{"id":19553606,"url":"https://github.com/quantconnect/research","last_synced_at":"2025-04-12T21:36:31.137Z","repository":{"id":39614436,"uuid":"107166638","full_name":"QuantConnect/Research","owner":"QuantConnect","description":"Open sourced research notebooks by the QuantConnect team.","archived":false,"fork":false,"pushed_at":"2024-05-17T18:31:57.000Z","size":6105,"stargazers_count":579,"open_issues_count":9,"forks_count":178,"subscribers_count":33,"default_branch":"master","last_synced_at":"2025-04-04T01:09:52.706Z","etag":null,"topics":[],"latest_commit_sha":null,"homepage":"https://www.quantconnect.com","language":"Jupyter Notebook","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"apache-2.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/QuantConnect.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2017-10-16T18:23:52.000Z","updated_at":"2025-04-01T19:05:25.000Z","dependencies_parsed_at":"2024-05-17T19:51:41.534Z","dependency_job_id":null,"html_url":"https://github.com/QuantConnect/Research","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantConnect%2FResearch","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantConnect%2FResearch/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantConnect%2FResearch/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/QuantConnect%2FResearch/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/QuantConnect","download_url":"https://codeload.github.com/QuantConnect/Research/tar.gz/refs/heads/master","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":248637589,"owners_count":21137534,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":[],"created_at":"2024-11-11T04:24:00.309Z","updated_at":"2025-04-12T21:36:31.115Z","avatar_url":"https://github.com/QuantConnect.png","language":"Jupyter Notebook","readme":"![alt tag](https://cdn.quantconnect.com/research/i/research-banner.png)\n\nThis repository is a collection of research notebooks and tutorials using the QuantConnect LEAN platform. Research covers a range of topics from tutorial focused demonstrations to topical analysis of modern movements in the financial markets. \n\n### Topical Events\n\n - May 7, 2020 - [S\u0026P500 Hope vs Fear CV2019](https://github.com/QuantConnect/Research/blob/master/Topical/20200507_hopevfear_research.ipynb)\n - June 4, 2020 - [Airline Bailout \u0026 Buybacks Research](https://github.com/QuantConnect/Research/blob/master/Topical/20200601_airlinebuybacks_research.ipynb)\n\n### Idea Streams PodCast\n\n - May 28, 2020 Episode 5 - [Tail Risk Hedging](https://www.youtube.com/watch?v=dA7VaQvpCGg\u0026t=1s)\n - May 22, 2020 Episode 4 - [Nowcasting News Announcements of Vaccine Trials](https://www.youtube.com/watch?v=ZmatDMCvKTE\u0026t=686s)\n - May 10, 2020 Episode 3 - [Correlation Analysis Major CV19 Economies](https://www.youtube.com/watch?v=wflTPzl9YF4)\n - April 28, 2020 Episode 2 - [Unemployment Claims with SKLean](https://www.youtube.com/watch?v=VCf9e0S4rDg)\n - April 20th, 2020 Episode 1 - [Traunch Rebalancing](https://www.youtube.com/watch?v=q1VjM1nHPfE)\n \n### Research 2 Production Notebook Series\n\n - [Mean Reversion](https://github.com/QuantConnect/Research/blob/master/Research2Production/01%20Mean%20Reversion.ipynb)\n - [Random Forest Regression](https://github.com/QuantConnect/Research/blob/master/Research2Production/02%20Random%20Forest%20Regression.ipynb)\n - [Uncorrelated Assets](https://github.com/QuantConnect/Research/blob/master/Research2Production/03%20Uncorrelated%20Assets.ipynb)\n - [Kalman Filters and Pairs Trading](https://github.com/QuantConnect/Research/blob/master/Research2Production/04%20Kalman%20Filters%20and%20Pairs%20Trading.ipynb)\n - [Stationary Processes and Z-Scores](https://github.com/QuantConnect/Research/blob/master/Research2Production/05%20Stationary%20Processes%20and%20Z-Scores.ipynb)\n - [Principal Component Analysis](https://github.com/QuantConnect/Research/blob/master/Research2Production/06%20Principal%20Component%20Analysis.ipynb)\n - [Hidden Markov Models](https://github.com/QuantConnect/Research/blob/master/Research2Production/07%20Hidden%20Markov%20Models.ipynb)\n - [Long Short-Term Memory](https://github.com/QuantConnect/Research/blob/master/Research2Production/08%20Long%20Short-Term%20Memory.ipynb)\n\n### Analysis Examples  \n - [Fudamental Factor Analysis](https://github.com/QuantConnect/Research/blob/master/Analysis/01%20Fudamental%20Factor%20Analysis.ipynb): This research applies MorningStar fundamental data to demonstrate how to select the effective factors for long/short strategies. \n\n - [Kalman Filter Based Pairs Trading](https://github.com/QuantConnect/Research/blob/master/Analysis/02%20Kalman%20Filter%20Based%20Pairs%20Trading.ipynb): This research demonstrates the basic principle of pairs trading and introduces the concepts of cointegration and Kalman Filter for pairs trading.\n\n - [Mean-Variance Portfolio Optimization](https://github.com/QuantConnect/Research/blob/master/Analysis/03%20Mean-Variance%20Portfolio%20Optimization%20.ipynb): This research demonstrates the mean-variance approach to asset allocation in modern portfolio theory and shows how to find the efficient frontier.\n\n - [EMA Cross Strategy Based on VXX](https://github.com/QuantConnect/Research/blob/master/Analysis/04%20EMA%20Cross%20Strategy%20Based%20on%20VXX.ipynb): This research demonstrates how to build a simple EMA cross strategy with Python and how to get the performance statistics of the strategy.\n\n - [Pairs Trading Strategy Based on Cointegration](https://github.com/QuantConnect/Research/blob/master/Analysis/05%20Pairs%20Trading%20Strategy%20Based%20on%20Cointegration.ipynb): This research goes through the development process step-by-step of a pairs trading strategy and shows how to backtest the strategy.\n","funding_links":[],"categories":[],"sub_categories":[],"project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantconnect%2Fresearch","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fquantconnect%2Fresearch","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fquantconnect%2Fresearch/lists"}