| Support Tickets Issue - Resolved |
no responses |
30/10/2020 |
| Looking for a new place for your alpha research? www.cloudquant.com |
no responses |
30/10/2020 |
| When will the "Live Portfolios" go live? |
1 response |
29/10/2020 |
| Quantopian’s Community Services are Closing |
174 responses |
29/10/2020 |
| Live/Paper Trade the In_Out Stragegy |
32 responses |
29/10/2020 |
| Logistic Regression |
no responses |
28/10/2020 |
| Pairs Trading Eg |
no responses |
28/10/2020 |
| Errors loading the following modules |
1 response |
27/10/2020 |
| using data.history for momentum algo - error when determining price change for n days |
4 responses |
27/10/2020 |
| Help understanding why pipeline index does not match pipeline output? |
1 response |
27/10/2020 |
| Share notebook in blog |
no responses |
26/10/2020 |
| Error while ingesting csv data |
no responses |
25/10/2020 |
| Export of results to Excel |
no responses |
25/10/2020 |
| Backtest with AGG Optimization |
no responses |
24/10/2020 |
| Options Flow/Activity |
no responses |
24/10/2020 |
| How often is the pricing data refreshed? |
no responses |
20/10/2020 |
| New Backtest |
no responses |
20/10/2020 |
| Fundamentals.dps_exdate.latest returning wrong timestamped data? |
no responses |
19/10/2020 |
| Disruptive Order in Capital Markets _ Seeking help to commercialize and optimize order algorithms |
no responses |
19/10/2020 |
| Looking for simple code to return daily percent change using similar code below - is there an easy function similar to get_pricing()? |
2 responses |
19/10/2020 |
| where is the best practice to handle order |
1 response |
19/10/2020 |
| How To Find Sector Group Averages? |
no responses |
18/10/2020 |
| Question about Quantopian Risk Model (Size factor) |
no responses |
18/10/2020 |
| Rate of Change Mean Reverision |
no responses |
17/10/2020 |
| im the greatest |
3 responses |
16/10/2020 |
| Can't use pd.compare |
2 responses |
16/10/2020 |
| Change universe to all stocks on the NYSE and NASDAQ |
3 responses |
16/10/2020 |
| Unable to ingest bundle |
3 responses |
15/10/2020 |
| Runtime error |
2 responses |
15/10/2020 |
| one hour of algo activity |
1 response |
15/10/2020 |
| Inputs are all NaN |
1 response |
14/10/2020 |
| Using Q3000 Universe Outside of Quantopian |
no responses |
14/10/2020 |
| 1-buy and hold strategy against a benchmark |
no responses |
13/10/2020 |
| Stocks with Earnings X Days Ago |
no responses |
12/10/2020 |
| CMLS stock abnormal price |
no responses |
12/10/2020 |
| Backtest |
no responses |
12/10/2020 |
| order_target_percent function |
no responses |
12/10/2020 |
| what to do next after identifying which quantile data has more return? |
no responses |
12/10/2020 |
| Questions about pipeline screen-pipeline actual data remains same after screening |
no responses |
12/10/2020 |
| Best Stocks in Good Time |
no responses |
12/10/2020 |
| simple Short-Term Reversal strategy implementation |
1 response |
11/10/2020 |
| Trade in the past in Demo mode ? |
no responses |
11/10/2020 |
| Managing multiple trades from the same asset |
no responses |
11/10/2020 |
| Futures pricing |
no responses |
10/10/2020 |
| Cannot remove positions filled before missing days |
1 response |
10/10/2020 |
| Q) I would like to see the distribution that appears when stocks are lined up according to a specific factor |
3 responses |
09/10/2020 |
| Problem with Short position in IDE |
2 responses |
08/10/2020 |
| Playing a Long-Term Game |
2 responses |
07/10/2020 |
| why all my SMA score is NaN |
2 responses |
07/10/2020 |
| Getting the index of the very next bar of trading data ? |
no responses |
06/10/2020 |
| Indian Equity |
4 responses |
06/10/2020 |
| Using Quantopian Code to Live Trade |
no responses |
06/10/2020 |
| Noob- Moving averages |
2 responses |
05/10/2020 |
| Rebalance part of portfolio every day? |
no responses |
05/10/2020 |
| ROE and Leverage problem |
no responses |
05/10/2020 |
| New Strategy — “In & Out” |
114 responses |
04/10/2020 |
| How to measure the slope for OBV(on balance volume)?/help-with-talib-linear-regression |
no responses |
02/10/2020 |
| How to get the close price of the day before yesterday? |
4 responses |
02/10/2020 |
| Uploading and using partial custom data |
1 response |
02/10/2020 |
| Param tuning in alphalense |
no responses |
02/10/2020 |
| Help: Golden Cross Statistical Analysis on AAPL |
no responses |
02/10/2020 |
| Pair Trading - Negative Beta |
no responses |
02/10/2020 |
| Volume Weighted Moving Average with Fundamental Factors |
no responses |
01/10/2020 |
| Daily data delay |
3 responses |
01/10/2020 |
| momentum port from us stocks |
no responses |
30/09/2020 |
| Futures data problems |
no responses |
29/09/2020 |
| Portfolio Tracking/ Post-Modern Portfolio Theory |
no responses |
28/09/2020 |
| Test Backtest |
no responses |
28/09/2020 |
| CustomFilter Error: Help Please |
4 responses |
28/09/2020 |
| All Climate with QQQs |
no responses |
27/09/2020 |
| Slicing result between two dates |
2 responses |
27/09/2020 |
| Runtime exception: NameError: name 'context' is not defined |
2 responses |
26/09/2020 |
| A little bug in Tutorial 2 |
no responses |
26/09/2020 |
| How to get the closing prices 2 days ago for entire stock universe and for 1 particular stock |
no responses |
25/09/2020 |
| COVID-19 data resources |
11 responses |
25/09/2020 |
| Using if clause with factor arithmetic |
3 responses |
25/09/2020 |
| EquityPricing Closing Price Difference |
2 responses |
24/09/2020 |
| First time user question...is it possible to use through my own machine instead of a browser? |
2 responses |
23/09/2020 |
| mkt_val |
2 responses |
23/09/2020 |
| Test D, 7-securities |
no responses |
22/09/2020 |
| Test C, 10-securities |
no responses |
22/09/2020 |
| Test A |
no responses |
22/09/2020 |
| How long did it take any beginners out there to learn the documentation and create your own trading algorithm? |
5 responses |
22/09/2020 |
| Q) Organizing a universe by excluding certain company |
no responses |
22/09/2020 |
| Ranking did not work on my custom factor |
2 responses |
22/09/2020 |
| My Algorithm is performing very well this year. Is it a fluke? |
4 responses |
22/09/2020 |
| Morningstar Growth Score Data |
no responses |
22/09/2020 |
| Portfolio Percent Change |
no responses |
22/09/2020 |
| how to get historical data on customized data |
no responses |
21/09/2020 |
| Help Needed In Calculating Lower Partial Moments |
1 response |
21/09/2020 |
| Long-Short Portfolio |
19 responses |
21/09/2020 |
| Econometrics undergraduate. How should I prepare my way through this career? |
no responses |
19/09/2020 |
| How to prepare data for calibration |
no responses |
19/09/2020 |
| create_full_tear_sheet showing only 1day cumulative return |
1 response |
19/09/2020 |
| [HELP] How to run this code against a selected range of equities? |
1 response |
18/09/2020 |
| CAN SLIM again |
9 responses |
18/09/2020 |
| Sharing this quant interview book |
no responses |
17/09/2020 |
| What are the differences among Factset Fundamentals for market cap --- "mkt_val", "mkt_val_cf", "mkt_val_public" and "mkt_val_secs." |
1 response |
17/09/2020 |
| steps for learning algotrading |
no responses |
17/09/2020 |
| How to make weekly moving average in pipeline |
no responses |
17/09/2020 |
| list of stock price in new dataframe |
2 responses |
17/09/2020 |
| Finding the best alpha indicator |
1 response |
16/09/2020 |
| Confusion about Debt / Eq |
no responses |
15/09/2020 |
| Is there a way to get index (benchmark ) of non US markets eg NIFTY for Indian stocks using pipeline ? |
no responses |
15/09/2020 |
| I'm new, can somebody help? |
no responses |
15/09/2020 |
| I need a simple explanation of set_slippage function |
no responses |
15/09/2020 |
| What is everyone's favorite machine learning algo? |
no responses |
14/09/2020 |
| Help me in performing calculations on a pandas dataframe |
3 responses |
14/09/2020 |
| TradeSlam |
no responses |
12/09/2020 |
| Help me in merging two dataframes |
3 responses |
11/09/2020 |
| Mean Reversion algorithm |
no responses |
11/09/2020 |
| Example of creating an AssetFinder instance to run Pipeline using custom local data ? |
no responses |
11/09/2020 |
| im facing ValueError: Can't specialize Fundamentals to new domain EquityCalendarDomain('IN', 'XBOM'). |
1 response |
10/09/2020 |
| Crypto Currency Fact SoTA |
no responses |
10/09/2020 |
| Would like to backtest on MorningStar's Fair Value Estimate |
no responses |
10/09/2020 |
| 'Global Equity Pricing and Fundamental Data' by Jamie McCorriston |
1 response |
09/09/2020 |
| 3 lower lows |
1 response |
09/09/2020 |
| Help me in creating quintiles from a Dataframe column |
6 responses |
09/09/2020 |
| Retrieving market open and close times |
2 responses |
08/09/2020 |
| How does one point out mistakes in lectures? (Specifically https://www.quantopian.com/lectures/introduction-to-pairs-trading) |
1 response |
08/09/2020 |
| Quantopian/Zipline Default values and feeds question |
no responses |
08/09/2020 |
| Will zipline 1.3.0 work with more recent versions of its dependencies ? |
no responses |
08/09/2020 |
| I have about 100 retail traders who would like to lease algorithms |
no responses |
08/09/2020 |
| Is it possible to get 3m, 5m, 10m, 15m data using Quantopian? |
2 responses |
08/09/2020 |
| Alphalens - KeyError: 'factor_quantile' error |
no responses |
07/09/2020 |
| gemalpha's strategy backtest |
no responses |
07/09/2020 |
| gemalpha's strategy backtest with randomized stock selection |
no responses |
07/09/2020 |
| Factor Model Lag |
no responses |
06/09/2020 |
| QFC Algorithm Backtest |
no responses |
06/09/2020 |
| bad price and volume data in minute getting from history() |
2 responses |
05/09/2020 |
| Minute returns + Morning star fundamental (almost there!) |
no responses |
05/09/2020 |
| How to calculate the 5 year mean revenue growth? |
4 responses |
04/09/2020 |
| Rolling Beta in Jupyter |
no responses |
04/09/2020 |
| Integration , Cointegration and Stationarity (EXERCICE 3 IN THE EXERCICE SECTION) |
no responses |
04/09/2020 |
| Drawdown example |
8 responses |
03/09/2020 |
| Split-adjusting a stored pre-split stock price |
3 responses |
03/09/2020 |
| Help me on getting monthly returns in a dataframe from a backtest object |
6 responses |
03/09/2020 |
| how to take trades according to the rolling zscore of a pairs trade? |
19 responses |
03/09/2020 |
| Why do many transactions happen in one day, if I only wait two? |
5 responses |
02/09/2020 |
| get_clean_factor_and_toward_returns() error |
no responses |
02/09/2020 |
| Predicting Drawdowns in the SP500 using IBD distribution days |
3 responses |
02/09/2020 |
| Can data from the TD Ameritrade API be used in Research notebooks? |
no responses |
02/09/2020 |
| Comparing Returns and pct_change |
4 responses |
31/08/2020 |
| dataframe has no to_numpy()? |
2 responses |
31/08/2020 |
| get data on etf for further backtest |
3 responses |
31/08/2020 |
| Problems using MaximizeAlpha |
8 responses |
31/08/2020 |
| [Feature Request] Logging enhancement |
no responses |
31/08/2020 |
| First attempt - Beneish plus Piotroski. |
4 responses |
30/08/2020 |
| Notebook 503 Service Error |
7 responses |
30/08/2020 |
| Tokyo Quantopian User Group Handson on Sep 20 |
23 responses |
29/08/2020 |
| US Economy amid Pandemic |
no responses |
28/08/2020 |
| Efficient way to get periodic data |
1 response |
28/08/2020 |
| Industry code? |
2 responses |
28/08/2020 |
| AttributeError: 'dict' object has no attribute 'iteritems' |
2 responses |
27/08/2020 |
| scipy.signal.find_peaks not whitelisted? |
2 responses |
27/08/2020 |
| How to go live with my algo developed here in Quantopian? |
no responses |
27/08/2020 |
| Problem gathering data international stocks |
1 response |
26/08/2020 |
| python | algorithmic trading | backtest 1 |
no responses |
26/08/2020 |
| How to get data for Non US Stocks (International Stocks) |
6 responses |
26/08/2020 |
| algo trading | python | test 1.0 |
no responses |
26/08/2020 |
| Help in designing a simple strategy |
7 responses |
26/08/2020 |
| Buy/Sell log question |
13 responses |
26/08/2020 |
| Pylivetrader and Quantopian - Same data filters, different results. |
2 responses |
25/08/2020 |
| filtering universe of stocks by market cap and price in zipline |
no responses |
24/08/2020 |
| Importing train_test_split from sklearn.model_selection raised an ImportError |
no responses |
24/08/2020 |
| Missing Minute prices? |
1 response |
24/08/2020 |
| Need help implementing MA crossover strategy |
no responses |
23/08/2020 |
| Backtesting portfolio |
3 responses |
23/08/2020 |
| Questions about the Kalman Filter Pairs Trade Example in lecture 50 |
no responses |
23/08/2020 |
| newbie's question regarding SMA, RSI, VOL and live price |
no responses |
22/08/2020 |
| Alphalens - How to create cumulative returns chart of greater than 1D holding period? |
3 responses |
22/08/2020 |
| Import Trades |
no responses |
22/08/2020 |
| Need Help With Pipeline DataFrame Manipulations |
3 responses |
22/08/2020 |
| Best and worst stocks by PE ratio for each sector |
2 responses |
21/08/2020 |
| [pyfolio] [empyrical] RuntimeWarning: invalid value encountered in log1p cum_log_returns = np.log1p(returns).cumsum() |
no responses |
21/08/2020 |
| Trying to track commissions expenses |
2 responses |
21/08/2020 |
| Help needed for retrieving equity object from self serve data to place an order |
1 response |
21/08/2020 |
| 101 Alphas Project Alpha 34 |
3 responses |
20/08/2020 |
| Performance difference between various look back periods in relative strength model - How do we know what will perform better in the future? |
1 response |
20/08/2020 |
| Help needed - Self-service data -- how to use ? |
8 responses |
20/08/2020 |
| Conditional performance using price data only |
2 responses |
20/08/2020 |
| All weather portfolio |
2 responses |
20/08/2020 |
| View limit minimum error and problem analyzing data |
no responses |
19/08/2020 |
| Help please on simple import of Custom Dataset / Self serve data |
2 responses |
19/08/2020 |
| Group 15 Hackathon |
no responses |
19/08/2020 |
| Group 8 - Hackathon |
no responses |
19/08/2020 |
| Notebook environment status? |
4 responses |
19/08/2020 |
| backtest data obsolete |
4 responses |
19/08/2020 |
| Research to IDE Help |
2 responses |
19/08/2020 |
| Transaction control |
2 responses |
19/08/2020 |
| Equity volume attributed to ETF and number of daily transactions in a specific equity |
no responses |
18/08/2020 |
| Cannot Convert Float NaN To Integer Quantopian Learn from the Experts Lecture 2 |
3 responses |
18/08/2020 |
| Is it true that no any ETF ni the Q3000US, Q1500US and Q500US? In which universe can I find the ETFs? |
2 responses |
17/08/2020 |
| Is the OPTICS algorithm available in research? |
no responses |
17/08/2020 |
| How to create a stop loss? |
1 response |
16/08/2020 |
| How to get a full list of fundamentals' data field |
1 response |
15/08/2020 |
| Relative Price Ratio |
3 responses |
15/08/2020 |
| Mask causes research pipeline to fail? |
no responses |
14/08/2020 |
| Deleted |
no responses |
14/08/2020 |
| Any alternative code of get_pricing() |
no responses |
14/08/2020 |
| Timing out at get_clean_factor_and_forward_returns |
2 responses |
14/08/2020 |
| Correlation in CustomFactor: How to? |
no responses |
13/08/2020 |
| Stuck with Strange Error |
1 response |
12/08/2020 |
| DLICJLI |
no responses |
12/08/2020 |
| What am i doing wrong with my algo? |
no responses |
12/08/2020 |
| Rotating Top NEW Brands |
no responses |
11/08/2020 |
| Paired learning |
no responses |
11/08/2020 |
| [email protected] |
no responses |
11/08/2020 |
| Analyzing the relationship between investor attention and the predictability of arbitrage strategies for the US market |
1 response |
11/08/2020 |
| Beginner problem with pandas and data frame |
1 response |
11/08/2020 |
| Group 28 - GTCAA |
no responses |
11/08/2020 |
| Help me newbie |
no responses |
10/08/2020 |
| Help box isn't showing up |
1 response |
10/08/2020 |
| CustomFactor look ahead bias |
no responses |
10/08/2020 |
| RSI.Talib (Values) Vs Real RSI (online) |
1 response |
09/08/2020 |
| Options Data |
no responses |
08/08/2020 |
| day over day close / open |
no responses |
08/08/2020 |
| Zerodha |
no responses |
08/08/2020 |
| Buy/Sell Understanding {order_target_percent(a,b)} |
3 responses |
08/08/2020 |
| how to create a pandas of history data of penny stock (in NoteBooks not Algorithms) ? |
2 responses |
07/08/2020 |
| Simple Pairwise Trading Algorithm for Amazon & Tesla (Thriving through Corona-virus) |
1 response |
07/08/2020 |
| Kelly _Capital_allocation with multiple advisors |
no responses |
07/08/2020 |
| what after Back testing ? |
1 response |
07/08/2020 |
| How to get a specific share price in NoteBooks not Algorithms ? |
1 response |
06/08/2020 |
| Is there now an API that allows backtesting on 1-minute bars of futures contracts? |
no responses |
06/08/2020 |
| Seeking help on coding an ETF strategy |
3 responses |
06/08/2020 |
| Dynamic update of factor parameters based on past portfolio value performance |
2 responses |
06/08/2020 |
| How can I build my confidence that my strategy returns better |
no responses |
06/08/2020 |
| Test DecisionTreeClassifier Alpha and Calculate Sharpe Ratio |
3 responses |
05/08/2020 |
| Backtest Speed Comparison Of Data.History And Pipeline |
no responses |
05/08/2020 |
| innovation v2 |
no responses |
05/08/2020 |
| portfolio-v3 |
no responses |
05/08/2020 |
| First time combining multiple factors using sentdex instruction |
no responses |
04/08/2020 |
| Python Books for Beginner's Programmer |
no responses |
04/08/2020 |
| Bit late but here, new to Python |
no responses |
04/08/2020 |
| Coding security not in portfolio. |
1 response |
04/08/2020 |
| need help with alphalens date freq |
no responses |
03/08/2020 |
| Community Help |
1 response |
03/08/2020 |
| Algorithm won't trade |
no responses |
03/08/2020 |
| Facing problem while cloning a lecture notebook |
2 responses |
03/08/2020 |
| Trend following ETF algorithm. |
1 response |
03/08/2020 |
| Incorrect accounts receivable for 2012 Morningstar Fundamental data |
1 response |
03/08/2020 |
| Security Violation on using Pandas set_option for precision. Any work arounds? |
2 responses |
02/08/2020 |
| Newb Question |
no responses |
02/08/2020 |
| implied volatility |
no responses |
02/08/2020 |
| RSI Strategy : Mistake on my algo |
2 responses |
02/08/2020 |
| Sample Mean Reversion before_trading_start |
no responses |
02/08/2020 |
| Risk Parity |
no responses |
01/08/2020 |
| List sort |
2 responses |
01/08/2020 |
| Hidden Markov Model (HMM) |
no responses |
01/08/2020 |
| New to algo trading and Quantopian, need help with placing orders |
2 responses |
01/08/2020 |
| Corresponding name of morningstar fundamentals to those in finviz |
no responses |
01/08/2020 |
| schedule_function running handle_data every day despite specifying each month? |
2 responses |
01/08/2020 |
| SPY and QQQ pair trading |
no responses |
31/07/2020 |
| No order placed in the backtest |
2 responses |
31/07/2020 |
| Tooltips blocking autocomplete options |
2 responses |
30/07/2020 |
| Retrieving last year´s data for stock screener |
2 responses |
30/07/2020 |
| pipeline using monthly window length period |
1 response |
30/07/2020 |
| Getting access to my Contest Algos |
1 response |
29/07/2020 |
| Risk Imparity |
no responses |
29/07/2020 |
| Can Long Term Backtests Eliminate Profitable Short Term Systems? |
no responses |
29/07/2020 |
| Help me to get started |
no responses |
29/07/2020 |
| Financial Statement from Morningstar Data - Need help from accounting-savvy users. |
no responses |
28/07/2020 |
| TypeError: Cannot compare tz-naive and tz-aware datetime-like objects. |
no responses |
28/07/2020 |
| Where do I start? |
no responses |
28/07/2020 |
| How to get non-dividend adjusted price data? |
no responses |
28/07/2020 |
| new here |
1 response |
27/07/2020 |
| Help with Fundamentals and getting ebit from the past 12 months |
3 responses |
27/07/2020 |
| How do I place a market Order? |
no responses |
27/07/2020 |
| My first algo |
no responses |
26/07/2020 |
| How can I run my strategy to run with webhook for trading live |
no responses |
26/07/2020 |
| How to take the standard deviation of a custom factor? |
no responses |
26/07/2020 |
| 1 |
no responses |
26/07/2020 |
| Recording dividend income |
4 responses |
25/07/2020 |
| Help With Pipeline - Please |
no responses |
25/07/2020 |
| buy on large closing price swings and sell a few days later |
no responses |
24/07/2020 |
| Looking For Low Max Drawdown, Traded Monthly, With Stock Market Like Returns |
4 responses |
24/07/2020 |
| Momentum investing from exponential moving average (EMA) signals. Help! |
1 response |
24/07/2020 |
| analysis of financial markets, mid-March 2020? |
3 responses |
24/07/2020 |
| My First Successful Algo!!! |
1 response |
24/07/2020 |
| i am getting a key value error while running through tutorial |
no responses |
24/07/2020 |
| First Algo |
no responses |
24/07/2020 |
| error while backtesting, says no "open" object found |
no responses |
24/07/2020 |
| Beta Stability |
no responses |
23/07/2020 |
| Why is the cvxopt.blas function no longer on the whitelist? |
2 responses |
23/07/2020 |
| Introduction |
no responses |
23/07/2020 |
| Machine Learning to generate a buy list - Random Forest, Any improvements? |
2 responses |
23/07/2020 |
| Problems with my momentum investing from exponential moving average (EMA) signals. |
no responses |
22/07/2020 |
| Monthly Traded - Low Max Drawdown w/ Stock Market Like Returns |
10 responses |
22/07/2020 |
| Returns does not seem to return what I expect. |
no responses |
22/07/2020 |
| Achieved 12% return |
no responses |
22/07/2020 |
| Pairs Trading |
no responses |
22/07/2020 |
| Calculation of available free cash for buys |
no responses |
22/07/2020 |
| Filter out individual ticker form pipeline output |
3 responses |
21/07/2020 |
| Cutting down on computation time: How to get multiple variables from a single custom factor |
4 responses |
21/07/2020 |
| Volume scanning on a minute to minute scale |
1 response |
21/07/2020 |
| Wishful thinking? |
1 response |
21/07/2020 |
| Data delay? 15 minutes delay? |
1 response |
21/07/2020 |
| NameError: name 'query' is not defined |
4 responses |
21/07/2020 |
| How can I use the output of a custom factor as a mask for other custom factors? |
2 responses |
21/07/2020 |
| Pipeline Custom Factor help -window length and how to store out[:] values for each date |
no responses |
21/07/2020 |
| Hedge Fund Collaboration Opportunity |
no responses |
21/07/2020 |
| Unable to connect to to Kernel on Chrome |
no responses |
21/07/2020 |
| Does Quantopian still scout for algorithms to pour real money into? |
1 response |
21/07/2020 |
| Custom Factors: how to pass through older window frames |
no responses |
21/07/2020 |
| Send Help |
no responses |
20/07/2020 |
| could not broadcast input array from shape (8407,1) into shape 8407 |
4 responses |
20/07/2020 |
| MACD crossover strategy using Quantopian built in factors |
1 response |
19/07/2020 |
| importing indian equities |
no responses |
19/07/2020 |
| dual moving average sma20 sma100 |
no responses |
19/07/2020 |
| Pyfolio Transactions DataFrame |
no responses |
19/07/2020 |
| MACD on QTradableStocksUS – Strategy and Results |
no responses |
17/07/2020 |
| How to research company total share's data in HongKong ? |
no responses |
17/07/2020 |
| Can't record portfolio tickers / weights at each rebalancing? |
no responses |
16/07/2020 |
| Constraint on portfolio's weighted average dividend yield |
no responses |
16/07/2020 |
| Getting started by retrieving fundamental data |
no responses |
16/07/2020 |
| Setting sector constraints |
no responses |
16/07/2020 |
| [Noob Post] Help with a MACD & 200 EMA Strategy |
1 response |
15/07/2020 |
| Momentum day trading strategy |
3 responses |
15/07/2020 |
| Optimization constraints - relative to index |
no responses |
15/07/2020 |
| Sample Mean Reversion Algorithm performance since March 2020 |
no responses |
15/07/2020 |
| Retain existing stocks that are no longer returned in pipeline filter |
3 responses |
15/07/2020 |
| Negated momentum factor as it gives positive results, good or bad? |
no responses |
14/07/2020 |
| ValueError: invalid literal for int() with base 10 |
2 responses |
14/07/2020 |
| 53% prediction for the next month |
5 responses |
14/07/2020 |
| Quantopian Partner Brokers. |
1 response |
14/07/2020 |
| How to start |
no responses |
14/07/2020 |
| [Noob-ask] Is it possible to make actual trade using Quantopian? |
4 responses |
14/07/2020 |
| How to add hours to a datetime index |
1 response |
13/07/2020 |
| How do you reference column names from get_pricing? |
1 response |
13/07/2020 |
| I keep getting 403: Forbidden error when trying to launch a notebook |
no responses |
12/07/2020 |
| Robinhood Account Growth Factor Analysis Research |
9 responses |
12/07/2020 |
| How to manually generate a Dataframe for analysis in Alphalens? |
no responses |
12/07/2020 |
| Backtesting Bollinger Bands On ETFs – Full Strategy and Results |
1 response |
12/07/2020 |
| When importing a custom dataset, what is the most reliable identifier to use? |
no responses |
12/07/2020 |
| Looking for data engineering team |
1 response |
12/07/2020 |
| Combine Fundamentals and Normalize that List of Fundamentals |
1 response |
11/07/2020 |
| Update: Custom Dataset Performance Improvements |
5 responses |
10/07/2020 |
| For Intern - have a look |
no responses |
10/07/2020 |
| The Value of Alternative Investments |
no responses |
10/07/2020 |
| PE ratio value strategy modified -- Under Covid-19 |
no responses |
09/07/2020 |
| IDEAS TO CODE |
2 responses |
09/07/2020 |
| Forward return of delisted stock in alphalens |
2 responses |
09/07/2020 |
| live trading |
no responses |
09/07/2020 |
| Using historic data in a pipeline filter |
no responses |
08/07/2020 |
| Need help with ema crossover strategy |
1 response |
08/07/2020 |
| DailyWeeklyMonthlyQuarterlyYearly |
4 responses |
08/07/2020 |
| What does make_factors function do? |
5 responses |
08/07/2020 |
| New to Coding and this website |
no responses |
08/07/2020 |
| Tutorial 11 - how does the .matches() method work? |
1 response |
08/07/2020 |
| Question about the video: "Learning from the Experts Ep 1" |
no responses |
08/07/2020 |
| Need help with my first algorithm (long-short based on custom factor) |
2 responses |
07/07/2020 |
| S&P 500 YTD Gainers |
no responses |
07/07/2020 |
| Getting this eror. Earlier all running fine. Suddenly getting this error ..what could be the reason? Python 3.5 env, using Anacoda 3 |
no responses |
07/07/2020 |
| Does window_length include the current day 'N' ? |
2 responses |
07/07/2020 |
| get_backtest() throws NoSuchAlgorithm |
2 responses |
06/07/2020 |
| Alphalens Utils backshift_returns_series documentation |
2 responses |
06/07/2020 |
| SimpleMovingAverage of SPY |
no responses |
05/07/2020 |
| Competition: Seeking alpha - Post your best research results! |
no responses |
05/07/2020 |
| USEquityPricing vs. EquityPricing |
2 responses |
05/07/2020 |
| Understanding parameters |
2 responses |
05/07/2020 |
| Checked this for loop inside CustomFactor, but getting unexpected results |
2 responses |
05/07/2020 |
| Smart Beta |
no responses |
05/07/2020 |
| Strategy for extreme and unusual events |
2 responses |
04/07/2020 |
| How to rank stocks and display them? |
2 responses |
04/07/2020 |
| Another way to get the VIX data in a strategy |
6 responses |
04/07/2020 |
| Old algorithm I would like help updating |
4 responses |
04/07/2020 |
| Unstacking zipline.assets object to a list of tickers |
1 response |
03/07/2020 |
| Notebooks: Error 403: Forbidden |
no responses |
03/07/2020 |
| Issues with first algorithm |
no responses |
03/07/2020 |
| How to calculate the highest ration and lowest ratio between open price in the last week? |
2 responses |
03/07/2020 |
| Testing SACEMS, Mamabear? |
6 responses |
03/07/2020 |
| Portfolio Management - Infrastructure Outline? |
no responses |
02/07/2020 |
| For hire |
1 response |
02/07/2020 |
| SMA calculation in pipeline |
4 responses |
02/07/2020 |
| Need help connecting screener to trading algorithm |
3 responses |
01/07/2020 |
| Quantopian strategy to live trading. HELP! |
no responses |
01/07/2020 |
| Lecture 37 : Long Short Equity |
3 responses |
01/07/2020 |
| CCI |
1 response |
01/07/2020 |
| Algorithm IDE Whitelist Issue |
1 response |
01/07/2020 |
| New to Quantopian, Trying to add MACD signal to Moving average strategy |
2 responses |
30/06/2020 |
| Typo in docs? |
no responses |
30/06/2020 |
| Cannot open Research notebooks |
2 responses |
30/06/2020 |
| Strategy - Cashing on Volatility of High Beta stock of top quality companies |
no responses |
30/06/2020 |
| Cannot convert NA to Integer |
no responses |
30/06/2020 |
| Alphalens: Sentdex Python Programming for Finance pt 18 error |
no responses |
30/06/2020 |
| How can I close a position using a strategy signal. |
5 responses |
30/06/2020 |
| Not excluding 0 Values |
no responses |
30/06/2020 |
| Relative Strength Index |
no responses |
30/06/2020 |
| Attempt to create Q optimization |
2 responses |
30/06/2020 |
| Alternative to optimize? |
7 responses |
29/06/2020 |
| Low Beta Anomaly |
no responses |
29/06/2020 |
| zipline backtest benchmark_period_return only returns 0 |
no responses |
28/06/2020 |
| Alphalens to Algo |
2 responses |
28/06/2020 |
| Getting started - Factors - z-score is redundant? |
no responses |
28/06/2020 |
| Buy/Sell By Date With Delay |
4 responses |
28/06/2020 |
| what does "beta" mean? |
4 responses |
28/06/2020 |
| fetch_csv() issue, Published csv Google Sheet Unaccessible |
11 responses |
28/06/2020 |
| High Momentum Trading Strategy for Apple |
no responses |
27/06/2020 |
| What happens when p-value is bad over 1day but good otherwise |
no responses |
27/06/2020 |
| How to use code to extract the stock data past 60 minutes? |
no responses |
26/06/2020 |
| How to use code to hedge? |
no responses |
26/06/2020 |
| IndexError: index 4 is out of bounds for axis 0 with size 4 in run_algorithm |
1 response |
26/06/2020 |
| Resolving 'Dropped 100.0% entries from factor data' |
1 response |
26/06/2020 |
| Importing personal data and selecting a list of stocks for the strategy from it |
3 responses |
26/06/2020 |
| How do I remove leveraged etfs from my universe in my research environment pipeline? |
1 response |
26/06/2020 |
| PROBLEM WITH RESEARCH |
2 responses |
26/06/2020 |
| Please help me! How to build regression with code. |
3 responses |
26/06/2020 |
| Can I get mpl_toolkits.mplot3d whitelisted? |
no responses |
26/06/2020 |
| Simple Pipeline Help |
7 responses |
25/06/2020 |
| I need someone who can answer this type of question |
no responses |
25/06/2020 |
| Help with "ValueError: cannot convert float NaN to integer USER ALGORITHM:86, in handle_data" |
