Quantopian

Quantopian is an investment firm that offers a research platform to crowd-source trading algorithms. Upon free registration, it enables members to research trading ideas using a broad variety of data sources. It also offers an environment to backtest the algorithm against historical data, as well forward-test it out-of-sample with live data. It awards investment allocations for top-performing algorithms whose authors are entitled to a 10% (at time of writing) profit share.

The Quantopian research platform consists of a Jupyter Notebook environment for research and development for alpha factor research and performance analysis. There is also an Interactive Development Environment (IDE) for coding algorithmic strategies and backtesting the result using historical data since 2002 with minute-bar frequency.

Users can also simulate algorithms with live data, which is known as paper trading. Quantopian provides various market datasets, including US equity and futures price and volume data at a one-minute frequency, as well as US equity corporate fundamentals, and integrates numerous alternative datasets.

We will dive into the Quantopian platform in much more detail in Chapter 4, Alpha Factor Research and rely on its functionality throughout the book, so feel free to open an account right away (see GitHub repo for more details).

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