LEAN is the open source
algorithmic trading engine powering QuantConnect. Founded in 2013 LEAN has been built by a
global community of 80+ engineers and powers more than a dozen hedge funds today.
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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.
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.
Kai Musk
170 Pro
,
Hello everyone! My name is Kai, I've worked in IB for several years with a side passion for technology, coding and pattern recognition. The combination of these passions has led me right into algorithmic model creation and I'm currently working towards completing my first model.
Look forward to meeting others and building my knowledge here!
0
Joyanta
2.1k Pro
,
I am joyanta. Abnormal Returns made me come here. My coding experience in C# in banks and hedge funds. I am interesting in getting more interested in quant analysis.
Feel to connect with me dk.linkedin.com/pub/joyanta-raksmith/3/878/ab6/
Joyanta
2
Seth Bakhtiari
110 Pro
,
Hello, nice to meet you all! My name is Seth and I've come to QC from the SEO side of things. I have followed big data become more and more prevalent in my work and read about a Twitter based hedge fund which got me interested in working in algo model creation.
0
Jared Broad
STAFF Pro
,
Welcome @Kai, @joyanta, @Seth! Thanks for signing up and helping us build QC.
0
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.
Joyanta
2.1k Pro
,
cheers
0
Robin lo
40 Pro
,
Cheers, but the simulator is extremely slow when open from BJ, i suppose you guys are adding more server on this?
0
Jared Broad
STAFF Pro
,
Welcome @Robin! Traffic's been busy today. I doubled up cluster size, see if that makes a difference? Do you mind describing use-case for me? (offline if you'd prefer -- jared@quantconnect.com)
Perhaps we need a server near China :)
0
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.
Joyanta
2.1k Pro
,
back again!!!
0
Don Hogan
20 Pro
,
Hi all. I consider myself a seasoned technical analyst but when it comes to algorithms I'm lost. But I hope to change that by interacting on this site. Looking forward to learning ...
0
Simon Thornington
1 Pro
,
Heya, figured I'd better check this backtester out as well, I've played around with Quantopian for a few months and done professional discretionary trading in the past. My day job is C++ development with regards to derivatives pricing.
Looking forward to checking it all out!
0
Jared Broad
STAFF Pro
,
Welcome @Don! Hopefully the backtester will help you learn :) We need to write some tutorials but its been so flat out we just haven't had time!
Welcome @Simon :) Hopefully we stack up better. We have a GIT API -- I'll throw a free license your way if you're interested in playing with it?
With the GIT API you code locally in your own IDE, compile locally - commit code via git, and get backtest results by email later
0
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.
Simon Thornington
1 Pro
,
Yeah sure -- I assume I'll have to get a visual studio set up then? (don't normally work in windows at home)
Visual studio has a really nice auto-complete which is why I use it, but if you have your own coding environment that works as well.
0
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.
Neil Corbin
0 Pro
,
Hello All...
For a while now I've been looking to find some type of 'black box' mechanism for trading. I've been involved in technical analysis for a while and would really love to get something up and running. I find this site and immediately I get excited b/c 'this is it.' I notice C# is the initial programming language which is my first impetus on actually finding out what that is and all the details. Low and behold it's a higher level C lang dev by MSFT with some similarities to Excel VBA. It will be a challenge to learn C# from noob to yoda but 'this is it!' Look forward to learning!
0
Jared Broad
STAFF Pro
,
:D Welcome @Neil! We're all noobs too so you're in good company. We're launching with C# and its a very powerful language to learn. We'll add other languages very soon, its mostly a matter of finding time to sit down and add the multi-language support.
0
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.
Tom Buchanan
0 Pro
,
Hello all. I'm Tom and have experience with discretionary trading and technical analysis. I have fooled around with backtesting a few times, but never coded algorithms. I expect to learn a lot or be disappointed.
0
Jared Broad
STAFF Pro
,
Welcome @Tom! :) You seem to have the options covered. Hopefully we can help you learn a thing or two. We're launching a built in IDE tutorial soon which will step you through the IDE but if you need anything just reach out here and we'd be happy to help
0
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.