2 responses |
25/06/2020 |
| Possible Drawback of QTradableStockUS() for Factor Strategies? |
no responses |
25/06/2020 |
| !!!!! HELP !!!!!! |
20 responses |
25/06/2020 |
| Quantopian Notebooks site forbidden |
4 responses |
25/06/2020 |
| Need help with Bollinger Bands Algorithm |
4 responses |
24/06/2020 |
| Machine Learning Pipeline |
no responses |
24/06/2020 |
| Help: Pipeline results dataframe has extra (hidden) entries in index |
4 responses |
24/06/2020 |
| Solved, Turtle Trading strategy |
2 responses |
24/06/2020 |
| Can you see the error? |
2 responses |
23/06/2020 |
| Help! Different Annual Performance Despite Same Exact Trades |
2 responses |
23/06/2020 |
| Cant access Date index from custom data set (USING NOTEBOOK) |
2 responses |
23/06/2020 |
| Inquiry on Data Science |
2 responses |
23/06/2020 |
| is it possible to backtest inter and intra market spreads/calendar spreads with quantopian |
no responses |
23/06/2020 |
| Confused about returns and leverage in the presence of pairs-trading / short-selling |
2 responses |
23/06/2020 |
| Alternative to VaR/CVaR: Minimizing expected time to reach a given capital level before ruin |
1 response |
23/06/2020 |
| delete |
no responses |
23/06/2020 |
| Alphalens - is it possible to chart cumulative long short strategy with n day returns? |
1 response |
22/06/2020 |
| Investment Portfolio |
no responses |
22/06/2020 |
| company performance |
no responses |
21/06/2020 |
| Bear Market 'Precautions' |
no responses |
21/06/2020 |
| Trading Bot with Python |
no responses |
21/06/2020 |
| Checking data from Morningstar |
no responses |
21/06/2020 |
| Limit orders and slippage? |
2 responses |
20/06/2020 |
| What is the best way to deal with NaN values in price data? |
4 responses |
20/06/2020 |
| test with slippage to compare with simple back |
no responses |
20/06/2020 |
| test without slippage to compare with simple-back |
no responses |
20/06/2020 |
| Data for Indian Equities. |
no responses |
20/06/2020 |
| Interpretation of the EquityPricing dataset |
no responses |
20/06/2020 |
| Custom data Bundle |
7 responses |
19/06/2020 |
| FRAMA (Fractal Adaptive Moving Average) in Python |
11 responses |
19/06/2020 |
| Understanding the Pipeline |
2 responses |
18/06/2020 |
| Help - stuck with a line for the whole day |
3 responses |
18/06/2020 |
| 'BoundColumn' object has no attribute 'notnull' |
2 responses |
18/06/2020 |
| Last Price ( intraday ) |
no responses |
18/06/2020 |
| How to get the "lows" of a stock on a 15 minute bar graph timeline? |
1 response |
18/06/2020 |
| HELP PLS... 7800% returns doesn't seem right for MACD strategy |
no responses |
18/06/2020 |
| Limit on Close order |
no responses |
18/06/2020 |
| Pipeline + Bollinger Band + RSI |
no responses |
17/06/2020 |
| Help - plotting behavior different on Quantopian versus Jupyter |
2 responses |
17/06/2020 |
| I've been locked out of my account. |
2 responses |
16/06/2020 |
| earnings Calendar |
1 response |
16/06/2020 |
| Applying Whitney George Stock Selection Strategy |
no responses |
16/06/2020 |
| Worstreams to add historical data |
no responses |
16/06/2020 |
| Quant database material |
1 response |
16/06/2020 |
| Notebook offline these two days |
no responses |
16/06/2020 |
| Lecture 24 Leverage An introduction to leverage in algorithmic trading and how it works. |
no responses |
16/06/2020 |
| Methodology for assessing the predictive value a signal |
1 response |
16/06/2020 |
| ds |
no responses |
15/06/2020 |
| ds |
no responses |
15/06/2020 |
| Seeking help: how to find market PE? |
2 responses |
15/06/2020 |
| Protective Asset Allocation - asking for help again |
21 responses |
15/06/2020 |
| Best way to filter out stocks with a large gap up in their price history? |
8 responses |
15/06/2020 |
| US500 rank universe question |
2 responses |
15/06/2020 |
| Look back N days Pipeline |
3 responses |
15/06/2020 |
| After you have developed your trading algorithm, which broker do you use to implement your strategy? |
no responses |
15/06/2020 |
| How do I implement a stop loss? |
1 response |
15/06/2020 |
| Trading Day of Month function |
2 responses |
15/06/2020 |
| Historical bid and ask closing prices |
no responses |
15/06/2020 |
| How do I get RSI into 5 Minutes timeframes? |
2 responses |
14/06/2020 |
| Momentum Driven Factor using Z-score |
no responses |
14/06/2020 |
| Backtest 5 pairs |
no responses |
14/06/2020 |
| Documentation has been cancelled? |
3 responses |
14/06/2020 |
| Solved: Abnormal return using order_optimal_portfolio method? |
8 responses |
14/06/2020 |
| Why the Mean Period Wise Return from Alphalens brings means return differents as if you calculate by yourself?? |
2 responses |
14/06/2020 |
| PCA statistical arbitrage with 'Log Volume' as one of the factors |
no responses |
14/06/2020 |
| Why isn't SARIMAX whitelisted from StatsModels? |
2 responses |
13/06/2020 |
| Test 6/13, Using historical returns. |
no responses |
13/06/2020 |
| Backtest 6/13, using only historical returns. |
no responses |
13/06/2020 |
| needing help to reblance |
1 response |
13/06/2020 |
| WHY DOES THIS HAPPEN - FAILED ORDER |
2 responses |
13/06/2020 |
| Positive Volume Index (PVI) and Negative Volume Index (NVI) |
no responses |
13/06/2020 |
| post removed |
no responses |
13/06/2020 |
| Run Quantopian algo from Cloud for paper trading on Alpaca |
5 responses |
13/06/2020 |
| Seeking help to create a straightforward simply strategy for day trading for profits. |
no responses |
13/06/2020 |
| My first attempt at an algo |
no responses |
13/06/2020 |
| Trading only the top 10 highest gaining stocks over $100mm market cap |
no responses |
13/06/2020 |
| Simple Fundamental Algorithm |
1 response |
13/06/2020 |
| Trading with Benjamin Graham's formula - Fundamentals and bonds |
5 responses |
12/06/2020 |
| Help writing inside Quantopian platform |
no responses |
12/06/2020 |
| Long-Short Pairs Trading (PL/PA) |
no responses |
12/06/2020 |
| Long-Short Pairs Trading (NG/HO) |
no responses |
12/06/2020 |
| Long-Short Pairs Trading (UAL/DAL) |
no responses |
12/06/2020 |
| Create Algo For S&P500 Buy and Hold Strategy |
5 responses |
12/06/2020 |
| Pipeline Error: 'DataFrame' object has no attribute 'domain' |
1 response |
12/06/2020 |
| Record cannot plots things on minute time scales |
1 response |
12/06/2020 |
| Coding - please please help |
4 responses |
11/06/2020 |
| How do I access previous period data? |
2 responses |
11/06/2020 |
| Looking for contributors to our "Learn from the Experts" video interview series |
1 response |
11/06/2020 |
| I really need help in calculating percentage change of my open positions! |
5 responses |
11/06/2020 |
| RSI factor documentation |
2 responses |
10/06/2020 |
| KDJ test 2 |
no responses |
10/06/2020 |
| KDJ test |
2 responses |
10/06/2020 |
| Emulating a backtest in research notebook - possible in 2020? |
2 responses |
10/06/2020 |
| Solved- WVAD strategy using custom factors, it fails! |
7 responses |
10/06/2020 |
| Tech growth |
no responses |
10/06/2020 |
| close price in certain dates obtained from data.history changed on next run |
no responses |
10/06/2020 |
| How to breakdown backtest results to annual returns by year? Pandas date manipulation |
2 responses |
10/06/2020 |
| CustomFactor WVAD strategy with 350% to today? Whats wrong with it? |
no responses |
09/06/2020 |
| False signal generated on stock split |
3 responses |
09/06/2020 |
| Rebalancing a portfolio every n weeks? |
2 responses |
09/06/2020 |
| A Dynamic Window Length For Returns Factor |
no responses |
09/06/2020 |
| Global Equity - NoDataForSid: No minute data for sid |
no responses |
09/06/2020 |
| where can i get Total returns from fundamentals? |
4 responses |
09/06/2020 |
| Is Notebook down? |
1 response |
09/06/2020 |
| Need Help: Pipeline, Quandl Data & Custom Factors |
5 responses |
08/06/2020 |
| What is preventing challenge submissions from getting tailored on the past? |
1 response |
08/06/2020 |
| quantopian data to excel |
no responses |
08/06/2020 |
| Moving average crossover on jupyter notebook |
no responses |
08/06/2020 |
| Apply top and bottom to QTradableUniverse |
3 responses |
07/06/2020 |
| CRYPTO |
1 response |
06/06/2020 |
| Create New Pipeline Each Month During Backtest |
no responses |
06/06/2020 |
| Mean Reversion |
1 response |
06/06/2020 |
| Help with this Algorithm invalid syntax in line 27 has been bold the line is if std_30 > 0 : |
no responses |
06/06/2020 |
| zipline, is there bug in dividend pay out? |
no responses |
05/06/2020 |
| Looking for an Opportunity in Finance/Quant Finance |
no responses |
05/06/2020 |
| Help doing baktesting |
no responses |
05/06/2020 |
| Simple 2 Asset Rotation Strategy - 1st project |
2 responses |
05/06/2020 |
| Slippage Definition |
1 response |
05/06/2020 |
| Zero commission trade with TD Ameritrade using Quantopian codes |
no responses |
05/06/2020 |
| Moving average crossover strategy code |
9 responses |
05/06/2020 |
| Negative leverage |
2 responses |
05/06/2020 |
| Figures in vector graphics format and tables in Latex format |
no responses |
04/06/2020 |
| Alphalens - how does long short cumulative portfolio handle days when not many signals? |
no responses |
04/06/2020 |
| NameError: name 'daily_bar_writer' is not defined |
no responses |
04/06/2020 |
| Coding ATR Trailing Stop |
no responses |
04/06/2020 |
| Quantopian Close Prices |
1 response |
04/06/2020 |
| Bug in Pipeline output or pandas? |
3 responses |
04/06/2020 |
| Getting data from Quandl |
no responses |
04/06/2020 |
| Question about backtesting: measuring returns, total returns and specific returns |
5 responses |
04/06/2020 |
| Predicting Winning Sector ETF using Machine Learning SVM |
7 responses |
04/06/2020 |
| Congratulations, Vladimir! |
4 responses |
03/06/2020 |
| BB SPY+TLT |
1 response |
03/06/2020 |
| Algorithm selling outside the set trading month |
3 responses |
03/06/2020 |
| Reindexing assets in zipline |
no responses |
03/06/2020 |
| Books on derivatives strategies |
2 responses |
02/06/2020 |
| Why is BR_EQUITIES so out of date? |
no responses |
02/06/2020 |
| Using a CustomFactor output as a filter in the pipeline |
1 response |
02/06/2020 |
| handle_data, when is it called and why use it |
2 responses |
02/06/2020 |
| Help- Argument has incorrect type error |
1 response |
02/06/2020 |
| Help with example algorithm. |
no responses |
02/06/2020 |
| MBW - Backtest 3 Quality Companies in Uptrend |
no responses |
01/06/2020 |
| Confidence Interval Lecture |
no responses |
01/06/2020 |
| Bollinger Bands |
no responses |
01/06/2020 |
| 50 and 20 day SMA crossover |
no responses |
01/06/2020 |
| 200 Day Simple Moving Average Trading |
no responses |
01/06/2020 |
| Ray Dalio Portfolio |
no responses |
01/06/2020 |
| Pair Trading |
1 response |
01/06/2020 |
| Position weights significantly different from target weights. |
7 responses |
01/06/2020 |
| custom ingestion problem using zipline |
1 response |
01/06/2020 |
| Manually Controlling Leverage |
no responses |
01/06/2020 |
| Documentation link broken? |
1 response |
01/06/2020 |
| Runtime Error During Backtest |
no responses |
31/05/2020 |
| external GUI for simple buy and hold algorithm |
no responses |
31/05/2020 |
| Problem getting Notebook |
1 response |
30/05/2020 |
| InputRejected, being locked out when doing errors |
2 responses |
30/05/2020 |
| Python backtesting strategies and live trading! |
no responses |
30/05/2020 |
| Exchange Name Error |
no responses |
30/05/2020 |
| Quantopian has all the tools to provide portfolio insights for the masses |
no responses |
29/05/2020 |
| Strategy Algorithm with Minute Data |
no responses |
29/05/2020 |
| optimize long and optimize short aspiring to meet contest constraints |
no responses |
29/05/2020 |
| Retiring the Contest |
23 responses |
29/05/2020 |
| Correct implementation of Fama-Macbeth corrected regression standard errors |
no responses |
29/05/2020 |
| Pipeline Tutorial 2 |
no responses |
29/05/2020 |
| Help with Simple Moving Average Crossover |
2 responses |
28/05/2020 |
| How to filter "USEquityPricing.close.latest" using QTradableStocksUS() |
4 responses |
28/05/2020 |
| Custom Dataset Upload Error |
2 responses |
28/05/2020 |
| Quantopian Partner Brokers |
no responses |
28/05/2020 |
| Quantopian do you see the value in this Generic Custom Factor Calculator? |
4 responses |
27/05/2020 |
| [New to the community] Strategy Ideas |
no responses |
27/05/2020 |
| Please delete this post. |
no responses |
27/05/2020 |
| Past Week Performance Ranking |
no responses |
27/05/2020 |
| Simple Moving Average 4 |
2 responses |
27/05/2020 |
| BUG - Quantopian Please help! |
5 responses |
27/05/2020 |
| Lecture series, Problem with cloning notebook |
5 responses |
27/05/2020 |
| Obtain cartesian coordinates by clicking with the mouse on any point on a graph and produce trading actions |
1 response |
27/05/2020 |
| moving average 3 - 2 |
2 responses |
27/05/2020 |
| BusinessDaysUntilNextEvent gives incorrect results with custom dataset |
3 responses |
26/05/2020 |
| 20 weeks high (weekly frequency) |
3 responses |
26/05/2020 |
| Can I Update Pipeline? |
no responses |
26/05/2020 |
| Too Much Memory Error |
1 response |
25/05/2020 |
| Can't access statsmodels.stats.api |
1 response |
25/05/2020 |
| Getting started |
1 response |
25/05/2020 |
| 403 : Forbidden error for Notebooks |
2 responses |
25/05/2020 |
| try to apply a bollinger band buy strategy with Stop-loss, but stuck when applied to a portfolio |
no responses |
25/05/2020 |
| get_pricing doesn't skip non-trading days? |
no responses |
25/05/2020 |
| Alphalens flat April - Sept 2018 |
no responses |
25/05/2020 |
| Trouble calling algo.order_optimal_portfolio using target weights |
3 responses |
24/05/2020 |
| Calling historic price for a set of stocks in IDE |
no responses |
24/05/2020 |
| Round trips Summary statistics. |
2 responses |
24/05/2020 |
| Should there not be prompts for defined functions when typing in code? |
no responses |
24/05/2020 |
| Instability of Parameter Estimates Excercise 3 |
no responses |
24/05/2020 |
| Ichimoku order entry |
2 responses |
23/05/2020 |
| Good IC but poor quantiles? When to move from research to backtest? |
8 responses |
23/05/2020 |
| data.history() and data.current() |
3 responses |
23/05/2020 |
| ATR values turning Nan after some values |
2 responses |
23/05/2020 |
| How can I attach volume to the output of these logs? Is there a pandas method to do this? |
no responses |
22/05/2020 |
| Delete |
no responses |
22/05/2020 |
| Using Algos on the Market |
no responses |
22/05/2020 |
| Can someone check my logic? Trying to calculate top gainers and losers by percentage each day |
3 responses |
22/05/2020 |
| Ichimoku Pipeline |
5 responses |
22/05/2020 |
| Scheduling function for a time period |
no responses |
21/05/2020 |
| Data doesnt match with Norgate and Tradingview |
no responses |
21/05/2020 |
| Guidelines for minimizing impact of trading costs |
4 responses |
21/05/2020 |
| Ichimoku Order after n days |
no responses |
20/05/2020 |
| Trend Following Strategy : help on the code |
2 responses |
20/05/2020 |
| Suggestions on Investment screening in turbulent times? |
no responses |
20/05/2020 |
| EMA? Change Data Frequency to 4H |
no responses |
20/05/2020 |
| Currency Hedged ETF strategy |
no responses |
20/05/2020 |
| cumulative return by quantile missing |
3 responses |
20/05/2020 |
| Where did you learn everything that you use in the process of creating an algorithm? |
no responses |
20/05/2020 |
| [deleted by user] |
1 response |
20/05/2020 |
| [deleted by user] |
2 responses |
20/05/2020 |
| How to create a stock market scanner using pipeline in your jupyter notebook ( with built-in hammer price action) |
no responses |
20/05/2020 |
| List out Quality Companies in an Uptrend |
2 responses |
19/05/2020 |
| Confused about backtest: returns, benchmark, cash and leverage |
no responses |
19/05/2020 |
| Using talib with USEquityPricing ? Is there any way? |
4 responses |
19/05/2020 |
| No garch library whitelisted? |
no responses |
19/05/2020 |
| Which module should I use to get fundamental data? |
no responses |
18/05/2020 |
| Coronavirus Intraday |
no responses |
18/05/2020 |
| Detailed documentation on simple concepts like SimpleMovingAverage |
no responses |
18/05/2020 |
| build algorithm-random forest |
no responses |
18/05/2020 |
| assignment 6 |
no responses |
18/05/2020 |
| Tradingview Alert (e-mail/webhook) to Interactive Brokers |
no responses |
18/05/2020 |
| Trying to view futures, and trade stocks based off that |
5 responses |
18/05/2020 |
| Money |
1 response |
17/05/2020 |
| Since 3-4 days ago, I can no longer access Notebooks |
3 responses |
17/05/2020 |
| How Quantopian merge stock price data and Morningstar fundamental data ? |
5 responses |
17/05/2020 |
| Buy and take profit every 30 minutes |
no responses |
17/05/2020 |
| Tab Autocomplete not working in notebooks? |
3 responses |
17/05/2020 |
| hi, i discover a trategy to trade in volatile enviorments, im not very well at coding but maybe somone could take advantage of it. |
no responses |
16/05/2020 |
| Need Help - Would Like to Rotate in and out of TQQQ/SQQQ |
no responses |
16/05/2020 |
| mean reversion algorithm - recently IPO'd companies |
2 responses |
16/05/2020 |
| -24 Trillion % Returns? |
1 response |
16/05/2020 |
| Stop Loss and Profit Targets for Futures trades |
no responses |
16/05/2020 |
| Labeling pairs within the Pipeline: stocks belonging to more than one pair |
4 responses |
16/05/2020 |
| Displace a moving average |
no responses |
16/05/2020 |
| New Pipeline Features: fillna, if_else, and Row-Wise Computations. |
1 response |
16/05/2020 |
| Discrepancy in Close price |
2 responses |
15/05/2020 |
| Help with nlargest error |
2 responses |
15/05/2020 |
| Help adding slippage / trade commissions to trading model |
2 responses |
15/05/2020 |
| Help with slippage / commission on trade performance |
no responses |
15/05/2020 |
| Can quantopian.research be used offline? |
2 responses |
15/05/2020 |
| Ichimoku Cloud shift Problem |
5 responses |
14/05/2020 |
| Pandas multi index slicing - Question |
9 responses |
14/05/2020 |
| Pair Trading on News |
no responses |
14/05/2020 |
| sma15 strategy |
3 responses |
14/05/2020 |
| S&P 500 get pricing? |
1 response |
14/05/2020 |
| Buying the closing low of the last 30 days |
2 responses |
14/05/2020 |
| Output 30 min stock prices to text? |
no responses |
14/05/2020 |
| Keep same weight as yesterday |
no responses |
13/05/2020 |
| Quant_Tutorial 1 |
no responses |
13/05/2020 |
| Questions on Advances in financial machine learning, chapter 4 |
no responses |
13/05/2020 |
| New to Algorithmic Trading. What tools do you use today and how? |
no responses |
13/05/2020 |
| Quantiles doesn't have eq method |
2 responses |
13/05/2020 |
| No Order put on MACD crossover signal |
1 response |
13/05/2020 |
| Top 20 Of Nasdaq Company |
no responses |
13/05/2020 |
| Anyway to silence pipeline and alphalens? |
no responses |
13/05/2020 |
| Code error |
no responses |
12/05/2020 |
| Why EXACTLY is it desirable to generate returns unexplained by widely known factors? |
1 response |
12/05/2020 |
| Japanese translation project of Quantopian Documentation |
no responses |
12/05/2020 |
| How to manually set base universe for pipeline |
2 responses |
11/05/2020 |
| Full backtest failes to start despite a running backtest by clicking 'Build algorithm' |
2 responses |
11/05/2020 |
| noob questions |
no responses |
11/05/2020 |
| Help - Retrieve values from a pipeline column that was created outside of your make_pipeline() |
no responses |
11/05/2020 |
| How do I calculate profit in code |
no responses |
10/05/2020 |
| Uptrend model |
1 response |
10/05/2020 |
| Least Square Best Fit Trend Line. |
no responses |
10/05/2020 |
| Statistical arbitrage: neural networks perspective |
1 response |
10/05/2020 |
| Buy On Gap with shorts. Please Critique. |
5 responses |
10/05/2020 |
| An alternative to trade strategies: Erasure Quant |
6 responses |
10/05/2020 |
| Price Breakout Trading Strategy - Need Help! |
no responses |
09/05/2020 |
| Chaikin Oscillator with Ta-Lib |
no responses |
09/05/2020 |
| Same Day Pricing Data Availability for Algorithms |
2 responses |
09/05/2020 |
| Reacting to SPY |
no responses |
09/05/2020 |
| Where would I be able to view the documentation of fetch_csv |
1 response |
09/05/2020 |
| Error importing self_serv data |
3 responses |
08/05/2020 |
| New to quantopian - please help |
2 responses |
08/05/2020 |
| questions on Machine Learning |
no responses |
08/05/2020 |
| Is there a simple pairs strategy that is working during COVID? |
no responses |
07/05/2020 |
| Market neutral strategy during covid19 |
no responses |
07/05/2020 |
| Please Help Gauge my Algorithm |
2 responses |
07/05/2020 |
| Calculate Regression with same data but got different intercept |
no responses |
07/05/2020 |
| Any chance for Options Trading on Quantopian ? |
no responses |
07/05/2020 |
| Johansen Test Eigenvectors question (Pairs related) |
2 responses |
07/05/2020 |
| help with schedule_function |
5 responses |
07/05/2020 |
| Algorithm - Modified Quality Companies Model |
1 response |
07/05/2020 |
| Long-only Piatovski 2007-2020 |
3 responses |
06/05/2020 |
| Bs in Applied Mathematics and Finance ? |
no responses |
06/05/2020 |
| Alphalens weekly factors |
2 responses |
06/05/2020 |
| Algorithm: Momentum & Morningstar Growth Score |
no responses |
06/05/2020 |
| Are major changes to Quantopian commonplace? aka removal of PsychSignal? |
1 response |
05/05/2020 |
| SPY high and low of the day histogram |
2 responses |
05/05/2020 |
| Denoising and detoning - MLAM, Marcos Lopez de Prado |
2 responses |
05/05/2020 |
| test post |
no responses |
05/05/2020 |
| How can I use alphalens with boolean factor, True and False |
3 responses |
05/05/2020 |
| How can I shift one period forward a custom factor. |
no responses |
05/05/2020 |
| How to set default global timezone as tz='US/Eastern' |
no responses |
05/05/2020 |
| How to build a Z-Score Indicator for the 10 bar range? |
2 responses |
04/05/2020 |
| Does Quantopian use top 10 algorithms to perform real investment? |
1 response |
04/05/2020 |
| Prices in Pipeline, or data.history different than prices in Yahoo Finance |
3 responses |
04/05/2020 |
| Missing Fundamental Data - Where to Find Cleaner Data? |
no responses |
04/05/2020 |
| Filter by Morningstar Sector Codes |
3 responses |
03/05/2020 |
| PERCENT Change from the open |
2 responses |
03/05/2020 |
| Have a custom factor as input for window_length in an other custom factor? |
no responses |
03/05/2020 |
| {factor} does not have multiple outputs |
no responses |
03/05/2020 |
| How sufficient should my knowledge in Python be to start on Quantopian? |
1 response |
02/05/2020 |
| Alphalens Problem! create_pyfolio_input not working anymore?! |
3 responses |
02/05/2020 |
| Thank you for making the "Learn from the Experts" Videos |
3 responses |
02/05/2020 |
| There's no options data to work with? |
1 response |
02/05/2020 |
| 20 Day Simple Moving Average |
no responses |
02/05/2020 |
| Developing a Trend System |
no responses |
02/05/2020 |
| Help, when using different indicators (RSI, BB, EMA...) |
1 response |
01/05/2020 |
| Issues on history data biweekly resample |
8 responses |
01/05/2020 |
| Filter individual Tickers from Pipeline |
1 response |
01/05/2020 |
| Curve-fitting, trend-line, regression? |
no responses |
01/05/2020 |
| Indian Market Sector information |
no responses |
01/05/2020 |
| Rank versus Zscore when combining factors? |
no responses |
01/05/2020 |
| Beginner question - live trading not only backtesting |
no responses |
01/05/2020 |
| HELP PLEASE how to apply Stochastic oscillator in pipeline? |
no responses |
01/05/2020 |
| Why doesn't my algo trade for the first 3 years? |
1 response |
01/05/2020 |
| Zscore producing lots of Nans? |
2 responses |
01/05/2020 |
| Where is data folder in Research? Need to use local csv |
1 response |
30/04/2020 |
| Equities trading universe by market cap problem |
2 responses |
30/04/2020 |
| Issues getting correct value for Morningstar fundamentals data |
no responses |
30/04/2020 |
| New Video: Learn from the Experts Ep 5: Alpha Factor Optimization with Cheng Peng |
8 responses |
30/04/2020 |
| Run a pipeline in algo between a specific time window |
4 responses |
30/04/2020 |
| Local variable within CustomFactor class |
2 responses |
30/04/2020 |
| Am I using the target weights correctly here to short sale? |
no responses |
30/04/2020 |
| Equal weight of top 10 stocks by Market Cap of SP500 |
no responses |
29/04/2020 |
| [SOLVED] Help me with this Pipeline error please!!! |
1 response |
29/04/2020 |
| Carbon frontier |
1 response |
29/04/2020 |
| Portfolio with different schedule for different positions |
no responses |
29/04/2020 |
| Bollinger Bands Trading Strategy Analysis （Group 6） |
no responses |
29/04/2020 |
| A comprehensive guide for Linear Regression |
no responses |
29/04/2020 |
| How can I get the single value of SMA 11 of 5 min bars? |
no responses |
29/04/2020 |
| How to calculate capacity of a trading strategy and to determine the max amount of volume that can be traded at a given time to get filled? |
no responses |
29/04/2020 |
| Unable to call quantopian.research.prices for equity (Galapagos NV) |
2 responses |
29/04/2020 |
| New Strategy - Turnaround Tuesday |
no responses |
29/04/2020 |
| Morningstar Fundamentals Parents / Children / Siblings |
no responses |
28/04/2020 |
| Factset Vs Morningstar Fundamental Data |
1 response |
28/04/2020 |
| Zipline Cannot Trade Assets in custom csvdir bundle |
no responses |
28/04/2020 |
| zipline API: order explained |
no responses |
28/04/2020 |
| VXX dataset - How to fix? |
5 responses |
28/04/2020 |
| Issues with Fundamentals for Tencent (TCEHY)? |
no responses |
28/04/2020 |
| Please help solve this error using the data.history function |
no responses |
27/04/2020 |
| Quality Companies in an Uptrend |
4 responses |
27/04/2020 |
| Lopez de Prado financial data structures |
no responses |
27/04/2020 |
| How do I inspect a filter using Alphalens? |
no responses |
27/04/2020 |
| Optimizing Intraday MovingAverage levels |
no responses |
27/04/2020 |
| Alpha Lens - Multi Index - Intraday |
no responses |
27/04/2020 |
| Researching Time Price Opportunity profiles (TPO charts) |
no responses |
27/04/2020 |
| Remove Stocks that are close to Earnings Releases |
no responses |
27/04/2020 |
| Custom Dataset in an algorithm |
no responses |
26/04/2020 |
| Algo stop loss - that buys back at stop level |
1 response |
26/04/2020 |
| Test post |
no responses |
26/04/2020 |
| Few intriguing question about the predcitions with quantopian framework. |
no responses |
26/04/2020 |
| Help with CustomFactor: Counting Number of 'Up' Days |
5 responses |
26/04/2020 |
| what happen with financial assets? |
2 responses |
26/04/2020 |
| Please help with filter and custom factor |
2 responses |
26/04/2020 |
| Dynamic factor data |
no responses |
26/04/2020 |
| Fundamentals are not available for dates before June 2014 - how to fix? |
1 response |
26/04/2020 |
| Question about conditional strategy |
no responses |
26/04/2020 |
| Stocks in a long-term uptrend with medium-term price correction showing short-term momentum |
no responses |
26/04/2020 |
| Solid Mean Reversion |
no responses |
26/04/2020 |
| How to Order Assets from Pipeline Output? Beginner Question! |
no responses |
25/04/2020 |
| Very Clean Coded Pipeline Not Working?? Help please |
2 responses |
25/04/2020 |
| average of 5 years P/E and erning growth rate |
no responses |
25/04/2020 |
| AttributeError: 'DataFrame' object has no attribute 'sentiment_score' |
no responses |
25/04/2020 |
| How to Find Only True Results in Pipeline |
no responses |
24/04/2020 |
| Assignment3-2.1 |
no responses |
24/04/2020 |
| Assignment 3-1 |
no responses |
24/04/2020 |
| UGLD ETF - Missing split adjustment |
no responses |
24/04/2020 |
| ED Futures data seems to stop in November 2018 |
1 response |
24/04/2020 |
| Problem finding Bond Futures |
2 responses |
24/04/2020 |
| What is the relation between "Z-score" and "alpha "? |
1 response |
24/04/2020 |
| Rebalancing Error |
no responses |
23/04/2020 |
| What does the '|' symbol mean for a numexpr expression? |
2 responses |
23/04/2020 |
| Reinforcement learning for trading...is real? |
2 responses |
23/04/2020 |
| CDF as a momentum signal |
1 response |
23/04/2020 |
| please help with backtest returns |
2 responses |
23/04/2020 |
| Save yesterday's low of position entry date |
no responses |
23/04/2020 |
| Tim Sykes and Penny Stocks - Crushing it! |
4 responses |
23/04/2020 |
| How to combine multiple momentum signals in an equally-weighted long/short portfolio |
1 response |
23/04/2020 |
| Kalman failing to approximate beta? What am I doing wrong? |
3 responses |
23/04/2020 |
| n/a |
no responses |
22/04/2020 |
| Manipulating the variable/factor for only one Morningstar sector |
no responses |
22/04/2020 |
| Stuck on algorithm execution (New User) |
no responses |
22/04/2020 |
| prices of backtest |
2 responses |
21/04/2020 |
| Subsetting Shorts from Positions |
1 response |
21/04/2020 |
| Help with KeyError when trying to generate a tear sheet |
no responses |
21/04/2020 |
| hello |
no responses |
21/04/2020 |
| Fixing Linear Regression Custom Factor |
2 responses |
21/04/2020 |
| At what time does the previous day's data become available in the Algorithm Environment? |
3 responses |
21/04/2020 |
| First Algorithm |
no responses |
21/04/2020 |
| Seeking help to settle leverage problem |
no responses |
21/04/2020 |
| Data availability in Algorithms environment |
no responses |
21/04/2020 |
| Intraday trading and the order execution time |
1 response |
21/04/2020 |
| Why do you help others? |
no responses |
21/04/2020 |
| Multitimeframe trading algos |
no responses |
20/04/2020 |
| Alternative data resources |
no responses |
20/04/2020 |
| List of equities in a specific domain |
no responses |
20/04/2020 |
| Creating a Classifier to Simplify data. |
no responses |
20/04/2020 |
| Come hell or corona |
no responses |
20/04/2020 |
| Screen & Filter |
no responses |
20/04/2020 |
| Orders history |
no responses |
19/04/2020 |
| Why Series object is not callable |
no responses |
19/04/2020 |
| Phyton Developer needed |
no responses |
19/04/2020 |
| HELP - Why do quantopian.research.returns() and quantopian.pipeline.factors.Returns() give different output? |
1 response |
19/04/2020 |
| How to detect previous highs and lows automatically? |
no responses |
19/04/2020 |
| VIX pairs |
16 responses |
18/04/2020 |
| TA Lib different values for same data |
7 responses |
18/04/2020 |
| error when adding custom factor to pipeline |
4 responses |
18/04/2020 |
| KeyError: 'shorts' . Please Help |
4 responses |
18/04/2020 |
| continuous_future |
2 responses |
18/04/2020 |
| Filter for individual tickers in dataframe |
