[jaredbroad]

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.

[rl3]

Hey Jared, two questions:

1. Any chance of a Robinhood integration à la Quantopian?

2. How are the architectural revisions[0] coming along?

Also some totally unsolicited feedback:

If I'm being completely honest, I found it difficult to get going with QC. The documentation is decent, but there's not enough to avoid having to review LEAN source right off the bat. The examples also tend to mix helper classes with lower-level functionality, and that can create confusion.

The framework itself feels a bit over-reliant on OOP. Some aspects feel too tightly coupled, others too little. Obviously LEAN has been around for many years now, so architectural baggage is perfectly understandable.

A total rewrite I'm sure isn't feasible, though I'd suggest the following ethos in any case:

a) Design primitive user-accessible data structures with virtually no inbuilt functionality.

b) Build low-level components that operate using those data structures.

c) Build high-level components that compose low-level components.

d) Allow users to author their own components, and to compose components of any type however they see fit.

Pretty sure you're already on that track in a sense, so it's good to see things headed in the right direction. What keeps me from writing a custom framework is the data, the fact QC does a ton of grunt work, and that it's well-tested.

tl;dr Please break apart the monolithic QCAlgorithm class as much as you can! :)

[0] https://www.quantconnect.com/forum/discussion/1816/qc-algori...

[SirLJ]

When promoting your company, please say so, also on QuantConnect one cannot actually see the data, so there is no way to verify how good the data is...

[jaredbroad]

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.

[SirLJ]

Thanks jaredbroad, just out of curiosity, what are the average yearly returns on your top 3 users, how much are you investing with them and how do you split the profits?

[rl3]

>When promoting your company, please say so ...

His bio and pronoun usage said as much.

>also on QuantConnect one cannot actually see the data, so there is no way to verify how good the data is...

Can you not load up the data and test it however you wish? They even say where they get their data from.

[SirLJ]

No you cannot

[dsacco]

First of all, you're criticizing QuantConnect's data when you claim to get your data from ebay.

Second, yes you absolutely can verify QuantConnect's data. You can use it as much as you want within the context of their platform, you just can't download the data en masse from their platform and use it on your own. But if you have tick data (equities) or minute data (options) yourself, you can certainly verify it (which of course, you don't, because you think ebay is a good source for financial data).

I am going to continue griefing you in threads like this where you spread blatant misinformation, because at this point I'm convinced you have an ulterior motive or are in fact selling this data you keep talking about on ebay.

[SirLJ]

Unfortunately you cannot display QC tic data to be able to very it against you broker for example. As I said before if you have a good and cheap source, please share it with everyone...

[dsacco]

> good and cheap source

Pick one. You don't get both. I'm happy to share where you can get real data from.

https://www.tickdata.com

https://datashop.cboe.com

http://www.nanex.net/nxcore.html

https://quantquote.com

No affiliation with any of these.