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Hi everyone,
I'm a passionate options and equities trader building a dedicated development group to accelerate the creation, testing, and deployment of trading algorithms on QuantConnect.
My focus is on:
Options strategies (e.g., 0DTE, spreads, volatility-based trades)
Equities strategies with ML enhancements
Reinforcement learning, portfolio constraint optimization, and walk-forward testing
Robust backtesting and alpha validation
To move faster and build smarter, I’m looking for:
Python developers familiar with Lean/QuantConnect
Quants or ML practitioners who love data-driven strategies
Passionate traders who want to collaborate on building real, deployable models
The goal: Form a small group to co-develop models, test ideas, and share tools & techniques — making it easier and faster to build institutional-grade strategies.
If you’re serious about QuantConnect and want to join forces, reply here or DM me.
Let’s build something powerful together.
Mia Alissi
Hello Roberto,
Thank you very much for extending the invitation to collaborate on your forum and group! I’m excited at the prospect of joining forces to accelerate options and equity strategy development in QuantConnect. My background in quantitative algorithm design has taught me that effective collaboration is the real engine of innovation, and it looks like you have the right community energy to push the boundaries.
I’d love to help create a seamless workflow that speeds up the research-to-production cycle. Here’s my vision:
1) Version Control & Collaboration:
We maintain a private repository for all strategy code, utilizing a clear branching model so that everyone can safely contribute and test their ideas without conflicting with the main branch. This ensures robust version control and the transparency needed for effective teamwork.
2) Open Communication Channels:
A dedicated group chat or messaging platform would be great for quick updates and brainstorming sessions. In parallel, we can set a weekly check-in call. This combination helps us keep track of ongoing progress, quickly troubleshoot development hurdles, and remain agile to new market opportunities.
3) Research & Backtesting Pipeline:
We can set up a standardized environment for data ingestion, alpha research, and simulation. Scripts for data cleaning, feature engineering, and initial exploration—followed by thorough backtests in QuantConnect—ensure that we maintain rigorous performance benchmarks. We’ll aim for consistent, reproducible studies so everyone can replicate experiments.
4) ML/Model Integration:
When it comes to ML, we can gradually incorporate advanced models to generate signals or manage risk. Whether we’re dealing with volatility predictions for options or directional bets in equities, well-documented scripts and well-defined input/output structures will ensure each model fits seamlessly into the overall strategy.
5) Robust Validation:
Before any model or feature merges into the main framework, we validate it on diverse market conditions and conduct forward tests or paper trading. This method keeps the pipeline strong against overfitting. We’d also set clear acceptance criteria around drawdown, risk exposure, and consistency of returns.
My goal is to combine these practices into a dynamic, fast-moving environment where everyone feels empowered to share, experiment, and refine. I’m enthusiastic about forging a long-term partnership where we can tackle next-level challenges and continually improve.
Thank you again for making me feel welcome in your group. I can’t wait to dive in and start building game-changing trading solutions!
Best,
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Roberto Coccaro
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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