fawce

10 ms·

61.
Python Displacing R For Data Science(readwrite.com)
2 points by fawce 13y ago|0 comments
62.
Bitcoin Market Map(thegongshow.tumblr.com)
1 points by fawce 13y ago|0 comments
63.
The US needs to retire daylight savings and use only two timezones(qz.com)
6 points by fawce 13y ago|0 comments
64.
SEC Weighs Overhaul of Exchanges' Self-Regulatory System(online.wsj.com)
1 points by fawce 13y ago|0 comments
65.
SkyTruth, the environment and the satellite revolution(washingtonpost.com)
2 points by fawce 13y ago|1 comments
66.
Hacking Your Education: The Next Generation of Students(wired.com)
2 points by fawce 13y ago|0 comments
67.
Replicating Financial Research(sellthenews.tumblr.com)
1 points by fawce 13y ago|0 comments
68.
Defining My Dyslexia(nytimes.com)
1 points by fawce 13y ago|0 comments
69.
Quantopian debuts live data trading for consumer quants(pandodaily.com)
6 points by fawce 13y ago|0 comments
70.
Backtesting Bitcoin bots with zipline using bitcoincharts(nbviewer.ipython.org)
1 points by fawce 13y ago|0 comments
71.
Man vs. Machine: The Great Stock Showdown(online.wsj.com)
4 points by fawce 13y ago|0 comments
72.
Review of zipline for HFT(scarcecapital.com)
1 points by fawce 13y ago|0 comments
73.
by fawce 13y ago
zygomega, I'm one of the zipline maintainers and we'd love to collaborate with you. There are a few people doing HFT research with zipline, and there's a lot of work to do. At quantopian (my day job), we focus on longer hold periods, so the
74.
Investment Portfolio Optimization with Python(quantopian.com)
2 points by fawce 13y ago|0 comments
75.
"Winter is coming"(arxiv.org)
3 points by fawce 14y ago|0 comments
76.
by fawce 14y ago
It would be cool to do that with this signal, if the algo was buying/selling on another signal. Maybe use the short interest signal as a gate on momentum investing for example.
77.
Choosing a Programming Language(the-world-is.com)
30 points by fawce 14y ago|52 comments
78.
by fawce 14y ago
You're speaking truth. We (quantopian) deal with all of those headaches, and test the algos with fully adjusted data. Splits, symbol changes, mergers, divestitures, dead companies, dividends - they're all covered.
79.
by fawce 14y ago
what do you mean by trader input?
80.
by fawce 14y ago
If you click on the code and search for commissions, you'll see how those costs are taken into account. The big missing thing is the market for borrowing the stock to do the short side of the trade. No money has traded on my version no. But
81.
by fawce 14y ago
what's an example of an external factor? maybe I can find it on quandl and backtest it.
82.
Show HN: How I built a trading signal by scraping Nasdaq for short interest(quantopian.com)
89 points by fawce 14y ago|51 comments
83.
by fawce 14y ago
I don't know enough about Galaxy to say that we want to be the Galaxy of finance, but I can tell you where we want to go. There are several key steps in the process of creating quant investment strategies: research, development/testing, bac
84.
by fawce 14y ago
here you are: https://www.quantopian.com/help#overview-fetcher
85.
by fawce 14y ago
Here's an example of fetcher in action: https://www.quantopian.com/posts/new-feature-fetcher
86.
by fawce 14y ago
You can clone and run the algo yourself over any time period since 2002.
87.
by fawce 14y ago
Investing is one way people plan for the future. Helping people plan for the future is a good thing. Algorithmic trading has mostly focused on (ultra) short timescales, without much regard for future planning. I think the world would benefi
88.
by fawce 14y ago
Thanks for taking a look, and for the feedback. Zipline does model transaction costs, both commissions and price impact of your own trading (slippage). The commissions and slippage models are pluggable, so you can use what is there or roll
89.
by fawce 14y ago
Don't forget mergers. I spoke about this problem recently at Matt Turck's Big Data Meetup ( http://vimeo.com/60598560 ). Quantopian provides zipline powered backtesting over fully adjusted intra-day data (minute bars) for free.
90.
by fawce 14y ago
How do commissions work? per trade? Does the api provide any data, or just execution?

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