Derek Melchin
Senior Quant Developer at QuantConnect
Lethbridge, Alberta, Canada
Summary
👤
Senior🎓
Top SchoolDerek Melchin is a Senior Quant Developer with eight years of hands-on experience building and documenting algorithmic trading systems, currently leading quant work at QuantConnect from Lethbridge, Canada. He has deep practical expertise in LEAN—the popular open-source algorithmic trading engine—where he contributed cross-language scheduling features, indicator fixes, and educational examples. Derek blends quantitative research, production back-end development, and technical writing, having led a documentation overhaul and authored clear Jupyter tutorials that make complex strategies accessible. A competitive algo-trading practitioner, he competed in RITC 2020-1 and maintains a public portfolio of quant content at derekmelchin.com. His background spans startups, community leadership, and even running a small business, reflecting a pragmatic, product-focused approach to building robust trading infrastructure.
8 years of coding experience
10 years of employment as a software developer
Chinook High SchoolComputer Science & Finance, Computer Science & Finance at The University of LethbridgeSelf Employment Program, Self Employment Program at Execuserv Plus Inc
Stackoverflow
1reputation
0reached
0answers
0questions
Github Skills (16)
algorithm10
quantitative-trading10
user-manual10
pandas10
finance10
statistical-models10
trading-algorithms10
basics10
learn-ruby-on-rails10
csharp10
python10
algorithmic-trading10
trading10
modeling10
documentation10
Programming languages (6)
Github contributions (5)
QuantConnect/Tutorials
May 2020 - Mar 2021
Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.
Role in this project:
Technical Writer
Technical WriterContributions:2 reviews, 34 commits, 24 PRs in 9 months
Contributions summary:Derek's contributions primarily involve writing and formatting tutorials, writeups, and documentation related to financial strategies within the QuantConnect platform. They added introductory information, explained methods, presented algorithm implementations, and provided relative performance metrics. The user's work focuses on explaining complex quantitative trading strategies in a clear, educational format.
pythonquantconnectjupyter-notebooknotebookjupyter
QuantConnect/Lean
May 2020 - Nov 2022
Lean Algorithmic Trading Engine by QuantConnect (Python, C#)
Role in this project:Back-end Developer
Back-end DeveloperContributions:3 reviews, 19 commits, 38 PRs in 2 years 7 months
Contributions summary:Derek contributed primarily to the development of the Lean algorithmic trading engine. Their contributions included adding a Talib indicators example algorithm in Python, modifying the project files to include the new algorithm, and removing an unused futures data property. Further work involved adding a schedule queuing algorithm with both C# and Python implementations, demonstrating a cross-language development approach. The user also addressed issues in the MACD indicator and made several code changes and updates.
algorithmic-trading-enginepythonpinescriptbacktesting-trading-strategiesc-sharp
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