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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 :)
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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.



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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.


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.
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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!
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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.
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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.


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.
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Thanks @Craig -- you caught us rebooting :) Sorry about that, your back test should be finished now
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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.


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
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The other strategy using TickData
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Hi,

Just joined ... where is the "promised" python ?
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Getting there @Ovidiu :) Thanks for your patience,
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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.


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. :)
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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!
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@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 :)
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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.


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.
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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.
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Hi guys! My name is Philippe. I am a french IT specialist in ULLDMA (Ultra low latency direct market access). I worked at BNP Paribas, Société Générale and Ullink (software editor), more recently.
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Hello I´m Daniel. i´m from germany.

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
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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.
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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.


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.
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@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
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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.


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.
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Update Backtest





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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.


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