no responses |
17/04/2020 |
| Pipeline, Quandl Data & Custom Factors |
1 response |
17/04/2020 |
| New Video Series: Creating a Daily Fantasy Sports Algorithm Using Quantitative Finance |
no responses |
17/04/2020 |
| How can I control weekly turnover? |
no responses |
17/04/2020 |
| Some help with resampling data |
2 responses |
17/04/2020 |
| Cool |
no responses |
17/04/2020 |
| Is there a way to list all the attributes of the function "quantopian.research.prices"? On using the 'getattr' function, I see a warning about whitelisted modules. |
2 responses |
17/04/2020 |
| Without constraints |
no responses |
17/04/2020 |
| Without Contstraint TLT benchmark |
no responses |
17/04/2020 |
| With Constraint Long term |
no responses |
17/04/2020 |
| RORO Without constraint |
no responses |
17/04/2020 |
| DELETED |
no responses |
16/04/2020 |
| Filter Biotech stocks out of Q3000US |
no responses |
16/04/2020 |
| How to implement stop loss in case of a crisis? |
no responses |
16/04/2020 |
| Mean Reversion on Quantopian |
no responses |
16/04/2020 |
| odd S&P 500 tracking ETF flows data |
10 responses |
16/04/2020 |
| ETF fund flows - data available on Quantopian? |
no responses |
16/04/2020 |
| How may I filter stocks using conditions on two different time intervals? |
no responses |
16/04/2020 |
| Berlin Community |
3 responses |
15/04/2020 |
| Dodging the issue of parameter optimization, curve fitting and future time series simulations |
no responses |
15/04/2020 |
| VWAP Standard Deviation |
1 response |
15/04/2020 |
| Data not loaded |
4 responses |
14/04/2020 |
| Delete Duplicate |
no responses |
14/04/2020 |
| COVID proof ETF algo |
no responses |
14/04/2020 |
| get_pricing for minute bars - last bar only close price? |
6 responses |
14/04/2020 |
| Long-term investing on margin |
33 responses |
13/04/2020 |
| Winsorize and zscore on a per sector basis |
6 responses |
13/04/2020 |
| General questions about the Quantopia platform for someone who is has little experience being a quant. |
no responses |
13/04/2020 |
| Detect a consolidation |
no responses |
13/04/2020 |
| Identify supports and resistance |
no responses |
13/04/2020 |
| Creating a Portfolio Of Stocks |
no responses |
13/04/2020 |
| Algorithm buys even if I only short |
1 response |
13/04/2020 |
| Laboratory 4 |
no responses |
13/04/2020 |
| Export from Notebook to flat file |
2 responses |
12/04/2020 |
| AttributeError: 'list' object has no attribute 'sid' |
3 responses |
12/04/2020 |
| got no data after date error, although my backtest ended before that date |
no responses |
12/04/2020 |
| Could you tell me how to do a real trade with IB from quantopian.com ? |
no responses |
12/04/2020 |
| I Want to Hire Someone to Build a Trading Bot |
7 responses |
11/04/2020 |
| Morningstar columns update frequency |
no responses |
11/04/2020 |
| mean reversion- intraday vector analysis for overnight gains |
1 response |
11/04/2020 |
| Factset: 3-Months Price Target Revisions(CustomFactor) |
1 response |
11/04/2020 |
| Is it possible to use a CustomFactor to calculate alpha and beta for international markets? |
no responses |
11/04/2020 |
| Standardizing over the last month in lecture 39? |
no responses |
11/04/2020 |
| Passive vs Active Portfolios |
no responses |
11/04/2020 |
| how to Get Nasdaq Data |
no responses |
11/04/2020 |
| ACT3282-2020: Pairs Trading 3 |
no responses |
10/04/2020 |
| PsychSignal Trader Mood - Update |
7 responses |
10/04/2020 |
| Can you pip install the Quantopian API? |
3 responses |
10/04/2020 |
| . |
no responses |
10/04/2020 |
| HFT basket trading strategy |
1 response |
10/04/2020 |
| RollingLinearRegressionOfReturns Error: unhashable type: 'list' |
no responses |
10/04/2020 |
| Syntax error in code from tutorial!! |
2 responses |
10/04/2020 |
| Looking for someone to write a trading algo for hire |
no responses |
09/04/2020 |
| Looking for someone to help collab with me! I know the finance but not so much the Python! |
no responses |
09/04/2020 |
| Anyone interested in collaborating with me? Need help understanding a few things. |
no responses |
09/04/2020 |
| Bug Found - Lecture 18 (Residual Analysis) |
2 responses |
09/04/2020 |
| New Video: Corporate Pension Fund Live Tearsheet Review & Winners Announcement Webinar |
no responses |
08/04/2020 |
| Extracting indices from Pipeline DataFrame as string tickers in a list. |
6 responses |
08/04/2020 |
| Best way to debug |
2 responses |
08/04/2020 |
| Issues calculating rolling max value |
2 responses |
08/04/2020 |
| Resampling Futures Data Hourly |
no responses |
08/04/2020 |
| Just pipeline -- entry/exit logic? nanfill to combine two factors? |
8 responses |
07/04/2020 |
| EquityPricing and FactSet data holdout period, how to get current data? |
no responses |
07/04/2020 |
| Want to create my first project |
no responses |
07/04/2020 |
| Futures Help - 'unhashable type' |
no responses |
07/04/2020 |
| How to fix weight per industry |
no responses |
07/04/2020 |
| AssertionError: real has wrong dimensions on RSI algo |
1 response |
07/04/2020 |
| Making some experiments with Pipeline API |
no responses |
07/04/2020 |
| Making some experiments with Pipeline API |
no responses |
07/04/2020 |
| Infographics Challenge: Economic Implications of COVID-19 |
9 responses |
06/04/2020 |
| Equity Curve Trading w/ Circuit Breakers & Targets == (Seeking Help) |
no responses |
06/04/2020 |
| Running SimpleMovingAverage with derived data (Pipeline) |
no responses |
06/04/2020 |
| Can someone please explain line 3 of the attached code? |
no responses |
06/04/2020 |
| ETF data fields |
no responses |
06/04/2020 |
| Getting historic data between two dates in building an algorithm |
no responses |
05/04/2020 |
| calender spread at oil futures |
1 response |
05/04/2020 |
| 'Learn More' not appearing |
1 response |
05/04/2020 |
| Smart Beta ETF correlation algo |
2 responses |
05/04/2020 |
| Getting intraday VIX data? |
no responses |
04/04/2020 |
| weighting of S&P 500 holdings |
no responses |
04/04/2020 |
| Export daily information in a backtest |
3 responses |
04/04/2020 |
| Limitations in backtest with 5 minutes candles - new member |
2 responses |
04/04/2020 |
| Sahil Backtest |
no responses |
04/04/2020 |
| Scalping/Day Trading Algorithms |
1 response |
03/04/2020 |
| historical window on fundamentals data |
no responses |
03/04/2020 |
| Error help needed re tutorial lesson |
1 response |
03/04/2020 |
| Performance of S&P 500 Sectors & Industries |
no responses |
03/04/2020 |
| ACT3282 - 2020 : Pairs Trading 2 |
no responses |
03/04/2020 |
| Not getting the right data |
2 responses |
03/04/2020 |
| Discrepancy actual portfolio positions versus ordered weights |
2 responses |
03/04/2020 |
| How can I best prepare to start the lectures and courses? |
no responses |
03/04/2020 |
| Calculate the Mean of a Pipeline Factor |
no responses |
03/04/2020 |
| Plot Average Sentiment Score of a Basket of Stocks |
no responses |
03/04/2020 |
| Average Sentiment Score of Top Stocks in SPY |
no responses |
03/04/2020 |
| Economic Data on Quantopian |
no responses |
02/04/2020 |
| etf correlation analysis tool |
no responses |
02/04/2020 |
| stats.linregress in Notebook shows error message |
no responses |
02/04/2020 |
| Question about various indicators of the same stock. |
no responses |
01/04/2020 |
| Trouble with reversing current order |
no responses |
01/04/2020 |
| Is there anyone living in SE Michigan area: Detroit/Ann Arbor area that I can talk to because I know how the every market works mathematically and conceptually and can prove it. |
no responses |
01/04/2020 |
| How do i connect to my interactive brokers API? |
2 responses |
01/04/2020 |
| Pandemic Event and Long/Short Equity Portfolios |
15 responses |
01/04/2020 |
| How do I run notebook unattended and persist results? |
no responses |
01/04/2020 |
| Using the Mean of Todays Values within the Pipeline |
22 responses |
31/03/2020 |
| Does anybody here use IBridgePy? |
1 response |
31/03/2020 |
| Pulling a Sentdex Signal (Sentiment Score) on a Single Stock |
2 responses |
31/03/2020 |
| looking for help with maximizealpha |
1 response |
30/03/2020 |
| Need help with the example here |
no responses |
30/03/2020 |
| Update on Third-Party Corporate Pension Challenge |
6 responses |
30/03/2020 |
| error on run_pipeline function |
3 responses |
30/03/2020 |
| Problem with Custom Factor |
3 responses |
30/03/2020 |
| ARIMA Model Algorithm |
no responses |
30/03/2020 |
| getting mean value of fundamental data |
no responses |
29/03/2020 |
| Momentum Factor & Long-Short Equity Strategy during Coronavirus (COVID-19) outbreak |
32 responses |
29/03/2020 |
| Trouble doing Fama MacBeth Regression in Algo |
5 responses |
29/03/2020 |
| Vanguard BND - correct SID? |
2 responses |
29/03/2020 |
| Help with pipeline output index |
2 responses |
28/03/2020 |
| Dema and WMA |
6 responses |
28/03/2020 |
| Correlation between two stock in pipeline with a window size of N |
no responses |
28/03/2020 |
| Weird Mean Return by Sector. What have I done wrong? |
no responses |
28/03/2020 |
| Help creating an Algorithm that trades based on predicted returns |
1 response |
27/03/2020 |
| Learn from the Experts Ep 4: Avoiding Overfitting via Cross-Validation with Joakim |
8 responses |
27/03/2020 |
| The Returns Factor never works for me, can someone explain what I am doing wrong? |
3 responses |
27/03/2020 |
| Three Quant Lessons from COVID-19 |
12 responses |
27/03/2020 |
| Mean target price day to day comparison |
no responses |
27/03/2020 |
| DELETED |
no responses |
27/03/2020 |
| Value, Momentum & Trend 2.0 |
no responses |
26/03/2020 |
| Inspecting quandl.cboe_vix fails |
2 responses |
26/03/2020 |
| kelly criterion rebalancing |
no responses |
25/03/2020 |
| Revisiting Penny Stocks |
2 responses |
25/03/2020 |
| No returns even though Logs says there are HELP!!! #Frustrated |
2 responses |
24/03/2020 |
| ACT3282 - 2020 - Pairs Trading |
no responses |
24/03/2020 |
| . |
no responses |
24/03/2020 |
| Help with Tradable Universe Please |
no responses |
23/03/2020 |
| How to get closing price on a particular day for a company? |
no responses |
23/03/2020 |
| Getting Transactions of the current day |
no responses |
23/03/2020 |
| Help with Getting Started |
no responses |
23/03/2020 |
| "history()" equivalent in local Zipline environment? |
no responses |
22/03/2020 |
| morningstar can get short_name but not factset |
no responses |
22/03/2020 |
| How to obtain a list of closing prices and sort/filter it? |
no responses |
21/03/2020 |
| Grade system for backtesting key figures |
no responses |
21/03/2020 |
| How to use zipline or Quantopian packages to get 1 year and 3 month % change of stocks? |
no responses |
21/03/2020 |
| Fundamental analysis with dynamic exposure |
no responses |
21/03/2020 |
| efficient frontier of consumer defensive assets |
no responses |
21/03/2020 |
| Getting adjusted price in pipeline |
3 responses |
21/03/2020 |
| How to get weekly closes starting from a given date? |
1 response |
21/03/2020 |
| Sentiment trading strategy on all US stocks |
no responses |
20/03/2020 |
| Can someone show me how to construct a portfolio (newbee) |
no responses |
20/03/2020 |
| Optimizing this REIT index - BXIICCRT |
no responses |
20/03/2020 |
| pretrade market data ? |
no responses |
20/03/2020 |
| Help on checking the logic |
no responses |
20/03/2020 |
| New Challenge: Build Smart Beta Factors |
254 responses |
20/03/2020 |
| speed up short term pair search |
no responses |
20/03/2020 |
| Looking for a tutor: Help me learn Quantopian and find out how a combo of SPY with puts would have performed |
3 responses |
20/03/2020 |
| Market Manipulation |
no responses |
20/03/2020 |
| Optimizing Turnover in the Algo |
1 response |
19/03/2020 |
| IC Mean vs Risk Adjusted IC |
no responses |
19/03/2020 |
| Quantopian Self Serve Dataset is not working |
1 response |
19/03/2020 |
| Loading ETF prices |
no responses |
19/03/2020 |
| / |
no responses |
18/03/2020 |
| UNAL Class Challenge |
105 responses |
18/03/2020 |
| Simplebeta IDE Type Error |
2 responses |
18/03/2020 |
| Upgrade 2.7 notebook to 3.5 |
1 response |
18/03/2020 |
| smart beta tilts? |
1 response |
18/03/2020 |
| Quandl Data Import |
no responses |
18/03/2020 |
| Can't import psychsignal |
3 responses |
17/03/2020 |
| Quandl CBOE_VIX depreciated? Any other good modules for this |
1 response |
17/03/2020 |
| Portfolio Restructuring - Optimization |
no responses |
17/03/2020 |
| Different data in pipeline and data.history |
2 responses |
17/03/2020 |
| After-hours best momentum help for schedule function |
no responses |
16/03/2020 |
| how to set up live trading |
1 response |
16/03/2020 |
| testing |
no responses |
16/03/2020 |
| Zipline Output |
no responses |
16/03/2020 |
| New to Quantopian -- How to implement the Quantopian algorithm and trade it with real money? |
2 responses |
16/03/2020 |
| What I Have Seen Over The Past Few Weeks |
26 responses |
15/03/2020 |
| Record_vars for weightings? |
4 responses |
15/03/2020 |
| Gap Up Strategy + ORB |
no responses |
15/03/2020 |
| How to change asset objects to string in dataframe returned from run_pieline |
2 responses |
15/03/2020 |
| top 10 winners and top 10 losers for a specific date in a notebook |
no responses |
14/03/2020 |
| Does Quantopian have monte carlo or sensitivity testing Capabilities in research or the IDE? |
no responses |
14/03/2020 |
| COVID-19 Growth Analysis |
7 responses |
14/03/2020 |
| Zipline update bundle with missing days |
no responses |
14/03/2020 |
| No progress in backtests |
3 responses |
14/03/2020 |
| Does anyone know how to load a csv into zipline locally? |
no responses |
13/03/2020 |
| how the algorithm identify the timezone? |
1 response |
13/03/2020 |
| Why do you divide the Sharpe Ratio by the standard deviation of excess returns and not just standard deviation of returns alone? |
no responses |
13/03/2020 |
| Find stocks with highest percentage difference from their high price N days ago. |
no responses |
12/03/2020 |
| Pipeline showing wrong day's close price |
1 response |
12/03/2020 |
| quantile regression in backtest |
1 response |
12/03/2020 |
| Pair Trading Algorithm - which is X, which is Y |
no responses |
12/03/2020 |
| New Video: Learn from the Experts Ep 3: Building Sector-Specific Factors with Leo |
7 responses |
12/03/2020 |
| New Feature: Currency Conversion in Pipeline |
1 response |
12/03/2020 |
| Anyone know how to code price action and candlestick patterns or if there are ones in the quantopian factors library? |
no responses |
12/03/2020 |
| CFD intraday historical data needed |
no responses |
12/03/2020 |
| How to fetch data for Indonesian stocks? |
1 response |
12/03/2020 |
| USD/EUR strategy in mind |
no responses |
12/03/2020 |
| Reed College Finance and Investment Club Algo Trading Workshop |
no responses |
12/03/2020 |
| Looking to Live Trade with an Algorithm -- Any Help is Appreciated |
1 response |
11/03/2020 |
| run_pipeline in local environment doesn't return yesterday price |
no responses |
11/03/2020 |
| Why is my spread increasing? |
no responses |
11/03/2020 |
| Zipline |
no responses |
11/03/2020 |
| Setting a Leverage Minimum |
6 responses |
11/03/2020 |
| support OTC stocks ? |
2 responses |
10/03/2020 |
| does Quantopian support: CustomFactor use it's own data as input? |
1 response |
10/03/2020 |
| Reinvest Daily Cash - NEED HELP!!! |
1 response |
10/03/2020 |
| Large-scale probability distribution possible in quantopian? |
3 responses |
09/03/2020 |
| Pair trade spread increases, but shouldn't. |
no responses |
09/03/2020 |
| Can I pull Beta values for each stock? |
5 responses |
09/03/2020 |
| Beginner question: how do I annualize alpha? |
no responses |
09/03/2020 |
| ema momentum algo HELP NEEDED!!!! |
1 response |
08/03/2020 |
| A trial of using machine learning method |
1 response |
08/03/2020 |
| Futures data |
no responses |
08/03/2020 |
| Prices in notebooks not updated on midnight? |
no responses |
07/03/2020 |
| Differences between Zipline and Quantopian |
no responses |
07/03/2020 |
| Seek for help, Modified Dietz method |
no responses |
07/03/2020 |
| Test 0307 |
no responses |
07/03/2020 |
| Factor Research Template - Trading Bot in Python Episode 4 |
no responses |
07/03/2020 |
| plot histogram versus time? |
1 response |
07/03/2020 |
| Getting the companies that release their Earnings between 2 given dates |
4 responses |
06/03/2020 |
| Data Quality Improvement - 2002-2012. |
12 responses |
06/03/2020 |
| Quantopian Enterprise workflow - does it include integration of algo with trading platform? |
1 response |
06/03/2020 |
| documentation for get_backtest returned object? |
2 responses |
06/03/2020 |
| Help Needed (Renumeration offered) |
1 response |
06/03/2020 |
| net debt to ebitda algo |
2 responses |
06/03/2020 |
| 403: forbidden |
2 responses |
05/03/2020 |
| Help with Dollar Neutral constraint |
no responses |
05/03/2020 |
| Symbol names of Volatility index in research |
no responses |
05/03/2020 |
| Pursuing a Master's Degree in Statistics - Data Science Track |
no responses |
04/03/2020 |
| How can I Import a custom library |
2 responses |
04/03/2020 |
| example code using Morningstar stock_type? |
4 responses |
04/03/2020 |
| Usage of StaticAssets in zipline? |
no responses |
03/03/2020 |
| Pursuing a Master’s Degree |
5 responses |
03/03/2020 |
| How can I analyze categorical data in notebook? |
3 responses |
03/03/2020 |
| New Video: Insider Transactions Dataset Challenge Webinar |
no responses |
03/03/2020 |
| Short the VIX!! |
no responses |
02/03/2020 |
| Stock price in research environment doesn't correspond to real price |
1 response |
02/03/2020 |
| USEquityPricing.close.latest doesn't return latest price |
no responses |
02/03/2020 |
| Standard deviation of factset fundamentals? |
no responses |
01/03/2020 |
| Algorithm for trading forex market. |
2 responses |
01/03/2020 |
| A mean reversion algorithm |
no responses |
01/03/2020 |
| record_vars or log.info to record risk factors exposures for sector and style |
no responses |
29/02/2020 |
| Local Install - Mac w/Anaconda |
1 response |
29/02/2020 |
| Update - Optimize timeout fix |
no responses |
29/02/2020 |
| Am I using filters correctly for creating my trading universe? |
no responses |
29/02/2020 |
| Getting Percentile of Custom Factor |
2 responses |
29/02/2020 |
| Pipeline to buy or sell using ema |
no responses |
29/02/2020 |
| Is there a working way to import BTCUSD prices to test strategies? |
1 response |
29/02/2020 |
| RuntimeWarning: Degrees of freedom <= 0 for slice. |
no responses |
28/02/2020 |
| Trouble with Japanese Equities |
2 responses |
28/02/2020 |
| Low Volatility Trading enhanced with Fundamentals |
no responses |
28/02/2020 |
| Alphalens tearsheet great but algorithm backtest bad with same exact strategy? |
1 response |
28/02/2020 |
| Inconsistent timing - Lecture 38 Example: Long-Short Equity Algorithm |
4 responses |
28/02/2020 |
| Sector classification for International Equities |
2 responses |
27/02/2020 |
| How to get value of VIX |
no responses |
27/02/2020 |
| Pair trading using OU process |
no responses |
27/02/2020 |
| Pyfolio and 6M Rolling Sharpe Ratio |
no responses |
27/02/2020 |
| Evolution of S-score |
no responses |
27/02/2020 |
| Daily open price for signal, close price for trade execution |
2 responses |
27/02/2020 |
| CustomFactor question |
8 responses |
27/02/2020 |
| Save and Use a Fitted Predictive Model |
3 responses |
27/02/2020 |
| Developing Locally |
3 responses |
26/02/2020 |
| Self-serve data from a public URL |
2 responses |
26/02/2020 |
| Pyfolio Analysis |
no responses |
26/02/2020 |
| Net operating profit after taxes (NOPAT) - how? |
5 responses |
26/02/2020 |
| First Strategy seeking Feedback - Momentum + Volatility + RSI |
no responses |
26/02/2020 |
| How are cumulative returns compute in alphalens? |
1 response |
25/02/2020 |
| NonWindowSafeInput Scenarios |
no responses |
25/02/2020 |
| Request for white-listing |
1 response |
25/02/2020 |
| Using alphalens on 2 domains combined into 1 pipeline to analyse factors - global investing |
1 response |
25/02/2020 |
| Upgrading to Python 3 - Update |
8 responses |
24/02/2020 |
| Can someone explain what TALIB's STOCH_SLOWK and STOCHF_FASTK are doing? |
no responses |
24/02/2020 |
| Is there a pair candidate filter? |
1 response |
24/02/2020 |
| Problems Converting Research to IDE |
no responses |
24/02/2020 |
| Test1 |
no responses |
24/02/2020 |
| Question on comparing strategies |
3 responses |
23/02/2020 |
| Funding |
no responses |
23/02/2020 |
| Momentum strategy with one month reversal |
no responses |
23/02/2020 |
| How to switch longs to shorts, vice-versa |
6 responses |
23/02/2020 |
| net debt to ebitda ratio algo |
2 responses |
22/02/2020 |
| Simple Mean Reversion Strategy |
no responses |
22/02/2020 |
| New Video: Learn from the Experts Ep 2: Fast Iterative Factor Development with Kyle |
26 responses |
21/02/2020 |
| 2019 equity quant themes underperformed - why? |
36 responses |
21/02/2020 |
| Can some one help me 1on1 :C |
no responses |
21/02/2020 |
| Speed comparison - Offline Zipline environment 35 times faster than Online Quantopian (is this true???) |
1 response |
20/02/2020 |
| Conference Opportunity: ODSC East 2020 Quantopian Discount |
no responses |
20/02/2020 |
| Why so many columns when calling "get_pricing" from a pipeline result? |
5 responses |
20/02/2020 |
| TypeError: Already tz-aware, use tz_convert to convert. |
no responses |
20/02/2020 |
| Contest results for Tuesday, Feb 18 will be delayed |
3 responses |
20/02/2020 |
| Quantopian Strategic Pivot |
3 responses |
20/02/2020 |
| Issues with pyfolio |
no responses |
20/02/2020 |
| Short Interest Data pipeline for Quandl dataset |
30 responses |
20/02/2020 |
| Risk Parity with Foreign Stocks |
no responses |
19/02/2020 |
| Alphalens - Dealing with stocks without previous pricing data |
2 responses |
19/02/2020 |
| Sector Relative Strength EMA (12, 26) Crossover Algorithms |
no responses |
19/02/2020 |
| problem with TargetWeights |
8 responses |
19/02/2020 |
| Poor man's strategy. |
no responses |
19/02/2020 |
| Sharpe ratio in a backtest |
no responses |
19/02/2020 |
| What is the Benchmark SPY ? |
4 responses |
19/02/2020 |
| New Feature: Challenge Winner Badge |
no responses |
18/02/2020 |
| Factor preprocessing |
no responses |
18/02/2020 |
| run_pipeline in zipline (offline) |
2 responses |
18/02/2020 |
| How to combine 2 domains into 1 pipeline |
2 responses |
18/02/2020 |
| Alpha Architect |
no responses |
18/02/2020 |
| Up/Down Volume Moving Average |
no responses |
17/02/2020 |
| meaning of "split" in Zipline's data bundle |
no responses |
17/02/2020 |
| New to Quantopian |
3 responses |
17/02/2020 |
| Custom factor Z-score for stock's pe_ratio over timeframe? |
no responses |
17/02/2020 |
| data.history retrieves Panel as opposed to DataFrame? |
4 responses |
16/02/2020 |
| My bad simple syntax error... |
no responses |
16/02/2020 |
| Type Error : unhashable type |
2 responses |
16/02/2020 |
| Capital Function Disabled? |
1 response |
15/02/2020 |
| Algorithm not placing trades |
1 response |
15/02/2020 |
| Alphalens with japanese stocks |
1 response |
14/02/2020 |
| Trouble on creating of a CustomFactor since a Dataframe Column |
1 response |
14/02/2020 |
| corporate credit rating data? |
11 responses |
13/02/2020 |
| Correlation of volume spike prior to price spike |
no responses |
12/02/2020 |
| Pipeline data over the weekend? |
2 responses |
11/02/2020 |
| Morningstar fundamentals EPS custom factor with a filter. |
no responses |
11/02/2020 |
| Can't load position data since 2/10/2020 |
1 response |
11/02/2020 |
| reserch |
1 response |
11/02/2020 |
| DELETED |
3 responses |
10/02/2020 |
| DELETED |
46 responses |
10/02/2020 |
| DELETED |
no responses |
10/02/2020 |
| DELETED |
no responses |
10/02/2020 |
| Volume, Leverage |
2 responses |
10/02/2020 |
| Global Equity Pricing and Fundamental Data |
60 responses |
10/02/2020 |
| modificacion3 |
no responses |
10/02/2020 |
| Modificacion2 |
no responses |
10/02/2020 |
| Modificacion1 |
no responses |
10/02/2020 |
| Stuck on first algorithm |
7 responses |
10/02/2020 |
| FactSet & Q Contest |
2 responses |
09/02/2020 |
| Third-Party Challenge algo attempt |
6 responses |
09/02/2020 |
| Different long short strategy algo. Additive and filter factors. |
no responses |
09/02/2020 |
| Machine Learning for fundamental data and to identify fundamental alpha factors |
no responses |
09/02/2020 |
| Take profit |
2 responses |
08/02/2020 |
| Stop loss error |
3 responses |
08/02/2020 |
| Periodic number of stockholders |
1 response |
07/02/2020 |
| New Video: Learn from the Experts Ep 1 -- Full Algorithm Creation with Vedran Rusman |
28 responses |
07/02/2020 |
| current price wanted |
2 responses |
07/02/2020 |
| 20 day RVOL calculator |
3 responses |
07/02/2020 |
| New Strategy - Combining Sentdex & Bollinger Bands |
2 responses |
06/02/2020 |
| data.history in Research IDE not recognized |
2 responses |
06/02/2020 |
| AttributeError: 'Field' object has no attribute 'latest' (sentiment.sentiment_signal.latest) |
2 responses |
06/02/2020 |
| 'str' object has no attribute 'end_date' |
2 responses |
06/02/2020 |
| How to use "order_optimal_portfolio" in correctly?(rebalance on different days, or just sell part of holding) |
3 responses |
06/02/2020 |
| Need help with custom factor |
7 responses |
05/02/2020 |
| Case 1 - Grace Ko |
no responses |
04/02/2020 |
| AFL code for arbitrage pair trading |
no responses |
04/02/2020 |
| test |
no responses |
04/02/2020 |
| Trouble filtering out industries in pipeline |
3 responses |
04/02/2020 |
| Sentiment data |
2 responses |
03/02/2020 |
| Find cummax() in range for trend following strategy |
3 responses |
03/02/2020 |
| Get price using BusinessDays |
no responses |
03/02/2020 |
| AttributeError: 'Positions' object has no attribute 'itervalues' |
2 responses |
03/02/2020 |
| Algorithm that runs for multiple stocks |
5 responses |
03/02/2020 |
| Fixing "The Wisdom of The Crowds" |
1 response |
03/02/2020 |
| Momentum: Stock splits causing issues with overlapping portfolios |
4 responses |
03/02/2020 |
| Pairs Trading - Rahul Chekuri |
no responses |
03/02/2020 |
| limit order trigger condition and fill price with daily data |
3 responses |
02/02/2020 |
| The Wisdom of the Crowd: How the Crowd Helps us Selects the Best Stock |
13 responses |
02/02/2020 |
| Peculiarly high result, 10-30,000% |
no responses |
02/02/2020 |
| Newbie Post: EV/EBITDA Ratio with 200 day returns using Optimize API |
no responses |
01/02/2020 |
| Quantative Trading Algorithm combining value and momentum trading |
no responses |
01/02/2020 |
| Forum Update: Improved Thread Load Times |
1 response |
31/01/2020 |
| Need guidance on simplifying variables within code |
4 responses |
31/01/2020 |
| engineeredportfolio.com 5 Year |
no responses |
31/01/2020 |
| Using the open or close for EMA crossover trigger |
no responses |
31/01/2020 |
| problem w/ Sector().eq() - any ideas? |
4 responses |
31/01/2020 |
| Universe Question |
1 response |
30/01/2020 |
| Why does date_range give a result different from indexing [] for DataFrame Pandas dates? |
2 responses |
30/01/2020 |
| Why I get this error? |
2 responses |
30/01/2020 |
| Q500US cointegration check |
1 response |
30/01/2020 |
| VIX Futures, VIX index, and SP options Data |
2 responses |
29/01/2020 |
| Returns from Gary's Signal |
no responses |
29/01/2020 |
| At least a data source among fcf, fcf_per_share, and shares_outstanding is wrong |
2 responses |
29/01/2020 |
| Sector specific Alphas? |
1 response |
29/01/2020 |
| How to access minute-bars from past days? |
2 responses |
28/01/2020 |
| Should we optimize parameter "N" from N-day-ahead stock returns? |
no responses |
28/01/2020 |
| How to find the R^2 values of multiple stocks |
3 responses |
27/01/2020 |
| Capital Allocation Line |
no responses |
25/01/2020 |
| Third-Party Challenge questions/comments |
10 responses |
25/01/2020 |
| Getting started |
no responses |
25/01/2020 |
| My first post |
no responses |
25/01/2020 |
| Industry Returns Correlation |
3 responses |
25/01/2020 |
| StaticSids in research |
2 responses |
24/01/2020 |
| Opt porfolio question as to how to keep retain hold shares |
3 responses |
24/01/2020 |
| $10K Third-Party Challenge: Design a Factor for a Large US Corporate Pension |
431 responses |
24/01/2020 |
| The filled price of LimitOrder |
7 responses |
24/01/2020 |
| General Update on Quantopian OSS |
1 response |
23/01/2020 |
| 'numpy.ndarray' object has no attribute 'zscore' Error |
8 responses |
23/01/2020 |
| Commodity Data |
no responses |
23/01/2020 |
| Need a consultant who is experienced with backtesting using zipline. |
no responses |
22/01/2020 |
| Zipline JSON Decode Error |
no responses |
22/01/2020 |
| Investing in algorithms as a private person |
2 responses |
22/01/2020 |
| Basic daily signals |
1 response |
22/01/2020 |
| Schedule year start |
1 response |
21/01/2020 |
| DELETED |
4 responses |
21/01/2020 |
| DELETED |
18 responses |
21/01/2020 |
| Noob Question - Context instead of Global Variables |
2 responses |
20/01/2020 |
| Insider transactions based models - OOS tearsheets |
13 responses |
20/01/2020 |
| [deleted] |
no responses |
19/01/2020 |
| macd 2 year test on kodk |
no responses |
19/01/2020 |
| rsi 2 year test on kodk |
no responses |
19/01/2020 |
| support resistance 2 year test on kodk |
no responses |
19/01/2020 |
| When to combine factors, and when not to |
11 responses |
19/01/2020 |
| how to make an strategy in quantopian |
1 response |
19/01/2020 |
| How do I get Slow Stochastic result from FastStochasticOscillator Factor |
6 responses |
19/01/2020 |
| why does it have the same length after I use the unique function? |
1 response |
19/01/2020 |
| Check if ROA has increased from the previous quarter? |
2 responses |
18/01/2020 |
| Having a tough time putting skeletons in my closet |
6 responses |
18/01/2020 |
| Need help with EMA Crossover strategy |
1 response |
18/01/2020 |
| Need help creating a "Buy" signal when divergence is a certain value (MACD) |
no responses |
18/01/2020 |
| Bug: order_optimal_portfolio tosses small weights |
6 responses |
17/01/2020 |
| Corporate Actions and Price Adjustment Video Series Out Now |
no responses |
17/01/2020 |
| Need help installing zipline and pyfolio - paid gig |
1 response |
17/01/2020 |
| Portfolio 1 |
no responses |
17/01/2020 |
| Exclusive alternative data |
no responses |
17/01/2020 |
| Import of run_pipeline not working. |
2 responses |
16/01/2020 |
| Help with Factor Scaling |
3 responses |
16/01/2020 |
| Golden Cross and RSI Algo |
no responses |
16/01/2020 |
| order_target_percent and schedule |
1 response |
14/01/2020 |
| How to Air play Quantopian lectures to Samsung tv? |
no responses |
14/01/2020 |
| Analyst Recommendations: Got alpha? |
no responses |
14/01/2020 |
