What is Boot Camp?
Boot Camp is a great way to improve your skills and learn the QuantConnect API in easily digestible portions.
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We are dedicated to provide investors with a cutting-edge platform for rapidly creating quant investment strategies. Founded 2012, we've empowered more than 250,000 quants and engineers to create and trade their ideas.
Quickly and easily started with our API to build your strategy. The learning center lessons are interactive, step-by-step guides to make you productive as fast as possible.
Focus your efforts on driving alpha, not parsing CSV files. Our cloud offers hundreds of terabytes of traditional and alternative data preformatted, cleaned, and instantly accessible by our API.
Coordinate teamwork, control access permissions, and your shared cloud resources. Grow your trading organization safely and efficiently on top of our cloud architecture.
A selection of streaming live-trading strategies written by QuantConnect, and top highlights from the community available to follow and clone. Peer into detailed real-time positions to gain insight for your own trading.
Recent Courses
What is Boot Camp?
Boot Camp is a great way to improve your skills and learn the QuantConnect API in easily digestible portions.
A collection of courses from independent educators to improve your quant skill base and create better strategies.
Solidify and expand your quant skill base with courses at QuantConnect
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Interactive Learning
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Completed
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Analyzing Strategy |
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Launching Backtest |
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Stacktrace:
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New Research
Rage Against the Regimes: The Illusion of Market-Specific Strategies
In recent discussions I have examined the Kelly Criterion and Meta-labeling as means of risk management and now I am focusing on regime-based models. ...
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SR > 1.0 |
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You are deploying to a
Free tier backtest nodes are slower than the paid tier, and have a 20-second delay before submitting the backtest. Upgrade your backtest node to deploy immediately.
Free Tier Delay:
Requesting Backtest
Analyzing Strategy
Launching Backtest
Waiting for Results
Error Message:
Stacktrace:
Downloading Backtest Results...
Notifications
You can optionally request for your strategy to send notifications when it generates an order or emits an insight.
Method | Description | |
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Telegram | ||
Webhook |
Add Email
Send email notification summaries of trades and portfolio state to interested parties.
Subject
You can add multiple emails
Add Phone Number
Send concise trade summaries via SMS on key algorithm events.
Phone Number
You can add multiple phone numbers
Add Webhook
Trigger web requests to external servers on order and insight events.
URL
Header
You can add multiple Webhooks
Add Telegram
Steps to setup Telegram notifications:
If you want to use your own bot to send the messages, please supply a token, and replace @quantconnect_notifications_bot with your bot in the instructions above.
User Id/Group Id
Token (optional)
You can add multiple Telegram endpoints
Use best efforts to restart the algorithm if it fails due to a runtime error. This can help improve its resilience to temporary outages such as a brokerage API disconnection.
Note: Your server may be unstable or subject to unexpected termination by site administrators. By using this service you understand no guarantee is possible to the algorithm stability. Please report issues at quantconnect.com/contact.
By deploying live, you are accepting the terms and conditions
Requesting New Live Trading Deployment
Logging into Brokerage
Initializing Algorithm
Successfully Deployed to NY7
Runtime Error:
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Order Sent Successfully.
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Strategy & Target
Parameters & Constraints
Choose Optimization Strategy
Select Target
Maximize
Minimize
Target Value
Parameters
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Type and Number of Compute Nodes
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Maximum Allowed Nodes:
Estimated Number and Cost of Backtests
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Estimated Number of Backtests
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Backtests
Optimizations
Name | Requested | Status |
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Formal Fluorescent Orange Mule |
2020 - 10 - 28 20:22:20 | Active |
Formal Fluorescent Orange Mule |
2020 - 10 - 28 20:22:20 | Active |
Formal Fluorescent Orange Mule |
2020 - 10 - 28 20:22:20 |
Active |
Debugging is no longer supported in version 2.0 of the Algorithm Terminal. To debug your projects
please switch to using version 3.0 of the Algorithm Terminal. You can enable version 3.0 from your
Settings page.
We aim to completely transition to the new v3.0 by April
1st, 2022
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Jumpstart your algorithm development with a curated selection of classic live strategies written by QuantConnect, and top highlights from the community.
Live Projects list the projects that have live results.
Categories
Please stop one of the following coding sessions, or upgrade your account.
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QuantConnect Datasets
Explore free and paid datasets available on QuantConnect covering fundamentals, pricing, and alternative options.
Datasets >
Dashboard
Datasets >
Dataset by
LEAN CLI is a cross-platform wrapper on the QuantConnect algorithmic trading engine called LEAN. The CLI makes using LEAN incredibly easy, reducing most of the pain points of developing and managing an algorithmic trading strategy to a few lines of bash.
Using the CLI you can download the same data QuantConnect hosts in the cloud for a small fee. These fees are per file downloaded, and are paid for in QuantConnect-Credits (QCC). We recommend purchasing credits to enable downloading.
The CLI command generator is a helpful tool to generate a copy-paste command to download this dataset from the form below.
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