New Friday research drop from the QuantConnect team!🎉🧪🔬 This week, we explored the MAX Effect: how a simple empirical observation can be translated into a practical, systematic strategy. Check it out: lnkd.in/eQwPxQuW Building on earlier work, this QuantConnect study explores using VIX-based leverage scaling to adjust market exposure across volatility regimes. The research shows that stocks with extreme positive daily returns can behave differently in subsequent periods, creating a measurable anomaly in expected returns. We extend that intuition into a dynamic portfolio approach: instead of treating leverage as fixed, exposure adapts to changing market stress. The result is a clean example of how volatility signals can support risk management and portfolio construction. This strategy was also almost entirely implemented by our new agentic Research Pipeline. We fed the research paper into the AI, which expanded the idea, backtested it, tested parameter sensitivity, and helped draft the first version of the research post ✨

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…

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…

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

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…

Classical ML Deep Learning CNNs Amazon Chronos Foundation Models @QuantConnect = Can AI actually generate alpha? 📈🤖 Huge thanks to the 50 of you who packed the room at the PyHou Meetup! Your energy was unreal. 🙏 As promised, I’ve refined the entire presentation into a massive open-source masterclass. Here is the complete teardown 👇 (1/4)

Predicting bubbles with the LPPLS; new research out from the talented team at @UCSanDiego Triton Quantitative Trading club. quantconnect.com/research/20…

🚀 Thrilled to see @QuantInsti feature my book "Hands-On AI Trading" on their blog! 📚 20 deployable AI strategies spanning ML, deep learning, NLP & RL – all built on @QuantConnect's platform 💻 Strategy-first, not model-first ✅ Real constraints, not toy examples ✅ 📖 Book: amzn.to/4fI0hkU 💻 Code: github.com/QuantConnect/Hand… 📝 Blog: blog.quantinsti.com/ai-quant… #QuantTrading #AITrading #Python #AWS 🤖📈

Cursor CLI @QuantConnect MCP Claude 4.5 Opus Google Gemini Search 2024 Mac Mini .cursorrules configuration = What a time to be alive. ⚡️ I configured Cursor's AI assistant to fact-check my trading strategies against official docs—automatically. Here's the workflow 👇 (1/2)

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…

Built for quants. Powered by dYdX. dYdX has integrated with @QuantConnect to bring seamless research-to-execution workflows to onchain perps. Find out more 👇 dydx.xyz/blog/dydx-x-quantco…

vBase now lets you time stamp your portfolio state to block chain for an auditable track record of your strategy.

More than 100,000 aspiring quants served with QuantConnect Equities Boot Camp 🎉 Interested in starting your quant journey? Check it out here qnt.co/boot-camp-101-us-equi…

It's not Bitcoin or Gamestop. It's @QuantConnect

Live on @QuantConnect for the last month, running three variations of a pretty simple HTF swing/mean reversion strategy. Started with $30k in each of them. Med vol strat - 23% over 37 days, 4.01 Sharpe High vol strat - 23.5% over 30 days, 2.99 Sharpe (shows lower return as return resets when you restart the algo) Low vol liquidation strat - 20.6% over 30 days, unsure on Sharpe Capacity is $2-5m, so lots of room to grow. Exciting to be live and profitable! Lessons: Algo trading suits my life (45 with wife and 3 kids and coaching kid's sports teams) much better than discretionary. Because I've modeled and expect drawdowns, I welcome it rather than stressing about it, as I know that I can't make profit with risk. I get a lot of confidence from backtests, but until you go live you never really know if it's going to work. I optimise for the quarterly liquidation wicks on things like Trump tariffs, FTX, etc, as the only thing that really matters for crypto is how correlated they are during times of high stress! Overall - love algo trading, and find majors waaaay easier than the Solana memecoin system I have, as I don't need to be on the watch for a continuous stream of rugs.

We’ve engineered a dataset with 98.2% correlation to the popular Fear & Greed Index — and we’re making it free on @QuantConnect 🎉💸 Restricting entries to fearful sentiment periods improved the profitability of trades in our studies. 🔗 qnt.co/fear-and-greed-index