Gustavo A
STAFF Pro
,
Welcome @Tom! If You need some help just ask in the forum, we will be happy to help :D
0
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.
Ro Sergent
0 Pro
,
@ Jared Hi Im from your little old town of New Plymouth and they ran an article about you and this site this morning. What can you tell a poor pleb who knows nothing about what you do. What can you do for a beginner. Is this going to make someone money? How much money do you have to invest. Or is this just for the big punters out there? Well done by the way and an old NPBHS aye my son is currently second year in the top class I hope he goes on to do big things like you have :) Cheers
0
Jared Broad
STAFF Pro
,
Hi @Ro! Welcome and thank you for the kind words. Here people design investments in software code to predict markets and manage risk. If you're not an engineer its tough to participate at the moment but we'll try making strategies available to investors in 2014.
0
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.
Daniel Wardzynski
60 Pro
,
Hello financial freedom seekers :)
I am a BI analyst using Qlikview from Oslo, Norway with a passion for the stock markets as well as trading. I have lately started researching all the interesting automated trading platforms on the internet and also found this great cloud computing solution. I strongly believe cloud computing is here to stay and the full trend in cloud computing has not yet fully developed yet and I beleive Jared is focusing on a very good opportunity here.
I will start a thread when it comes to the C# platform comparison that I would love to hear your opinions about.
0
Shikher Kanwar
40 Pro
,
Hello ,
I am Shikher from India, like to learn more about stock market.. presently working professional in construction industry , No idea about stock programming ...want to learn hope you guys will help me out.
regards
Shikher
0
Daniel Fitzgibbon
33 Pro
,
Hey.
Daniel here, from Brazil. I'm currently on an internship in risk mgmt. for a family office here in São Paulo and I'm trying to learn more and more about quant trading and similar areas in the banking industry. I have some experience with C and MatLab but I consider myself a relative newbie at programming. Hope to have a nice time and learn a lot here.
Cheers.
0
Pierce Crosby
40 Pro
,
Hi Team,
Pierce here, from New York. Happy to talk to people about entry-level trading programs, as far as executions go, I'm unsure how ppl integrate into trading services? Would like to know more about brokerages integration or buy/sell servers? Also, I'm working on sentiment analysis at present, very interested in seeing just how it might play into programs.
Thanks!
0
Jared Broad
STAFF Pro
,
Thanks @Daniel, Welcome to QuantConnect! We hope you can learn a lot. If you're familiar with C, C# will be a breeze. We also support R so you can enter your R-scripts if you wish.
Welcome to QC @Pierce :) We're looking into trading now and will decide this week. Would you rather:
1. QC Servers hosting your algorithm in the cloud and showing you a dashboard; we'd manage the details and pay for data streams. You'd just select brokerage and login.
2. QC Servers hosting your algorithm in your own "dedicated VPS" that you control.
3. Backtest the strategy in a QC, then download the algorithm to your desktop PC and trading it live locally, and building API's to whatever broker/data stream you wish.
0
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.
FelixCarrier
40 Pro
,
Hi everyone, I'm Felix and I'm from Canada. I am a Finance/Quant Methods student (undergrad) and I am really looking forward to learn more about trading algorithms. I've wanted to learn to code for a long time and finding this website is giving me an extra "kick in the ass" to finally start learning C#, my only previous experience in coding being with HTML/CSS.
Have a good day everyone, and hit me up on twitter if you'd like: @FelixCarrier !
0
Jared Broad
STAFF Pro
,
Nice one @Felix, we're pretty blown away at how few quants learn to code in MFE programs. We're hoping QC can help give you practical skills!
0
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.
StraderDynamics
40 Pro
,
My name is John. I am located in Orange County, California. I typically work in IT but am unemployed. I have gotten into trading several years ago and desire a career that brings me closer to the trading / finance industry.
0
Vikas
40 Pro
,
Hi
My name is Vikas, I am mostly into Java and Algorithms. Will like to write some algorithms to automate trading. Are there any tutorials to begin with?