| Ranking factors, but normalizing ranks based on NaNs |
1 response |
14/01/2020 |
| Sharing a notebook with my team mate |
5 responses |
14/01/2020 |
| Pipeline for finding closely correlated stocks? |
2 responses |
14/01/2020 |
| Jarque-Bera Test and p-values |
6 responses |
13/01/2020 |
| forum bug |
4 responses |
13/01/2020 |
| 3 day moving average and bull_minus_bear |
no responses |
12/01/2020 |
| PYTHON 3.5 RUNTIME ERROR |
1 response |
12/01/2020 |
| How to get the data of Indian stocks for analysis. |
3 responses |
12/01/2020 |
| dump |
no responses |
12/01/2020 |
| DELETED |
1 response |
12/01/2020 |
| DELETED |
no responses |
12/01/2020 |
| DELETED |
1 response |
12/01/2020 |
| DELETED |
no responses |
12/01/2020 |
| Alpha Concentration by Sector |
2 responses |
10/01/2020 |
| Custom Factor to calculate return since Earning announcement date |
2 responses |
10/01/2020 |
| code performance review |
3 responses |
10/01/2020 |
| Index constituents over time |
no responses |
09/01/2020 |
| Questions of getting the current data from pipeline |
2 responses |
09/01/2020 |
| Looking for advice |
no responses |
09/01/2020 |
| Modifying risk constraints based on time of the year |
no responses |
08/01/2020 |
| Morningstar Data Descriptions |
no responses |
08/01/2020 |
| Coercing full fill of orders during a day in backtest |
2 responses |
08/01/2020 |
| Data showing company slashed earning forecast? |
1 response |
08/01/2020 |
| Getting Started with Quantopian: Help |
1 response |
08/01/2020 |
| Predicting realized volatility using Google Trends |
no responses |
07/01/2020 |
| getting VIX index data for futures trading |
no responses |
07/01/2020 |
| Noob needs help |
4 responses |
07/01/2020 |
| zipline: order_target not selling assets |
1 response |
07/01/2020 |
| My Wilder's MA looks quite different in Notebook than in Algorithm platform... |
10 responses |
06/01/2020 |
| Positive skew in invested assets as proxy for long term outperformance / increasing skewness of momentum trading strategy. |
2 responses |
06/01/2020 |
| Factset/Morningstar data documentation quick link navigation |
no responses |
06/01/2020 |
| Update to TargetWeights/Optimize bug? |
2 responses |
05/01/2020 |
| Where are hedge funds based on Quantopian algorithms? |
1 response |
05/01/2020 |
| Your Thoughts On Walk-forward Testing To Assess Robustness |
no responses |
05/01/2020 |
| Migrate Q strategies to IBridgePy that supports Backtest and live trading with Interactive Brokers and Robinhood |
1 response |
05/01/2020 |
| How to Build a Portfolio Like a Billionaire |
no responses |
04/01/2020 |
| Where can one see the performance of the Quantopian Fund? |
no responses |
04/01/2020 |
| MACD and ATR trailing stop |
no responses |
03/01/2020 |
| Custom dataset being altered |
1 response |
02/01/2020 |
| Fund Economics & Compensation |
7 responses |
02/01/2020 |
| Are backtests working properly? |
2 responses |
01/01/2020 |
| RSI Increasing/Decreasing |
no responses |
01/01/2020 |
| Bitcoin algo with a PF over 1.5 but need some help coding. |
no responses |
01/01/2020 |
| How to multiply a custom factor slice by an integer? |
4 responses |
31/12/2019 |
| Backtesting is very slow and won't progress |
4 responses |
31/12/2019 |
| How to store tick data efficiently for analysis and backtest in my local system ? |
no responses |
31/12/2019 |
| Ichimoku Based Algorithm not executing orders |
2 responses |
30/12/2019 |
| New Tearsheet Challenge: Insider Transactions Dataset, $5000 in Prizes! |
219 responses |
29/12/2019 |
| Help me out in alpha discovery for the new Tearsheet Challange |
11 responses |
28/12/2019 |
| Buy/Sell Quantopian Algorithms in an open way |
21 responses |
28/12/2019 |
| TypeError: rank() missing 1 required positional argument: 'self' |
1 response |
28/12/2019 |
| Min Correlation |
2 responses |
27/12/2019 |
| Minimum Correlation |
1 response |
27/12/2019 |
| Estimating Leveraging Cost |
2 responses |
27/12/2019 |
| 2nd Trial |
no responses |
26/12/2019 |
| My first trial |
no responses |
26/12/2019 |
| TD Ameritrade - Quantopian |
2 responses |
26/12/2019 |
| How to use history() properly |
no responses |
25/12/2019 |
| Trading model |
no responses |
24/12/2019 |
| High B/M, low Vol, 25 stocks, long only, 2003 - 2019 |
no responses |
24/12/2019 |
| High B/M, low Vol, 50 stocks, long only, 2003 - 2019 |
no responses |
24/12/2019 |
| High B/M, low Vol, 25 Stocks, long only + low costs |
no responses |
24/12/2019 |
| High B/M, low Vol, 25 Stocks, long only |
no responses |
24/12/2019 |
| IM trading strategy |
no responses |
24/12/2019 |
| Seems to be too much memory |
1 response |
24/12/2019 |
| High B/M, Low Vol Long Only Portfolio |
no responses |
24/12/2019 |
| get_pricing for changed symbols |
no responses |
24/12/2019 |
| Missing data on IPO date |
no responses |
24/12/2019 |
| Building an Intrinsic Value Calculator |
no responses |
23/12/2019 |
| I need help with defining "context" |
no responses |
23/12/2019 |
| Help with Back test Algorithm coding |
3 responses |
23/12/2019 |
| How to create a function that closes individual trades (not positions) after N days of being opened? |
no responses |
23/12/2019 |
| MaxDrawdown - odd calculation |
no responses |
22/12/2019 |
| random seed |
no responses |
22/12/2019 |
| Bayesian analysis in Pyfolio is not longer supported - why? |
no responses |
22/12/2019 |
| How do I get Buy and Sell Signals from an Algo? |
2 responses |
21/12/2019 |
| Sample Mean-Reversion |
no responses |
21/12/2019 |
| The Next Quantopian-Based Paper on Uncovering Momentum |
20 responses |
21/12/2019 |
| How to trade if no trades in last 30 days |
no responses |
21/12/2019 |
| schedule_function not working? I keep getting "Local variable 'schedule_function' is assigned to but never used" |
2 responses |
21/12/2019 |
| Implementing Complex Scoring Mechanisms |
no responses |
21/12/2019 |
| Sample |
no responses |
20/12/2019 |
| Dividends ex-date. |
2 responses |
20/12/2019 |
| The CEO Arrogance/Narcissist Index |
17 responses |
20/12/2019 |
| Creating Alpha By Using Fundamentals In Utilities Sector |
no responses |
19/12/2019 |
| Why does Morningstar shares_outstanding give me a float and negative numbers? |
1 response |
19/12/2019 |
| Why does maximizing returns perform worse than maximizing (price - price*returns) |
7 responses |
19/12/2019 |
| How to close out trades given a condition is met. (i.e., N days have past, OR, the position has reached a % return threshold) |
no responses |
19/12/2019 |
| Morningstar Headquarter City Data |
no responses |
19/12/2019 |
| Is it a bias to use all historical constituents of index in backtesting? |
2 responses |
19/12/2019 |
| Factor model - daily factor returns |
3 responses |
19/12/2019 |
| Testing od posting result |
no responses |
19/12/2019 |
| Sentdex Dataset |
no responses |
18/12/2019 |
| Compare many trading strategies, each with many variants |
no responses |
18/12/2019 |
| How to get slope of moving average in pipeline? |
2 responses |
18/12/2019 |
| "IP is 99% of the value of Quantitative Finance" |
no responses |
18/12/2019 |
| last date to fetch data not current |
1 response |
18/12/2019 |
| How to get Shiller PE |
1 response |
18/12/2019 |
| Simple monthly SPY leveraged long-only strategy |
no responses |
17/12/2019 |
| "taxiness" factor? |
1 response |
17/12/2019 |
| Clarifications to our Terms of Use |
no responses |
16/12/2019 |
| ETB only universe |
no responses |
16/12/2019 |
| sample |
no responses |
16/12/2019 |
| Recording Turnover |
3 responses |
15/12/2019 |
| where else for paper trading? |
no responses |
15/12/2019 |
| make_pipeline() TimeOut error in IDE |
2 responses |
15/12/2019 |
| How to get the past N day rolling return? |
2 responses |
15/12/2019 |
| Closing Position |
no responses |
14/12/2019 |
| contest scores changing over time? |
3 responses |
14/12/2019 |
| ETF TAA |
10 responses |
14/12/2019 |
| RSI indicator and hitrate or reward risk |
no responses |
14/12/2019 |
| Can´t use Research Notebooks [Solved] |
4 responses |
14/12/2019 |
| Universe filter in pipeline not being applied? |
1 response |
13/12/2019 |
| documentation for RollingLinearRegressionOfReturns? |
3 responses |
13/12/2019 |
| Whatever happened to the Quantopian-Point72 partnership? |
1 response |
13/12/2019 |
| Using Tearsheet Results (or equivalent) Live |
2 responses |
13/12/2019 |
| Lookup to Find Info |
no responses |
13/12/2019 |
| Feature scaling for multiple assets with sklearn/random forest |
4 responses |
13/12/2019 |
| TargetWeights short orders going long for no reason |
no responses |
13/12/2019 |
| which backtester? |
no responses |
12/12/2019 |
| When does this algorithm sell? |
2 responses |
12/12/2019 |
| Place order in zipline with amount in decimal places |
2 responses |
12/12/2019 |
| Big News for the Community: More Opportunities to License Your Algorithms |
38 responses |
12/12/2019 |
| asian session high & low script |
no responses |
12/12/2019 |
| Kalman_backtest_20190401-20190630 |
2 responses |
12/12/2019 |
| Quick question - how to use regression outputs to predict returns |
no responses |
12/12/2019 |
| Portfolio Visualizer website |
2 responses |
12/12/2019 |
| How do I code for the MACD? Newbie here learning. |
1 response |
12/12/2019 |
| Who modified my algorithms in the last day? I haven't touched my algorithms in a week. |
1 response |
11/12/2019 |
| debugger performance |
no responses |
11/12/2019 |
| Documentation and Help |
9 responses |
11/12/2019 |
| Anyone out there...? |
1 response |
11/12/2019 |
| Stop Loss and Take Profit with order_optimal_portfolio |
1 response |
11/12/2019 |
| Need help understanding/conceptualizing API |
no responses |
11/12/2019 |
| Quick Troubleshooting Question |
3 responses |
11/12/2019 |
| Issue with show_graph() method of Pipeline |
no responses |
10/12/2019 |
| error to instal ZIPLINE conda |
no responses |
10/12/2019 |
| Setting custom factor as input to a Random Forest |
no responses |
10/12/2019 |
| SR zones management |
no responses |
10/12/2019 |
| Liquid ETF contest on QuantConnect |
no responses |
10/12/2019 |
| Uploading CSV File |
no responses |
08/12/2019 |
| Variable Position Sizing |
no responses |
08/12/2019 |
| Financials tearsheet challenge entry |
8 responses |
07/12/2019 |
| Normality tests |
no responses |
07/12/2019 |
| Sample backtest |
15 responses |
07/12/2019 |
| End of Paper Trading |
54 responses |
06/12/2019 |
| backtesting with machine learning models: in sample + out of sample |
no responses |
06/12/2019 |
| SPY-XLF rolling 20-day correlation of daily returns |
2 responses |
05/12/2019 |
| Testing strategy on Alphalens |
no responses |
05/12/2019 |
| Factor Regression |
no responses |
05/12/2019 |
| how i can tell wich stock is it when there are 2 or more Tickers? |
no responses |
04/12/2019 |
| 5 Day EMA with RSI and EPS std_dev filters |
no responses |
04/12/2019 |
| Custom Factor using "open" |
2 responses |
04/12/2019 |
| Contrast set mining fundamental data |
no responses |
02/12/2019 |
| Lecture 11 Binomial Random Variable class definition |
no responses |
30/11/2019 |
| Strategy: Momentum at a fair price + reversal in bear markets |
3 responses |
29/11/2019 |
| Trade / Rebalancing at first Wednesday every month |
2 responses |
29/11/2019 |
| Pair Trading in Google Sheet |
no responses |
29/11/2019 |
| question about CustomFactor |
1 response |
28/11/2019 |
| Renko based strategy |
2 responses |
28/11/2019 |
| Looking For Python Book |
4 responses |
28/11/2019 |
| Sample_Mean_Reversion |
no responses |
27/11/2019 |
| Microsoft 163.33% |
no responses |
27/11/2019 |
| NVIDIA 201.72% |
no responses |
27/11/2019 |
| AMD 453.02% |
1 response |
27/11/2019 |
| Sector Average Values are Different Depending on how They're Calculated? |
3 responses |
26/11/2019 |
| Can we fetch the stock price of India's stocks by get_pricing()? |
1 response |
26/11/2019 |
| When I type "open" in the notebook it is interpreted different. |
no responses |
26/11/2019 |
| ADX custom factor for pipeline |
1 response |
26/11/2019 |
| Full Mean Reversion |
no responses |
26/11/2019 |
| How do you download a picture of your algorithm? |
4 responses |
26/11/2019 |
| How to use the apply() on talib.CDLENGULFING() for multiple securities? |
2 responses |
26/11/2019 |
| Folders for Algorithms |
1 response |
25/11/2019 |
| Financials tearsheet challenge |
87 responses |
25/11/2019 |
| Up/down side volume |
2 responses |
25/11/2019 |
| Black Litterman Portfolio Optimization - high alpha of 0.13 |
no responses |
24/11/2019 |
| Sample |
no responses |
24/11/2019 |
| Sentiment Strategy |
no responses |
24/11/2019 |
| How are we supposed to upload our own Classifiers? |
1 response |
24/11/2019 |
| alphalens get_clean_factor_and_forward_returns() 'prices' parameter |
2 responses |
24/11/2019 |
| Hello_world_Coupa_Software_Incorporated_(COUP) |
no responses |
24/11/2019 |
| Hello_world_NovoCure_Limited_(NVCR) |
no responses |
24/11/2019 |
| Hello_world_The_Trade_Desk_Inc_(TTD) |
no responses |
24/11/2019 |
| Hello_world_Arrowhead_Pharmaceuticals_Inc_(ARWR) |
no responses |
24/11/2019 |
| Hello_world_Tandem_Diabetes_Care_Inc_(TNDM) |
no responses |
24/11/2019 |
| Mistakes in Earnings Dates in Factset Data |
no responses |
24/11/2019 |
| Problem resampling 1 minute bars into 60 minute bars |
5 responses |
23/11/2019 |
| Tradable Universe |
2 responses |
23/11/2019 |
| Adding industry filters |
1 response |
23/11/2019 |
| improving Algorithm |
no responses |
23/11/2019 |
| Simple MA strat |
no responses |
23/11/2019 |
| New Strategy - Presenting the “Quality Companies in an Uptrend” Model |
443 responses |
22/11/2019 |
| Silly question about Available Cash |
1 response |
22/11/2019 |
| Passing self data as input to custom factor |
no responses |
22/11/2019 |
| Fail to replicate Alphalens Backtest Returns |
no responses |
22/11/2019 |
| my test 2 |
no responses |
21/11/2019 |
| my test 1 |
no responses |
21/11/2019 |
| my test 1 |
no responses |
21/11/2019 |
| my test1 |
no responses |
21/11/2019 |
| Create a custom factor based on time of year and/or sector? |
no responses |
21/11/2019 |
| Naming self serv data |
3 responses |
21/11/2019 |
| Commodity_Channel_Index help needed |
no responses |
21/11/2019 |
| How to get ratios |
1 response |
21/11/2019 |
| FOREX DATA. |
1 response |
21/11/2019 |
| A levered diversified three asset class strategy |
no responses |
21/11/2019 |
| Futures data missing |
1 response |
20/11/2019 |
| Does a strong negative return in alphalens create_returns_tear_sheet indicate inverse signal or just unuseful data? |
5 responses |
20/11/2019 |
| How do I backtest using a list of specific stocks for my algorithm ? |
1 response |
20/11/2019 |
| positive returns in 2017 |
no responses |
20/11/2019 |
| - |
1 response |
19/11/2019 |
| Error when I try to build algorithm, but none when running in research |
2 responses |
19/11/2019 |
| Specific returns in Research? |
3 responses |
18/11/2019 |
| Is it wise to combine related factors to get a higher alpha? |
2 responses |
18/11/2019 |
| Kernel "not connecting" - new user |
3 responses |
18/11/2019 |
| I am fairly New here How would I go about converting this into a algo |
no responses |
18/11/2019 |
| Count the number of business days since Earnings |
2 responses |
18/11/2019 |
| Get Today's Top gainers |
2 responses |
17/11/2019 |
| Historic data within certain time frame |
no responses |
17/11/2019 |
| What's a good combined alpha IC mean score? |
7 responses |
17/11/2019 |
| Best algo trading platforms |
3 responses |
17/11/2019 |
| Earnings Notebook, days since earnings release |
3 responses |
17/11/2019 |
| Algoritmo precio y volumen |
no responses |
16/11/2019 |
| Set a non-US asset as benchmark |
no responses |
16/11/2019 |
| Swedish index (OMXS30) example |
no responses |
16/11/2019 |
| Basically trying to buy when close_price is <= Lower Band and sell when close-price reaches SMA 20 day. Could anyone please help? |
2 responses |
15/11/2019 |
| Modification2 |
no responses |
14/11/2019 |
| Modificaiton1 |
no responses |
14/11/2019 |
| Question about datasets |
3 responses |
14/11/2019 |
| Seems like 2007 |
2 responses |
14/11/2019 |
| In port risk, is beta calculated by using daily or weekly return? |
no responses |
14/11/2019 |
| Can I get get a single intraday price at a specific time using get_pricing()? |
1 response |
13/11/2019 |
| NameError: global name 'update_universe' is not defined |
1 response |
12/11/2019 |
| Execute at vwap field using OHLCVW |
1 response |
12/11/2019 |
| Strategy with fundamentals and growth |
4 responses |
12/11/2019 |
| Fundamentals : "morningstar" or "factset" |
no responses |
12/11/2019 |
| Why this algorithm does not trade? |
1 response |
12/11/2019 |
| Statistical arbitrage |
1 response |
12/11/2019 |
| How can I build a function to calculate weighted standard deviation/coefficient of variation? |
2 responses |
12/11/2019 |
| How to download full backtest result? |
no responses |
12/11/2019 |
| Did backtest data get reset to 11/05/19? |
7 responses |
12/11/2019 |
| Automated and optimal price data labelling into SHORT and LONG |
no responses |
11/11/2019 |
| FactSet: net_inc_dil_af vs. net_inc_basic_af |
no responses |
11/11/2019 |
| Fetch external macroeconomic data as self serv data |
7 responses |
11/11/2019 |
| A machine learning template for Japan tearsheet challenge |
no responses |
11/11/2019 |
| Im willing to run a pipeline just on sotck of a particular sector but i cant |
2 responses |
11/11/2019 |
| Using the optimizer to go 2x long and 1x short |
no responses |
11/11/2019 |
| Non US Equities are only until 2018-11-11 |
4 responses |
11/11/2019 |
| Factor based strategy using share-issuance |
no responses |
11/11/2019 |
| Help needed for factor analysis and backtesting |
2 responses |
10/11/2019 |
| Different backtest results despite same conditions? |
no responses |
10/11/2019 |
| Sorting and getting top n of rows in Pipeline with Custom Factor |
3 responses |
10/11/2019 |
| Long-term (30D?) vs Short-term Trading (1D) |
no responses |
10/11/2019 |
| setting hard stop |
no responses |
10/11/2019 |
| Not managing to get an algorithm to work |
5 responses |
10/11/2019 |
| Timing Code |
2 responses |
10/11/2019 |
| Plotting Data - New Guy Here |
2 responses |
09/11/2019 |
| Errors in independent variables |
no responses |
09/11/2019 |
| Earning release data |
no responses |
09/11/2019 |
| Negative returns at the very beginning of backtest period. |
1 response |
09/11/2019 |
| Attempting To Combine Two Factors with Specific-Factor-Filters |
no responses |
08/11/2019 |
| Correlation between stocks and bonds |
no responses |
08/11/2019 |
| Upgrading to Python 3 |
18 responses |
08/11/2019 |
| Magic Formula |
1 response |
07/11/2019 |
| Short Interest |
1 response |
07/11/2019 |
| Hi I am new to jupyter notebook, I have been using PyCharm quick question; I am reviewing the tutorial... |
1 response |
07/11/2019 |
| Contest entry stopped with error "Brainslug shutdown" |
6 responses |
06/11/2019 |
| Expanding Research environment by Interactive charts with Plotly, Cufflinks |
8 responses |
06/11/2019 |
| Truth value of a series |
3 responses |
06/11/2019 |
| Is it possible to have a workspace on Quantopian research |
1 response |
05/11/2019 |
| Open or close should be used? |
no responses |
05/11/2019 |
| Not adjusted data : filter for small prices |
no responses |
05/11/2019 |
| date is not correct in the prices i get |
3 responses |
05/11/2019 |
| Upcoming Change to Morningstar Industry and Industry Group Classifications |
4 responses |
04/11/2019 |
| New Data: Aggregated Insider Transactions |
5 responses |
04/11/2019 |
| monument |
no responses |
04/11/2019 |
| Creating a Custom Factor with multiple inputs |
1 response |
04/11/2019 |
| Connection fail |
2 responses |
04/11/2019 |
| Minute Data in Pipeline Notebook |
5 responses |
04/11/2019 |
| Interpretation of style factor report |
1 response |
04/11/2019 |
| Does backtest work for everyone at night? |
3 responses |
03/11/2019 |
| How to Time Sale Execution via order_optimal_portfolio? |
1 response |
02/11/2019 |
| November 1st data please |
1 response |
02/11/2019 |
| Contest results for Friday, November 1 will be delayed |
no responses |
02/11/2019 |
| Issues with pyfolio (running for the first time) |
no responses |
02/11/2019 |
| ERROR: Unable to get Fundamental data up until TODAY |
2 responses |
02/11/2019 |
| Tokyo Quantopian User Group Japan Tearsheet Challenge |
4 responses |
02/11/2019 |
| How deploy the algorithm? |
no responses |
01/11/2019 |
| Daily returns don't match with prices? |
2 responses |
01/11/2019 |
| Quantopian Management's Team on Algebraic Topology |
4 responses |
31/10/2019 |
| Does it need to open a internet browser while run backtest |
2 responses |
31/10/2019 |
| Maths for Quant Trading |
no responses |
31/10/2019 |
| Geographic Diversity in the Quantopian Community |
1 response |
31/10/2019 |
| Can't figure out why both Fetch_csv and self-serve data keep forward-filling my data |
5 responses |
31/10/2019 |
| Unsupported operand type(s) |
2 responses |
30/10/2019 |
| Vectorized Implementation to get TTM data |
6 responses |
30/10/2019 |
| Custom Factor |
no responses |
30/10/2019 |
| Japan tearsheet challenge |
64 responses |
30/10/2019 |
| specific dates percentage change |
2 responses |
30/10/2019 |
| Help with issue: Algorithm is buying and selling at the same time. |
no responses |
29/10/2019 |
| Looking for someone to code my strategy |
no responses |
29/10/2019 |
| Pairs trading questions |
1 response |
29/10/2019 |
| Scipy version question |
3 responses |
28/10/2019 |
| Getting Benchmark Pricing Within a Custom Factor |
1 response |
28/10/2019 |
| Swedish equities |
4 responses |
27/10/2019 |
| Cannot upload my Custom Dataset |
2 responses |
27/10/2019 |
| Students' backtest algo template |
no responses |
27/10/2019 |
| Strange behaviour of CustomFactor calculating slope of linear regression |
2 responses |
27/10/2019 |
| Extracting value from CSV file |
no responses |
27/10/2019 |
| Q500 Filter does not seem to work properly |
4 responses |
27/10/2019 |
| Is there a way to set a stop loss when using calculate_optimal_portfolio? |
no responses |
26/10/2019 |
| Dataset for relationships between companies? |
no responses |
26/10/2019 |
| Friday 10/25 back test data please |
2 responses |
26/10/2019 |
| unable to get Australian stock's close with symbols |
1 response |
26/10/2019 |
| Momentum, Value, and a little bit of mean reverting |
41 responses |
26/10/2019 |
| Notebooks 403 : Forbidden? |
8 responses |
26/10/2019 |
| How to get [net profit growth rate]? |
4 responses |
26/10/2019 |
| Rookie's questions about a mean-reverse algorithm |
2 responses |
26/10/2019 |
| Looking for help with finding a beta for the Canadian market |
1 response |
25/10/2019 |
| How to use prepare data for optimise 'objective' |
no responses |
25/10/2019 |
| Problem with Historical EPS |
no responses |
25/10/2019 |
| Docker Zipline Install Failing |
no responses |
24/10/2019 |
| from numexpr import evaluate |
no responses |
24/10/2019 |
| Understanding Returns() |
1 response |
24/10/2019 |
| Pipeline Preview: Overview of pipeline content easy to add to your backtest (log preview any series or dataframe) |
4 responses |
24/10/2019 |
| downsample with settings other than 'xxxx_start'? |
1 response |
24/10/2019 |
| Strange issue with Pipeline - Screen=Universe not working |
2 responses |
24/10/2019 |
| Live Trading Algos |
no responses |
23/10/2019 |
| Rebalance not Exiting Positions Properly |
2 responses |
23/10/2019 |
| Pandas version 1.0 is coming (any plans on updating?) |
2 responses |
23/10/2019 |
| help with how to ensure that algorithm is not investing more than 5% of total exposure in a single stock |
no responses |
23/10/2019 |
| Using Self Serve Data in Zipline Locally |
no responses |
22/10/2019 |
| Please help me understand job position "Algorithmic Trading Models validation" |
no responses |
22/10/2019 |
| Something went wrong. Sorry for the inconvenience. |
2 responses |
22/10/2019 |
| not getting results on any stocks |
3 responses |
22/10/2019 |
| Backtest strategy: buy market and buy put option to cover |
no responses |
22/10/2019 |
| Am I doing something wrong? Pipeline row count *not consistent* |
3 responses |
21/10/2019 |
| How to get Institutional & Insider ownership percentages of an equity? |
2 responses |
21/10/2019 |
| Backtest with Fundamentals.cash_return.latest |
1 response |
21/10/2019 |
| any idea on how to improve performance? |
1 response |
21/10/2019 |
| Bad error: unsupported operand type(s) for &: 'int' and 'Latest' |
2 responses |
21/10/2019 |
| Feedback on zipline-live2 - Trading with Real Money |
5 responses |
20/10/2019 |
| Algothon_Xboostallresults |
no responses |
20/10/2019 |
| Algothon2019_SupplyChain_and_Governance |
no responses |
20/10/2019 |
| Algothon_BT |
no responses |
20/10/2019 |
| Help with dfs_quant constraints (calculating optimal portfolio) |
1 response |
19/10/2019 |
| Whats the story with getting old backtests to work on Quantopian? |
1 response |
19/10/2019 |
| Paid coding for easy strategy |
no responses |
19/10/2019 |
| Data delayed again? |
1 response |
18/10/2019 |
| GAS |
no responses |
18/10/2019 |
| Manipulating dataframes on notebook |
2 responses |
18/10/2019 |
| 5- Mean Reversion. 5 days look back |
no responses |
17/10/2019 |
| 5- Mean reversion- 10 days look back |
no responses |
17/10/2019 |
| optimal_portfolio? |
2 responses |
17/10/2019 |
| Trend Following Short UVXY |
no responses |
17/10/2019 |
| 3X Leverage ETF Arbitrage -NUGT/-DUST |
4 responses |
17/10/2019 |
| 4- Trendfollowing- every month. SMA 200. 1 hour after |
no responses |
17/10/2019 |
| 4- Trendfollowing- every week. SMA 200. 1 hour after |
no responses |
17/10/2019 |
| 4- Trendfollowing- every day. SMA 200. 1 hour after |
no responses |
17/10/2019 |
| 4- Trendfollowing- every day. SMA 100. 1 hour after |
no responses |
17/10/2019 |
| 3-MAD rest 2018 |
no responses |
17/10/2019 |
| 0- Benchmark 2018 |
no responses |
17/10/2019 |
| Excluding pipeline items from a top() list |
no responses |
17/10/2019 |
| 2-markowits other stocks |
no responses |
16/10/2019 |
| 2-rest to 2018 makrowits |
no responses |
16/10/2019 |
| 0-Benchmark |
no responses |
16/10/2019 |
| How can monthly and weekly correlations have different signs (and can we exploit this)?!? |
no responses |
16/10/2019 |
| 0-Benchmark's data. 2003-17 |
no responses |
16/10/2019 |
| This backtest didn't generate any logs |
2 responses |
16/10/2019 |
| 1- Buy and hold |
no responses |
16/10/2019 |
| Updated backtest of QFC algorithm |
no responses |
16/10/2019 |
| Unsuccessful Backtest |
no responses |
16/10/2019 |
| Python code to change rebalance day |
no responses |
16/10/2019 |
| 3- MAD -rest |
no responses |
16/10/2019 |
| 3-MAD finish - ok. 2015 |
no responses |
16/10/2019 |
| 2--good resulst for |
no responses |
16/10/2019 |
| 2- Markowits finish the 6 month. |
no responses |
16/10/2019 |
| 2-Markowits Finish - from 2003- to 2017 jun |
no responses |
16/10/2019 |
| etf rotation strategy building |
no responses |
16/10/2019 |
| Importing excel csv |
no responses |
16/10/2019 |
| Live Trading Algos with Real Money |
8 responses |
16/10/2019 |
| Algorithmic Trading Momentum v2 |
no responses |
15/10/2019 |
| 2- from 2003-9--- not complet |
1 response |
15/10/2019 |
| 1- simple buy and hold.-.... 2003-19 |
no responses |
15/10/2019 |
| New Video: Getting Started on Quantopian for Students w/ Dr. Tom Starke |
no responses |
15/10/2019 |
| Newbie question: How do we output the transactions for Dividend and Stock split in logs |
no responses |
15/10/2019 |
| Tensorflow with Quantopian |
5 responses |
15/10/2019 |
| help with algorithm using z score and moving averages. |
2 responses |
15/10/2019 |
| Algorithmic Trading Project - Momentum |
no responses |
15/10/2019 |
| Length inconsistency of Pipeline output using self-driven data |
2 responses |
14/10/2019 |
| Hello |
no responses |
14/10/2019 |
| CustomFactor calculation - managing NaN's when doing zfactor |
8 responses |
14/10/2019 |
| Restricting data to stock with guidance data |
no responses |
14/10/2019 |
| Mistake in Earnings Report Times |
3 responses |
14/10/2019 |
| How to calculate current number of down days |
3 responses |
14/10/2019 |
| SImple moving average crossover 2 years |
no responses |
13/10/2019 |
| Get EMA of RSI |
4 responses |
13/10/2019 |
| Volume factor |
2 responses |
10/10/2019 |
| Backtesting broken? |
1 response |
10/10/2019 |
| ROBO |
no responses |
10/10/2019 |
| Optimize debugging??? |
2 responses |
09/10/2019 |
| Is the Research environment a paid one or is it free for everyone? |
2 responses |
09/10/2019 |
| Does BarData.current(assets, fields) returns the adjusted price ? |
4 responses |
09/10/2019 |
| Study Guide |
no responses |
09/10/2019 |
| ROE N days ago not working bug |
7 responses |
09/10/2019 |
| get_pricing with machine learning on the backtest |
1 response |
08/10/2019 |
| Salholtra Quantopian Hackathon Defense |
no responses |
08/10/2019 |
| Saving TearSheet as Variable |
no responses |
08/10/2019 |
| Self serve data without access to symbols |
11 responses |
07/10/2019 |
| RSI Average period calculation |
no responses |
07/10/2019 |
| Trend Following reproduction attemp |
1 response |
06/10/2019 |
| Global equities price data |
2 responses |
06/10/2019 |
| HEEEEEEEEELP! Problems with ML in Pipeline! |
no responses |
05/10/2019 |
| event-based guidance algo? |
18 responses |
05/10/2019 |
| Consecutive Selling Signals |
no responses |
05/10/2019 |
| Pipeline built in factor RSI does not work for short look back |
3 responses |
04/10/2019 |
| Any back data available for 10/2? |
8 responses |
03/10/2019 |
| Intermittent ValueError with quandl.fred_gnp |
2 responses |
03/10/2019 |
| Having trouble runnig Pipeline |
1 response |
03/10/2019 |
| ETFs, Volatility and Leverage, Towards a New Leveraged ETF Part 1 |
no responses |
03/10/2019 |
| Abnormal returns! What could be a reason for it? |
2 responses |
03/10/2019 |
| SEC - Comments on Earnings Releases and Quarterly Reports |
no responses |
03/10/2019 |
| Python Code Help |
2 responses |
02/10/2019 |
| Notebooks access issue |
1 response |
02/10/2019 |
| The next tearsheet challenge is here: come up with factors for the guidance dataset |
80 responses |
01/10/2019 |
| Comparing the same strategy for SPY&SH vs QQQ&PSQ. Returns 500+ vs ~0% |
1 response |
30/09/2019 |
| Fundamentals Charts |
5 responses |
30/09/2019 |
| First Algo on Quantopian using the Debt to Equity Ratio |
5 responses |
30/09/2019 |
| Opening Anaconda on Mac |
no responses |
30/09/2019 |
| Machine Learning Earnings Lead-up |
1 response |
29/09/2019 |
| A Professional Quant Equity Workflow - high resolution workflow graphic |
no responses |
29/09/2019 |
| Quantopian documentation search - how does it work? |
no responses |
29/09/2019 |
| Normal code. 15 years |
no responses |
29/09/2019 |
| removed the sharp ration. 15 years |
