About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

Algorithm Framework Allows QuantConnect Community to Share Code Modules

Subscribe to our newsletter

QuantConnect, an open source, cloud-based algorithmic trading platform, is inviting its community of algo developers to share code modules through Algorithm Framework, a tool that provides a defined structure for developing algos and allows code modules to be reused.

The framework tool breaks down algos into five core features: universe selection, alpha creation, portfolio construction, execution, and risk management. The well-defined structure permits modules to be used interchangeably, allowing quants to quickly plug in to new models from the community. Quants can focus their time and effort on coding parts of a strategy where they excel, while borrowing modules from other community members to fill in the areas where they are not as proficient. Giving users the ability to share modules from existing strategies to use in newer strategies also eliminates the need for recoding, reducing the possibility of syntax errors and saving time.

Jared Broad, CEO at QuantConnect, says: “Algorithm Framework elevates the efficiency of algo trading strategies by providing a well-defined structure that presents a number of advantages over conventional design. The tool allows our quants to focus on their strengths and tap into the shared expertise of our open source community. As a result, every module of an algo can be top quality.”

Algorithm Framework is available at no cost to the QuantConnect community, which early this year reached a total of over 55,000 quants, computer scientists, engineers and professional traders who have designed and deployed more than 1.2 million strategies on the platform.

Late last year, QuantConnect introduced its Alpha Streams project, which enables the QuantConnect community to opt into licensing alpha-generating insights to quantitative funds, and has recently welcomed Tibra, a quantitative research and investment group, as its first client sourcing alpha.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: Unlocking value: Harnessing modern data platforms for data integration, advanced investment analytics, visualisation and reporting

Modern data platforms are bringing efficiencies, scalability and powerful new capabilities to institutions and their data pipelines. They are enabling the use of new automation and analytical technologies that are also helping firms to derive more value from their data and reduce costs. Use cases of specific importance to the finance sector, such as data...

BLOG

BMLL Frees Quants from Data Prep with New Trades Plus Offering

Data and analytics provider BMLL has launched Trades Plus, a new equities dataset designed to eliminate the complex and time-consuming process of combining trade and quote data, a significant and resource-intensive challenge for quantitative analysts and trading firms. The new offering, developed in direct response to requests from its Client Product Advisory Board (CPAB), provides...

EVENT

Eagle Alpha Alternative Data Conference, London, hosted by A-Team Group

Now in its 8th year, the Eagle Alpha Alternative Data Conference managed by A-Team Group, is the premier content forum and networking event for investment firms and hedge funds.

GUIDE

Entity Data Management Handbook – Fourth Edition

Welcome to the fourth edition of A-Team Group’s Entity Data Management Handbook sponsored by entity data specialist Bureau van Dijk, a Moody’s Analytics company. As entity data takes a central role in business strategies dedicated to making the customer experience markedly better, this handbook delves into the detail of everything you need to do to...