Today is a very special episode. I am here live with Jared Broad, the founder of Quantconnect. Jared and his team are building a platform for anyone wanting to build quantitative trading strategies and a marketplace for anyone to license their trading strategies using alpha streams. They have done the hard part by building the infrastructure for quantitative traders and a vibrant community to share and learn from each other. We discuss the Quantconnect platform, his story and experiences, and how Quantconnect got started. Below is an excerpt of our conversation about where engineers find inspiration.
Check out our prior ValueTalks Interview with Nassim Taleb
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The Voss Value Fund was up 4.09% net for the second quarter, while the Voss Value Offshore Fund was up 3.93%. The Russell 2000 returned 25.42%, the Russell 2000 Value returned 18.24%, and the S&P 500 gained 20.54%. In July, the funds did much better with a return of 15.25% for the Voss Value Fund Read More
“That is the beauty about having a big diverse community. If you understand philosophy and psychology, then you will be using your philosophy and psychology experiences to pull into your trading strategy. Maybe you’re a math grad and you will be using mathematical techniques and thinking about things with hard numbers. Everybody got different inspirations by their experiences. That is kind of the beauty of a community of people is that they all have different experiences and they come together to design it in the Quantconnect ecosystem.”
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1:14 – Tell me how it got started. What was your background and what led you to create Quantconnect?
4:38 – Can you tell me more about your experience in Chile?
6:13 – How was the startup culture?
7:20 – What is Quantconnect and how are you guys different from the others like Quantopian and Numerai?
9:07 – Can you tell me more about the LEAN program?
12:40 – Can you tell me more about the alpha streams and are your competitors doing anything similar to that?
15:36 – What are alpha signals and can you give examples and strategies that have generated alpha?
17:26 – How do you benchmark those signals?
18:30 – Where do engineers find inspiration for their strategies?
23:47 – Can you tell me about the Jupyter notebook?
26:20 – Do you personally subscribe to a particular investment philosophy and how would you characterize it?
28:33 – Do you seek any inspiration from others investors?
29:11 – What is your objective with Quantconnect?
30:03 – What are your favorite books?
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Enjoy and thanks for the listen!
Article by Raul Jordan Panganiban