Rebalance, Ep 1: Boot Camp, Reports, & Data

Hi everyone, Sherry from QuantConnect
here. We’re excited to start a weekly flash briefing made for our QC community
called Rebalance. In this series we’ll share what we’ve been up to in the past
week, and announced future feature shipments. Here’s how QuantConnect is
pioneering tomorrow’s trading with you this week. Boot Camp was redesigned to
have more robust validation logic and we released a new lesson, Buy and Hold with
Trailing Stop. Go check it out in the algorithm lab, and let us know what you
think. Today back test reports come with a brand new layout. The back test report
was redesigned to look more like a printed report, so you can easily create
a professional looking summary for your strategies. Later this week we’ll be
launching a new insight scoring metric based on the Kelly criterion. It returns
a probability that your insights will be profitable. The goal is to provide a new
way to evaluate insights, their accuracy, and the statistical significance of the
estimated Kelly criterion. Finally, coming soon we’re adding PsychSignal, SEC, and
yield curve data for back testing. We think it’s important to give you high
quality alternative data and are working hard on adding more to the website. This
will allow you to factor in events like yield curve inversions which can signal
an upcoming recession. Thanks for listening to this week’s Rebalance, and
happy coding!

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