The Algorithm Framework

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Boot Camp Lessons

Lesson Overview

In this lesson we introduce the QC Algorithm Framework, the scaffolding for reusable module design. We walk through the theory, input, and output of each aspect of the framework. We focus on the creation of an Alpha Model to return insights based on a 14-day momentum indicator.

What You'll Learn

  • Using the Algorithm Framework to design your investment strategy
  • Selecting assets with a Universe Selection Model
  • Generating trading signals with an Alpha Creation Model
  • Determining position size targets with the Portfolio Construction Model
  • Managing market risks with the Risk Management Model
  • Placing trades to reach your position sizes with the Execution Model

Lesson Requirements

We recommend you complete all previous beginner lessons before starting this intermediate level Boot Camp.

Lesson Content

Algorithm FrameworkStatus
Framework Overview
Universe Selection Model
Alpha Model
Portfolio Construction Model
Risk Model
Execution Model

About the Author

QuantConnect Team

Selected group of pseudo-humans that can type without looking at the keyboard and use a super advanced neural network to transform coffee and orange juice into code.