QuantConnect (@QuantConnect) / X

QuantConnect

2,438 posts

QuantConnect

@QuantConnect

We inspire, empower & educate a global community of quants, providing world-class infrastructure for them to design and trade investment strategies.

Miami, FL

Joined July 2011

QuantConnect
@QuantConnect
Jul 24
Can algorithmic execution reveal a return signal? This strategy ranks liquid US equities by intraday volume periodicity, then weights them by confirmed execution flow. Sharpe: 0.792 vs. 0.406 for SPY. All 25 parameter tests beat the benchmark. quantconnect.com/research/21066…
QuantConnect
@QuantConnect
Jul 17
New Friday Research Drop!🎉 🔬 💹 Read: bit.ly/4wO2SCW In this study, we build a long-short momentum strategy with conditional short legs to improve the performance and reliability. The objective is to preserve the strength of long-only portfolio momentum, without
QuantConnect
@QuantConnect
Jul 15
Public is now supported on QuantConnect 🎉 Deploy live algorithms across US Equities, Equity Options, Index Options, and Crypto. Public joins 20+ brokerage connections on a platform that processed over $100B in trading volume in May. See more:
Trade Algorithmically with Public on QuantConnect
From quantconnect.com
QuantConnect
@QuantConnect
Jul 10
Can changes in filing language predict returns? The team @ Triton Quantitative Trading tested a strategy that selects liquid US stocks with the most stable filing language. The result was a modest improvement in risk-adjusted returns for those companies that make _fewer_
QuantConnect
@QuantConnect
Jun 19
New Friday Research Drop!🧪🔬🎉 Community member, Zhaoren Deng, explored a classic options concept applied dynamically to the Magnificent 7 - conversion arbitrage. Conversion combines a long stock position, a long put, and a short call at the same strike and expiry. In theory,