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Algorithm Lab

We are dedicated to provide investors with a cutting-edge platform for rapidly creating quant investment strategies. Founded 2012, we've empowered more than 250,000 quants and engineers to create and trade their ideas.

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A collection of courses from independent educators to improve your quant skill base and create better strategies.

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New Research

Rage Against the Regimes: The Illusion of Market-Specific Strategies

In recent discussions I have examined the Kelly Criterion and Meta-labeling as means of risk management and now I am focusing on regime-based models. ...

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Notice: Only the project owner can perform file updates at this time. Alpha code is read only. Lean local code is read only. click here to close the strategy builder and edit your code.

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You can optionally request for your strategy to send notifications when it generates an order or emits an insight.

Method	Description
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Email

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email-icon Add Email

Send email notification summaries of trades and portfolio state to interested parties.

Email

Subject

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email-icon Add Phone Number

Send concise trade summaries via SMS on key algorithm events.

Phone Number

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email-icon Add Webhook

Trigger web requests to external servers on order and insight events.

URL

Header

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Add Telegram

Steps to setup Telegram notifications:

Create a new group where we'll send the notifications. Add @quantconnect_notifications_bot to the group.
Get the Group ID: Using telegram web interface (web.telegram.org/z/) open your group chat. From the URL extract the group ID after the # sign. For example: web.telegram.org/z/#-503016366 -> -503016366

If you want to use your own bot to send the messages, please supply a token, and replace @quantconnect_notifications_bot with your bot in the instructions above.

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You can add multiple Telegram endpoints

Automatically restart algorithm

Use best efforts to restart the algorithm if it fails due to a runtime error. This can help improve its resilience to temporary outages such as a brokerage API disconnection.

Note: Your server may be unstable or subject to unexpected termination by site administrators. By using this service you understand no guarantee is possible to the algorithm stability. Please report issues at quantconnect.com/contact.

By deploying live, you are accepting the terms and conditions

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Backtests

Optimizations

Name	Requested	Status
Formal Fluorescent Orange Mule	2020 - 10 - 28 20:22:20	Active
Formal Fluorescent Orange Mule	2020 - 10 - 28 20:22:20	Active
Formal Fluorescent Orange Mule	2020 - 10 - 28 20:22:20	Active

Results

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Debugging is no longer supported in version 2.0 of the Algorithm Terminal. To debug your projects please switch to using version 3.0 of the Algorithm Terminal. You can enable version 3.0 from your Settings page.

We aim to completely transition to the new v3.0 by April 1st, 2022

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Research, Backtest and Trade Your Investments

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Research, Backtest and Trade Your Investments

Power your quantitative research with a cutting-edge, unified API for research, backtesting, and live trading on the world's leading algorithmic trading platform.

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data Manager View

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About Lean CLI

LEAN CLI is a cross-platform wrapper on the QuantConnect algorithmic trading engine called LEAN. The CLI makes using LEAN incredibly easy, reducing most of the pain points of developing and managing an algorithmic trading strategy to a few lines of bash.

Using the CLI you can download the same data QuantConnect hosts in the cloud for a small fee. These fees are per file downloaded, and are paid for in QuantConnect-Credits (QCC). We recommend purchasing credits to enable downloading.

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$72 per seat/month

Free when spending >$40 per seat.

$720 per seat/year

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Up to 4 Tickets

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~~Design Suggestions~~

~~Phone Support~~

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$144 per seat/month

Free when spending >$40 per seat.

$1,440 per seat/year

Free when spending >$400 per seat.

Up to 8 Tickets

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Gold

$288 per seat/month

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Research, Backtest and Trade Your Investments

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Data Manager allows you to search the QuantConnect data sources for meta information on the data - such as start-end dates, whether the asset is still trading, and the symbol you can use to access the data. We can then automatically add the data to your project code.

QuantConnect has all US equities since 1998, and major FX pairs since 2007.

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Co-Pilot is a dynamic documentation generator. It looks at the code you're working on and tries to suggest the relevant documentation to help you. Clicking a result will pin it to the top while you're coding.

Research, Backtest and Trade Your Investments

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