Comprehensive Research and Backtesting

Explore QuantConnect’s cloud-based research terminals linking to terabytes of financial and alternative data. Preformatted and tagged for easy strategy building, it integrates machine learning libraries and custom packages seamlessly. Perform lightning-fast backtesting with realistic modeling on multi-asset portfolios, avoiding common pitfalls. The technology undergoes rigorous testing, with over 15,000 daily backtests, ensuring reliability.

   

Efficient Parameter Optimization

QuantConnect accelerates parameter sensitivity testing, enabling thousands of full backtests on scalable cloud compute. Visualize strategy sensitivity through heatmaps, gaining quick insights. Dive into individual trades and logs, understanding alpha sources thoroughly. Save time by completing weeks of work in minutes, enhancing the robustness of out-of-sample trading strategies.

 

Institutional-Grade Live Trading and Vast Data Repository

Since 2012, QuantConnect excels in institutional-grade live trading, deploying over 250,000 strategies to a managed environment. Processing more than $2B monthly, execute trades directly through 16 integrations and diverse live feeds, covering major exchanges. Simultaneously, leverage the platform’s vast data repository of 400TB, spanning 45,000 securities and 364 million data series. Access historical data, integrate with live trading, and conduct factor research effortlessly, allowing you to focus on driving alpha.


      Maximize success with QuantConnect using a free trial offered to Quantpedia readers.

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    The Encyclopedia of Quantitative Trading Strategies

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