The future of quant finance will be radically open-source; why should millions of engineers re-invent the same brokerage and data integrations over and over again?
These connectors should be done once and open-sourced. Like device drivers for your mouse or keyboard, you should simply plugin a brokerage/dataset, which will work to a standard interface.
Yet funds and vendors keep these locked up because they're a "competitive advantage" to prevent other funds/vendors from starting.
We're breaking that cycle.
QuantConnect has just open-sourced 15 brokerage integrations. It represents roughly seven years of work from a dozen engineers. The Interactive Brokers connector has executed $20B in notional volume across 200,000 live strategy deployments.
Our mission is to create a Linux for quantitative finance. You will never need to write another brokerage connection or data set integration because they'll all be open-source and free.
Let's make quant finance more transparent and accessible.
I recently came across this newer platform Blankly with similar goals, it has great docs and easy to get started