Thanks
1
Jared Broad
STAFF Pro
,
Hey @StaderDynamics, @Vikas -- Welcome guys. One of our team is writing a batch of tutorial algorithms and indicator library at the moment. Sorry its slow work but we'll post it soon :) In the meantime hopefully you can learn some more C# and start from the basics.
0
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.
Mihai Toma
48 Pro
,
Hy QC,
I'm Mihai and I am from Romania. I'm an Economics/Finance student (undergrad) and I'm looking forward to learn about trading algorithms. I don't have any experience in C#, but this will be a good starting point.
Thanks!
0
Jay Keenan
32 Pro
,
Hey guys!
My name is Jay. I am trying to learn python at the moment and trying to find something that works. Specifically opening order strategies. I think that is the only real edge we have any more in this market! I trade only equities.
0
Jared Broad
STAFF Pro
,
Welcome @Jay! We're finishing python support this month so stay tuned :)
0
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.
Jay Keenan
32 Pro
,
Fantastic, let's get this website going!
0
Ychaim
40 Pro
,
Hello Quants .... :-)
0
Andre Ochoa
0 Pro
,
Hy QC,
I'm Mihai and I am from Portugal. I just love to code although my background is in Economics/Finance. Looking forward to learn about algorithms and C#. I have some experience with VBA and SQL. Also starting my way around Python.
This will be great to test some of my hypothesis for trading stocks.
Thanks!
1
Jared Broad
STAFF Pro
,
Welcome Andre! If you need a hand just drop us a line here in the forums.
0
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.
Final Add
40 Pro
,
hi there,
I am a new user who wants to toddle in programming my trading way into automation. Starting with 2 questions:
- why did you choose just date from 2006 for the FX? Is it enough? or should we seek data from 1980?
- When will you put all the majors and its crosses "28 pairs" data?
Many thanks.
0
Jared Broad
STAFF Pro
,
Hey @FinalAdd, we'd love more data but its all we have at the moment. Even getting 6 years of tick data in a fairly difficult task. Hopefully we'll add some more pairs soon.
0
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.
ПавелКручинин
40 Pro
,
Hi, nice idea of cloud back-testing.
1) are there any plans to add Java support? If yes - how soon?
Java could be useful due to rich set of math, stat, genetic, parallel running, etc. libraries... (and most of them are open source and hosted by big number of developers)
2) Are you going to implement external projects uploading, so we could use our local rich IDEs for development?
3) If yes - Is there any possibility to download framework library binaries so I could write, compile and debug algo on my side?
Thanks
0
Dennis Howell
57 Pro
,
Hello, Jared & the QC Team.
I am a business analyst for a tree fruit producer in the US, primarily doing crop and market analysis for proprietary business data. I've been working on a new web application in C#/ASP.NET/JS in our company for about a year to support our proprietary data.
I have no previous trading experience, but I have been studying automated trading lately and would like to backtest a couple of ideas. I really like the QC concept. I've downloaded the QC project from Github, and submitted a couple of test runs to get a feel for the data. I do have a couple of questions, but I'll post those as separate threads.
Thanks for the great platform.
0
Jared Broad
STAFF Pro
,
Hey @????????????? - Welcome to QC! -
1) Java - Not yet, but python is coming very soon. Agree there are some good libraries to use in Java. C# is very similar syntax wise and has some good libraries.
2) External project uploading - Yes, this is part of our GIT offering which you can see here: (https://www.quantconnect.com/docs/Tutorials/Backtest-Strategies-Via-GIT)
3) Upload external binaries - Yes, this is in alpha testing now and will be released for public beta testing soon. It will work via the GIT system and you'll commit the binaries and data you want alongside your dll. Only caveat is they it must be less than 2MB total.
0
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.
Jared Broad
STAFF Pro
,
Hey @Dennis! Welcome! Thanks for your comments. Glad to see you found your way around the GIT integration. We're happy to help so welcome any questions!
