In this article Dima explains how he worked with numpy, pandas, xarray, cython and numba to optimally implement operations on large numeric arrays on the Quantiacs platform. Python is very popular among data scientists and it is widely used for processing data. As it is an interpreted language, it is…

Ahmed Guecioueur is a PhD candidate at INSEAD, a leading graduate business school. He used the Quantiacs platform for his research and we met him for an interview. Hello Ahmed, can you tell us something about yourself and your study? Hello, I am an academic researcher interested in the behavior…

Ivan joined Quantiacs in 2021 and won the Q15 futures contest. His system has got an allocation of 1M USD. Here you can read more about Ivan and his thoughts on Quantiacs. Hi Ivan, can you tell us more about yourself and your background? Hi, my name is Ivan and…

In this article we describe how to install the most recent version of the Python Quantiacs Toolbox on your machine and how to setup your own environment for local algorithm development. The Quantiacs Toolbox is an open-source engine for developing and testing trading algorithms written in Python. The Toolbox can…

At Quantiacs we are running a contest for quantitative trading algorithms focused on cryptocurrencies and we provide data and tools for avoiding survivorship bias. In this article we describe the main features of the contest. Survivorship bias is an example of sample selection bias which takes place when a dataset…

Emiliano joined Quantiacs in late 2020 and sent to Quantiacs many suggestions which proved very useful for developing our platform. We had a short chat and we are sharing his thoughts. Hi Emiliano, can you tell us something about yourself and your background? I have always had a strong passion…

Quantiacs provides users with macroeconomic data from the U.S. Bureau of Labor Statistics. These data can be used on the cloud or downloaded locally for further analysis. In this article, we show how to use macroeconomic data for developing a trading algorithm. Bureau of Labor Statistics Data The U.S. Bureau of Labor Statistics is the…

In this article we describe the implementation of a new tool we released for the Quantiacs Python toolbox: a fast optimizer for testing the robustness of a trading system. As Donald Knuth pointed out, “Premature optimization is the root of all evil.” …

The new Quantiacs platform allows quants to download financial data for free. Predictions for markets can be performed offline, downloading locally the Quantiacs backtester, or online, using our cloud for free. In this article, we describe a supervised learning example based on Ridge regression. When we built Quantiacs we focused…