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QuantConnect announces open-source support for futures and options

First Published 3rd May 2017

QuantConnect users can now backtest and live trade futures and options, in addition to equities, FX and derivatives.

Jared Broad, QuantConnect

Jared Broad, QuantConnect

New York - QuantConnect, an open-source, cloud-based algorithmic trading platform, has announced the launch of futures and options support on the platform, enabling users to backtest, research and live trade the new asset classes. QuantConnect users can design strategies that use multiple asset classes for increased diversification and alpha generation. QuantConnect now supports five asset classes: equities, cash foreign exchange, futures and options from opening tick to daily resolution.

Because the QuantConnect platform supports C#, Python and F# programming, users build and share algorithms in a number of different programming languages. QuantConnect's platform can enable faster backtesting than currently available, and up to tick resolution for several datasets.

"Historically, these types of tools have been limited to the world's biggest hedge funds with the budget and engineering firepower to build and maintain such platforms," said QuantConnect CEO, Jared Broad. "But with QuantConnect's powerful open-source initiative, nearly every quant & engineer can now design and instantly deploy strategies in a brokerage account."

QuantConnect customers can also deploy Co-Pilot, an automated predictive coding tool that can help users write strategies by providing suggestions.

QuantConnect has also upgraded its data library, a collection of FX and CFDs tick, second and minute data for FXCM and OANDA, dating back to 2004.

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