Back

New Members - Say Hello!

This was just created for fun for new people to say hello! Don't be shy reach out and let us know who you are and how we can help you :)
Update Backtest






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.



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.


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

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.


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.


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

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

Nevermind about my issue, I managed to solve it. Looking forward to start coding!
0

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.


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

@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.


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

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

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.


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

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

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.


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.


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

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.


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

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

Update Backtest





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.


Loading...

This discussion is closed