Derek Melchin outside wearing a hat

Derek Melchin

Quantitative Developer at QuantConnect
Algorithmic trader at Rotman International Trading Competition 2020-21
Open-source contributor to the LEAN Algorithmic Trading Engine

Derek Melchin outside wearing a hat

Derek Melchin

Quantitative Developer at QuantConnect
Algorithmic trader at Rotman International Trading Competition 2020-21
Open-source contributor to the LEAN Algorithmic Trading Engine

Latest Posts

Consumer Price Index rate over the last year with classification of increasing and decreasing zones

CPI Trading Strategy Out-of-Sample Testing

Bitcoin Trend Scanning ML Trading Strategy

Chart of XOM stock price and Donchian Channel indicator values

Donchian Channel Breakout Strategy

Strategy Demos: Options, ML, & WallStreetBets

Bar chart of portfolio weights over time

Alpha Streams Portfolio Optimization

Sign with words here there everywhere

Value and Momentum Everywhere

Two overlapping distributions

Gaussian Naive Bayes Model

Glowing pink orb

Gradient Boosting Model

News papers

Using News Sentiment to Predict Price Direction of Drug Manufacturers

Depiction of when to enter and exit an arbitrage trade

Intraday Arbitrage Between Index ETFs

Chart of Ichimoku Cloud indicator with trade entry and exit points

Ichimoku Clouds in the Energy Sector

Bar chart of the average volume and volatility of an ETF throughout a trading day

Intraday ETF Momentum

Red and green candlestick chart with black background

Momentum in Mutual Fund Returns

Algorithmic trading strategy equity curve

InternFund: First Live Trading Algorithm

Residual Momentum research paper with glasses on top

Residual Momentum