I highly recommend the book "Inside the Black Box" -- it shows you how to structure a thoughtful, controlled algorithm which will profit in the long run.
0
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.
SamCollins
690 Pro
,
Hey, Sam from Australia. New to all this, keen as mustard, had some trading experience. Looking to get into the automation side of things now.
0
Y!
0 Pro
,
Hello! I am new here, I find the project really interesting. I hope to be able to translate my ideas using QC.
I been trying to run "My First Algorithm" Project with no luck. Is there anything I am missing?
At the beginning the project was giving 2 errors on the line:
SetEndDate(DateTime.Date.AddDays(-1));
So I decided to change it for:
SetStartDate(2013, 01, 01);
And I was able to compile it and then I click "Simulate" it looks like something is running in the back but I am not able to see the results.
What am I doing wrong? Any tip will be much appreciated!
Thanks!
0
Y!
0 Pro
,
Nevermind about my issue, I managed to solve it. Looking forward to start coding!
0
Jared Broad
STAFF Pro
,
Awesome! Welcome @Y!, @SamCollins. Thanks for the support, we're sorting out live trading now so keep designing and will be able to trade shortly from dedicated high performance, colocated servers :)
0
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.
Simon Thornington
1 Pro
,
Very cool Jared -- I promise I will look at the platform soon, but these cloud-based backtesting tools are just no good for strategy research, I find myself always falling back to MATLAB with local tick data for that. Once I have something closer to capitalization I'll be nagging you all I am sure! Which brokerages are you planning to colocate with?
0
Jared Broad
STAFF Pro
,
@Simon -- I agree I think some are more comfortable programming in R/MatLab as a starting point. If you're using daily or even hourly resolution data its not such a big deal. Our sweet spot is anyone using minute or lower data I think where backtesting at home would take hours.
We'll make a few tick/minute samples libraries available for research so you can use MatLab until you're ready for a full test.
We're working on something now that will hopefully get us into 500 brokerages - but certainly Interactive Brokers will be a nice start :)
0
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.
KrishnenVytelingum
201 Pro
,
Hey guys,
I am a quant in risk management, but have always been very interested in algo trading. Looking forward to trying some strategies and discussing with the community!
Krishnen from London
0
Erik Smith
40 Pro
,
Hi everyone, My name is Erik. I am a currently high school student interested in algorithmic trading. I have basic knowledge of C++ and an idea of how currency trading works. I hope to learn a lot!
0
Jared Broad
STAFF Pro
,
Welcome @KrishnenVytelingum, @Eric! Thanks for joining up guys. Feel free to post any problems to the forum -- we'd be happy to help.
We're launching live trading this month :) It will be an exciting month...
0
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.
Adrien Philippe
0 Pro
,
Hi everybody, I'm Adrien and I'm currently undergraduate student. I join this site because I work currently in quantitative finance. I work particularly on the HFT subject.
With hopes to exchange soon with you !!
0
Peter Roomer
20 Pro
,
I found your site by mistake. The funny thing is that I was just thinking a few days ago why nobody has made a cloud based trading app. I was thinking Java, but C# is probably a better choice. However, looking at the pricing and considering you don't offer a broker interface yet and no strategy optimization, it seems a little steep. I would happily pay $99 if multiple brokers, data providers and optimization API was included. I could lend a helping hand coding indicators if you want.
0
Jared Broad
STAFF Pro
,
Hey @Adrien! Welcome to QC! We provided minute, second and tick data so you could design over any time range. Let us know how we can make it better -- we've only had a few users designing on the tick time scale.
0
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.
Jared Broad
STAFF Pro
,
Hey @Peter - You're absolutely right -- the $99 is pricey for whats up now -- but we're working on the live trading and connecting to multiple brokers. Paper trading will be in beta this month, live trading next month. The main reason we put up pricing plans is because we need your help -- we are bootstrapped, funded by ourselves and our supporters. This keeps our incentives clean and makes sure we build what our community wants. The exchanges want $2,000-6,000 per month for live data streams... that is a lot of $99/mo subscriptions...
