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jaredbroad's comments

jaredbroad | 3 years ago | on: Unified Quant Ecosystem

Quant finance is becoming the most common way to invest, yet most investors have no way to compete due to the massive barriers to entry.

The future of quant finance will be radically open-source; why should millions of engineers re-invent the same brokerage and data integrations over and over again?

These connectors should be done once and open-sourced. Like device drivers for your mouse or keyboard, you should simply plugin a brokerage/dataset, which will work to a standard interface.

Yet funds and vendors keep these locked up because they're a "competitive advantage" to prevent other funds/vendors from starting.

We're breaking that cycle.

QuantConnect has just open-sourced 15 brokerage integrations. It represents roughly seven years of work from a dozen engineers. The Interactive Brokers connector has executed $20B in notional volume across 200,000 live strategy deployments.

Our mission is to create a Linux for quantitative finance. You will never need to write another brokerage connection or data set integration because they'll all be open-source and free.

Let's make quant finance more transparent and accessible.

jaredbroad | 7 years ago | on: $1B and Beyond

I'm Jared the founder of QuantConnect. Happy to answer any questions! We're really excited to be sharing this milestone and have some incredible projects in the works!

jaredbroad | 8 years ago | on: Python For Finance: Algorithmic Trading

Sorry SirL! I edited it within 10 sec to be explicit but you must've refreshed before I'd updated it =)

We provide FX/CFD data for free download; the other data is restricted by the exchanges sadly so we can't make it available. Instead we put the tools we used to make it into LEAN format into LEAN (/Toolbox) so you can purchase it and convert it yourself.

jaredbroad | 8 years ago | on: Python For Finance: Algorithmic Trading

QuantConnect recently announced full python library support; and we have launched https://www.quantconnect.com/tutorials to help people write quantiative strategies in Python.

QuantConnect & LEAN gives you ability to do tick->daily resolutions; for equity, morning-star, future, option, forex and cfd trading - all with a fully open source project which includes samples of data to get you started.

The grunt work is still done in C# so its faster than other full python based backtesting engines. Edit: I'm the Founder @ QC.

jaredbroad | 8 years ago | on: Python For Finance: Algorithmic Trading

Futures have millisecond timestamps (trades/quotes), equity trade ticks are rounded to the nearest second, cfd/forex are millisecond quote bars. For options we have minute resolution data =)

jaredbroad | 9 years ago | on: Introduction to Zipline: A Trading Library for Python

Equities, FOREX, Futures, Options; tick, second, minute, hour and daily resolutions. Python, C# and F# backtesting. Dozens of models for improving the accuracy of your backtest.

Live trading on IB, Tradier, FXCM, Oanda and paper trading.

Local charting built in for desktop and backtesting.

Lots of tools provided for free data downloads to work with public free data libraries. lean.quantconnect.com

(I'm founder of QC :))

jaredbroad | 10 years ago | on: Ask HN: What are some good resources for learning about algorithmic trading?

QuantConnect (https://www.quantconnect.com) is incredibly diverse and supports live trading crypto-currency securities (along with equities and FOREX). We have a vibrant community discussing and sharing strategies including bitcoin algorithms.

The platform is C# and runs roughly 20x faster than our nearest competitor Quantopian. We also support high resolution intraday data unlike our competitor. Its all free to backtest and free live trading if you open a brokerage account with our special offer: https://www.quantconnect.com/tradier2

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