27.11.19
Sherry Yang
Rebalance Ep 16: Hidden Markov Models
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 16th episode we’re happy to share: Documentation improvements! We added a table of contents for each page, allowing you to find topics you are looking for faster. We’re also installing new search technology which will help you find […]
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21.11.19 Sherry Yang
Rebalance Ep 15: Principal Component Analysis
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 15th episode we’re happy to share: An increase in backtest speed when using tradebar type data! We’ve implemented a new way of parsing raw data into data points, avoiding in-between sub-strings and parsing. This improves performance and reduces […]
17.11.19 Sherry Yang
Rebalance Ep 14: Faster History & Pairs Trading
Rebalance is a weekly flash briefing of new features and updates for you, our QC community. In our 14th episode we’re happy to share: Faster history requests and documentation updates! We put several new features in production aimed at improving your user experience. Recently our team increased the speed of history requests, added “type-trees” to documentation […]
08.11.19 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. […]
04.11.19 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 […]
25.10.19 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 […]
16.10.19 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 […]
08.10.19 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 […]
26.09.19 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 […]
18.09.19 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 […]