Algorithmic Trading with Python and Quantopian p. 1



In this tutorial, we're going to begin talking about strategy back-testing. The field of back testing, and the requirements to do it right are pretty massive. Basically, what's required for us is to create a system that will take historical pricing data and simulate trading in that environment, and then gives us the results. https://pythonprogramming.net https://twitter.com/sentdex https://www.facebook.com/pythonprogramming.net/ https://plus.google.com/+sentdex

Comments

  1. Sorry for the stupid question, but what does the .head actually do? Iv been trying to find it but cant.

    Thanks for a wonderful series.
  2. Thanks man!
  3. Is this with python 3?
  4. Thanks for this series! Really appreciate it! :)
  5. Does anyone know if I can program my own style of trading through Python and then use that as an API in a trading program?
  6. your example shows how to def and grab history on a single stock. However if I wanted to def and work with multiple stocks how do i go about that? Do i make a list of? and if so how to i go about the next step of hist =?:
    def initialize(context):

    context.gdx = sid(25426)
    context.nugt = sid(40553)
    context.dust = sid(40554)

    context.gdxj = sid(38926)
    context.jnug = sid(45570)
    context.jdst = sid(45571)
  7. Hi your videos are great but can't you provide a link to the source code through ipython notebooks so that we could spend more time understanding rather than doing both simultaneously. Thanks!
  8. Hi Sentdex and everyone,

    Is this series useful when investing non-US equities with zipline? I am wondering should I kick start to learn it, many thanks.
  9. awesome!
  10. You see that 1 dislike? That is me. No one uses Python. Can you use SQL Java and C+ instead? Thanks
  11. Awesome video, thank you for making.
  12. I think SID stands for Security ID.
  13. A regular Don Quixote. It brings a tear to my eye, you are me 15 years ago, just with more modern technology. As you know, these may appear to be mere windmills, but do not be deceived, they are dragons, now stand aside while I enter into fierce and unequal battle with them. You sir, are the spirit that I was 15 years ago.
  14. Dude, your videos are so helpful, thank you, definitely subscribed.
  15. Hey nice series, i'm studying CS and want to know more about finances and trading, got any books or other resources i can learn about? Thanks in advance.
  16. Thanks for your work, you tutorials is briliant!
  17. Can you please cover how to use quantopian to pull data from quandl for european markets/ indian markets..
  18. Thank you Thank you Thank you!!!
  19. it is indeed very interesting. i am interestind in binary options would you think it can work with it? so this platform is used for testing past data? or can it work with live data and send you alirt maby? like mt4


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Visibility: 11320

Duration: 15m 45s

Rating: 152