Paper Trading a Strategy on Quantopian - Python for Finance 12



In this tutorial, we return to an older, more basic, strategy from part 8 of this series in order to talk about live-trading strategies. In our case, we're paper-trading a strategy. Before we can paper trade a strategy, we must first run a back test against minute-data. As we do this, we have to learn a few things about Quantopian's systems, and implications about strategies, minute data, and paper trading. Paper trading is where we take a strategy, and "forward test" it against actual market events. We "trade" with fake money, but the market events are unique and real. Paper trading still doesn't succumb to trade delays and slippage, but will still help you root out things like overfitting to historical data. sample code: http://pythonprogramming.net http://hkinsley.com https://twitter.com/sentdex http://sentdex.com http://seaofbtc.com

Comments

  1. Your tutorials are great! Thank you!

    I am trying to trade according to daily sentiment signals. how can I make sure that I buy at the next open day and sell at the next open day?
  2. Curious how you would update for Quantopian2 (no more minute/ daily options, best practice is to get rid of handle_data() entirely unless explicitly neccessary)... so I guess my question, would be how would you rewrite this alg or the previous alg to disregard handle_data() and run a backtest that doesn't take a day to complete?

    seriously loving these vids. thank you.
  3. Love the videos, these are awesome. slightly off topic, but how do these strategies of long/short compare with what Wealthfront/Betterment do with their software algorithms? do they follow a similar pattern or are there other algorithms that are used in those robo-advisors?
  4. you are remarkable in your effort and quality; superb !
  5. can you program a fibonacci strategie?
  6. Love your videos, you're definitely a talented individual. I have a question, does the data Quantopian uses change from time to time? I am running the backtest for this video and I am getting slightly different results. Like a 0.6% return and a 1.50 sharpe ratio.
  7. Hi
    I like to get more info about minute by minute data.can you help me on this?
    Thanks
    Siamak
  8. hello Harrison, First of all a ton of thanks for these videos.

    A small additional request. Would u please make a small introduction video of how to use zipline on local .csv yahoo data?

    Greetings,
    SK


Additional Information:

Visibility: 5656

Duration: 11m 41s

Rating: 33