We just finished compiled algorithm support and will send an email about it on Monday, and we just published the community sharing system -- so please! do create indicators and share with the community group!!
0
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.
Peter Roomer
20 Pro
,
Are you planning to add an optimizer?
If yes, what are you planning - just exhaustive or also Stochastic like PSO or GA? Perhaps an API?
0
Jared Broad
STAFF Pro
,
Yes, our architecture is awesome for optimization (massively parallel nodes) :) We thought about a few different techniques -- uploading a file in parallel to configure the optimization technique, but would prefer if the users can set the optimization technique via a function somehow - with the last values being passed into the function so it can intelligently iterate. If you build this into the open sourced GIT library I'll merge it and add it to the backend sooner (https://github.com/QuantConnect/QCAlgorithm)
The whole backtester is built on an API at the moment, its just a little messy. Once we tidy it up we can let people connect with it directly. At the moment the best way to interface remotely is to submit code via GIT (https://www.quantconnect.com/docs/Tutorials/Backtest-Strategies-Via-GIT)
0
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.
Garette Haire
0 Pro
,
Excited about this site. I know nothing about writing code but I do know what I like when trading stocks over the past 30 years. Desiring to learn more! But I must warn everyone, I am the King of the KISS method. Look forward to working with everyone!
2
Paul Lau
2 Pro
,
Hi everyone,
I'm Paul, from Los Angeles. I have some some experience in programming, but I still consider myself as newbie in programming.
Hope to learn more here
0
Alan hall
0 Pro
,
Hi, My name is Alan from London and I have worked in doctoral and post-doctoral research involving stochastic resonance and high frequency RF for many years and can code but now I have decided to embark on the adventure of learning about quant trading.
0
Rick Ong
0 Pro
,
Hello Jared,
Awesome tool you have here. What I don't understand is, why would people want to share their successful systems? Once I find or develop a great system I would not want to share it because it will dilute my "edge" for sure!
0
Jared Broad
STAFF Pro
,
Welcome guys (@Paul, @alan, @rick)!
@Rick - Absolutely most don't share their strategies but we hope we'll encourage a community of people who'd help each other learn algorithmic trading. There's little reliable information on the internet about it which we can help with.
We need to verify the strategies prior to hedge funds funding them, but this doesn't require the source code. One of the templates is an "order processor" -- which takes an csv list of trades and generates a back test with it.
0
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.
Craig Parker
513 Pro
,
Hi I have just joined as I want to start putting my strategy ideas into code and back test the results. I like the data availability and convenience of the platform. However I just ran my first backtest to get familiar with the system but seems to run forever. I have tried a few tests with shorter time frames but am yet to get any output.
0
Jared Broad
STAFF Pro
,
Thanks @Craig -- you caught us rebooting :) Sorry about that, your back test should be finished now
0
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.
Sebastián Tapia Reed
30 Pro
,
Hi guys
I am Sebastián Tapia and I am a Software Engineers
Attach are a couple of simple strategies.
Currently don't work very well, but I think that with better parameters could work.
Regards
2
Sebastián Tapia Reed
30 Pro
,
The other strategy using TickData
1
Ovidiu Susan
40 Pro
,
Hi,
Just joined ... where is the "promised" python ?
0
Jared Broad
STAFF Pro
,
Getting there @Ovidiu :) Thanks for your patience,
0
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.
Tom Han
0 Pro
,
Hi Seniors,
My name is Tom Han, current study MFE program. I think the portfolio of pairs trading brought me here. Very welcome to contact you at tomhan248@gmail.com. :)
0
Grant Kot
4.3k Pro
,
Hi, I'm Grant. I do a lot of math and physics programming but don't have much experience with trading algorithms. I think my first algorithm will be some kind of trendline break strategy. Now to figure out how to reliably construct trendlines!
0
Jared Broad
STAFF Pro
,
@Tom Han, @Grant Kot -- welcome guys. Thanks for signing up! Grant that sounds like what I wanted to do as well! I hope you have better luck. I ended making zig zag detection instead-I'm happy to share that code if you're interested. Its in PHP though :)
0
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.