no responses |
29/09/2019 |
| Simple way Algorithms about "Short VIXY" |
no responses |
29/09/2019 |
| n |
no responses |
28/09/2019 |
| markowits 15 years |
no responses |
28/09/2019 |
| Back test of 50 stock 2003-2016 |
no responses |
28/09/2019 |
| What is the difference between Quantopian data and the quantopian-quandl bundle |
no responses |
28/09/2019 |
| markowits |
no responses |
28/09/2019 |
| 12 years markowits |
no responses |
28/09/2019 |
| How to retrieve for the entire universe past performance, shareholder friendliness and cheapness metrics? |
no responses |
28/09/2019 |
| Stochastic Indicator from Esignal to TradeStation - Need Help |
no responses |
28/09/2019 |
| Live Webinar: Winner Announcement and Tearsheet Review for the Estimates Dataset Tearsheet Challenge |
3 responses |
27/09/2019 |
| How to accept/reject alpha factors? |
119 responses |
27/09/2019 |
| Demo |
no responses |
27/09/2019 |
| How to find stocks that break trading range? |
no responses |
27/09/2019 |
| Two securities: ratio MACD? |
2 responses |
26/09/2019 |
| How do I know if a security is shortable? |
no responses |
26/09/2019 |
| Newbie NEEDs HELP ON IDEA ! |
no responses |
25/09/2019 |
| Risk Model Exposure |
1 response |
25/09/2019 |
| Cuestions about Factors from a newbie |
no responses |
25/09/2019 |
| Python help |
2 responses |
25/09/2019 |
| deleted |
no responses |
25/09/2019 |
| alpha factor - please review & comment |
no responses |
25/09/2019 |
| New Documentation (Official Release) |
6 responses |
24/09/2019 |
| Momentum |
1 response |
24/09/2019 |
| Hybrid ARIMA-LSTM Model |
2 responses |
24/09/2019 |
| Bug Fix - Comparing BoundColumns |
1 response |
23/09/2019 |
| Moving Average Deprecation |
no responses |
23/09/2019 |
| Thanks for sharing |
no responses |
23/09/2019 |
| how to use Alphalens with economic indicators data |
2 responses |
23/09/2019 |
| History data does not match real time data |
2 responses |
22/09/2019 |
| How to get each stock's value or return. |
1 response |
22/09/2019 |
| Upload Custom Data |
no responses |
21/09/2019 |
| Beep boop bop |
no responses |
21/09/2019 |
| Where can i trade ??? |
3 responses |
20/09/2019 |
| Key Error when trying to print length of list |
no responses |
20/09/2019 |
| How to use the talib.SMA() on a DataFrame with multiple stocks? |
8 responses |
20/09/2019 |
| How do I reference to a Close specifically X days ago? |
4 responses |
20/09/2019 |
| Adding a factor that calculated from other factors' history |
no responses |
20/09/2019 |
| deleted post |
5 responses |
20/09/2019 |
| Built in factor "Daily Return" adjusted by dividends and splits? |
no responses |
20/09/2019 |
| Backtest 10 |
no responses |
20/09/2019 |
| deleted Post |
no responses |
20/09/2019 |
| Tearsheet and Questions |
12 responses |
19/09/2019 |
| Gretl |
no responses |
19/09/2019 |
| Morningstar - a lot of missing values |
3 responses |
19/09/2019 |
| A test notebook for RSI |
no responses |
19/09/2019 |
| Multifactor regression to test alphas |
6 responses |
18/09/2019 |
| Leaderboard temporarily disabled (FIXED) |
1 response |
17/09/2019 |
| Computing Excess Returns (relative to SPY) in Pipeline |
7 responses |
17/09/2019 |
| Help needed on my intraday backtest for WTI Crude Futures |
no responses |
17/09/2019 |
| Weird error - make_pipeline() takes exactly 1 argument (0 given)?! |
2 responses |
16/09/2019 |
| Where and how to get the complete list of the Fundamentals? |
2 responses |
16/09/2019 |
| How to make a condition where all trades are individually closed out X days after they were opened? |
5 responses |
15/09/2019 |
| buy one stock at specified date and sell it at some price, but algorithm always 0%, why? |
4 responses |
14/09/2019 |
| Hints on Harmonics for Mean Reversion identification? |
no responses |
13/09/2019 |
| 'Positions' and 'Transactions' columns do not match |
1 response |
13/09/2019 |
| KeyError: <DataSet: 'zacks.EarningsSurprises'> |
1 response |
12/09/2019 |
| Can't get a simple moving average crossover to work |
1 response |
12/09/2019 |
| relationship of expected (predicted) values to actual values (conintegration, etc) |
no responses |
12/09/2019 |
| TypeError:MaximizeAlpha() expected a value with dtype 'float64' or 'int64' for argument 'alphas', but got 'object' instead. |
no responses |
12/09/2019 |
| backtest errors? |
3 responses |
11/09/2019 |
| How to get Paper Trading to work? |
3 responses |
11/09/2019 |
| What about common factors? |
6 responses |
11/09/2019 |
| A Value Investment Strategy That Combines Security Selection And Market Timing Signals |
no responses |
11/09/2019 |
| Market following algo |
3 responses |
11/09/2019 |
| How to get the past N periods of returns? |
3 responses |
11/09/2019 |
| Tearsheet Feedback Request: Short Specific Returns Volatility |
2 responses |
11/09/2019 |
| limit QTU to specfic industry sector and market cap? |
15 responses |
10/09/2019 |
| Get current date in pipeline |
3 responses |
10/09/2019 |
| Algorithm and Quantopian Business Model |
no responses |
09/09/2019 |
| n |
no responses |
09/09/2019 |
| Self-Serve Data for Macroeconomic indicators |
3 responses |
09/09/2019 |
| ZeroRowsProcessed() in Self-Serve Data |
1 response |
09/09/2019 |
| Question: performing calculations on recorded variables |
2 responses |
08/09/2019 |
| backtest of spy from 2002-2018 |
no responses |
08/09/2019 |
| Custom Factor Question |
3 responses |
07/09/2019 |
| VALUE + GROWTH + QUALITY : Composite Combination |
16 responses |
07/09/2019 |
| New tearsheet challenge on the estimates dataset! |
70 responses |
07/09/2019 |
| New Video: Reinforcement Learning for Trading Practical Examples and Lessons Learned by Thomas Starke from QC 2018 |
no responses |
07/09/2019 |
| Paper Trading - Looking For Feedback |
52 responses |
06/09/2019 |
| How are weights determined in new signal combination compensation scheme? |
5 responses |
06/09/2019 |
| Is there an alternative to pairs trading? |
2 responses |
06/09/2019 |
| How to manually adjust stored stock price after a split? |
3 responses |
05/09/2019 |
| Value of Fundamentals don't match values in MorningStar |
1 response |
05/09/2019 |
| Need helps on the simple moving average |
1 response |
05/09/2019 |
| enter contest button not working after backtesting, backtests not showing in dropdown menu - can't enter contest |
1 response |
05/09/2019 |
| locally results |
no responses |
04/09/2019 |
| close position : how to get the Filled price to calcuate real realized pnl of a single trade |
2 responses |
04/09/2019 |
| I know the code, but not the finance |
2 responses |
04/09/2019 |
| [Paid] Looking for Experienced Python Mentor |
2 responses |
04/09/2019 |
| Error in stock prices (USEquityPricing) |
no responses |
04/09/2019 |
| Using the CustomFactor is very slow |
3 responses |
03/09/2019 |
| Error: Arguments must be strings. |
3 responses |
03/09/2019 |
| Wisdom of the Crowd |
8 responses |
02/09/2019 |
| Kalmanfilter in IDE |
no responses |
02/09/2019 |
| liquidity factor? |
21 responses |
02/09/2019 |
| Is it possible to extract backtesting data? |
2 responses |
01/09/2019 |
| Can we use trading_calendars module in research environment? |
no responses |
01/09/2019 |
| IDE vs Research vs Algorithms |
no responses |
01/09/2019 |
| Why am I getting an error on line 13 |
1 response |
31/08/2019 |
| Missing Stock Split Error in Quantopian Database? |
5 responses |
31/08/2019 |
| Where can you find commands for various indicators? |
2 responses |
30/08/2019 |
| alpha factor/signal template |
1 response |
30/08/2019 |
| Risk criteria explanation |
no responses |
30/08/2019 |
| Newbie Question: Close price comparison at specific times to generate signals |
no responses |
30/08/2019 |
| QUALITY Factor Composite - Feedback requested please |
13 responses |
30/08/2019 |
| VALUE Factor Composite - Feedback requested please |
16 responses |
30/08/2019 |
| GROWTH Factor Composite - Feedback requested please |
10 responses |
30/08/2019 |
| Help with simple, media past 30-days, multi-asset algorithm |
1 response |
29/08/2019 |
| When does the contest refresh? |
1 response |
28/08/2019 |
| schedule function triggered time |
9 responses |
28/08/2019 |
| Quantopian status. |
7 responses |
28/08/2019 |
| Measurements |
no responses |
27/08/2019 |
| Accessing the previous period morningstar growth grade |
2 responses |
26/08/2019 |
| Help for someone new to coding |
no responses |
26/08/2019 |
| Using Flask to integrate my Quantopian model as a Digital Financial Portfolio onto my website? |
no responses |
26/08/2019 |
| Relation between Net Profit and Percent profitable trades |
no responses |
26/08/2019 |
| What dataset from Quandl does Quantopian use? |
no responses |
26/08/2019 |
| Reported PE and PB ratio in Morningstar wrong? |
4 responses |
25/08/2019 |
| Help with validating trading volume/allocation for a backtest |
no responses |
25/08/2019 |
| Moving average crossover |
1 response |
24/08/2019 |
| Does the contest still work? And how will I get my payout, if I will be one of the winners of this contest? |
2 responses |
24/08/2019 |
| Solved - Help With Unexpected Output From CustomFactor |
no responses |
23/08/2019 |
| Looking for Data |
2 responses |
23/08/2019 |
| Help: use only Q500US stock as pipeline input rather than USEquityPricing |
1 response |
23/08/2019 |
| SQQQ prices in Quantopian database not correct after stock split? |
3 responses |
23/08/2019 |
| How to run a large optimization on own CSV |
no responses |
23/08/2019 |
| How to Get an Allocation in 2019 |
45 responses |
22/08/2019 |
| Historical stock (ETF) price not accurate for longer time frames |
2 responses |
22/08/2019 |
| Tear Sheet Benchmarks and Formulas |
1 response |
22/08/2019 |
| Overview of Quantopian-Based Paper on Momentum with Volatility Timing Webinar Video Available |
no responses |
22/08/2019 |
| New Pipeline Features: PercentChange and peer_count |
3 responses |
21/08/2019 |
| Can't find an error--new-ish to adding Custom Factors |
3 responses |
21/08/2019 |
| Daily Volume Data different from other sources |
3 responses |
21/08/2019 |
| Contest results for Monday, August 19 will be delayed |
14 responses |
20/08/2019 |
| Pipeline: How to Calculate Previous Weeks MACD Signal Line |
no responses |
20/08/2019 |
| New Dataset: Guidance |
no responses |
20/08/2019 |
| Daily returns of a strategy definition |
4 responses |
20/08/2019 |
| Is there no way to back up, or copy/clone, or export an Algorithm? |
no responses |
20/08/2019 |
| Iterating through QTradableStocksUS() |
2 responses |
20/08/2019 |
| How do I clean up my Algorithm? |
no responses |
20/08/2019 |
| Spread between Dax index Future and spot index price |
no responses |
20/08/2019 |
| how to find a algo trading mentor? |
no responses |
19/08/2019 |
| My calculations take considerable amount of time. How can I submit to competition? |
no responses |
19/08/2019 |
| Tips for enhanced algorithm performance |
4 responses |
18/08/2019 |
| Will Historical VXX Data Be Updated? |
no responses |
18/08/2019 |
| Feasibility of applying ADX, SAR, Moving averages as entry/exit constraints? |
2 responses |
18/08/2019 |
| Use StaticAssets for equities in foreign markets |
3 responses |
18/08/2019 |
| stock buyback and dividend data? |
16 responses |
17/08/2019 |
| dividend harvest help |
no responses |
17/08/2019 |
| help: Diferent close price for the same date? |
2 responses |
16/08/2019 |
| Can We Increase Backtest Time LImit? |
no responses |
16/08/2019 |
| Pricing feed - correct values? |
3 responses |
16/08/2019 |
| Overview of a New Video Series: “Introduction to Financial Documents” |
no responses |
16/08/2019 |
| New Video: How to Read an Income Statement |
no responses |
16/08/2019 |
| Is Q500US a subset of QTradableStocksUS, can I only use Q500US? |
3 responses |
16/08/2019 |
| Need help about some points when backtesting US Future algorithm |
no responses |
16/08/2019 |
| Using get_pricing with QTradableStocksUS |
no responses |
16/08/2019 |
| Rebalancing and using BusinessDaysUntilNext/SincePreviousEarnings |
no responses |
16/08/2019 |
| Backtest wont run in full backtest |
no responses |
16/08/2019 |
| New Video: How to Read a Cash Flow Statement |
no responses |
15/08/2019 |
| Capping the Leverage |
2 responses |
14/08/2019 |
| How do I Keep the Leverage Above 0.8? |
1 response |
14/08/2019 |
| get_backtest() returning an error |
6 responses |
14/08/2019 |
| Constructing a neutral hedge against a directional alpha signal |
1 response |
13/08/2019 |
| simple moving average (updated on a minute basis) |
no responses |
13/08/2019 |
| Unable to Import Stockwits |
1 response |
12/08/2019 |
| AmmarTahir_FinalReport |
1 response |
11/08/2019 |
| 2013.12.31-2019.7.31 intraday momentum |
12 responses |
11/08/2019 |
| 101 alpha factors : rank(x) = cross-sectional rank |
no responses |
11/08/2019 |
| Seminar: introduction to systematic investment strategies: market intraday momentum using spy as example |
no responses |
11/08/2019 |
| DollarNeutral not working? |
3 responses |
11/08/2019 |
| Multi-Day Holding Periods |
2 responses |
10/08/2019 |
| Wrong Stock Price?? |
4 responses |
10/08/2019 |
| [Deleted] |
1 response |
09/08/2019 |
| Free research with free trades |
no responses |
09/08/2019 |
| Trading Volatility |
1 response |
09/08/2019 |
| can any anyone explain what does calculate_optimal_portfolio does ? |
3 responses |
09/08/2019 |
| Importing custom code into algorithms. (Code management) |
2 responses |
09/08/2019 |
| Noob: Futures totally loss |
no responses |
08/08/2019 |
| Factor returning NaN |
no responses |
08/08/2019 |
| Logging starts from 1970? |
3 responses |
08/08/2019 |
| First Attempt |
no responses |
08/08/2019 |
| Getting Started Tips |
14 responses |
08/08/2019 |
| How is the mean period wise return calculated |
no responses |
08/08/2019 |
| OHLC Resampling Dilemma |
1 response |
08/08/2019 |
| How can I get the turnover rate of a stock? |
no responses |
08/08/2019 |
| New book on Quantopian/Zipline backtesting and modeling |
183 responses |
08/08/2019 |
| Style exposure constraint not being met |
1 response |
07/08/2019 |
| Zipline Installation Help |
11 responses |
07/08/2019 |
| Contest Age Requirements |
1 response |
07/08/2019 |
| Backtest Noob Asked to Build Backtest Tool |
no responses |
07/08/2019 |
| Efficacy of Quantopian Risk Model In Encouraging Uncorrelated Submissions? |
34 responses |
07/08/2019 |
| Exponential Moving Average in Pipeline (without talib)? |
1 response |
07/08/2019 |
| Live trade cryptocurrency |
2 responses |
07/08/2019 |
| Intraday autocorrelation |
no responses |
07/08/2019 |
| seminar: introduction to systematic investment strategies |
no responses |
06/08/2019 |
| Beginner |
no responses |
06/08/2019 |
| An updated method to analyze alpha factors |
47 responses |
06/08/2019 |
| newby |
4 responses |
06/08/2019 |
| Issue with Leverage |
2 responses |
06/08/2019 |
| How to filter Price Book Ratio and Price to Sale Ratio?Newbie here |
no responses |
06/08/2019 |
| How can I get Q factor loadings and factor returns in IDE |
no responses |
06/08/2019 |
| 101 Alphas Project: Alpha#4 |
no responses |
06/08/2019 |
| Re calibrating portfolio ? |
1 response |
06/08/2019 |
| 101 Alphas Project: Alpha#3 |
1 response |
06/08/2019 |
| Periodic Compounding & Continuous Compounding; Present Value & Discount Factors |
no responses |
05/08/2019 |
| Why my backtest is so different from yours? |
5 responses |
05/08/2019 |
| Simple Moving Average algo with 2 stocks |
1 response |
05/08/2019 |
| schedule_function |
1 response |
05/08/2019 |
| What does def initialize(context) pass do? |
4 responses |
05/08/2019 |
| 101 Alphas Project: Alpha#2 |
no responses |
05/08/2019 |
| Crossectional data search |
8 responses |
05/08/2019 |
| How to do 3D Surfaces Plots in research notebook? |
no responses |
04/08/2019 |
| Basic training model |
no responses |
04/08/2019 |
| Newbie question about Turnover. |
2 responses |
04/08/2019 |
| Newbie question about universe selection |
1 response |
04/08/2019 |
| Frequency synchronization |
no responses |
04/08/2019 |
| Market Cap of SP500 |
1 response |
04/08/2019 |
| 101 Alphas Project: Alpha#1 |
1 response |
03/08/2019 |
| Hello Pipeline API |
1 response |
03/08/2019 |
| New Feature: Drag and Drop in Research |
1 response |
02/08/2019 |
| Backtesting Results |
2 responses |
02/08/2019 |
| Efficient Data Structures |
no responses |
02/08/2019 |
| How to get new system ideas? |
1 response |
02/08/2019 |
| New Video: How to Read a Balance Sheet |
no responses |
01/08/2019 |
| Combined Keltner channel Break out and pivot point momentum strategy |
no responses |
01/08/2019 |
| New algorithian! The backtest takes too much time and there is too much order cancellation! |
3 responses |
01/08/2019 |
| Contest results for Tuesday, July 30 will be delayed |
3 responses |
31/07/2019 |
| Alphalens ValueError: Wrong number of items passed 4, placement implies 1 with get_clean_factor_and_forward_returns |
2 responses |
31/07/2019 |
| Thank you for updating the API Docs |
2 responses |
31/07/2019 |
| Seminar - Investment Hypothesis (with Slippage) |
no responses |
31/07/2019 |
| Seminar - Investment Hypothesis (without Slippage) |
no responses |
31/07/2019 |
| Seminar - Investment Hypothesis (Notebook) |
no responses |
31/07/2019 |
| create_capacity_tear_sheet() |
1 response |
30/07/2019 |
| New Documentation: Alpha Release |
6 responses |
30/07/2019 |
| How can opt.FactorExposure possibly limit beta exposure? |
2 responses |
30/07/2019 |
| Running Pipeline For Previous Date in IDE |
1 response |
30/07/2019 |
| New Feature: Improved Custom Dataset Dashboard |
6 responses |
30/07/2019 |
| Results for Seminar Course |
no responses |
30/07/2019 |
| Momentum Algorithm, too many positions developing. |
no responses |
30/07/2019 |
| Algo for course |
2 responses |
30/07/2019 |
| Algo executes just for one asset |
1 response |
30/07/2019 |
| 6% funded strategies, 6% of what ..? |
no responses |
30/07/2019 |
| How can i calculate the cumulative daily return of stock inside the pipeline function? |
4 responses |
29/07/2019 |
| Limiting Short-Selling Position Size |
1 response |
28/07/2019 |
| Fawcet used to code, do you still do that? |
no responses |
28/07/2019 |
| 100% portfolio allocation may result in negative cash |
3 responses |
28/07/2019 |
| Contest results for Friday, July 26 will be delayed |
no responses |
28/07/2019 |
| slope of sma delta, custom factor? |
1 response |
27/07/2019 |
| Open Break Strategy Backtest Result(initial fund 10000) |
2 responses |
27/07/2019 |
| How to use a Variable to Retrieve an Asset for use as a Target |
2 responses |
27/07/2019 |
| Following trend algo |
no responses |
26/07/2019 |
| Data Use in the Contest |
1 response |
26/07/2019 |
| Strange update of last contest scores |
1 response |
26/07/2019 |
| All Weather |
1 response |
25/07/2019 |
| plotting multi-index pandas dataframe? |
1 response |
25/07/2019 |
| Help with the last part of the first lecture. |
no responses |
25/07/2019 |
| How to get the high point of a stock over a longer time period? |
2 responses |
25/07/2019 |
| ZigZag indicators factors |
no responses |
25/07/2019 |
| Plotting a decision tree |
no responses |
25/07/2019 |
| zipline no prices |
2 responses |
25/07/2019 |
| Help with Custom Functions |
no responses |
24/07/2019 |
| Algorithm Flow |
2 responses |
24/07/2019 |
| Leverage error |
no responses |
24/07/2019 |
| used-to-work code fails to run in backtesting module since 4 days ago |
no responses |
24/07/2019 |
| Is it more computationally efficient to manipulate data in the pipeline or as a dataframe? |
2 responses |
23/07/2019 |
| Tracking Win Rate |
3 responses |
22/07/2019 |
| Ambiguity in the functionality of demean factor |
2 responses |
22/07/2019 |
| The investment strategy in T+1 market (backtest) |
no responses |
22/07/2019 |
| Test for T+1 rule ( during my training period) |
no responses |
22/07/2019 |
| try to simulate my strategy in notebook |
no responses |
22/07/2019 |
| Does anyone know how to simulate multiple pairs? |
no responses |
22/07/2019 |
| Economic Cycle |
1 response |
22/07/2019 |
| Using Machine Learning Model in Algorithm |
no responses |
22/07/2019 |
| Does this (or any) CustomFactor avoid look-ahead bias? |
2 responses |
22/07/2019 |
| (OBSOLETE)The investment strategy of T+1 market |
no responses |
21/07/2019 |
| How to get a List of Assets into a CustomFactor to be used as Targets? |
5 responses |
21/07/2019 |
| Intra-day strategy question |
2 responses |
21/07/2019 |
| Strategy |
no responses |
21/07/2019 |
| Help please! Hedging Portfolio Scenario Analysis of oil price predicted with Monte Carlo |
no responses |
20/07/2019 |
| order_optimal_portfolio() with custom csv data |
2 responses |
20/07/2019 |
| 0 Day holding Returns in pipeline. |
no responses |
19/07/2019 |
| FactSet Estimates Example Algorithm |
4 responses |
19/07/2019 |
| Duration of backtest? |
no responses |
19/07/2019 |
| Help on CustomFactor (SigmaSpike) |
4 responses |
18/07/2019 |
| Market Regime detection using PCA and KMeans |
3 responses |
18/07/2019 |
| Attach_pipeline returning attribute error |
8 responses |
18/07/2019 |
| Newbie dilemma: from Notebook to IDE |
no responses |
18/07/2019 |
| I think I just built my first 2.0+ sharpe contest strategy, tearsheet |
22 responses |
18/07/2019 |
| Using Global Domain Calendars on Self-Serve Data |
2 responses |
17/07/2019 |
| Need a book recomendation |
no responses |
17/07/2019 |
| Quantopian-Based Paper on Momentum with Volatility Timing |
70 responses |
17/07/2019 |
| SEC Ticker errors? |
no responses |
17/07/2019 |
| Example code for your first Quantopian Algorithm |
1 response |
17/07/2019 |
| MyownStrategy |
no responses |
17/07/2019 |
| Simple example investment program available to share? |
3 responses |
17/07/2019 |
| Contest results for Monday, July 15 will be delayed |
1 response |
16/07/2019 |
| NEKTAR THERAPEUTICS |
no responses |
16/07/2019 |
| Filtering Out Newly Listed Companies |
no responses |
16/07/2019 |
| Equity Structured Products Accumulator |
no responses |
16/07/2019 |
| Is there any volatility product which start before 2008? |
1 response |
16/07/2019 |
| more than 5000 awarded every month ..? actually 100% more.. |
3 responses |
16/07/2019 |
| New to algos: Buying in lots and triggering a buy after a certain percentage decline |
no responses |
16/07/2019 |
| TypeError: 'zipline.assets._assets.Equity' object is not iterable |
1 response |
15/07/2019 |
| How can I get risk factors history / run_pipeline in IDE? |
no responses |
15/07/2019 |
| strategy that buys and sells every time that the sign of the derivative (dx/dy) changes |
no responses |
15/07/2019 |
| Research memory - deleting variables no effect |
1 response |
14/07/2019 |
| Computing Excess Returns (relative to SPY) in Pipeline |
2 responses |
13/07/2019 |
| Data Mismatch |
no responses |
13/07/2019 |
| A simple contest algorithm |
no responses |
12/07/2019 |
| Help with Mean Reversion Algo |
no responses |
12/07/2019 |
| How can i make an alpha with weight allocated according to 1/close of the previous day? |
no responses |
12/07/2019 |
| FTEC vs QQQ Returns |
no responses |
12/07/2019 |
| Research: Pipeline sampling frequency |
no responses |
12/07/2019 |
| Slices as a data structure? |
no responses |
12/07/2019 |
| QTradableStocksWorld() |
no responses |
11/07/2019 |
| Equities data in future algo |
no responses |
11/07/2019 |
| Custom slippage help |
no responses |
10/07/2019 |
| Help on figuring out a NaN issue |
3 responses |
10/07/2019 |
| s |
no responses |
10/07/2019 |
| Order Optimal Portfolio and Implementation Shortfall |
2 responses |
10/07/2019 |
| First Algo |
no responses |
10/07/2019 |
| EV to EBITDA - data problem? |
no responses |
09/07/2019 |
| JSONDecodeError while loading custom bundle data |
6 responses |
09/07/2019 |
| Algo not backtesting correctly |
1 response |
09/07/2019 |
| What is with these bounds/BoundColumn errors? |
4 responses |
08/07/2019 |
| Standard deviation / computation on results from custom factor |
no responses |
08/07/2019 |
| run time error |
no responses |
08/07/2019 |
| Tearsheet Interpretation |
1 response |
08/07/2019 |
| Problem with backtest: Cannot compare tz-naive and tz-aware timestamps |
no responses |
08/07/2019 |
| tryout CLA Algo post-pers |
no responses |
08/07/2019 |
| Conditional Z-Score |
3 responses |
07/07/2019 |
| Blended Consensus Estimates (by date) in Research |
no responses |
07/07/2019 |
| Can't import order_optimal_portfolio in Research Notebook |
2 responses |
06/07/2019 |
| Forward filling nans in pipeline custom factors |
16 responses |
06/07/2019 |
| Where is the 'Purchase premium subscription' button? |
6 responses |
05/07/2019 |
| Duplicate Stocks in QTradableStocksUS |
3 responses |
05/07/2019 |
| Slicing a pandas.MultiIndex Series |
2 responses |
04/07/2019 |
| How to calculate weekly and monthly returns? |
no responses |
04/07/2019 |
| Help with talib linear regression |
3 responses |
04/07/2019 |
| SPY Intraday return prediction with Random Forest |
no responses |
04/07/2019 |
| Not able to access sentiment data |
1 response |
04/07/2019 |
| New Datasets, Pipeline UX Improvement, and More |
3 responses |
03/07/2019 |
| Error comparing stock returns to SPY returns in pipeline |
3 responses |
03/07/2019 |
| Scraping using QTradableStocksUS() data |
no responses |
03/07/2019 |
| Self Serve Data not updating from Google Sheets? |
2 responses |
02/07/2019 |
| Is it possible to change the privacy setting for a personal self-serve dataset to "public"? |
6 responses |
02/07/2019 |
| Error: DataWindowStartsBeforeMinDate |
2 responses |
02/07/2019 |
| SID using Exchange Ticker (symbol) for Indian securities in Research |
2 responses |
02/07/2019 |
| Bollinger Breakout Example |
no responses |
02/07/2019 |
| Fama/French: Five-factor asset pricing model - Adding momentum factor |
no responses |
01/07/2019 |
| target_all |
no responses |
01/07/2019 |
| target_meanstdclose |
no responses |
01/07/2019 |
| target_5tickclose |
no responses |
01/07/2019 |
| target_dayendclose |
no responses |
01/07/2019 |
| openbreak_tickclose |
no responses |
01/07/2019 |
| all |
no responses |
01/07/2019 |
| Using history to determine if yesterdays close is greater than current |
3 responses |
30/06/2019 |
| Reengineering For More |
27 responses |
30/06/2019 |
| Is the trend in the example I cloned due to the factors chosen or how is the portfolio constructed? |
no responses |
30/06/2019 |
| Factor Relative Strength Tilting |
4 responses |
30/06/2019 |
| Filtering Earnings Dates |
no responses |
30/06/2019 |
| Shorting SPY to Reduce Draw-down during Crisis |
2 responses |
29/06/2019 |
| overlapping return in alphalens |
2 responses |
28/06/2019 |
| New platform updates - Quesed backtest etc. |
1 response |
28/06/2019 |
| Pipeline, custom filter on a custom filter |
2 responses |
28/06/2019 |
| adding symbols through a list |
1 response |
28/06/2019 |
| Filtering in current time from pipeline |
2 responses |
28/06/2019 |
| How to create a Pipeline that removes delisted companies, both in notebooks and in algorithms? |
6 responses |
27/06/2019 |
| custom factor error debug help please |
2 responses |
27/06/2019 |
| Analysis of a Naive Bayes High Low Return Predictor using Previous Returns based on Thomas Wiecki's Post |
2 responses |
27/06/2019 |
| Deflated Sharpe Ratio |
no responses |
27/06/2019 |
| Naive Bayes High Low Return Prediction Algorithm based on Jim Obreen's Post |
no responses |
26/06/2019 |
| How does the IC decay of an alpha factor determine or influence the trading frequency? |
no responses |
26/06/2019 |
| Minute Level Pairs Trading Stop Loss Logic |
no responses |
26/06/2019 |
| ML Learned Price History using Del Prado triple barrier criteria |
no responses |
25/06/2019 |
| Bar graphic |
3 responses |
25/06/2019 |
| Can you sell data on Quantopian platform |
no responses |
25/06/2019 |
| Problems with get_clean_factor_and_forward_returns function |
no responses |
25/06/2019 |
| Build Alpha Factors with Cointegrated Pairs |
14 responses |
25/06/2019 |
| Normalizing positive and negative values separately |
3 responses |
24/06/2019 |
| A Cloud & AI Strategy |
13 responses |
24/06/2019 |
| Always get error by backtesting |
3 responses |
24/06/2019 |
| How to get a single stock's pb ratio? |
no responses |
24/06/2019 |
| Get date of purchase, avoid day-trading |
no responses |
24/06/2019 |
| Price from data.history function doesn't match |
2 responses |
24/06/2019 |
| Question about the QTradableStocksUS |
no responses |
23/06/2019 |
| BRCD Incorrect Pricing |
2 responses |
23/06/2019 |
| Incorrect Pricing on Quantopian??? 2nd Attempt |
2 responses |
23/06/2019 |
| complete newbie question, sorry. filtering/if-operation |
no responses |
23/06/2019 |
| Can I hire someone to make me a simple stock screener? |
4 responses |
22/06/2019 |
| Backtest caused ERR_CONNECTION_TIMED_OUT |
1 response |
22/06/2019 |
| can anyone explain what exactly CAPM is |
2 responses |
22/06/2019 |
| Callback for when order is successfully filled? |
no responses |
22/06/2019 |
| Definition of Returns on Quantopian |
2 responses |
22/06/2019 |
| Memory Error |
1 response |
22/06/2019 |
| Incorrect Pricing on Quantopian??? |
15 responses |
21/06/2019 |
| d |
no responses |
20/06/2019 |
| Calculating Returns based on currently invested money, instead of capital base. |
no responses |
20/06/2019 |
| Feature selection in your ML model |
no responses |
20/06/2019 |
| $$$$$$$Diamondrolls$$$$$$$$$ |
no responses |
19/06/2019 |
| Factset equivalents to Morningstar data |
1 response |
19/06/2019 |
| Help with Stock Screener |
no responses |
19/06/2019 |
| the problem when calculating the 30-minutes return data (Intraday momentum and stock return predictability) |
no responses |
19/06/2019 |
| Is there any intraday trading algo with good structure |
no responses |
19/06/2019 |
| Ordering a single stock chosen from pipeline. |
no responses |
18/06/2019 |
| QUANTOPIAN SPEAKERS ONLY |
1 response |
18/06/2019 |
| what exactly is alpha |
2 responses |
18/06/2019 |
| News API integration |
6 responses |
17/06/2019 |
| Download the backtest data |
no responses |
17/06/2019 |
| local_csv problem |
no responses |
17/06/2019 |
| Issues with Twitter and StockTwits Trader Mood (All fields, with Retweets) |
no responses |
16/06/2019 |
| buy/sell signals from a CSV file |
2 responses |
16/06/2019 |
| ImportError: No module named quantopian.optimize.experimental |
4 responses |
16/06/2019 |
| Problems with StopOrder |
2 responses |
16/06/2019 |
| Picking Liquid Stocks With Over 1000 % Return Since 2005 |
no responses |
16/06/2019 |
| Lowest P/E ratio portfolio US stocks |
no responses |
15/06/2019 |
| Minimizing short term reversal exposure |
8 responses |
15/06/2019 |
| No module named alpha_vertex? some premium datasets have been removed? |
2 responses |
14/06/2019 |
