Friday, April 5, 2013

quantopian and zipline

quantopian allows you to write algorithmic trading (black box trading algorithms) in python and then backtest them easily with their data. really cool. i need to try this out.

i think i heard them say they have 1 min data for 10 years for all equities. once they have their features in place, they will add futures and then options.

zipline is their backtest system, which they have opensourced. eventually they will support real trading with their algo system.

https://www.quantopian.com/

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