Grant Kot
4.3k Pro
,
Hi Jared, yes I'd be interested in checking out the code. I don't have much experience with PHP but I'll see if I can port it. I think one thing I would be really interested in was if QC allowed some draw calls in the backtester so you could see how accurately the algorithm was constructing its trend lines.
I'm also really interested in automating the volume based strategy presented in this video.
I'm trying to play around both with implementing human strategies and evolving neural networks.
1
Nick appel
40 Pro
,
Hi, I am Nick. I am kinda new to the whole quantative finance game. I have a background in mechanical engineer and have been playing around in Python and Matlab. Besides that I took some courses in machine learning. I hope to find what all you can do with machine learning in the world of finance.
I started with daytrading last year. After a couple of month i realised that only with a good backtesting tool and good tick-data basis i can make a step forward with my trading. Then i started to get historical tick-data for the €/$ currency in high-quality and a possibility to integrate it in my broker-software.
it´s not easy.
Than,Yesterday, i found QuantConnect and i think it is a fantastic project.
Now after watching the introduction video my main question: without programming C+ code, i can´t use this tool ?
There is no interface? I saw a notice that ChartIQ can used but how?
I´m a mechanical engineer, and i`m not used to programming a code. I need to visualize my ideas.
I hope you can understand my english :)
Regards
0
Jared Broad
STAFF Pro
,
Hey Daniel! Welcome to QC - you do need to program to use QuantConnect, and although a UX would be helpful, we don't have plans to build one soon. There are other UX tools out there but we believe for a true working strategy you need the flexibility and power only raw code can provide. Its tough but would recommend learning! You could start with the introduction videos - we'll be adding 2 per week.
0
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.
DanielHuber
28 Pro
,
Hi Jared, for the beginning i would like to start with a simple day trading strategie.
For example: MACD combined with a BolingerBand but even this looks for me like the mount everest to programm it with C+:)
Every time when MACD gives a signal to buy/sell and when the upper/lower BollingerBand is touched by the current stock quotation, than i want buy/sell.
And in addition, i want integrate two stops.
One stop for riskmanagement to sell when it runs in the wrong direction and one stop to sell when a certain amount plus is reached.
After the setup is implemented, i want adjust the stop parameter with the help of backtesting.
Sounds simple :)
I know, that if i make a simple mistake in the generic code, like set a bracket on the false place, the compiler will stop and brings a alarm.
0
Jared Broad
STAFF Pro
,
@DanielHuber understood, we've finished build a "Community Code Library" today and will release after some testing tomorrow. From here you should be able to clone a MACD indicator which will make the process much easier :) Recommend checking back Monday once we release the new indicator-library
0
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.
Tadas Talaikis
85.1k Pro
,
Hi, I'm new to C# and not even a programmer in nature, but trading for over 7 years, having long pursued dream to develop a successful algorithm as I tried many solutions in the past. Know a bit of MQL4 (similar to C++), PHP, R, Python, so will try something here, just went though a intro course on C# and seems it's very powerful thing.
Basically I have a semi-automatic algorithm which shows market tops and bottoms, but until automatic solution it's far away with my understanding of programming :D
Found this project accidentally, reading article in Forbes I think? My advice for anyone, understand logic of the market you trade, don't mess with well known indicators like MACD, stochastics, etc., they are proven statistically to not work. I wasted a lot of money to these.
1
Andrew Harry
410 Pro
,
Hello All,
Been looking for a good C# based system for Forex Trading ideas. I really didn't want to try and learn MQL4. I have invested heavily in ProOrder from ProRealTime Charts and I am hoping to port some of those ideas over here for better backtesting (ProOrder backtests are a joke).
@Jared - I couldn't find much detail on the FAQ regarding prices. Could you point me to more detail regarding your monthly fees / brokerage fees etc. ?
Cheers.
