to share: The Debugger Is Live! We’ve loved hearing the excitement around our new debugger tool. If you haven’t tried the tool out yet, you can access it from the right side of […]