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: How to move to a modern, component based trading architecture using a Buy AND Build approach

To remain competitive in today’s electronic markets, firms need trading architectures that support rapid innovation, effortless integration of new capabilities, and the agility to respond to shifting market demands. This is prompting technology leaders to move beyond the traditional “Buy vs. Build” debate, a false dichotomy that oversimplifies the choice between generic, off-the-shelf platforms and...

BLOG

TXSE Selects Exegy FPGA Technology for Market Data Infrastructure

The Texas Stock Exchange (TXSE) has selected Exegy to provide FPGA-based market data feed handlers as part of its launch infrastructure. TXSE is positioning itself as the first fully integrated U.S. equities exchange built from scratch in more than 25 years. As part of that ground-up approach, the venue has opted to deploy FPGA technology...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

AI in Capital Markets Handbook 2026

AI adoption in capital markets has moved into a more disciplined phase. The priority is now controlled deployment: where AI can be used safely, where it can deliver measurable value, and how outputs can be governed, monitored and evidenced. The 2026 edition of the AI in Capital Markets Handbook examines how AI is being applied...