0
Jared Broad
STAFF Pro
,
Welcome Andrew - we're attempting to make it free for backtesting if you use certain brokerages, but if not using those brokerages then it will be a minimum of $20 per month for the dedicated VPS which runs your algorithm. This VPS is located in New Jersey right next to the exchanges on QuantConnect's own hardware.
0
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.
Andrew Harry
410 Pro
,
@Jared Broad - Starting to take a serious look at your service today. First question - which symbols do you have available? I'm hoping to work with the ASX 200 (S & P) and AUD/USD forex.
Is there a list of supported indexes / forex somewhere? All i'm currently seeing is the Select Benchmark (S&P 500, Dow Jones, Russel 3000 & FTSE 100) - is this the complete list?
0
Jared Broad
STAFF Pro
,
You can find the full data library here: https://www.quantconnect.com/data and I've just updated it for you with a link to download the US Equities symbol list on the stock page.
We currently have US equities and FOREX, but as of today with the new LEAN engine we allow you to use any data source you like as a market asset! If you have a cache of ASX data you just need to put it into a dropbox folder and then you can access it from your algorithm.
I haven't updated the documentation for this yet, but I'll post a "rough and ready" example algorithm a little later tonight :)
0
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.
Andrew Harry
410 Pro
,
I have two years worth of tick data from tickstory.com. If you could provide a tutorial on how to utilize this data as it is quite a popular source that would be fantastic
0
DennyWang
1.8k Pro
,
Hi This is Denny from AU. I am a programmer and entering the quant world. I had read some materials and feel like a lot of thins need to be tested. I was planning to write something for back testing but stopped when I found quant connect.
Just wonder how many backtests we can use as free member? I suppose less than 300?
0
MaxEriksson
1.8k Pro
,
Hi All,
I'm Max Eriksson from Sweden and I'm a senior .Net/Azure developer and start-up entrepreneur!
I've recently looked into trading and as a developer I'm convinced that a proper backtested auto trading strategy is the way to go (for me at least). I've been using a couple of demo accounts on different brokers such as http://www.ig.com etc but so far I haven't found a platform that I feel comfortable with. Then I found Quant..... wooow.... programming my own strategy from within Visual Studio? Heaven!
I'm still trying to figure out if:
A) Can I trade futures, and mini futures, yet?
B) Can I use my strategy to auto trade on some brokers?
BR,
Max
1
WarrenBuffet
113 Pro
,
Hi everyone.
I'm new to back testing and coding. I'm looking to learn coding in my free time while I am at university .
If anyone has any advice on what is the best language to use (Python, C# etc) and what is the best way of learning I would appreciate all the help I can get.
Thank you
0
Scott Yacko
252 Pro
,
Hi, everyone. I'm Scott from San Francisco. I'm new to C#, but I write python and R. I've been trading a combination of stocks, ETFs, and options for 10 years. I look forward to automating and scaling a lot of time-consuming technical analysis. I'm really excited for what this platform can become.
0
Ryan Hall
4.5k Pro
,
@Andrew Harry - QuantConnect has its own TICK data available to users. If you'd rather use your own, there is a strategy here: https://www.quantconnect.com/docs/Algorithms#5.1 that uses weather data from an outside source. I imagine you could import your own TICK data.
@DennyWang - If you're using the web based IDE you get as many free backtests as you want! If you're using the REST API (through Visual Studio 2013 CE or some other method) you're limited to a few a day; but the upgrade is pretty cheap and definitely worth it.
@WarrenBuffet - Hey! Welcome. Out of the languages you've mentioned, I'd recommend C#. You're going to find a ton of hedge funds and other financial institutions use it and other languages with the "C"-style syntax. Might as well become familiar now :) The best way to learn is to use it. You can clone algos on here or download Visual Studio 2013 Community Edition and try setting up your own console application. MSDN has some helpful guides for getting started. QC has some guides as well! And, of course, if you get stuck, post here. :)
@Scott Hey scott! SF is awesome (: I'm from the East Bay. If you're familiar with Python (and its object oriented portions) getting involved with C# shouldn't be a big problem. Lots of firms use C#/C/C++/Java and similar languages. I believe QC will be adding some more languages in the future. In any case, great time to pick up on C# :) Good lucck with your automation! Look forward to seeing the bits and pieces you don't mind sharing :D
1
Justinwwaz
24 Pro
,
Hello!
