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

Upcoming Webinar: From Data to Alpha: AI Strategies for Taming Unstructured Data

Date: 16 April 2026 Time: 9:00am ET / 2:00pm London / 3:00pm CET Duration: 50 minutes Unstructured data and text now accounts for the majority of information flowing through financial markets organisations, spanning research content, corporate disclosures, communications, alternative data, and internal documents. While AI has created new opportunities to extract signals, many firms are...

BLOG

BMLL and Features Analytics Target Surveillance Benchmarking with Level 3 Order Book Data

BMLL and Features Analytics have partnered to develop new trade surveillance benchmarking and market integrity analytics built on reconstructed historical order book data, signalling a shift towards more measurable, performance-driven surveillance frameworks. Under the agreement, Features Analytics will build and commercialise surveillance benchmarking products on top of BMLL’s harmonised historical Level 3, 2 and 1...

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

Dealing with Reality – How to Ensure Data Quality in the Changing Entity Identifier Landscape

“The Global LEI will be a marathon, not a sprint” is a phrase heard more than once during our series of Hot Topic webinars that’s charted the emergence of a standard identifier for entity data. Doubtless, it will be heard again. But if we’re not exactly sprinting, we are moving pretty swiftly. Every time I...