Founder/CEO @QuantConnect #Quant 📈 Entrepreneur. Husband & Father. Explorer. Trader. Biomed engineer. Kiwi in Miami, building the future of finance. 🇳🇿
Miami, FL
Joined May 2009
- Tweets1.3K
- Following658
- Followers2.5K
- Likes1.4K
Pinned Tweet
It has been insanely fun working with the AI to build new strategies. You can iterate and test ideas so quickly on QuantConnect now its mind blowing!
I always bake in diversification (uncorrelated assets), asset-level risk control, inverse-volatility position sizing. With those three you can use virtually any universe of stocks and it has excellent performance.
Busy week 😅 We deployed regional servers for redundancy, dedicated hosts, a new cluster of 400 backtesting servers, CBOE index feeds, and implemented the new MorningStar data format.
Great idea from @quantped
Quantpedia API for Peer Group Strategy Analysis
A single backtest can show that strategy was profitable, but it does not always show whether the strategy was competitive. This is especially true for systematic futures strategies. A trend-following strategy can have a positive Sharpe ratio, a long live-like performance history, and a reasonable drawdown, but those numbers are difficult to interpret without a relevant comparison group.
A broad equity index is often not the right benchmark for this type of strategy. A monthly rebalanced multi-asset futures strategy has a different objective, different risk profile, and different return drivers than a long-only stock index. A more useful question is whether the strategy performs well compared with other systematic trend-following futures strategies.
This case study shows how the Quantpedia API can be used to build a custom peer group benchmark for strategy evaluation. The workflow has two steps. First, Quantpedia strategy metadata is used to screen and define a comparable peer group. Second, the historical equity curves of the selected strategies are downloaded, converted into daily returns, and aggregated into an equal-weighted peer group benchmark.
quantpedia.com/quantpedia-ap…
#peers #managedfutures #cta #trendfollowing #api #quant #trading #strategy #benchmark
Me too 💔 OpenBB & @didier_lopes made such an impact on fintech.
Couldn't decide which pic to post so here's a collage! I'm seriously gonna miss you @didier_lopes - it would make me so happy if you came back one day.
Live US Equity Options and Index data feed now free on @QuantConnect 🎉
It was a fun and challenging project. Among many other things we setup an agentic loop with @claudeai with access to a our ticker plant beta environment. It could build, iterate, read the logs etc. Over a few months (and a few dead ends) the overall latency of OPRA distribution plummeted from >1minute to 250ms during the peaks.
The improvements to the OPRA ticker plant carried over to all our other asset classes - reducing their latencies up to 50% as well 😍🔥
🚀 Live US Equity + Index Options data is now available on QuantConnect.
We’re tracking 2.1M option contracts, delivering 90% of bars within 250ms, with data down to 1-second resolution.
Included free with any QuantConnect live trading server.
quantconnect.com/announcemen…
Jared Broad retweeted
Bitcoin is booming again - up roughly 20% this week and back above $76K. Can it be useful to equity investors even if they never intend to hold it directly?
Our latest QuantConnect research examines whether Bitcoin can serve as a real-time indicator of market risk appetite. The strategy uses Bitcoin’s trend and momentum to determine when to hold QQQ and when to rotate into SHY.
When Bitcoin is above its 50-day moving average and has positive 20-day momentum, the strategy holds QQQ. When those conditions are not met, it moves into SHY.
The hypothesis is that Bitcoin’s continuous trading and highly responsive market structure may allow changes in global risk appetite to appear there before they are fully reflected in growth equities.
That relationship is particularly interesting during the current strength in Bitcoin prices. If Bitcoin is capturing a broader shift toward risk-taking, its price behavior may provide useful information for systematic equity allocation.
From 2014 to 2026, the strategy produced a Sharpe ratio of 0.838, beating 0.682 for buy-and-hold QQQ and 0.564 for SPY.
Read the full research, methodology, and implementation on QuantConnect:
bit.ly/4g6mjkY
Jared Broad retweeted
What if momentum works better in stocks that don't pay dividends?
We tested the idea.
Buy the strongest-momentum stocks among liquid US companies that pay no dividends, then rebalance monthly.
With a 10-year backtest: 📈 Sharpe: 0.602, beating the benchmarks with almost all parameter combinations 💪. A surprisingly simple behavioral-finance signal.
Check it out on @QuantConnect!
quantconnect.com/research/21…
Jared Broad retweeted
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/21…
Jared Broad retweeted
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 continually paying for short assets that may rebound.
Using asset correlations, we can exclude any hard-coded regime parameters, indicating true divergence among the short candidates.
