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The main problem with Quantopian is that the data missing especially for delisted stocks, here are some examples you can test yourself: AA, CWH, NIHD, PANL, HTZ
by SirLJ 9y ago
The main problem with Quantopian is that the data missing especially for delisted stocks, here are some examples you can test yourself: AA, CWH, NIHD, PANL, HTZ, DSL - I have a whole list I found very fast, just imagine what other mistakes could be there... And the other problem is that they are my competitor, so I would never give them my trading strategy or ideas I am testing at the moment...
- TACIXAT 9y agoThe trading strategy stuff has been brought up before. They say when evaluating algorithms they only look at the alpha, beta, etc. and not the algorithm itself. While the system can see what you're running, I think they work pretty hard to let your code be yours. I'm definitely not very advanced in algorithmic trading, so I see how there could be some data issues that I wouldn't come across.
- dsacco 9y agoThis is false. Quantopian sources their historical and real time data from Nanex, and the data is explicitly free of survivorship bias (i.e. they maintain data for delisted equities). I don't know what you verified, but it directly contradicts my own experience and the FAQ: https://www.quantopian.com/faq#data-sources https://www.quantopian.com/faq#data-sources To your second point, as another commenter said Quantopian doesn't see your algorithm unless you give them permission, as outlined in the terms of service (which are very readable, by the way). NB: I am not unaffiliated with Quantopian and don't use the platform for my own trading, but I have tried it out before.
- SirLJ 9y agoPlease go back and check and you'll se the data is missing for the symbols stated above, and I am sur for many more based on my limited test... everyone can see I am right by trying to request the data, nothing false about that...
- dsacco 9y ago> everyone can see I am right by trying to request the data, nothing false about that... Oh, they can? Well that's funny, because I just went onto Quantopian and checked for myself. http://imgur.com/a/VwMUJ http://imgur.com/a/VwMUJ http://imgur.com/a/VV68C http://imgur.com/a/VV68C Gee, would you look at that...they are there. This took me all of five minutes. Do you have anything else I can easily disprove while I'm at it?
- SirLJ 9y agoThe problem is the data is missing for specific dates... I just can imagine what else is missing or it is wrong...
- evanpw 9y agoWhat dates do you see missing data for?
- dsacco 9y agoThis is really trying my patience. You made a clearly incorrect claim without mentioning specific dates and challenged me to disprove it. When I did disprove the claim, you shifted the goalposts with this backpedaling remark about how only specific dates are missing. You continue to make these claims and put the burden of proof on everyone else because you can't be bothered to defend them when you're challenged. I'm not searching for a needle in a haystack for you. Make a falsifiable claim, and make the entire claim, with the specific dates you're talking about, or stop this astroturfing against Quantopian and QuantConnect that you're doing.
- SirLJ 9y agoMy goal is to show people how start to think for themselves and hopefully create lifestyle business around trading or invest for themselves instead of using "buy and hope strategy" and how to do it without losing a single penny while learning and to show them the barrier for entry is pretty low... But you are right, why bother when every time I gave an idea, the day traders with the thousands of dollars data feeds are all over my posts... no good deed goes unpunished here at HN I guess :-(