| Finally was able to successfully create an engine to replace the trading functionality removed from the site! |
6 responses |
13/06/2019 |
| Using demean() for a column rather than a row. |
1 response |
13/06/2019 |
| Having an issue with creating a Filter to be applied as a screen |
2 responses |
13/06/2019 |
| Pre-processing in algo API. Can it be done? |
6 responses |
13/06/2019 |
| Fundamentals Portfolio |
2 responses |
12/06/2019 |
| Self-serv-data mapping |
3 responses |
12/06/2019 |
| Rolling Factor |
5 responses |
11/06/2019 |
| Creating a Zipline data bundle from custom data |
8 responses |
11/06/2019 |
| How to get rate values from FRED DGS10 |
no responses |
11/06/2019 |
| Error when rolling futures |
no responses |
11/06/2019 |
| Running an ADF test on forex pairs |
no responses |
10/06/2019 |
| Morningstar style_box interpretation |
no responses |
10/06/2019 |
| Funded algorithms, royalties and returns |
4 responses |
10/06/2019 |
| FactSet Fundamental Data update |
2 responses |
10/06/2019 |
| ValueError: NaN or Inf values provided to FactorExposure for argument 'loadings'. |
1 response |
09/06/2019 |
| New Here! Golang/React Developer & Google Cloud Engineer |
no responses |
09/06/2019 |
| Adding treasury constant and bill |
6 responses |
09/06/2019 |
| Need help in calculating returns |
2 responses |
09/06/2019 |
| Videos for Quantopian Tutorial |
1 response |
09/06/2019 |
| BB/KC Squeeze |
no responses |
08/06/2019 |
| Question on Lecture 15: Multiple Linear Regression |
1 response |
07/06/2019 |
| Compensation question |
2 responses |
06/06/2019 |
| Convert Float to NaN Error |
1 response |
06/06/2019 |
| Simple Question - Data.history - Pandas - Making A Pipeline |
2 responses |
06/06/2019 |
| Machine Learned Half Day SPY Strategy |
3 responses |
06/06/2019 |
| Found Alpha Value - Next Steps? |
3 responses |
05/06/2019 |
| Need Help - Strange Backtest results |
1 response |
05/06/2019 |
| Parameter Optimization (like Tradestation Easylanguage) |
no responses |
05/06/2019 |
| Public Notebooks for learning |
1 response |
05/06/2019 |
| window_length bug |
2 responses |
05/06/2019 |
| Using historical fundamental data |
no responses |
05/06/2019 |
| Need help with inputting stocks symbol |
no responses |
05/06/2019 |
| Fundamentals - Earnings report releases - pre/post market dates? |
1 response |
04/06/2019 |
| Stock performance prediction |
2 responses |
04/06/2019 |
| Usage Example not working - Fundamentals |
1 response |
04/06/2019 |
| Need Help with Algo and fetcher |
no responses |
04/06/2019 |
| Need Help in using List of Stocks as Input |
1 response |
04/06/2019 |
| The Quantopian Blog Shutting Down |
2 responses |
04/06/2019 |
| Import Error |
2 responses |
03/06/2019 |
| get_pricing() by stock market |
no responses |
03/06/2019 |
| Data erros on EquityPricing dataset |
1 response |
03/06/2019 |
| What 3 Month US Treasury Data to use when graphing a risk vs reward scatter plot over 5 years? |
3 responses |
03/06/2019 |
| SE_EQUITIES not adjusted for splits |
2 responses |
02/06/2019 |
| What's your background? |
3 responses |
02/06/2019 |
| Contest Ready but I can do better |
9 responses |
01/06/2019 |
| Quantopian Risk Model - Page Not Found |
2 responses |
01/06/2019 |
| Getting started - Struggling with pipelines |
3 responses |
01/06/2019 |
| Quantopian University Contest |
no responses |
01/06/2019 |
| An error? |
3 responses |
01/06/2019 |
| Comparing Open/Close Prices |
no responses |
01/06/2019 |
| Negating the parameter in opt.maximizealpha() |
no responses |
31/05/2019 |
| Alphalens error I couldn't resolve for the past couple of days |
no responses |
31/05/2019 |
| Technical Question About Alphalens |
no responses |
31/05/2019 |
| How to get period of data of every day in a period of time? |
no responses |
31/05/2019 |
| Downloading Quantopian Module |
no responses |
31/05/2019 |
| How do I load a trained (serialized) machine learning model into Quantopian for backtest prediction? |
2 responses |
30/05/2019 |
| Problem with orders, and resample ? |
no responses |
30/05/2019 |
| Convert pipeline to minute data |
no responses |
30/05/2019 |
| Create a custom factor, TypeError |
1 response |
30/05/2019 |
| How to increase cash invested in one strategy? |
no responses |
30/05/2019 |
| How to exclude trusts/funds in pipeline? |
no responses |
29/05/2019 |
| need help creating Pipeline for moving average crossover! |
1 response |
29/05/2019 |
| OHLC4 data for feeding BollingerBand factor |
6 responses |
29/05/2019 |
| Any way to test Algo in research phase? |
3 responses |
28/05/2019 |
| RE: TRADING ALGORITHM ON GAP TRADING |
no responses |
28/05/2019 |
| PMI |
no responses |
28/05/2019 |
| Custom dataset not loading |
2 responses |
28/05/2019 |
| Data Collection Help |
2 responses |
27/05/2019 |
| Rolling Z-Score |
1 response |
27/05/2019 |
| Stop Loss Strategy in Research Environment |
no responses |
26/05/2019 |
| Sector Sharpe SMA Study |
no responses |
25/05/2019 |
| Creating a Pipeline Tutorial |
no responses |
25/05/2019 |
| Sorting Backtests by Sharpe |
no responses |
24/05/2019 |
| Security Violation with Display Options |
4 responses |
24/05/2019 |
| Problem with the market data of VXX |
4 responses |
24/05/2019 |
| Machine Learning on Quantopian part 1: Basics |
160 responses |
24/05/2019 |
| Help with CVXPY implementing optimization |
3 responses |
24/05/2019 |
| 7.5% VXX Short |
no responses |
23/05/2019 |
| Morningstar Look-Ahead Bias Issue |
no responses |
23/05/2019 |
| Factset Vs Morningstar Data |
no responses |
23/05/2019 |
| Simple question from new beginner |
1 response |
23/05/2019 |
| cvxportfolio |
no responses |
23/05/2019 |
| fetch_csv in research environment |
no responses |
23/05/2019 |
| Run multiple order_optimal_portfolio's? |
7 responses |
23/05/2019 |
| How to get a random alpha factor |
2 responses |
23/05/2019 |
| Could Somebody Help Me Please |
2 responses |
22/05/2019 |
| Identifying the Ticker Symbols for Global Equity Indian Market |
5 responses |
22/05/2019 |
| Testing Algorithms |
2 responses |
22/05/2019 |
| mlfinlab Python Package Released (Advances in Financial Machine Learning) |
5 responses |
21/05/2019 |
| Iterating through a Dataset |
no responses |
21/05/2019 |
| When is drawdown calculated during backtests? |
2 responses |
21/05/2019 |
| SmL/VmG beta and beta targeting via penalty function |
no responses |
21/05/2019 |
| Risk/Style Factors Covariance Matrix |
1 response |
21/05/2019 |
| Strategy 4 |
no responses |
21/05/2019 |
| Strategy 2 |
no responses |
20/05/2019 |
| Strategy 1 |
no responses |
20/05/2019 |
| Leverage Issue |
2 responses |
20/05/2019 |
| Take profit and Stop Loss functions run every minute |
no responses |
20/05/2019 |
| Message for the insider Quantopian team : Studies on all UsEquities |
2 responses |
20/05/2019 |
| Using Stop Loss Orders |
4 responses |
20/05/2019 |
| Where can I get the Live Trade button |
5 responses |
19/05/2019 |
| NAICS code return -1 |
no responses |
19/05/2019 |
| Quantopian Business Update |
no responses |
17/05/2019 |
| Ordering Futures, What am I doing wrong? |
no responses |
17/05/2019 |
| Storing Custom Factors |
2 responses |
17/05/2019 |
| Estimates Dataset Sample Factors |
no responses |
17/05/2019 |
| Advice on alphalens and fundamental factors, what is the optimal "period" for "forward returns" |
no responses |
16/05/2019 |
| FactSet Fundamental Data Not Available after 2018-05-16 |
2 responses |
16/05/2019 |
| Research notebook does nothing, maybe its crashing? |
4 responses |
16/05/2019 |
| Factset returns future report dates. 'As of date' failed or are these forecasted dates rather than actual? |
1 response |
16/05/2019 |
| Aqueduct Client |
4 responses |
16/05/2019 |
| Higher IC doesn't lead to better backtest performance |
5 responses |
16/05/2019 |
| Sma backtest 6/40 |
1 response |
16/05/2019 |
| Who is providing small/medium investors access to algorithmic trading? |
no responses |
16/05/2019 |
| Efficient N Days Ago Factor Research and Algo Templates |
7 responses |
15/05/2019 |
| Free Cash Flow to Invested Capital Momentum - 1 |
no responses |
15/05/2019 |
| Free Cash Flow to Invested Capital Momentum - 2 |
no responses |
15/05/2019 |
| Carry |
no responses |
15/05/2019 |
| deleted |
1 response |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| deleted |
no responses |
15/05/2019 |
| Size |
no responses |
15/05/2019 |
| Commission free trading for non US residents |
1 response |
15/05/2019 |
| Backtest data after 5/10/2019 |
2 responses |
14/05/2019 |
| Why doesn't Quantopian support MOO/MOC orders? |
1 response |
14/05/2019 |
| Risk Managed Momentum, 12 Minus 1 |
no responses |
14/05/2019 |
| Free Cash Flow Yield |
no responses |
14/05/2019 |
| Value - Book to Price |
no responses |
14/05/2019 |
| Quality |
no responses |
14/05/2019 |
| Betting Against Beta |
no responses |
14/05/2019 |
| Deep Learning - Which algorithm has been tested on a real account? Demo algorithms do not inspire trust. 100 percent profit in 30 days - is it real on real account? Provide a link to real-life algorithms? |
no responses |
14/05/2019 |
| How to use fetcher with symbol ids? |
no responses |
13/05/2019 |
| Problem in first code |
2 responses |
13/05/2019 |
| Elder Impulse Algo (sort of) |
2 responses |
13/05/2019 |
| Quantiles calculated with quantile classifier are different from those calculated by pandas' qcut |
1 response |
12/05/2019 |
| Random Variables - Code error? |
no responses |
12/05/2019 |
| Need help for coding this basic logic |
no responses |
12/05/2019 |
| How can I make pipeline run in loops |
no responses |
11/05/2019 |
| Inflated Backtest results vs. papertrade for current dates. |
no responses |
11/05/2019 |
| Will Quantopian get better short modeling? |
2 responses |
11/05/2019 |
| Earnings Calendar Issues |
1 response |
11/05/2019 |
| Contest criteria checker Notebook with compact output and more detail |
6 responses |
11/05/2019 |
| Problem by back testing with VXX (VXXB) |
no responses |
10/05/2019 |
| Is there a bug in AlphaLens functino "Mean Return by Quantile " |
no responses |
09/05/2019 |
| Trade Limit Constraint in Optimize API |
no responses |
09/05/2019 |
| Improved Weight Handling in the Optimize API |
6 responses |
09/05/2019 |
| Error when merging Factor Data and Pricing Data with Alphalens |
2 responses |
09/05/2019 |
| Adding multi-factor regression in alphalens |
no responses |
09/05/2019 |
| Beta tilt of alpha factor - How to make it neutral? |
no responses |
09/05/2019 |
| Stationarity and special considerations in dollar-bar vs time-bars |
1 response |
09/05/2019 |
| I don't know how to exit a position after my target has been hit? |
3 responses |
09/05/2019 |
| dfas |
no responses |
08/05/2019 |
| Need help with creating a factor that returns -1 when false and 1 when true |
1 response |
08/05/2019 |
| Long and short values, counts and sids lists, plus other useful items |
2 responses |
08/05/2019 |
| Questions on USEquityPricing and pipeline |
3 responses |
08/05/2019 |
| Noob new help with normalization signals |
3 responses |
07/05/2019 |
| Can anyone help me with a lasso regression? |
no responses |
07/05/2019 |
| algo framework for event driven strategies? |
2 responses |
07/05/2019 |
| Your future Quantopian |
2 responses |
07/05/2019 |
| How to count days of stock above sma in a period |
2 responses |
07/05/2019 |
| Mean Reversion and Betting Against Beta |
no responses |
06/05/2019 |
| 493 mean reversion |
no responses |
06/05/2019 |
| Beginner: Trying to filter grades on pipeline |
6 responses |
06/05/2019 |
| close a position with a defined amount of money |
no responses |
06/05/2019 |
| Interesting Article |
1 response |
06/05/2019 |
| Day Trading Strategies (from 500 to 1 000 000). It is possible to automate ?! Stock search, opening, pattern recognition, closing with a profit? In few hours. More information here: |
16 responses |
06/05/2019 |
| How to interpret Cumulative Returns? |
no responses |
06/05/2019 |
| Mean Reversion with Betting Against Beta |
no responses |
05/05/2019 |
| Trading 212 introduces commission-free stock trading... It is possible to integrate Trading212 with algorithms Quantopian ? |
1 response |
05/05/2019 |
| Calculate 52 week highs on ratio US Equities/SPY using CustomFactors |
no responses |
05/05/2019 |
| ProQuant - ProQuant makes algorithmic trading accessible to anyone... It is possible to integrate ProQuant with algorithms Quantopian ? |
no responses |
05/05/2019 |
| Fundamental data integrity check including FactSet |
8 responses |
04/05/2019 |
| index of tools (blue seahawk) |
8 responses |
04/05/2019 |
| Risk free rate |
2 responses |
04/05/2019 |
| Curve-Fitting and Over-Optimization |
no responses |
03/05/2019 |
| contest entry guidance - estimates-based strategy? |
10 responses |
03/05/2019 |
| Actually trading a with Quantopian Algorthim |
7 responses |
03/05/2019 |
| Custom constraints and objectives in optimize API |
1 response |
03/05/2019 |
| Python-based Open Source Backtesting Frameworks |
3 responses |
03/05/2019 |
| Is there a bug in the calculation of the "Sharpe Ratio" in the backtesting? |
1 response |
03/05/2019 |
| Get the maximum value of PNL |
2 responses |
03/05/2019 |
| Backtest failing to start before start date of 2017! |
8 responses |
03/05/2019 |
| New Feature: Data Reference |
5 responses |
02/05/2019 |
| New Data: FactSet Estimates |
8 responses |
02/05/2019 |
| Losing Trades are NOT "just part of the game" - Don't over-trade!! |
11 responses |
02/05/2019 |
| Feature Request: Adding notes to backtest |
no responses |
02/05/2019 |
| Great Sharpe ratio with consumer staples sector strategy - TOO GOOD TO BE TRUE? |
14 responses |
01/05/2019 |
| Why we should not trade common risk factors? |
1 response |
01/05/2019 |
| Inflation hedging on Quantopian |
no responses |
01/05/2019 |
| Buying at bid and selling at ask price multiple times in a day |
1 response |
01/05/2019 |
| Backtest data after 4/26/2019 |
3 responses |
30/04/2019 |
| Is possible to add the stop loss and take profit when making the entry order? |
no responses |
30/04/2019 |
| How to access the time stamp from run_pipeline return |
3 responses |
30/04/2019 |
| Deep Learning Price Action Lab (DLPAL) Software |
6 responses |
30/04/2019 |
| Bugs and problems in backtest list. |
9 responses |
30/04/2019 |
| Do stocks with high (low) overnight returns underperform (outperform) over the longer-term? |
2 responses |
29/04/2019 |
| Max Function max(0, value) in Pipeline |
1 response |
29/04/2019 |
| Best Practices for Out of Sample Testing with Multi-Factor Models - Question |
4 responses |
29/04/2019 |
| Split Adjust Problem |
no responses |
29/04/2019 |
| Cannot run the single stock pyfolio example in the research notebook |
no responses |
29/04/2019 |
| Buying Stocks from a Pipeline Screen Under Specific Conditions |
1 response |
29/04/2019 |
| Disregard this post - found solution, can't delete post |
no responses |
28/04/2019 |
| Inconsistant use of StaticAssets between research and back test |
2 responses |
28/04/2019 |
| Per ticker PnL attribution |
3 responses |
28/04/2019 |
| How to define a custom factor using fundamental data of Morningstar dataset |
2 responses |
28/04/2019 |
| Install Guide for Zipline 1.3.0 + Buy Apple Example + How to ingest Data using Zipline and Quandl + Guide for Ubuntu Linux and Windows |
2 responses |
28/04/2019 |
| Search someone to help or work with me to make my algo backtestable, i am learning.. |
15 responses |
27/04/2019 |
| Crypto-currencies backtest |
6 responses |
27/04/2019 |
| Quantcon 2018 session on Common Pitfalls while using Machine learning models |
no responses |
27/04/2019 |
| Use case for Returns and pct_change |
3 responses |
27/04/2019 |
| $1K won in Q contest - ideas on how to trade it? |
52 responses |
27/04/2019 |
| Contest Algo can be only on Futures ? |
no responses |
27/04/2019 |
| rebalance - sell only when a stock goes below its moving average |
5 responses |
26/04/2019 |
| The 7 Reasons Most Machine Learning Funds Fail by Marcos López de Prado |
18 responses |
25/04/2019 |
| In Sample VS Out of sample test |
1 response |
25/04/2019 |
| Weird results when backtesting specifically in 2018 |
no responses |
25/04/2019 |
| Factset Fundamentals, Source 10-Q/A, Quarterly Report, Annual Report, 6-K, 10-K/A |
no responses |
25/04/2019 |
| Country ID with the Factset Data? |
2 responses |
25/04/2019 |
| All Weather Portfolio (very simple) |
2 responses |
24/04/2019 |
| Prior day ending cash - how to calculate? |
1 response |
24/04/2019 |
| Why SPY ETF is not allowed for contest algorithm? |
no responses |
24/04/2019 |
| Simple ETF strategy - rebalance issue |
2 responses |
24/04/2019 |
| What exactly he is investing for the Current contest leader? |
6 responses |
24/04/2019 |
| Question regarding rebalancing/opening positions of this algorithm |
no responses |
24/04/2019 |
| Problem with pipeline |
2 responses |
23/04/2019 |
| Find 30 days high stock |
2 responses |
23/04/2019 |
| IBAPI Python/Quantopian Library |
no responses |
22/04/2019 |
| Volatility surface |
no responses |
22/04/2019 |
| Volume Limit in Backtesting |
2 responses |
22/04/2019 |
| Looking for a Algo writing partner to work together |
no responses |
22/04/2019 |
| Need some help on custom filter |
8 responses |
22/04/2019 |
| Is there a way to install quantopian locally. |
5 responses |
21/04/2019 |
| Simulating Bitcoin Dynamics in C++ |
no responses |
21/04/2019 |
| Number of stocks in each exchange |
3 responses |
20/04/2019 |
| SPY 7 days strategy |
no responses |
20/04/2019 |
| Tensorflow and Updating Sklearn |
no responses |
19/04/2019 |
| Quantopian - what's new? |
8 responses |
19/04/2019 |
| A step further of pair trading |
1 response |
19/04/2019 |
| algo returing crazy amount please look over |
2 responses |
18/04/2019 |
| Adjusted price? |
1 response |
18/04/2019 |
| Guide for porting your algorithms to a local Zipline Research Environment |
14 responses |
17/04/2019 |
| Continue to hold a position as long as a condition is not met |
no responses |
17/04/2019 |
| Any other resources on testing strategy capacity at scale? |
no responses |
16/04/2019 |
| Having Trouble with Filters specifically NumExprFilter |
10 responses |
16/04/2019 |
| Welcome Dan Whitnable! |
14 responses |
16/04/2019 |
| NEW ZEALAND PEOPLE LOOK HERE |
1 response |
16/04/2019 |
| Crossover strategies, how to store yesterday values ? |
1 response |
16/04/2019 |
| Create a code for portfolio rotation |
no responses |
15/04/2019 |
| CustomFactor return two values? |
1 response |
15/04/2019 |
| Additive Returns vs. Percent Returns |
no responses |
15/04/2019 |
| Using context in Customfactor to store data |
3 responses |
15/04/2019 |
| Statistical Time Frames |
2 responses |
15/04/2019 |
| Getting historical VIX from quandl cboe_vix.vix_close |
6 responses |
15/04/2019 |
| Question from Research Environment |
1 response |
14/04/2019 |
| How do I convert a bunch of bools (types as filters) to an int? |
5 responses |
14/04/2019 |
| Data manipulation inside Customfactor definition |
no responses |
14/04/2019 |
| US Financial sector Screening issue |
1 response |
13/04/2019 |
| How to use quantopian for Indian Stocks |
15 responses |
13/04/2019 |
| New Dataset: RBICS Focus (Global Sector Data) |
2 responses |
12/04/2019 |
| Help with Linear Regression as Factor |
no responses |
12/04/2019 |
| Contest leader board statistics |
3 responses |
12/04/2019 |
| Quantitative Micro-cap Portfolio |
1 response |
12/04/2019 |
| curious phenomenon: an unknown stock is mixed in my portfolio |
8 responses |
12/04/2019 |
| Noob: How can I backtest the previous open |
1 response |
12/04/2019 |
| how to find market cap for specific date |
8 responses |
11/04/2019 |
| Transaction cost model |
3 responses |
11/04/2019 |
| Self-Serve Data Upload - row unexpectedly dropped? |
no responses |
11/04/2019 |
| How to implement hierarchical clustering? |
no responses |
11/04/2019 |
| AI in Trading (NVIDIA Jetson Nano) |
1 response |
10/04/2019 |
| BadBinaryOperator: Can't compute BoundColumn / AverageDollarVolume |
2 responses |
10/04/2019 |
| Coverting pandas columns to numpy arrays |
1 response |
10/04/2019 |
| Algo Speed / Pipeline Computations |
no responses |
10/04/2019 |
| What happened to the Contest scoring system? |
10 responses |
09/04/2019 |
| Help on Fundamentals , THANKS! |
no responses |
09/04/2019 |
| How to present data in research environment |
no responses |
09/04/2019 |
| Daily returns for specified dates |
no responses |
09/04/2019 |
| Sector dataframe |
no responses |
09/04/2019 |
| Storing yesterday's closing 15min candle? |
no responses |
08/04/2019 |
| pyfolio analysis of each stock in an algorithm |
no responses |
08/04/2019 |
| Live trading not updating |
8 responses |
08/04/2019 |
| Lecture 30: CAPM and APT, efficiency frontier optimization |
no responses |
08/04/2019 |
| Lecture Questions |
no responses |
08/04/2019 |
| How to block Spammers? |
no responses |
08/04/2019 |
| How to control position concentration? |
4 responses |
08/04/2019 |
| Neural Network algorithms in Zipline |
6 responses |
07/04/2019 |
| class Returns vs DailyReturns (built-in factors) |
6 responses |
07/04/2019 |
| Multiple orders in one minute? |
2 responses |
07/04/2019 |
| The Dogs of the Dow |
7 responses |
05/04/2019 |
| Alternative for 'order_target_percent' |
3 responses |
05/04/2019 |
| Does QTradeablestocksUS include leveraged ETFs? |
5 responses |
05/04/2019 |
| trading guard : All ETF |
2 responses |
05/04/2019 |
| Interesting inconsistency between common returns and total returns for equities |
no responses |
05/04/2019 |
| Creating a Intraday stock ban if sold out that day |
1 response |
04/04/2019 |
| How can I get the average daily return of worst 20% performance stocks? |
2 responses |
04/04/2019 |
| TW (TRADEWEB MKTS INC) |
no responses |
04/04/2019 |
| Help with Custom Factor |
11 responses |
04/04/2019 |
| Transit fundamental factor into REAL trading |
no responses |
04/04/2019 |
| Free Cash Flow As Fundamental factor research |
1 response |
04/04/2019 |
| Pipeline, rebalancing and the code structure |
3 responses |
03/04/2019 |
| Questions on Signal Processing / Non-Differentiable Manifolds / Cryptography / RenTech Strats |
1 response |
03/04/2019 |
| Which firms provide backtest auditing / validation services? |
no responses |
03/04/2019 |
| NameError: name 'open_positions' is not defined |
3 responses |
03/04/2019 |
| How to train and test Machine Learning models |
1 response |
03/04/2019 |
| S&P indices |
no responses |
03/04/2019 |
| Whats the most effective way to implement fundamental data since the frequency is updated in a much longer time frame? |
4 responses |
03/04/2019 |
| Quick question re QTradableStocksUS universe in backtest |
4 responses |
03/04/2019 |
| How to Create Tear Sheet With No EOD positions |
no responses |
02/04/2019 |
| TypeError in MaximizeAlpha() |
2 responses |
02/04/2019 |
| run_pipeline in backtest |
1 response |
01/04/2019 |
| Passing state information to custom factor |
5 responses |
01/04/2019 |
| EventVestor Dividends available in Zipline? |
no responses |
01/04/2019 |
| Filter on one stock only in Research |
3 responses |
01/04/2019 |
| Are "simple" optimizations available? |
no responses |
31/03/2019 |
| get_clean_factor_and_forward_returns() |
no responses |
31/03/2019 |
| Mean-Reversion Long for Alpaca's Pylivetrader |
1 response |
31/03/2019 |
| Calculate N day forward returns based off external data (eg VIX) |
no responses |
31/03/2019 |
| Orders - do they execute on the bar or next bar in comparison to the data feed? |
no responses |
31/03/2019 |
| Error in Quantopian notebook "VIX S&P500 Volatility" |
1 response |
31/03/2019 |
| Help with CustomFactor indicator, please! |
2 responses |
31/03/2019 |
| 50% Defensive 50% aggressive mutual fund product |
1 response |
30/03/2019 |
| Specific Returns as an input into a stock selection factor |
no responses |
30/03/2019 |
| data quality issue with FactSet data |
no responses |
29/03/2019 |
| update_universe not defined |
2 responses |
29/03/2019 |
| Context.account object documentation gone |
1 response |
29/03/2019 |
| Statistical Significance in Quantopian (and other minor questions) |
no responses |
29/03/2019 |
| What Is a Quant? |
no responses |
28/03/2019 |
| Stock screener with live data |
no responses |
28/03/2019 |
| EWMA long/short contest algorithm |
no responses |
27/03/2019 |
| Screening for A Valid Condition within a previous time frame |
1 response |
27/03/2019 |
| Quantifying Company Innovation Ability using lagged RnD/Sales |
no responses |
27/03/2019 |
| How/Where is short strategy applied Lesson 4? |
no responses |
26/03/2019 |
| Seeking quant for a contract and more |
no responses |
26/03/2019 |
| Crypto Quant Group? |
1 response |
25/03/2019 |
| Newbie Question How to set trading universe to SP500 (at least the symbols, no fundamentals needed) and will it be dynamic when you backtest ? |
1 response |
25/03/2019 |
| I can not debug my fetch_csv algo in quantopian - Need help |
no responses |
25/03/2019 |
| Running Round Trip Analysis on an IDE Backtest? |
2 responses |
25/03/2019 |
| Screening for daily volume |
2 responses |
25/03/2019 |
| When to use data.history vs pipeline? |
2 responses |
25/03/2019 |
| Short Volume |
no responses |
25/03/2019 |
| Monte Carlo Simulation |
no responses |
24/03/2019 |
| Self Serve Data (5-character tickers) Issue |
no responses |
24/03/2019 |
| Logging timestamp as Eastern time |
3 responses |
24/03/2019 |
| Guidelines on universe selection for Long/Short strategy |
1 response |
24/03/2019 |
| Using VIX as a volatility filter. How do i filter out days with high volitility. |
11 responses |
23/03/2019 |
| 12% Alpha - 5 Stocks - Rebalance Monthly - The Dangers of Over Fitting |
1 response |
23/03/2019 |
| Fundamental data |
1 response |
23/03/2019 |
| Betting against Stocktwits generates alpha |
no responses |
23/03/2019 |
| Backtest once/year custom signal |
1 response |
22/03/2019 |
| Turning Eventvestor and Zacks data into CustomFactor |
no responses |
22/03/2019 |
| How Network-Based Modeling Can Be Used for Failing Banks, with Dr. Fatena El-Masri from QuantCon 2018 |
no responses |
22/03/2019 |
| pd.rolling_mean/_sum depricated |
1 response |
22/03/2019 |
| Can i create a factor on the output of another factor (that has already been processed) in the pipeline? |
3 responses |
22/03/2019 |
| Tried calculating volatility |
2 responses |
21/03/2019 |
| Feeding in the returns of the algorithm itself on previous days into the logic of the 'present' day |
no responses |
21/03/2019 |
| Quantopian Feature Request |
no responses |
20/03/2019 |
| New Dataset: Global Equity Metadata |
3 responses |
20/03/2019 |
| Inconsistent AAPL data between prices() and data comming from the pipeline. |
5 responses |
20/03/2019 |
| Market Timing before Trading begins |
2 responses |
20/03/2019 |
| Contest results for Monday, March 18th through today are delayed |
1 response |
20/03/2019 |
| the contest results seem didn't update since 3/15 !? |
2 responses |
20/03/2019 |
| What time does Quantopian update its data for us stocks? |
no responses |
19/03/2019 |
| Where is Google |
1 response |
19/03/2019 |
| Financial Math Project |
no responses |
19/03/2019 |
| Dividend calculations fail for dividends larger than stock price |
1 response |
19/03/2019 |
| How to create pipeline with a factor that compares percentage gains of stock vs index? |
no responses |
19/03/2019 |
| sid(int) in research? |
2 responses |
18/03/2019 |
| Upload signals file to a factor. |
1 response |
17/03/2019 |
| $ABGB and $FSLR Pair Trading |
no responses |
17/03/2019 |
| Closing price factor |
3 responses |
16/03/2019 |
| Error using get_clean_factor_and_forward_returns |
1 response |
16/03/2019 |
| Contribution For Aids And Appliances |
no responses |
16/03/2019 |
| adding ETFs to filtered stocks |
2 responses |
15/03/2019 |
| Backtest data for yesterday (13th of March) not availabel -- Data load error? |
3 responses |
14/03/2019 |
| Quarterly Earning Dates |
no responses |
13/03/2019 |
| How do I turn off date management in the IDE? |
3 responses |
13/03/2019 |
| How do I take the opposite position? |
7 responses |
13/03/2019 |
| Passing Equity list from research to IDE |
no responses |
12/03/2019 |
| Calculate the volume average of a specific stock in pipeline |
2 responses |
12/03/2019 |
| New to the platform |
4 responses |
11/03/2019 |
| ADFuller pipeline customfilter |
no responses |
11/03/2019 |
| How to Create Equal weighted Portfolio |
6 responses |
11/03/2019 |
| long only, choose 6 among the major 12 stocks, rebalance every 1month, with the target annualized volatility of 0.10, since 2006, with sharpe 0.93 |
2 responses |
11/03/2019 |
| Getting Future Stock Returns |
no responses |
11/03/2019 |
| Logging more content while remaining under the logging limit |
1 response |
10/03/2019 |
| Momentum Trading Strategy |
no responses |
09/03/2019 |
| Beginner Tutorial Results Different From Expected? |
no responses |
09/03/2019 |
| Machine Learning NB |
no responses |
09/03/2019 |
| Equity consensus earnings estimates |
1 response |
08/03/2019 |
| How can I get the current total AUM value? |
no responses |
08/03/2019 |
| Ensuring that a spread of futures gets executed in same volume |
no responses |
08/03/2019 |
| What happened to blog.quantopian.com/fundamentals-contest-winners/? |
2 responses |
08/03/2019 |
| quantopian.pipeline.data.builtin import USEquityPricing showing slightly incorrect data on many stocks. Is it fixable? |
2 responses |
08/03/2019 |
| After market data 1 minute |
no responses |
08/03/2019 |
| How to merge data avoiding look ahead bias |
no responses |
07/03/2019 |
| Calculate historical price variations per minute or bar |
no responses |
07/03/2019 |
| Functions in Research Environment for Global Equities |
7 responses |
07/03/2019 |
| Quantopian Risk Model |
11 responses |
06/03/2019 |
| Pair trading algorithm on QTradableStocksUS with order_optimal_portfolio |
1 response |
06/03/2019 |
| Avg of Daily Returns for 30 days for all stocks in universe |
2 responses |
06/03/2019 |
| Sales size for Ranking a Stock Universe (Adaptation) |
no responses |
06/03/2019 |
| Need help in writing algo to Historic Low buy strategy |
no responses |
05/03/2019 |
| Manual selection of futures contracts instead of continuous futures |
no responses |
05/03/2019 |
| Change spot value in bar data |
no responses |
04/03/2019 |
| How to conditionally Long/Short securities in IDE using Optimize API |
2 responses |
04/03/2019 |
| Various problems |
5 responses |
04/03/2019 |
| Starting an Algorithmic Investment Fund at a 4-year institution |
3 responses |
04/03/2019 |
| Adapting old code to Quantopian 2.0 |
2 responses |
03/03/2019 |
| Newb question on how orders are modelled |
2 responses |
03/03/2019 |
| The volume data has big gap |
1 response |
03/03/2019 |
| Help me in building a very simple strategy using Self-Serve Data function |
no responses |
