Hello QC Team, I recently switched over from Quantopian and really like what I see so far. Some feedback and suggestions:

  • Support for live trading with brokerage partnerships, ability to implement your own libraries in algorithms, Alpha Streams Marketplace/Competitions, and general versatility of the platform to support different classes of strategies are a huge plus.
  • The numerous helper methods are useful and make the programming much more streamlined, but is difficult to get familiar with when starting off. I suggest overhauling the Tutorial/Bootcamp series into a more comprehensive and detailed overview - at its current state, one can probably make simple indicator-based strategies after going through them, but for strategies with more moving parts efficiently setting up the architecture is still confusing. Also the 15-20 seconds to initialize for simple Boot Camp exercises is a slight nuisance, but can be a deterrent for new users. This gave me the impression that backtesting would be very slow, which is not the case.
  • More clarity and details on criteria and evaluation guidelines for Alpha Streams submissions would be good.
  • For factor-based cross-sectional strategies, I would like to see some helper functions. Quantopian for example (as these types of strategies are their core), has a CustomFactor() class and their API is more intuitive for these types of strategies.

But overall, great.