Justin From Toronto, bit of Python experience completely new to C#. Came across this site from the whole street :)
@Jared I've seen some old posts with promise of python "coming soon" dated a year ago. Is this still on track?
Instead of starting a new thread, is there futures data? For example I want a simple comparison of comparing first and second month VIX futures buying XIV/VXX when its in contango/backwardation. I don't see this available in the documentation posted.
Anyways great site!
0
Jared Broad
STAFF Pro
,
Welcome @Justinwwaz! For python - @RyanHall is working on the python gateway now :) I'm pretty useless at python but if you're an expert we'd welcome your help with that project.
We don't have Futures data, but we can import futures continuous data - to use that please see the latest quandl data importer algorithm I shared, or any of the university algorithms - they have several examples of importing external data sources. We also have the equivalent ETF's for those futures if that is useful.
0
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.
21pinegrove
870 Pro
,
Hi,
I am Hao, enthusiastic in algo trading. I a Statistician and so have many experience in stat software like R, which is slow for live trading. With C# as background engine, I believe this plat form is going to be the best open-source trading engine. I am planning to use it for forex and futures in a relatively high freq. I am also looking for some additions in the future, like tick bars, pattern identifiers...
Cheers
1
Syed Zafar Haider
10 Pro
,
Hi, I'm Zafar. I'm currently in 3rd Year Undergrad, still rather young I guess, studying Mathematical Finance. I plan on working in Quantitative Finance, and am excited to be a part of this community.
0
Chidera Aristotle Mosanya
491 Pro
,
Hey, I am Chidera. I am a Nigerian currently in the UK for an MSc program in Computer Science with specialty in Machine Learning. I am also a forex trader. Just saying Hi.
I was wondering if anyone is currently working on Ichimoku strategy? It's one of the strategies I use in trading.
Thanks
0
ЕвгенийВикторович
179 Pro
,
Hi,
My name is Eugene. I am software developer from Ukraine and I am looking Grail. I hope the QuantConnect help me with my search :)
0
Michael Norton
40 Pro
,
Hi everyone, I'm new to QuantConnect. Unfortunately, I'm a novice when it comes to C# and other program languages in general. Nonetheless, I'm absolutely obsessed with back-testing algorithmic trading ideas. I've personally developed a couple swing-trading strategies, which I've backtested using excel and www.etfreplay.com, that produced a Sharpe Ratio of over 2.0x since 2008, and probably even further if data were available. I'd really like to partner with someone here on QuantConnect to help me transform my ideas into computer code that can be plugged into this platform for back-testing, and hopefully later connect to my brokerage's API for automatic trading execution. Please feel free to reach out to me if you're potentially interested, and maybe we could talk offline. Best.
Mike
0
Chidera Aristotle Mosanya
491 Pro
,
Hi Michael,
I am Chidera. I am a software engineer with 5 years of programming experience, and currently studying for an MSc in Computer Science. I recently developed interest in quantitative finance. Before now, I was just trading passively (mainly forex). I am still studying to solidify my knowledge of algorithm trading. I saw your comment, and I decided to say Hi. The only problem is proximity, but if we can find a way to interact offline, I would really like to be a part of what you want to do. You can reach me with deramosanya[at]gmail[dot]com. Thanks
0
Alexandre Catarino
100.6k Pro
,
Hello Jared and all member,
I've been developing my own trading engine on C#. After learning about QuantConnect and Lean, I think I better join efforts! So I've just forked Lean yesterday.
One question: How should I use QC Community and Lean's Mailing List on Google Groups?
1
Jared Broad
STAFF Pro
,
Thanks @Alexandre :) - There are a few forums - we broadly split it up by category. Google groups is for Lean discussion, and help on installation. QC Forums are for algorithm sharing and help. Github issues list is for coding specific and Lean internals.
1
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.
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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