03/03/2019 |
| How does the If function work |
no responses |
03/03/2019 |
| Notebooks page not loading |
2 responses |
03/03/2019 |
| Longs Count keeps increasing |
no responses |
02/03/2019 |
| Sector rotation strategy that ranks numerous factors |
1 response |
02/03/2019 |
| Different results |
3 responses |
02/03/2019 |
| Fundamental field not updating? Bug? |
5 responses |
01/03/2019 |
| QuantCon 2019 Postponed |
1 response |
01/03/2019 |
| Is Quantopian dying? |
10 responses |
01/03/2019 |
| Missing data on Q? |
2 responses |
01/03/2019 |
| Futures differed month contract |
no responses |
01/03/2019 |
| Quantcon ticket refunded? I didn't request this |
1 response |
01/03/2019 |
| Transactions all over the place in backtesting |
2 responses |
28/02/2019 |
| Mean-Reversion Long - For Bold Contrarians |
1 response |
28/02/2019 |
| Weekly Rotation S&P 500 |
7 responses |
28/02/2019 |
| nvm |
no responses |
28/02/2019 |
| Pipeline: Changing daily data to weekly (using end of week prices) to calculate Factors (such as RSI) |
21 responses |
27/02/2019 |
| Need Help - Syntax Error |
11 responses |
27/02/2019 |
| Contest delayed? |
1 response |
27/02/2019 |
| How you deal with position sizing? |
no responses |
27/02/2019 |
| what is the original talib adx code? |
2 responses |
27/02/2019 |
| Trading strategy failure detection |
1 response |
26/02/2019 |
| Lecture 17 - help needed |
3 responses |
26/02/2019 |
| How to get offering prices/issue prices of US stocks? |
no responses |
26/02/2019 |
| one trading |
1 response |
26/02/2019 |
| can't reference indexed item in list |
no responses |
26/02/2019 |
| Tooltip functionality |
no responses |
26/02/2019 |
| Help with Linear Regression |
4 responses |
25/02/2019 |
| Adjusted Close Prices Offline |
no responses |
24/02/2019 |
| Using pipeline to create training data |
no responses |
24/02/2019 |
| Back test of a diversified asset allocation strategy with 10 ETFs |
no responses |
24/02/2019 |
| help setting up a print lock |
no responses |
24/02/2019 |
| Long & Short Return Miss Match |
6 responses |
23/02/2019 |
| New build error but I changed nothing |
2 responses |
23/02/2019 |
| Theory -- Mean Reversal to (Today's Revenue) / (Share Price) |
no responses |
23/02/2019 |
| Error: Loop crashes and asks to increase the data_rate_limit |
no responses |
23/02/2019 |
| Iterating Through Stocks In Pipeline |
no responses |
22/02/2019 |
| Any advice on making this algorithm satisfy the risk requirements? |
6 responses |
22/02/2019 |
| Mispricing Data |
9 responses |
22/02/2019 |
| Different prices when using pipeline with domain vs. get_pricing? |
no responses |
21/02/2019 |
| End of Day Settled (delivered) trade # and average settled price |
1 response |
21/02/2019 |
| Combining Futures and Equities |
no responses |
21/02/2019 |
| reference price of filled orders? |
2 responses |
21/02/2019 |
| Get Next Trades? |
1 response |
20/02/2019 |
| Stock Splits throwing off algorithm |
no responses |
20/02/2019 |
| IB Algo |
1 response |
20/02/2019 |
| How to regress fundamental data against a list of stocks' returns |
no responses |
19/02/2019 |
| Data Sources |
2 responses |
19/02/2019 |
| Is something wrong with the contest? |
no responses |
19/02/2019 |
| How are the forward returns calculated in Alphalens? |
3 responses |
19/02/2019 |
| simple moving average 1 day back |
2 responses |
18/02/2019 |
| Bug in historical data for backtest? |
2 responses |
18/02/2019 |
| HealthCare Model Raw Signal - Feedback Welcomed |
no responses |
18/02/2019 |
| History data of pipeline output |
no responses |
18/02/2019 |
| Could Admin please post 2 example backtests of a allocated algorithm |
no responses |
18/02/2019 |
| Creating a talib.ema in a custom class. |
1 response |
18/02/2019 |
| Do talib functions not work in research? |
1 response |
17/02/2019 |
| Fill Multiple Orders at the Same Time or None |
3 responses |
17/02/2019 |
| Cross-Sectional Volatiltiy as a Regime Predictor |
no responses |
17/02/2019 |
| modify limit order |
no responses |
17/02/2019 |
| . |
no responses |
17/02/2019 |
| Context score computation |
1 response |
17/02/2019 |
| Basic Algo Help |
1 response |
16/02/2019 |
| How to take back-testing code and convert it to forward-testing code? |
2 responses |
15/02/2019 |
| Combining Momentum and Mean Reversion Strategy |
no responses |
15/02/2019 |
| Norwegians wanted |
no responses |
15/02/2019 |
| Display a list of stock symbols |
no responses |
15/02/2019 |
| RE: Dr. Stauth's Tearsheet Review Video - New Contest Rules Coming? |
1 response |
14/02/2019 |
| Common returns vs specific returns vs total returns |
6 responses |
13/02/2019 |
| One position at a time |
no responses |
13/02/2019 |
| Stock-Bond Balance |
24 responses |
13/02/2019 |
| Contest results for Monday, February 11 will be delayed |
4 responses |
12/02/2019 |
| Futures PNL Help |
no responses |
12/02/2019 |
| strategy advice |
no responses |
12/02/2019 |
| Is there any way to speed up research / data requests? |
no responses |
12/02/2019 |
| 'NaTType' object has no attribute 'days' - Error in custom factor |
no responses |
12/02/2019 |
| Error when starting zipline with dockerfile - KeyError: 'allow_remote_access' |
1 response |
12/02/2019 |
| Quantopian Code of Conduct |
5 responses |
12/02/2019 |
| E*TRADE API |
no responses |
12/02/2019 |
| Custom Trading Universe |
no responses |
12/02/2019 |
| issue rebalancing with TargetWeights and percentile_between with mask |
3 responses |
12/02/2019 |
| Getting Started? |
3 responses |
12/02/2019 |
| Tearsheet Feedback Request |
20 responses |
11/02/2019 |
| Future contract data is not up-to-date in Research environment? |
2 responses |
11/02/2019 |
| Built-in MaxDrawdown Calculation Bug? |
no responses |
11/02/2019 |
| Live Webinar: "What to Look for and Look Out for in Quantitative Investing" on 2.7.19 |
no responses |
11/02/2019 |
| EUR data set? 5 min. |
no responses |
11/02/2019 |
| Referencing qtradable universe |
3 responses |
11/02/2019 |
| Live Trading? |
6 responses |
11/02/2019 |
| Using variable with Talib RSI.... |
2 responses |
11/02/2019 |
| How do you know if the mean-reversion is valid in the current market condition? |
3 responses |
11/02/2019 |
| Why cant i run this function |
no responses |
11/02/2019 |
| syntax error if elif statement |
1 response |
10/02/2019 |
| Formatting And general questions. |
1 response |
10/02/2019 |
| Access alerts from an analyst |
no responses |
10/02/2019 |
| What is the Research al tearsheet calculation really doing and why? |
no responses |
10/02/2019 |
| What does 'every_day' mean? |
no responses |
10/02/2019 |
| 14 sharpe, mostly cash strategy |
4 responses |
10/02/2019 |
| VBA Advice - Quant Career |
1 response |
10/02/2019 |
| Futures data, specifically CL |
no responses |
08/02/2019 |
| [Deleted] |
7 responses |
08/02/2019 |
| zipline.errors.InvalidCalendarName: The requested TradingCalendar, XNYS, does not exist |
2 responses |
08/02/2019 |
| Pipeline data groupby using Date |
no responses |
08/02/2019 |
| How To Get Round Optimize API |
2 responses |
08/02/2019 |
| Issue with data.history on stock list |
3 responses |
08/02/2019 |
| I've tried to create ROETTM really hard, but I cannot create it, need help |
1 response |
08/02/2019 |
| How to find out mathematically if two trends are showing in the same direction ? |
no responses |
08/02/2019 |
| Adding VWAP and moving average into an intraday 1min candlestick plot |
3 responses |
08/02/2019 |
| Pipeline Custom Factors |
no responses |
07/02/2019 |
| Back-testing Performance Issues |
1 response |
07/02/2019 |
| Recovery Yahoo Email |
no responses |
07/02/2019 |
| Final Presentation 070219 |
1 response |
07/02/2019 |
| Final task |
no responses |
07/02/2019 |
| Final Task of Introduction to Systematic Investment Strategy Seminar |
no responses |
07/02/2019 |
| Volatility Trading |
1 response |
07/02/2019 |
| Use ETF that tracks T-bills as benchmark |
no responses |
06/02/2019 |
| 10 Year Treasury Dataset Broken? |
no responses |
06/02/2019 |
| Difference between backtest engine and paper trading engine? |
no responses |
06/02/2019 |
| Seminar Paper - Introduction to Systematic Investment Strategy |
no responses |
06/02/2019 |
| How am I NOT trading the tradeable universe when using QTradableStocksUS() ? |
3 responses |
06/02/2019 |
| Quick Alphalens Quantile Question |
1 response |
06/02/2019 |
| "Introduction to Systematic Investment Strategies" - supplement report |
no responses |
06/02/2019 |
| Investment Strategy based on Market Beta for S&P 500 Companies- SYSTEMATIC INVESTMENT STRATEGIES REPORT |
no responses |
06/02/2019 |
| "Introduction to Systematic Investment Strategies" - homework 5 |
1 response |
06/02/2019 |
| "Introduction to Systematic Investment Strategies" - homework 1&2 |
no responses |
06/02/2019 |
| Final meeting: fundamentals and returns |
2 responses |
06/02/2019 |
| Fundamental Analysis for my University Class |
1 response |
06/02/2019 |
| My First Notebook: Plotting SPY, DIA and QQQ Using .Apply on a DataFrame |
no responses |
06/02/2019 |
| 21 Unique Quant Algo Trading Opportunities in Futures by Andreas Clenow |
no responses |
06/02/2019 |
| Presentation for Pitch |
2 responses |
06/02/2019 |
| Fundamental Algo for my University Class |
no responses |
06/02/2019 |
| Topic Course |
3 responses |
06/02/2019 |
| Practice |
no responses |
05/02/2019 |
| Getting all available history data |
no responses |
05/02/2019 |
| Live Algorithms Not Running |
2 responses |
05/02/2019 |
| Is algorithmic trading a good option for with a limit on day trading and low capital in Robinhood? Is there other no commission trading options? |
no responses |
05/02/2019 |
| How return of a strategy is calculated |
no responses |
05/02/2019 |
| Final presentation for 02-07-19 |
2 responses |
05/02/2019 |
| Best way to check amount of data in a dataset? |
3 responses |
05/02/2019 |
| PE Ratio Strategy - Happy to get some feedback and practical tips |
7 responses |
05/02/2019 |
| Complex mean reversion/adverage down |
1 response |
05/02/2019 |
| Ways to Connect Quantopian and Robinhood |
no responses |
04/02/2019 |
| column wise median |
5 responses |
04/02/2019 |
| Simple Pairs Trading Strategy: BP & Shell |
4 responses |
04/02/2019 |
| Can anyone tell me why this code is not running? |
2 responses |
04/02/2019 |
| Help get_pricing() |
10 responses |
03/02/2019 |
| Mean-Reversion Short - Money in bad markets |
9 responses |
03/02/2019 |
| options for retail algorithmic trading? |
13 responses |
03/02/2019 |
| How much money is an algorithm worth? |
50 responses |
03/02/2019 |
| futures data missing |
no responses |
03/02/2019 |
| Data / Programming question for TA-lib output |
2 responses |
03/02/2019 |
| My First Quantitative Future Trading Algorithm |
4 responses |
03/02/2019 |
| Permission denied |
no responses |
02/02/2019 |
| tutorials lesson 4 |
no responses |
02/02/2019 |
| Avoiding Overfit Bias -- An Overlooked Dimension of Holdout Data |
2 responses |
02/02/2019 |
| Finding a partner to work with me in a Stock Market Project! |
no responses |
01/02/2019 |
| Technical Indicators, Entropy, and Fundamentals |
4 responses |
01/02/2019 |
| Try to Close All Open Orders Every Minute X Amount of Minutes Prior to Close? |
3 responses |
01/02/2019 |
| superimpose two stock price graph |
9 responses |
01/02/2019 |
| Data Type Conflict |
no responses |
01/02/2019 |
| Second Week, Second Algorithm (I'm getting worse) |
2 responses |
01/02/2019 |
| Sectors in Pipeline |
7 responses |
01/02/2019 |
| is Fundamentals.roe TTM? |
1 response |
01/02/2019 |
| Increasing turnover with mostly fundamental factors |
7 responses |
31/01/2019 |
| qunatiles in algo for backtest |
no responses |
31/01/2019 |
| Trailing stop loss |
no responses |
31/01/2019 |
| Simplified Moving Alpha Tearsheet |
3 responses |
31/01/2019 |
| Residual Analysis |
2 responses |
30/01/2019 |
| Stock Screener |
1 response |
30/01/2019 |
| Concepts of Experimental Design using Fundamentals |
no responses |
30/01/2019 |
| is Fundamentals.roe TTM? |
no responses |
30/01/2019 |
| Day of the week phenomenon |
no responses |
29/01/2019 |
| Fundamental Algo Based on ROIC & FCF Growth |
no responses |
29/01/2019 |
| Free Ticket Giveaway: Data Science Salon Austin |
no responses |
29/01/2019 |
| How to create Algo to buy when RSI moves below 30 and sell when it reaches above 70? |
1 response |
29/01/2019 |
| Fundamental data KMeans clustering |
2 responses |
29/01/2019 |
| How do I put order to futures market by lots? |
2 responses |
29/01/2019 |
| Historical Vix Data in a single stock algo |
no responses |
29/01/2019 |
| d |
no responses |
29/01/2019 |
| New Random Forest Design |
1 response |
28/01/2019 |
| AttributeError when trying to use data.history in Pipeline |
no responses |
28/01/2019 |
| Calling All Students: The University Contest Launches This Week |
2 responses |
28/01/2019 |
| error when try to use command: create_full_tear_sheet |
4 responses |
28/01/2019 |
| Profiting from Information Arbitrage in the Financial Markets |
no responses |
28/01/2019 |
| Pipeline find stock has yesterday unsual compare to average |
no responses |
27/01/2019 |
| Protective put |
no responses |
27/01/2019 |
| Using outside functions within a pipeline (Research Environment) |
no responses |
27/01/2019 |
| How to make a list of securities that == True. |
no responses |
27/01/2019 |
| Getting Option Prices From Own Files |
no responses |
27/01/2019 |
| Did anyone here actually get funded by Q? |
5 responses |
26/01/2019 |
| Leverage 0.88x but it fails the criteria, why? |
no responses |
26/01/2019 |
| A noobs first week on quantopian |
3 responses |
26/01/2019 |
| Is there a avoid hard-coding record() keywords? |
no responses |
26/01/2019 |
| How to use pipeline to find out if a companies NI has been positive for a given time period? |
1 response |
25/01/2019 |
| Industry Mean PE Ratio mixed with Stocktwits |
no responses |
25/01/2019 |
| Reading rows from csv |
no responses |
25/01/2019 |
| data.history in pipeline |
no responses |
25/01/2019 |
| usage of spearmanr function on factor against another factor as target |
no responses |
25/01/2019 |
| Beta hedging using optimize API FactorExposure |
no responses |
25/01/2019 |
| python novice needs plotting help |
no responses |
24/01/2019 |
| Need help for creating a factor to access the previous day's exponential moving average |
1 response |
24/01/2019 |
| Multiple Linear Regression for Risk Modeling |
2 responses |
24/01/2019 |
| Notebook Error |
no responses |
24/01/2019 |
| How do I get the standard deviation of the rolling six month Sharpe ratio in the backtester? |
no responses |
24/01/2019 |
| contest scoring missing January 18 results? |
no responses |
23/01/2019 |
| Sorting frozen set (Fundamentals) |
no responses |
23/01/2019 |
| BusinessDaysUntilNextEarnings fix? |
no responses |
23/01/2019 |
| Behavioral Arbitrage Design Strategies that Time Market Mistakes |
no responses |
23/01/2019 |
| Quantopian based Institutional-Grade Automated Trading Software for Backtesting, Optimizing and Executing Multi-Asset Trading Strategies |
14 responses |
23/01/2019 |
| Ability to pull all columns in a dataset into a pipineline |
no responses |
23/01/2019 |
| How to realize this model with 4% IC in a backtest? |
1 response |
23/01/2019 |
| Comparison of PCA with raw prices and smoothed prices |
no responses |
23/01/2019 |
| Days Rules for Moving Average |
8 responses |
22/01/2019 |
| KeyError in Futures Calendar |
1 response |
22/01/2019 |
| simple moving average |
no responses |
22/01/2019 |
| Live Webinar: Reinforcement Learning in the Presence of Nonstationary Variables TOMORROW 1/23 |
11 responses |
22/01/2019 |
| Slightly Confused About 'Daily Positions and Gains' Field |
4 responses |
22/01/2019 |
| Data Type Error |
no responses |
22/01/2019 |
| Topic 2 - Relationship between first 30 mins returns and RSI cumulative - period 14 days |
1 response |
21/01/2019 |
| Trying to make a simple percent change calculation |
1 response |
21/01/2019 |
| For Topics Course |
12 responses |
21/01/2019 |
| What version of scikit-learn is installed? |
2 responses |
21/01/2019 |
| Get_pricing function return missing symbol, please advise |
3 responses |
21/01/2019 |
| how does opt.MaximizeAlpha work as compared to opt.TargetWeights? |
3 responses |
21/01/2019 |
| commission for the contest & live trading? |
3 responses |
21/01/2019 |
| How can I trust 51% annualized alpha (!!) from AlphaLens? |
10 responses |
21/01/2019 |
| BLCM StockTwits Sentiment Return Factors Plot |
no responses |
20/01/2019 |
| Issues with my SPY 200 moving average... |
no responses |
20/01/2019 |
| distance between custom factors - range or something else? |
1 response |
20/01/2019 |
| The probability of backtest overfitting |
5 responses |
20/01/2019 |
| NantKwest SMA Crossover Data Plot |
no responses |
19/01/2019 |
| Institutional Ownership |
1 response |
19/01/2019 |
| how come the long positions does not result in the reversal of short positions |
5 responses |
19/01/2019 |
| Backtesting Brazilian assets |
1 response |
19/01/2019 |
| HW2 Topics course |
3 responses |
19/01/2019 |
| better |
no responses |
19/01/2019 |
| if sharpe ratio is important criteria, why not just invest in risk-free asset? |
5 responses |
18/01/2019 |
| plot_cumulative_returns taking 3 argument where document only has 2 |
4 responses |
18/01/2019 |
| Import pandas-datareader |
no responses |
18/01/2019 |
| seeking help in implementing 'stop-loss' |
no responses |
18/01/2019 |
| INVESTMENT & MONEY MANAGEMENT LIMITED |
1 response |
18/01/2019 |
| what is the point of neutral net dollar exposure? |
no responses |
17/01/2019 |
| Error when starting a backtest |
no responses |
17/01/2019 |
| Bag of Words |
1 response |
17/01/2019 |
| No Algo will be Consistently Profitable |
10 responses |
16/01/2019 |
| Fundamental Factors analysis with Alphalens |
no responses |
16/01/2019 |
| Kera and Tensorflow |
8 responses |
16/01/2019 |
| for ken |
no responses |
16/01/2019 |
| Overfit model rescue attempt |
2 responses |
16/01/2019 |
| Labeling Data for Financial Machine Learning |
7 responses |
16/01/2019 |
| Morningstar Fundamental Data: Latest Fiscal Year instead of Quarter? |
no responses |
15/01/2019 |
| Adaptive Markets and Neuro-Finance by Dr. Kathryn Kaminski |
no responses |
15/01/2019 |
| Live Tearsheet Review (Updated 1.14.19) |
29 responses |
15/01/2019 |
| How to invest in bond in contest algo? |
1 response |
15/01/2019 |
| Pipeline not working with Contract Win dataset |
no responses |
14/01/2019 |
| How to get the Sector to work with international stocks? |
3 responses |
14/01/2019 |
| "Translating" Alphalens results into an algorithm? |
12 responses |
14/01/2019 |
| Backtest vs contest backtest results very different |
2 responses |
14/01/2019 |
| KeyError |
no responses |
14/01/2019 |
| Tutorial Lesson 4 - Unable to show graph of portfolio cumulative returns |
no responses |
13/01/2019 |
| Top 50 stocks by market cap |
no responses |
13/01/2019 |
| Issue - Execution Timeout on symbols |
no responses |
13/01/2019 |
| Downloading backtest returns to desktop |
no responses |
12/01/2019 |
| How can I get a template strategy that satisfies all the constraints of the contest? |
4 responses |
11/01/2019 |
| Need comment on my algo structure |
1 response |
11/01/2019 |
| Exponentially Weighted Moving Median |
no responses |
11/01/2019 |
| alphalens problem |
no responses |
11/01/2019 |
| Advanced Custom Factor - Trailing 12M As Of Date |
no responses |
11/01/2019 |
| Is parallel computing supported on Quantopian? |
2 responses |
11/01/2019 |
| Algo Feedback |
no responses |
11/01/2019 |
| Compile notebook work into qt interface |
no responses |
10/01/2019 |
| Data Dictionary for fundamental data? |
no responses |
10/01/2019 |
| How to view individual stock returns in an algo? |
2 responses |
10/01/2019 |
| Median (in the context(s) of Risk pipeline, etc.) |
1 response |
10/01/2019 |
| Right place to start learning quants? |
no responses |
10/01/2019 |
| Automatic strategy |
no responses |
10/01/2019 |
| What does 'Expired' mean? |
no responses |
10/01/2019 |
| ValueError: Inferred frequency None from passed values does not conform to passed frequency B |
1 response |
10/01/2019 |
| Testing Fundamental Factors |
no responses |
10/01/2019 |
| How to get the correct (if any) factor boundary from Alphalens result? |
1 response |
10/01/2019 |
| Simple Machine Learning Help |
2 responses |
10/01/2019 |
| Order_target_percent creating unwanted shorts? |
no responses |
10/01/2019 |
| Pipeline : Use different input data other than USEquityPricing |
1 response |
10/01/2019 |
| View names and weight after optimizer in long/short equity template |
2 responses |
09/01/2019 |
| sample backtest |
no responses |
09/01/2019 |
| Identifying Your Tradable Stock Universe |
no responses |
09/01/2019 |
| get_pricing with global equities |
1 response |
09/01/2019 |
| Notebook 0. API Reference - errors |
no responses |
09/01/2019 |
| Apply machine learning in US stock market |
no responses |
09/01/2019 |
| Market Returns within Pipeline |
6 responses |
09/01/2019 |
| Notebook: Filtering by Ranking Score? |
4 responses |
09/01/2019 |
| Live Webinar: "Bayesian Covariance for Portfolio Optimization" on January 15th |
no responses |
08/01/2019 |
| Citi’s Bear Market Checklist -- predictability indicator |
1 response |
08/01/2019 |
| Help With Nans |
1 response |
08/01/2019 |
| List all US equities within a certain price range |
2 responses |
08/01/2019 |
| Is there any method to get TTM data :) |
5 responses |
08/01/2019 |
| Calling Multi Index Attributes after reducing a Dataframe with Iloc |
10 responses |
07/01/2019 |
| IBKR stock quote is stuck |
6 responses |
07/01/2019 |
| Take Back All I Said. |
1 response |
07/01/2019 |
| Point Figure Chart |
no responses |
07/01/2019 |
| Gradient free optimization on backtests |
no responses |
07/01/2019 |
| What am I doing wrong? |
1 response |
07/01/2019 |
| Heatmap Q500 - Intraday Return / PE-Ratio & Book Value per Share |
no responses |
07/01/2019 |
| How to convert quantopian ML tutorials to zipline? |
1 response |
07/01/2019 |
| Help with creating a new fundamental indicator |
3 responses |
07/01/2019 |
| Help with forward returns and addition of (trading) days |
3 responses |
07/01/2019 |
| Fundamentals Date Issue |
no responses |
06/01/2019 |
| Backtesting Problem(Positions vs Transactions) |
6 responses |
06/01/2019 |
| Combination of Supertrend with EMA Crossover |
8 responses |
06/01/2019 |
| Optimize API - is it open source? |
3 responses |
06/01/2019 |
| morningstar variablesvariables for closed equity bond funds |
no responses |
06/01/2019 |
| Exact type of 'context' parameter in algorithm methods & how it is constructed under the hood |
no responses |
05/01/2019 |
| Unable to run init_fundamentals |
2 responses |
05/01/2019 |
| Any algorithms for sale? |
5 responses |
05/01/2019 |
| New to the field, |
no responses |
04/01/2019 |
| I get quite often error by starting the backtest |
8 responses |
04/01/2019 |
| How to manage a list of many securities |
1 response |
03/01/2019 |
| Simple long short strategy |
2 responses |
03/01/2019 |
| Logistic Regression |
2 responses |
03/01/2019 |
| Schedule function not running on 2nd day of the week this week (2nd of Jan, 2019)? bug? |
2 responses |
03/01/2019 |
| Return Predictability and Market-Timing: A One-Month Model by Petra Bakosova |
3 responses |
03/01/2019 |
| Question on making label with different params. |
no responses |
03/01/2019 |
| Random algorithm with fixed stop-loss to take-profit ratio. |
no responses |
03/01/2019 |
| Notebook vs. IDE - brain exploding - need a general kick in the right direction! |
no responses |
02/01/2019 |
| Opening Range Breakout Strategy - Help |
1 response |
02/01/2019 |
| Any way to use data.history without having to go through each day? How do you import data all at once with date range? |
2 responses |
02/01/2019 |
| Getting Fundamentals outside of Quantopian research |
no responses |
02/01/2019 |
| Compare different Alphas in one TearSheet |
2 responses |
02/01/2019 |
| Do hedge funds use Quantopian / Zipline for production research? |
1 response |
02/01/2019 |
| Homework 5 Alphalens of PB_ratio |
no responses |
02/01/2019 |
| Paper trading a Momentum Rotation strategy, thinking of taking it live. |
1 response |
31/12/2018 |
| pinescript tradingview strategy to quantopian |
no responses |
31/12/2018 |
| Alphalens giving 'exog contains inf or nans' |
3 responses |
31/12/2018 |
| Trying to compute the distance between 52 week high and current price |
1 response |
30/12/2018 |
| Homework 4 Heatmap of pb_ratio & RSI |
no responses |
30/12/2018 |
| Homework 3 Heatmap of pb_ratio & ev_to_ebitda |
no responses |
30/12/2018 |
| MaxLossExceededError |
2 responses |
30/12/2018 |
| Periods with no trades |
no responses |
30/12/2018 |
| Need help trying to understand the optimized API |
1 response |
29/12/2018 |
| Basic question about get_pricing() |
2 responses |
29/12/2018 |
| How to create the NASDAQ100 and the S&P500 universe etc? |
3 responses |
29/12/2018 |
| Homework 4 Heatmap of New Factors |
no responses |
29/12/2018 |
| Sell the position if the first day is red |
2 responses |
29/12/2018 |
| Is there a database or CSV for Quantopian security ids available? |
1 response |
29/12/2018 |
| help with Slippage for futures |
no responses |
28/12/2018 |
| Creating a Factor using Historical Data |
4 responses |
28/12/2018 |
| Optimize factor weights in a multiple factor alpha |
no responses |
28/12/2018 |
| Futures paper trading? |
no responses |
28/12/2018 |
| Why has the whole history been rewritten on 2018-12-27? |
2 responses |
28/12/2018 |
| How to access alphaone_free? |
no responses |
28/12/2018 |
| Does Quantopian support the US option trade? |
2 responses |
28/12/2018 |
| iloc / history snafu. using Alphalens template. quick code fix help |
no responses |
27/12/2018 |
| Homework 3 Heatmap of pb_ratio & diluted_eps_growth |
no responses |
27/12/2018 |
| My stop order is not working |
2 responses |
27/12/2018 |
| PLease somebody debugg . Line 25 shows an error, 'context.long' not defined |
6 responses |
27/12/2018 |
| Problem to create a custom a SlippageMode for futures |
2 responses |
26/12/2018 |
| heatmap MACD/ OS different Types of retrurn |
no responses |
26/12/2018 |
| MACD & Stochastic analysis |
no responses |
26/12/2018 |
| Exercise in TA - puzzled by differing results when changing execution schedule? |
7 responses |
26/12/2018 |
| What would be the best way of determining the returns of buying the counties with the lowest cape ratio of the past 40 years? |
no responses |
25/12/2018 |
| Topic Course - ML |
9 responses |
24/12/2018 |
| Quantopian and options trading |
9 responses |
24/12/2018 |
| Old Backtest of an earlier version of the Delta Mean Reversion Algorithm I wrote 2 years ago. |
1 response |
23/12/2018 |
| homework 2 heatmap of returns and factors |
no responses |
23/12/2018 |
| SPX Listed options data |
1 response |
23/12/2018 |
| NOVICE - Business days and Earnings |
1 response |
23/12/2018 |
| Is quantopian data primary exchange data or consolidated data? |
no responses |
23/12/2018 |
| Zipline for Python 3.7? |
no responses |
22/12/2018 |
| Mean Reversion System for Stocks and Commodities Magazine |
2 responses |
22/12/2018 |
| Intro To MAFN Best Hurst: AK, MC, MD, YX |
1 response |
22/12/2018 |
| Pipeline Timeout Exception Question |
1 response |
21/12/2018 |
| Looking for comments, ~50% APY over 15 years on 2nd try, no curve fitting? |
1 response |
21/12/2018 |
| Roll futures based on Volume |
no responses |
21/12/2018 |
| OPTIMIZE API In research |
1 response |
20/12/2018 |
| Different types for Fundamental |
3 responses |
20/12/2018 |
| Alpha and Beta in Finance |
4 responses |
20/12/2018 |
| Looping through all fundamentals |
no responses |
20/12/2018 |
| Share notebook through email? |
1 response |
20/12/2018 |
| Newbie trying to calculate the momemtum |
1 response |
20/12/2018 |
| 15 More Community Members Licensed |
5 responses |
19/12/2018 |
| Loading Research/Notebooks |
2 responses |
19/12/2018 |
| Optimizing Trading Strategies without Overfitting by Dr. Ernest Chan |
no responses |
19/12/2018 |
| Project Card 2- Market Sentiment (2) for intraday/overnight/first30m/last30m returns |
no responses |
19/12/2018 |
| Algorithm not selling stocks at target price |
2 responses |
19/12/2018 |
| hScalp, a tear sheet. |
7 responses |
19/12/2018 |
| Performance Stats in Research for a single column equity curve |
3 responses |
18/12/2018 |
| Split bugs. Please look into this if you are from the Quantopian team. Thanks. |
1 response |
18/12/2018 |
| Live Webinar, "How to Get Funded" on January 24th at 2:00pm ET |
no responses |
18/12/2018 |
| What are the specific returns and common returns? |
2 responses |
18/12/2018 |
| eventvestors |
1 response |
18/12/2018 |
| Filter Pipeline by duration of publicly trading |
2 responses |
18/12/2018 |
| alpha combination via clustering |
109 responses |
18/12/2018 |
| How to find the worst performing stock in my backtest? |
no responses |
18/12/2018 |
| Actual trading? |
2 responses |
17/12/2018 |
| Hedged Martingale HFT Market Making For US Treasury Futures |
1 response |
17/12/2018 |
| Checking for null values in Fundamentals |
no responses |
17/12/2018 |
| How are limit orders filled? |
1 response |
17/12/2018 |
| Group Pipeline by equity name |
1 response |
17/12/2018 |
| This line fails for me |
no responses |
16/12/2018 |
| Have all functions and objects included in the documentation? |
1 response |
16/12/2018 |
| Contest Leaderboard reset question |
2 responses |
15/12/2018 |
| How to buy a stock at a price lower than the price previously sold at |
3 responses |
15/12/2018 |
| Some important securities missing in Q1500US |
2 responses |
15/12/2018 |
| trying new alpha analyzer - hangs? |
14 responses |
15/12/2018 |
| CS221 FINAL PROJECT 2 LAYER 30 prices window |
no responses |
15/12/2018 |
| CS221 FINAL PROJECT 3 LAYER 60 prices window |
no responses |
15/12/2018 |
| Need help getting model to optimize |
2 responses |
15/12/2018 |
| [Series help] Avoid small transactions in the rebalancing of my portfolio |
1 response |
14/12/2018 |
| Introducing the Quantopian Information Security blog |
no responses |
13/12/2018 |
| How can I get adjusted prices (minute resolution) in research notebooks? |
3 responses |
13/12/2018 |
| Notebook to go along with last post |
no responses |
13/12/2018 |
| Low Vol, Uncorrelated Alpha in Pair Trading Oil Spreads |
3 responses |
13/12/2018 |
| Correlation with Fundamentals |
no responses |
13/12/2018 |
| Range Trading Vix Options |
no responses |
13/12/2018 |
| TQUG6_SampleAlgorithm_jpn |
no responses |
13/12/2018 |
| Alphaens analysis of Equity Per Share Growth for Overnight/Intraday |
1 response |
12/12/2018 |
| Alphalens Analysis - Session Cumulative Returns |
14 responses |
12/12/2018 |
