fawce

11 ms·

91.
by fawce 14y ago
We are building just that at https://www.quantopian.com . It runs on zipline, and we're hooking it up to brokers.
92.
by fawce 14y ago
If you are up for porting Bateman to python, over at https://www.quantopian.com we let you backtest with high quality intraday data for free. You can also reference our opensource backtesting engine, http://zipline.io , to see how we han
93.
Using Perceptrons in a Trading Algo(quantopian.com)
2 points by fawce 14y ago|0 comments
94.
Five Million Dollar Investing Ideas: Quant Backtester(mebanefaber.com)
2 points by fawce 14y ago|0 comments
95.
Quant In Residence(advancedtrading.com)
2 points by fawce 14y ago|0 comments
96.
The Age of the Main Street Quant Is Upon Us(wallstreetoasis.com)
2 points by fawce 14y ago|0 comments
97.
Quantopian Looks to Break Wall Street's Lock on Algorithmic Trading(advancedtrading.com)
3 points by fawce 14y ago|0 comments
98.
Encouraging Women To Be Quants and Programmers: Jessica McKellar(blog.quantopian.com)
2 points by fawce 14y ago|0 comments
99.
by fawce 14y ago
Great of you to take the time to watch and report back, thanks!
100.
An Intro to Algorithmic Trading Models by Prof. Ahmad Namini(blog.quantopian.com)
7 points by fawce 14y ago|2 comments
101.
Welles Wilder's Average Directional Index trading algo in Python(quantopian.com)
1 points by fawce 14y ago|0 comments
102.
Python for Inverse volatility weighting for traditional stock/bond portfolios(quantopian.com)
1 points by fawce 14y ago|0 comments
103.
by fawce 14y ago
Very cool to hear from you, and to learn that Bloomberg is open minded about new models. I'd love to learn more - my email is on my profile if you want to drop me a line.
104.
Inferring latent stock price states using a Gaussian Hidden Markov Model(quantopian.com)
4 points by fawce 14y ago|0 comments
105.
by fawce 14y ago
The unrealistic aspect of that backtest is the total leverage - the algorithm ends up borrowing something like $700k on an initial balance of $10k. Why not prevent this borrowing in the backtest? Quantopian's philosophy is to report the res
106.
by fawce 14y ago
The data is more expensive, but the other challenge is the complexity and volume of the data. Our thought is to build an end-to-end system on equity and then add other instrument types.
107.
by fawce 14y ago
Checkout http://www.interactivebrokers.com/en/main.php and http://www.lightspeed.com/
108.
Show HN: Zipline - algorithmic trading in open source Python(github.com)
157 points by fawce 14y ago|30 comments
109.
Smart Enough to Beat the Market? This Startup Will Help You Find Out(bostinno.com)
5 points by fawce 14y ago|0 comments
110.
by fawce 14y ago
Python is gathering momentum now that pandas has brought a proper dataframe object to the language. Python is multi-paradigm, so you can write functional code when you need, objects when you want them, or scripts if it is convenient. Most p
111.
Simple Mean Reversion Trading Strategy in Python(quantopian.com)
9 points by fawce 14y ago|0 comments
112.
by fawce 14y ago
I would, but unfortunately the edit link is gone. I've never actually done an edit before, is there a time limit or something?
113.
by fawce 14y ago
noted, thanks.
114.
by fawce 14y ago
I love this quote: "Going to a 4 year school is supposed to be the foundation from which you create a future, not the transaction that crushes everything you had hoped to do because you have more debt than you could possibly pay off in 10 y
115.
by fawce 14y ago
We don't use GETCO's infrastructure at all. They help us with expertise in the field and advice on how to build software for traders.
116.
by fawce 14y ago
Our backtester is event driven. During any closure, there are no events, so we simply "fast forward" through the closure and send your algorithm the next available event. We provide a facility for working with trailing windows as pandas dat
117.
by fawce 14y ago
We aren't routing at all yet, and we're actively researching alternatives.
118.
by fawce 14y ago
Algorithmic trading is a force in the world; whether it is good or not depends on the people wielding it. I think the danger isn't the technology itself, but the small number of people who understand, develop, and control it. I believe havi
119.
by fawce 14y ago
Trust is essential ( http://blog.quantopian.com/on-trust/ ). We see trust as something we earn over time with transparency and openness. We even open sourced our core intellectual property, the backtester itself: https://github.com/quantop
120.
Quantopian Brings Algorithmic Trading To The Masses(forbes.com)
95 points by fawce 14y ago|60 comments

More ›