Quant Network
Connect With the Quant Collective
Join a global community of modern quantitative developers, algorithmic engineers, and rigorous systematic traders sharing strategies and code.
Discord Server
Join 15,000+ active quantitative developers, retail algorithmic traders, and data scientists. Discuss strategy parameters, ML signals, and coding configurations in real-time.
Open Source Libraries
We maintain and contribute to multiple open-source quantitative backtesting repositories in Rust and Python. Review our mathematical frameworks, submit PRs, or fork repositories.
Developer Forums
A structural forum dedicated to deeper discussions regarding systemic Sharpe optimization, portfolio asset correlations, machine learning hyperparameters, and backtesting regression bugs.
Developer Gatherings
Global Hackathons & Seminars
We sponsor quarterly virtual quant hackathons where developers assemble to build predictive indicators, optimization models, or custom broker connectors using the RAUTREX system.
Community Spotlight
Low-latency asynchronous rust bindings for market sockets.
Automated hyperparameter tuner for the LSTM directional core.
Interactive Brokers portfolio read-only connector bridge.