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

EuroCTP Taps DataBP to Build Digital-First Administration for EU Consolidated Tape

In a critical step toward the operational reality of a European consolidated tape, EuroCTP has selected DataBP, specialists in commercial management solutions for financial market data, to administer the licensing and subscriber management for its forthcoming equities and ETFs consolidated tape. The move signals a foundational focus on modern, digital-first infrastructure for what is poised...

EVENT

AI in Capital Markets Summit London

Now in its 2nd year, the AI in Capital Markets Summit returns with a focus on the practicalities of onboarding AI enterprise wide for business value creation. Whilst AI offers huge potential to revolutionise capital markets operations many are struggling to move beyond pilot phase to generate substantial value from AI.

GUIDE

Pricing and Valuations

This special report accompanies a webinar we held a webinar on the popular topic of Pricing and Valuations, discussing issues such as transparency of pricing and how to ensure data quality. You can register here to get immediate access to the Special Report.