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 retweeted
This is one of the most underrated tools right now. LEAN by QuantConnect is an open-source algorithmic trading engine, write your strategies in Python or C#, backtest at scale, with an event-driven architecture built for serious quant work. If you're building trading systems, you need to see this and read the article below.
Most quant systems find the signal. The best ones build the infrastructure that manages it. Here is the complete build.
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QuantConnect retweeted
QuantConnect
@QuantConnectJun 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, the package behaves like a fixed-payoff instrument, with returns driven by deviations from put-call parity. Full post - quantconnect.com/research/20…
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QuantConnect retweeted
The team at @QuantConnect recently created an integration that brings Databento's real-time and historical market data directly into LEAN, their open-source algorithmic trading engine. For the hundreds of thousands of developers already building with LEAN, adding a Databento API key provides our normalized market data across research, backtesting, and live trading - all within their existing setup. ⬇️ To get started, check out the guide below
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QuantConnect retweeted
Classical ML + Deep Learning CNNs + Amazon Chronos Foundation Models + @QuantConnect = Can AI actually generate alpha? 📈🤖 Huge thanks to the 50+ of you who packed the room at the PyHou Meetup! Your energy was unreal. 🙏 As promised, I’ve refined the entire presentation into a massive open-source masterclass. Here is the complete teardown 👇 (1/4)
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QuantConnect retweeted
🚀 Thrilled to see @QuantInsti feature my book "Hands-On AI Trading" on their blog! 📚 20+ deployable AI strategies spanning ML, deep learning, NLP & RL – all built on @QuantConnect's platform 💻 Strategy-first, not model-first ✅ Real constraints, not toy examples ✅ 📖 Book: amzn.to/4fI0hkU 💻 Code: github.com/QuantConnect/Hand… 📝 Blog: blog.quantinsti.com/ai-quant… #QuantTrading #AITrading #Python #AWS 🤖📈
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QuantConnect retweeted
Cursor CLI + @QuantConnect MCP + Claude 4.5 Opus + Google Gemini Search + 2024 Mac Mini + .cursorrules configuration = What a time to be alive. ⚡️ I configured Cursor's AI assistant to fact-check my trading strategies against official docs—automatically. Here's the workflow 👇 (1/2)
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QuantConnect retweeted
Live on @QuantConnect for the last month, running three variations of a pretty simple HTF swing/mean reversion strategy. Started with $30k in each of them. Med vol strat - 23% over 37 days, 4.01 Sharpe High vol strat - 23.5% over 30 days, 2.99 Sharpe (shows lower return as return resets when you restart the algo) Low vol + liquidation strat - 20.6% over 30 days, unsure on Sharpe Capacity is $2-5m, so lots of room to grow. Exciting to be live and profitable! Lessons: Algo trading suits my life (45 with wife and 3 kids and coaching kid's sports teams) much better than discretionary. Because I've modeled and expect drawdowns, I welcome it rather than stressing about it, as I know that I can't make profit with risk. I get a lot of confidence from backtests, but until you go live you never really know if it's going to work. I optimise for the quarterly liquidation wicks on things like Trump tariffs, FTX, etc, as the only thing that really matters for crypto is how correlated they are during times of high stress! Overall - love algo trading, and find majors waaaay easier than the Solana memecoin system I have, as I don't need to be on the watch for a continuous stream of rugs.
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Just got this book! Super excited to learn about using AI in trading and making systems. I wrote a lot about systems and automated trading on my site, but not with AI automation involved. Will have to update my content after finishing this book amzn.to/3UewTKK
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QuantConnect retweeted
Booth deployed at the QuantVision 2025 conference! Fun new era at @QuantConnect 📈✨️
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⭐️📷We are glad to share code and backtest of "PSR and Relative Strength" strategy of "What Works on Wall Street" book in @Quantconnect By cloning it, you will be able to follow the trades and diversify from others styles like momentum or mean reversion. quantconnect.com/forum/discu…
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QuantConnect retweeted
Not being a masochist, I don't normally look at the reviews of my books. But I did a quick peek on the latest: amzn.to/3DbmtqE Thank you to all my readers for your kindness, and to @QuantConnect!
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Gettin to work! Thanks @QuantConnect
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QuantConnect retweeted
"Hands-on AI Trading" - an amazing new resource to further advance QuantConnect - the best algorithmic trading platform!
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This was a hit. Modified it slightly to use Kaufman Efficiency Ratio and Free Cash Flow Yield as factors and it did really well!
QuantConnect
@QuantConnect22 Nov 2024
Friday Research Drop! We've built and published a framework for quickly testing, and optimizing factors on S&P500 constituents. We demonstrate the framework by adding a Sortino factor to beat the newly launched iShares $TOPT ETF, boosting Sharpe Ratio 30%. Each factor's historical performance is measured, then normalized to a z-score to compare their values. We then to the top 50% of factor values (z > 0), and weigh the assets accordingly. Its a very simple scaffolding to achieve high impact results 🚀 quantconnect.com/research/18…
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⭐️📢We are glad to share code and backtest of the original mean reversion strategy of "The Alpha Formula" book in @Quantconnect. By cloning the strategy, you will be able to follow the trades and diversify from others investment styles like momentum. quantconnect.com/forum/discu…
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QuantConnect retweeted
Competing against 20+ universities, the team adapted strategies brilliantly during Q3. Team members say representing TQT pushed their technical limits & helped them grow together. Thank you @JaredBroad & @QuantConnect Read more: tinyurl.com/quantconnect
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QuantConnect retweeted
Learn how to get started with the new @AlpacaHQ x @QuantConnect integration in our latest step-by-step guide. From setup to deployment, we’ve got you covered, check out the full learn guide: bit.ly/3YQOtYX
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QuantConnect retweeted
We’re excited to announce our new integration with @QuantConnect 📈 Design, backtest, and deploy algo trading strategies effortlessly — while using commission-free trading and a breadth of asset classes. 🔗 Learn more: bit.ly/4fJd2wZ
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