From July 2007 through June 2026, the conditional hedge increased the strategy’s Sharpe ratio from 0.451 to 0.498, compared with 0.407 for SPY. The result was also relatively stable: 24 of the 25 correlation-window combinations tested outperformed the benchmark’s Sharpe ratio.
Jared Broad retweeted
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_ changes to their filings.
Check out the research & source code here: bit.ly/4gwEbGd
Jared Broad retweeted
量化交易终极开源引擎杀手级神器
github.com/QuantConnect/Lean
这就是 LEAN，QuantConnect 官方开源的机构级算法交易引擎（全球最受欢迎的开源量化平台之一）！同时支持 C#、Python、F#，从本地开发、历史回测、实时模拟盘到真实实盘交易全流程打通，支持股票、期权、期货、加密货币、外汇、CFD 等几乎所有资产类别，专业量化交易员和独立开发者都在用的生产级引擎！
X/Twitter 实时情报 MCP 神器
github.com/fluyeporlaweb/mcp…
这就是 mcp-x-intelligence，专为 Claude / Cursor / Windsurf 等 AI Agent 打造的 X/Twitter 实时研究 MCP 工具！
直接让你的 AI Agent 拥有实时 Twitter 情报能力，搜索爆款内容、深度分析账号、追踪实时趋势、挖掘细分领域大 V，全程自然语言调用，效率直接起飞！
Jared Broad retweeted
Credit to the Triton Quantitative Trading team at @UCSanDiego for their latest QuantConnect research: a volatility-targeted QQQ–TLT rotation using a multi-scale CNN-LSTM model to forecast turbulence and adjust exposure.
quantconnect.com/research/20…
Last night I vibe coded a cookie trading game for career day for 1st graders. We used poker chips for cookies. I think it was a hit -- code here for other dads in finance 😂 cdn.quantconnect.com/cookie.…
We've been grinding for months on this one, reviewing every little detail of the AI generated coding process to make it incredibly smooth.
Systematic research is becoming fully agentic.
Today we launched QuantConnect Assistants, an @openclaw like framework for quant.
Specialized AI agents can research ideas, run notebooks, analyze backtests, read logs, and coordinate through a visible Research Pipeline:
Ideas → Research → Validation → Backtesting → Live Monitoring
You can build your own agents, and automate your specific research processes. Read more:
quantconnect.com/announcemen…
We've shipped an new connection for @QuantConnect and @DataBento! It can also serve futures historical and live feeds for the LEAN CLI🎉
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
Jared Broad retweeted
Final count down to the Quaint Quant Conference in Dallas this Friday! Our founder @JaredBroad is speaking on Applied AI for Quant Finance ✨ - come say hello!
quaintquantconference.com/ag…
Jared Broad retweeted
Predicting bubbles with the LPPLS; new research out from the talented team at @UCSanDiego Triton Quantitative Trading club.
quantconnect.com/research/20…
Jared Broad retweeted
Yea that was a fun one.
Thank you for celebrating the glory of entrepreneurship, David.
My conversation with Tobi Lütke (@tobi), co-founder and CEO of Shopify.
0:00 Companies as Social Technology
5:27 The Value of Reading Books: Cheat Codes for Life
7:28 Post-IPO Crisis: Cosplaying as a CEO
7:54 Competition vs Rivalry: The Power of Healthy Competition
16:02 COVID as a Turning Point: Rebuilding the Executive Team
18:21 Hiring Founders: Building a Team of High-Agency People
26:49 Shopify OS: Engineering the Company from First Principles
36:48 Compensation Innovation: Giving Employees Full Agency
40:41 The Psychology of Identity and Affirmations
48:43 Differentiation Over Perfection: Making It Your Own
50:31 Context Podcast: Documenting Decision-Making
1:26:36 The IPO Decision: Going Against Silicon Valley Orthodoxy
1:35:08 Building a Company Worth Working For
1:41:50 Hiring for Spikiness: Finding Non-Conformists
1:48:28 Office Design Philosophy: Creating Space for Excellence
1:58:54 Video Games as Business Training: StarCraft Lessons
2:07:06 AI Revolution: 2026 and Beyond
2:11:44 Focus on Craft: The Unquantifiable Elements of Excellence
2:21:08 Survivorship Bias: The Importance of Entrepreneurial Exposure
2:23:22 Closing
Includes paid partnerships.
Full quant defi integration for quant trading, now live on @QuantConnect, powered by a shiny new API from @dYdX 💖 Happy trading!
Defi crypto trading with @dYdX exchange is now live!
Easily load historical data in notebooks for research, do accurate point in time backtesting, and deploy your strategies to live-meme-trading in minutes 💪🙈🚀
Time is your most valuable asset, focus on your alpha, not infrastructure.
quantconnect.com/announcemen…