| Alphalens Diluted EPS Growth |
no responses |
12/12/2018 |
| Quantopian to Quantconnect |
no responses |
12/12/2018 |
| Getting to know Alphalens, Problem defining Volatility |
no responses |
12/12/2018 |
| Kalman Filter Pairs Trading |
no responses |
12/12/2018 |
| Paper trading error message: NoDataOnDate: 2018-12-12 00:00:00+00:00 |
2 responses |
12/12/2018 |
| Risk Model and Q1500US Unavailable |
1 response |
12/12/2018 |
| Simulating Maker\Taker Behavior |
no responses |
12/12/2018 |
| Need help in converting the 1 min time series data into 15 min data in the research environment. I want to calculate moving averages for the same data instead of the 1m data. |
2 responses |
12/12/2018 |
| alphalens template change |
no responses |
12/12/2018 |
| Research Memory Limitation |
4 responses |
12/12/2018 |
| Homework 1-Cumulative Overnight Return Plot |
no responses |
11/12/2018 |
| Hierarchical Risk Parity: Comparing various Portfolio Diversification Techniques |
66 responses |
11/12/2018 |
| Help getting a custom-upload formula to backtest, pipeline, history, and long-short. |
1 response |
11/12/2018 |
| Newbie trying to replicate mean reversion strategy. |
4 responses |
11/12/2018 |
| Low-value high-leverage strategy |
no responses |
10/12/2018 |
| BAE Investment Management Trading Project |
no responses |
10/12/2018 |
| [Investment Management] 5 Factor Fama-French Momentum Strategy |
1 response |
10/12/2018 |
| What's going on with contest? |
4 responses |
10/12/2018 |
| Live Webinar: "Finding Alpha from ESG2.0™ Factors Beyond the U.S." with Dr. Stephen Malinak |
no responses |
10/12/2018 |
| Current volume in pipeline |
1 response |
10/12/2018 |
| Troyan, Mitrofanov, Paschenko, Vasilieva |
1 response |
10/12/2018 |
| KeyError:Equity(15789 [DNR]) |
no responses |
10/12/2018 |
| стратегия для курса Шибанова |
1 response |
09/12/2018 |
| question about fundamentals.div_yields5_year |
4 responses |
09/12/2018 |
| What is the limit on the number of concurrent backtests? |
1 response |
09/12/2018 |
| How do I test an irregular factor in alphalens? |
no responses |
08/12/2018 |
| New to Quant, looking for help |
5 responses |
08/12/2018 |
| More Strange (and Dangerous!) Notebook Behavior |
5 responses |
08/12/2018 |
| Odd historical data |
1 response |
08/12/2018 |
| Contest results for Thursday, December 6, and Friday, December 7, will be delayed |
5 responses |
07/12/2018 |
| How to import data and decisions in CSV format and backtesting |
no responses |
07/12/2018 |
| Submitting a trained ML model to contest |
1 response |
07/12/2018 |
| I'm new to coding and need some help getting past this error. |
no responses |
07/12/2018 |
| PE_ratio; alphalens analysis of overnight and intraday returns |
1 response |
07/12/2018 |
| '_xsrf' argument missing from POST |
4 responses |
07/12/2018 |
| Moving Average System |
no responses |
07/12/2018 |
| Historical Database on Quantopian |
no responses |
07/12/2018 |
| How to create a program that buys and sells based off of the rsi |
2 responses |
07/12/2018 |
| `Earnings date calendar |
1 response |
06/12/2018 |
| do the returns/prices include the dividends? |
no responses |
06/12/2018 |
| Working with BacktestResult Object |
1 response |
06/12/2018 |
| [Investment Management course] RSI-Based Strategy |
no responses |
06/12/2018 |
| Task 5(a)- Alphalens Factor Analysis of PE_RATIO for Overnight Returns |
no responses |
06/12/2018 |
| Homework 6 for 12-6-18 |
1 response |
06/12/2018 |
| Help in creating a simple backtest |
no responses |
06/12/2018 |
| How to Use data.history |
40 responses |
05/12/2018 |
| Alphalens Analysis (overnight) - MV and DPS |
no responses |
05/12/2018 |
| Alphalens Analysis (intraday) - Market Value and Dividends Per Share |
no responses |
05/12/2018 |
| Homework: Alphalens Analysis Trading Popularity |
1 response |
05/12/2018 |
| Women in FinTech: Spotlight on Whitney Melford, Kensho Technologies |
no responses |
05/12/2018 |
| Homework for "Introduction to Systematic Investment Strategies" |
1 response |
05/12/2018 |
| d |
no responses |
05/12/2018 |
| Using Hidden State Markov Model and Support Vector Machine to detect Market Regimes |
6 responses |
05/12/2018 |
| "Introduction to Systematic Investment Strategies" - homework 4 |
no responses |
05/12/2018 |
| Running same code through notebooks, different results w/alphalens |
1 response |
05/12/2018 |
| MaxLossExceededError in notebook |
1 response |
05/12/2018 |
| order book |
no responses |
05/12/2018 |
| Possible Bug in Pipeline |
5 responses |
05/12/2018 |
| Key error in creating a Pipeline |
5 responses |
05/12/2018 |
| Relationship between overnight returns and RSI - period 14 days |
no responses |
05/12/2018 |
| Alphalens Analysis |
5 responses |
05/12/2018 |
| Stochastic via Pipeline in research environment |
3 responses |
05/12/2018 |
| Mean Regression Balance of Top REITS and Top Bank Stocks |
no responses |
05/12/2018 |
| AAPL Backtest Results |
no responses |
05/12/2018 |
| TSLA Backtest Results |
no responses |
05/12/2018 |
| GOOG Backtest Results |
no responses |
05/12/2018 |
| Project Card 2 Working |
no responses |
04/12/2018 |
| Fundamental |
2 responses |
04/12/2018 |
| Bullishness bearishness of stocks for first 30m last 30m returns |
no responses |
04/12/2018 |
| Implement machine learning algorithm in the research IDE |
no responses |
04/12/2018 |
| Quantopian Dataset missing 10-Year Treasury Constant Maturity Rate before 6/23/2017! |
2 responses |
04/12/2018 |
| Pulling pe ratio for one stock? |
no responses |
04/12/2018 |
| TypeError:MaximizeAlpha() expected a value with dtype 'float64' or 'int64' for argument 'alphas', but got 'object' instead. |
14 responses |
04/12/2018 |
| Industry relative factors in pipeline |
no responses |
03/12/2018 |
| PROJECT CARD 1: Relationship between Intraday Returns and RSI |
no responses |
03/12/2018 |
| how to retrieve trade calendar under algorithm environment ? |
1 response |
03/12/2018 |
| Sub-session returns |
2 responses |
03/12/2018 |
| Inverse of a factor in alphalens |
1 response |
03/12/2018 |
| Algo vs Benchmark |
2 responses |
02/12/2018 |
| Sharing Intro to MAFN Security Selection |
no responses |
02/12/2018 |
| Question on Linear regression |
8 responses |
02/12/2018 |
| pyfolio access to backtestid daily returns |
5 responses |
02/12/2018 |
| help --- Fundamentals.country_id =="USA" |
1 response |
01/12/2018 |
| code does not stop at breakpoint |
no responses |
01/12/2018 |
| Whatever changed with memory reclamation... |
5 responses |
01/12/2018 |
| Top 4 REIT Price Comparison |
no responses |
01/12/2018 |
| How to extract sectors simply from a data-structure? |
1 response |
01/12/2018 |
| How to create alpha factor per sector in pipeline? |
no responses |
01/12/2018 |
| Relationship between overnight returns and RSI - period 7 days |
no responses |
01/12/2018 |
| Exercises: Plotting - Answer Key (Mistake) |
1 response |
30/11/2018 |
| Inverted Long Strategy = Short Strategy? |
2 responses |
30/11/2018 |
| Task 4(b)- Growth Grade against RSI Traditional (14 Days) |
no responses |
30/11/2018 |
| Homework 4, part b: heatmap |
no responses |
30/11/2018 |
| Homework 4, part a: heatmap |
no responses |
30/11/2018 |
| I set MAX_POSITION_SIZE = 0.01, but when I run the algorithm, it has 400 positions after optimization... is it a bug? |
no responses |
30/11/2018 |
| the ic is low but the 1dreturn, 3dreturn is very positive... why? |
1 response |
30/11/2018 |
| Can someone demonstrate using order_optimal_portfolio with an old ML algo? |
1 response |
30/11/2018 |
| rendimiento de amazon |
no responses |
30/11/2018 |
| blank |
no responses |
29/11/2018 |
| Women in FinTech: Spotlight on Beha Abasi |
5 responses |
29/11/2018 |
| Homework 4: heatmap market cap |
no responses |
29/11/2018 |
| Homework 4 |
no responses |
29/11/2018 |
| Task 4(a)- Heatmaps of PE Ratio against Traditional RSI (14 days) |
no responses |
29/11/2018 |
| Homework 3 : Introduction to Investment Strategies Seminar |
no responses |
29/11/2018 |
| Sub-session returns - Forward PE Ratio and Equity Per Share Growth |
no responses |
29/11/2018 |
| Homework: Heatmap with Trading Popularity and PE Ratio |
no responses |
29/11/2018 |
| Fundamental Analysis Diluted eps growth |
no responses |
28/11/2018 |
| Heatmaps, Volatility bs PE Ratio |
no responses |
28/11/2018 |
| Sales Size for Ranking a Stock Universe - Template Fundamental Algo |
9 responses |
28/11/2018 |
| back-testing |
no responses |
28/11/2018 |
| PB Ratio and Growth Grade |
2 responses |
28/11/2018 |
| Factor weighted long/short portfolio cumulative return(1d period) is positive, but ic is -0.002? |
no responses |
28/11/2018 |
| How to properly get the daily close data? |
4 responses |
28/11/2018 |
| I found the stock price doesn't match during 2016-2017, and price differences is an 'alpha', is there something wrong? |
1 response |
28/11/2018 |
| Calling all Students! New University Contest - Deadline January 31st |
no responses |
27/11/2018 |
| Syntax Error where I see none |
3 responses |
27/11/2018 |
| "The Five Reasons Why Most Traders Fail - and How to Avoid Them" Webinar on 12.6.18 with Andreas Clenow |
1 response |
27/11/2018 |
| Liquidization of Entire Portfolio |
2 responses |
27/11/2018 |
| notebook cannot run analysis on backtest, need help |
no responses |
27/11/2018 |
| Draft of Relationship between bullishness/bearishness of the stocks and their first 30m returns |
no responses |
26/11/2018 |
| create new sid and symbol |
no responses |
26/11/2018 |
| Strange notebook problems |
8 responses |
26/11/2018 |
| Very succesful in calling and catching bottoms (knives). Need some help in coding. |
1 response |
26/11/2018 |
| What is going on here? |
no responses |
26/11/2018 |
| Timing and memory (in this case focused on the storing of all orders) |
no responses |
25/11/2018 |
| Arbitrary Moving Average Kernels |
no responses |
24/11/2018 |
| Custom pipeline factor for return volatility (3-yr) |
2 responses |
24/11/2018 |
| NonWindowSafeInput error |
no responses |
24/11/2018 |
| sentex sentiment analysis: want to do linear regression or moving averages on them |
no responses |
23/11/2018 |
| how to set benchmark to Q500US? |
no responses |
23/11/2018 |
| Topics Course |
no responses |
23/11/2018 |
| ML Adbaboost on Fundamentals |
no responses |
23/11/2018 |
| Seeking Collaborator |
3 responses |
22/11/2018 |
| how to set before trading starts? looking to set this for once a week |
1 response |
22/11/2018 |
| The price to consider in Statistical Arbitrage |
no responses |
22/11/2018 |
| Why are the prices from prices() and USEquityPricing.close.latest different? |
4 responses |
22/11/2018 |
| Please, how to filter pipeline with small pharmaceutical stocks? |
2 responses |
21/11/2018 |
| Facebook Daily Return |
no responses |
21/11/2018 |
| multiple questions on Q500US: is there index value? is there a divisor? how does it match SPY? |
no responses |
21/11/2018 |
| Feature Selection in Machine Learning |
2 responses |
20/11/2018 |
| Issues meeting all 7 constraints |
3 responses |
20/11/2018 |
| Few questions from a newbie |
no responses |
20/11/2018 |
| How to get right backtest result for EWA/EWC pair tading? |
no responses |
20/11/2018 |
| How to write the ols method for EWA/EWC pair tading? |
no responses |
20/11/2018 |
| KeyError: 'the label [ Equity(2 [ARNC])] is not in the [index]' |
3 responses |
20/11/2018 |
| Problems with Price Precision (JPY example) |
no responses |
20/11/2018 |
| RSI MISSING POSITION ARGUMENT |
2 responses |
19/11/2018 |
| what time does before_trading_start get executed when one is in futures mode rather than equity? can cause bugs in code. |
no responses |
19/11/2018 |
| I found an algorithm that might generate 'alpha' from alphalens, how would I increase that? Many thanks |
no responses |
19/11/2018 |
| Is there a way to specify a window-length = as far as the data goes back? |
no responses |
19/11/2018 |
| AssertionError:_friend_dataset has not been registered |
2 responses |
19/11/2018 |
| What is the date range for which Futures data is available? |
no responses |
18/11/2018 |
| Backtest Feedback Please - Contest Algo. |
9 responses |
18/11/2018 |
| Is there a way to quickly grab sample data and avoid waiting 1m running the pipeline? |
1 response |
18/11/2018 |
| Is there a way to get really high beta in a portfolio? |
3 responses |
18/11/2018 |
| Long nights, short days |
no responses |
18/11/2018 |
| Is pickle library available |
no responses |
17/11/2018 |
| Date from data history |
3 responses |
17/11/2018 |
| Can I import Python files in notebooks on Quantopian? |
no responses |
17/11/2018 |
| Can Quantopian add TRACE bond time and sales? |
no responses |
17/11/2018 |
| a question with market cap |
no responses |
17/11/2018 |
| Fringe Benefits of Low Vol, Market Neutral, High Turnover Strategies |
no responses |
17/11/2018 |
| how to print tearsheet |
no responses |
17/11/2018 |
| Trouble with Optimize TargetWeights |
1 response |
17/11/2018 |
| What is the status of the broken pipe problem Error 32? |
no responses |
17/11/2018 |
| Long/Short algo simulation error - Out of memory |
5 responses |
16/11/2018 |
| Week 3 Task- Heatmaps of Forward_Earning_Yield and Forward_PE_Ratio against Value_score |
no responses |
16/11/2018 |
| Learn2Quant Demo |
1 response |
16/11/2018 |
| MACD & Stochastic |
no responses |
16/11/2018 |
| UnicodeDecodeError:'ascii' codec can't decode byte 0xa0 in position 308: ordinal not in range(128) by handling csv file |
1 response |
15/11/2018 |
| Classification and Regression in Machine Learning |
2 responses |
15/11/2018 |
| Is quantopian.globalewallet.com fake? |
9 responses |
15/11/2018 |
| could not broadcast input array |
3 responses |
15/11/2018 |
| homework 3 |
no responses |
15/11/2018 |
| Sub-session returns - EV To EBITDA and Equity Per Share Growth |
no responses |
15/11/2018 |
| Sub-session returns - Market Cap and Equity Per Share Growth |
no responses |
15/11/2018 |
| Algorithm Help |
no responses |
15/11/2018 |
| Heatmap Forward PE Ratio & Book Value Yield to different Returns |
no responses |
14/11/2018 |
| Heatmap Forward PE Ratio & PE Ratio to different Returns |
no responses |
14/11/2018 |
| Volume in research |
4 responses |
14/11/2018 |
| Relation of PE ratio to diluted EPS growth and growth grade |
no responses |
14/11/2018 |
| Homework 3: pe_ratio/market_cap and pe_ratio/equity_per_share_growth; dependence of the returns during different time sessions |
no responses |
14/11/2018 |
| Fundamental Data Analysis of Q500US Returns - Heatmap |
1 response |
14/11/2018 |
| Homework 3: topic course. |
no responses |
14/11/2018 |
| "Introduction to Systematic Investment Strategies" - homework 3 |
no responses |
14/11/2018 |
| Heatmap: Return Analysis in relation to EPS Growth & Market Cap |
no responses |
14/11/2018 |
| Homework 3: PE_ratio / Book value yield |
no responses |
14/11/2018 |
| Homework 3 for 11-15-18 |
no responses |
14/11/2018 |
| Options information and backtesting |
no responses |
13/11/2018 |
| Pipeline runtime error |
no responses |
13/11/2018 |
| Calling Historical Close Price for a Specific Date in Time |
no responses |
13/11/2018 |
| CSV file can I use one? |
no responses |
13/11/2018 |
| Calculate 1 year percent change |
no responses |
13/11/2018 |
| Heatmap Q500US |
no responses |
12/11/2018 |
| Implementing Momentum using Long/Short Algo template help |
no responses |
12/11/2018 |
| Cumulative Overnight Returns of 'QQQ' |
no responses |
12/11/2018 |
| Customfactor assign different numbers depending on if asset in list or not |
1 response |
12/11/2018 |
| Risk-Adjusted ROIC (CustomFactor) |
4 responses |
12/11/2018 |
| Zipline custom bundle ingest hourly frequency historical data |
1 response |
12/11/2018 |
| Multiple instances of a custom factor & managing the output in Pipeline |
3 responses |
12/11/2018 |
| Questions regarding ordering |
no responses |
12/11/2018 |
| When is quantopian least used... ie. the best time to do backtesting? |
no responses |
12/11/2018 |
| algo share |
89 responses |
11/11/2018 |
| Is it no longer possible to plot strategy return in Research |
1 response |
10/11/2018 |
| Best practice for working with time series in the Algorithm IDE |
no responses |
09/11/2018 |
| The Snail that is Notebook |
21 responses |
09/11/2018 |
| SPY Buy at Open Sell at Close |
no responses |
09/11/2018 |
| SPY Buy at Close Sell at Open |
no responses |
09/11/2018 |
| For Topics Course. Uni Freiburg |
1 response |
09/11/2018 |
| TargetWeight for cross sectional long short |
no responses |
09/11/2018 |
| Pipeline error - "ValueError: too many inputs" - limit on number of custom factors? |
5 responses |
09/11/2018 |
| possible to download IB historical data inside a quantopian program? |
2 responses |
09/11/2018 |
| can someone provide an update on short interest, stock available to short and stock loan rates data available here? |
no responses |
09/11/2018 |
| futures_data |
no responses |
09/11/2018 |
| Heatmap depicting how mean returns depend on the price/earnings ratio (pe_ratio) and the free cash flow per share/price ratio (fcf_yield) |
no responses |
08/11/2018 |
| Grabbing Past 2 Years of EPS Surprises with Zack's Earnings Surprises |
3 responses |
08/11/2018 |
| Analysing deciles of stocks of Q500US via a heatmap |
1 response |
08/11/2018 |
| Heatmap of Intraday Returns by Total and Sales Yield Ratios |
2 responses |
08/11/2018 |
| Heatmap of Q500 Returns |
1 response |
08/11/2018 |
| Can Custom Factor return dates? |
4 responses |
08/11/2018 |
| Heatmap of Overnight Returns w.r.t. Total Yield and Net Income Growth |
no responses |
07/11/2018 |
| Homework 2: Heatmap |
1 response |
07/11/2018 |
| Storing data per symbol from pipeline |
no responses |
07/11/2018 |
| Research get_pricing() function gives only limited data, majority of rows filled with nan |
3 responses |
07/11/2018 |
| Class RiskModelExposure() - what are the default settings? |
1 response |
07/11/2018 |
| Pipeline result spits out a long numeric code instead of ticker name in the dataframe for international equity data. |
1 response |
07/11/2018 |
| Women in FinTech: Spotlight on Amy Nutt, O’Reilly Media |
1 response |
07/11/2018 |
| Average Intraday Returns, Heatmap |
no responses |
07/11/2018 |
| Contest Entry Scores Changed? |
8 responses |
07/11/2018 |
| pandas version >= 0.21.0 |
1 response |
07/11/2018 |
| Is limiting turnover the best way to control slippage impact? |
5 responses |
07/11/2018 |
| Converting algo from Quantopian to IBridge.py |
2 responses |
07/11/2018 |
| Some futures missing data for 2018? |
5 responses |
06/11/2018 |
| Newbie need algorithm for contest help... |
1 response |
06/11/2018 |
| "Financial data pipelines at Quantopian" Webinar - Thursday 11/8, 1:00 PM EST |
1 response |
06/11/2018 |
| value backtest |
no responses |
06/11/2018 |
| My first Attempt on Quantopian Platform!! Plotting Cumulative Overnight Returns of QQQ |
no responses |
06/11/2018 |
| multi-factor Alphalens example |
58 responses |
06/11/2018 |
| Dynamic Z-Score Entry/Exit thresholds for Pairs/Mean-reversion strategy |
no responses |
05/11/2018 |
| Looking for Help with TOS |
1 response |
05/11/2018 |
| I need help to get the valuation ratio |
2 responses |
04/11/2018 |
| Reversing Factor Weights with Alphalens |
2 responses |
04/11/2018 |
| Alternative Test For Overfitting |
20 responses |
04/11/2018 |
| Unable to Run Backtests on Almost All Algorithms |
no responses |
04/11/2018 |
| Please Is my Backtest good And Ready For Contest ? |
4 responses |
04/11/2018 |
| MACD Histogram to Pipline |
no responses |
04/11/2018 |
| RSI indicator |
5 responses |
03/11/2018 |
| simple alpha factor combination techniques? |
13 responses |
03/11/2018 |
| Sell without buy |
4 responses |
03/11/2018 |
| Trade record |
4 responses |
02/11/2018 |
| Paper trading algorithms will be restarted on Monday |
7 responses |
02/11/2018 |
| Live trading Issue |
1 response |
02/11/2018 |
| Alphalens IC p-value |
no responses |
02/11/2018 |
| Flow-based dynamic multi-factor allocation (WIP) |
no responses |
02/11/2018 |
| Quantopian Lecture Sample: Long-Short Equity with the Optimize API 2 |
2 responses |
02/11/2018 |
| Backtester down? |
17 responses |
02/11/2018 |
| Pipeline in IDE |
1 response |
02/11/2018 |
| How many members in the community ? |
1 response |
02/11/2018 |
| How do you execute your orders in Pair Trading? |
no responses |
02/11/2018 |
| About order_target_percent |
no responses |
01/11/2018 |
| Using Pyfolio to Analyze your Trading Strategies |
1 response |
01/11/2018 |
| New to python and quantopian: How to count consecutive days |
1 response |
01/11/2018 |
| About the Sid Function |
2 responses |
01/11/2018 |
| Custom Factor issue while computing US Equity Pricing weekly |
7 responses |
01/11/2018 |
| Dual momentum |
no responses |
01/11/2018 |
| Difference Between Quantopian And Zipline |
1 response |
01/11/2018 |
| Working with Pandas DataFrame returned by Pipeline |
2 responses |
01/11/2018 |
| Context Attributes |
no responses |
31/10/2018 |
| Writing Features to CSV |
no responses |
31/10/2018 |
| Weekly rebalance factor model algorithm (1.7 sharpe) |
no responses |
31/10/2018 |
| Optimise _API is converting my shorts to longs after just 1 day |
6 responses |
31/10/2018 |
| Select data of specific security from get_pricing() with a list of securities |
2 responses |
30/10/2018 |
| Contest Criteria Check - Issue in the notebook |
1 response |
30/10/2018 |
| Very weird commission issue in the backtest |
3 responses |
30/10/2018 |
| Call for Speakers for QuantCon Boston - April 5, 2019 |
9 responses |
29/10/2018 |
| Incorporating "portfolio optimise" into my algo - help get me across the line for competition entry |
2 responses |
29/10/2018 |
| Learning how to use Alphalens for factor analysis |
19 responses |
29/10/2018 |
| Don't Miss Our Next Webinar, "How Model Complexity Leads to Back Test Success and Out-of-Sample Strategy Failure" tomorrow at 12pm ET |
no responses |
29/10/2018 |
| Fill zscore factor NAN with 0 |
3 responses |
29/10/2018 |
| Indian stock market data |
no responses |
29/10/2018 |
| Warren Buffet Strategy |
1 response |
29/10/2018 |
| My name is Michael. |
no responses |
29/10/2018 |
| Execution Timeout when calling data.history() in rebalance() |
1 response |
29/10/2018 |
| Cumulative Overnight Returns of `QQQ` |
5 responses |
28/10/2018 |
| Backtest för Dual momentum + kvartalsrotation |
no responses |
28/10/2018 |
| get lagged output of Pipeline Custom Factor? |
22 responses |
28/10/2018 |
| HoldoutError: Pipeline attempted to access data that is held out of research and backtesting. |
no responses |
27/10/2018 |
| 5 Minutes Execution Time Limit |
no responses |
27/10/2018 |
| Create MultiIndex DataFrame from pipeline output in IDE |
1 response |
27/10/2018 |
| Market momentum after a drop |
no responses |
27/10/2018 |
| Getting current price of stocks in a pipeline universe |
2 responses |
27/10/2018 |
| arxiv.org |
no responses |
26/10/2018 |
| counting the the contents of factors within pipeline |
4 responses |
26/10/2018 |
| Tackling overfitting via cross-validation over quarters |
21 responses |
26/10/2018 |
| FactSet Common Shares Outstanding |
no responses |
26/10/2018 |
| Generating Synthetic / Theoretical Options Prices |
5 responses |
26/10/2018 |
| Trading VIX Options - Shorting the VIX |
no responses |
26/10/2018 |
| Lecture 11 - Random variables / Explicit return in __init__ method |
no responses |
26/10/2018 |
| Custom classifiers possible? |
5 responses |
26/10/2018 |
| SciKit Version |
1 response |
25/10/2018 |
| Problems controlling exposure to "short term reversals" |
no responses |
25/10/2018 |
| Learn How Factor Quantile Turnover can Impact Your Trading Costs |
1 response |
25/10/2018 |
| Help getting started with futures contracts and an error trying to backtest the moving average with an order. |
no responses |
25/10/2018 |
| 8K and press release data from Fundamentals |
no responses |
25/10/2018 |
| List of companies |
2 responses |
25/10/2018 |
| cash management |
2 responses |
25/10/2018 |
| Active futures contract in vanilla intraday algo |
2 responses |
25/10/2018 |
| share check |
no responses |
24/10/2018 |
| QTradableStocksUS not being noted by IDE backtest |
2 responses |
24/10/2018 |
| Lecture 1: Introduction to Systematic Investment Strategies. |
no responses |
24/10/2018 |
| Women in FinTech: Spotlight on Pavithra Rao, RapidMiner |
no responses |
24/10/2018 |
| Based on Quantopian Lectures 1-5; homework for the Investment Strategies seminar (updated) |
no responses |
24/10/2018 |
| Leveraged SPY pullback newbie help |
no responses |
24/10/2018 |
| Homework 1: Create a line plot of cumulative overnight returns of `QQQ` |
no responses |
24/10/2018 |
| Homework 1 |
no responses |
24/10/2018 |
| Remember we are in a forest |
no responses |
24/10/2018 |
| Anyone able to run zipline locally ? |
no responses |
24/10/2018 |
| Lecture 32 Fundamental Factors |
no responses |
24/10/2018 |
| Style: Volatility |
no responses |
24/10/2018 |
| Quantitative Equity Portfolio Management - Project Introduction |
no responses |
24/10/2018 |
| Quantitative Equity Portfolio Management - Exploratory Statistics |
no responses |
24/10/2018 |
| Quantitative Equity Portfolio Management - Data Acquisition and Cleaning |
no responses |
24/10/2018 |
| Macro Investing on Quantopian (fred_dgs10 not working) |
no responses |
24/10/2018 |
| Using changing slope of a moving average to trade futures |
3 responses |
23/10/2018 |
| What am I missing? |
2 responses |
23/10/2018 |
| 'Time Period' is not in List |
1 response |
23/10/2018 |
| Homework for Systematic Investment Strategies Seminar |
no responses |
23/10/2018 |
| Homework due 10-24-2018 (Intro Strategic Invesment Strategies) |
no responses |
23/10/2018 |
| How to understand what Python elements (?) are doing |
1 response |
23/10/2018 |
| Live Webinar: Getting Started on Quantopian |
2 responses |
22/10/2018 |
| Progress Bars in Notebooks? |
3 responses |
22/10/2018 |
| Homework for the 2nd session of the seminar (Introduction to Systematic Investment Strategies) |
1 response |
22/10/2018 |
| Grab data history for a computed field |
2 responses |
22/10/2018 |
| Faulty data for JCI daily returns? |
2 responses |
22/10/2018 |
| Help Using Total Market Cap for Sector in IDE |
no responses |
21/10/2018 |
| Getting the average returns of multiple stocks for each day in pipeline |
no responses |
21/10/2018 |
| Is it possible to generate an algorithm that trades its own common/specific returns? |
2 responses |
20/10/2018 |
| Pipeline USEquityPricing.close is not split-adjusted and causes all kinds of problems. What to use instead? |
no responses |
20/10/2018 |
| Combining filters in pipeline |
7 responses |
20/10/2018 |
| Altman's Z-Score Alphalens notebook |
no responses |
20/10/2018 |
| Piotroski F-Score Alphalens notebook |
8 responses |
20/10/2018 |
| How to caculate the periods (bars count) to date from the most recent day on which MA（20）cross MA（60）？ |
2 responses |
20/10/2018 |
| AttributeError: type object Fundamentals has no attribute 'operation_ratios' |
1 response |
19/10/2018 |
| Advice on EPS growth and Monthly returns idea |
1 response |
19/10/2018 |
| Noise in sample correlations |
2 responses |
19/10/2018 |
| Faster computing power |
no responses |
19/10/2018 |
| Help Getting Total Market Cap in Sector |
3 responses |
18/10/2018 |
| Use Your Custom Data to Find Alpha |
no responses |
18/10/2018 |
| Quantitative Equity Portfolio Management - (Team: ML Brownies) |
no responses |
18/10/2018 |
| Choosing the right ML Classifer |
3 responses |
18/10/2018 |
| help w/ Pipeline custom factor when calling global function |
3 responses |
18/10/2018 |
| Memory size in research and algorithm |
no responses |
18/10/2018 |
| ziplane - run on a cloud with IB |
4 responses |
17/10/2018 |
| SKLearn Warning |
no responses |
17/10/2018 |
| 15 Contest Entrants Invited to License their Strategies to Quantopian |
no responses |
17/10/2018 |
| Factor classification metric considerations |
no responses |
17/10/2018 |
| Discord Quantopian Group |
no responses |
17/10/2018 |
| Algo works for 1 stock, and one set of parameters - how to use with multiple stocks/parameters |
1 response |
17/10/2018 |
| Cryptocurrency Screener |
no responses |
17/10/2018 |
| Fun PARTY development - FactSet Fundamentals |
11 responses |
17/10/2018 |
| Strange! The return is higher if I consider the slippage and commission ... |
no responses |
17/10/2018 |
| Trouble respecting QTRadableStocksUS in my algorithm |
4 responses |
17/10/2018 |
| Tearsheet - Algo with New FactSet Fundamentals |
9 responses |
16/10/2018 |
| Free Cash Flow to Enterprise Value with FactSet Data - Template Fundamental Algo |
24 responses |
16/10/2018 |
| Debt to Total Assets with FactSet Data - Template Fundamental Algo |
4 responses |
16/10/2018 |
| Capital Expenditure Volatility (CapEx Vol) with FactSet Data - Template Fundamental Algo |
no responses |
16/10/2018 |
| emotion |
no responses |
16/10/2018 |
| Live Webinar: "What to Do Before Machine Learning" with Dr. Ernie Chan |
no responses |
16/10/2018 |
| New Dataset: FactSet Fundamentals |
43 responses |
16/10/2018 |
| emotion |
no responses |
16/10/2018 |
| Lecture 31: "Beta Hedging" - What values to expect of alpha? |
no responses |
16/10/2018 |
| Syntax Question - Qualitative Screen in Pipeline |
6 responses |
15/10/2018 |
| Top 5 stocks, re-balancing monthly |
no responses |
15/10/2018 |
| 2018-04-03 22:00 WARN Your order for -629 shares of SDD failed to fill by the end of day and was canceled. |
5 responses |
15/10/2018 |
| "Office Hours" today at 3 pm! |
no responses |
15/10/2018 |
| SVXY history is not adjusted! |
no responses |
15/10/2018 |
| Own dataset import error |
3 responses |
14/10/2018 |
| DATA1030 Research with Fundamentals and Backtesting with Quantopian |
no responses |
13/10/2018 |
| Extract value from moving average |
1 response |
13/10/2018 |
| Historical CustomFactor Values |
2 responses |
13/10/2018 |
| Update of the scikit-learn package |
no responses |
13/10/2018 |
| Close Open Positions X Days After Opening Them |
2 responses |
13/10/2018 |
| Betas in the risk model return as inf or nan |
1 response |
12/10/2018 |
| Debt to Total Assets - Template Fundamental Algo |
3 responses |
12/10/2018 |
| Free Cash Flow to Enterprise Value - Template Fundamental Algo |
9 responses |
12/10/2018 |
| I get quite often errors by starting the backtest. |
3 responses |
12/10/2018 |
| Earning Announcement data in Zipline |
no responses |
12/10/2018 |
| ETF in QTradableStockUS |
no responses |
12/10/2018 |
| Quantopian's Fundamental Factor Library |
1 response |
12/10/2018 |
| Does backtester Sharpe Ratio calculation include days when Algo has no positions? |
2 responses |
12/10/2018 |
| How to select start and end date in IDE? |
6 responses |
12/10/2018 |
| Live Webinar, "How to Get Funded" on October 10th at 4:00pm ET |
no responses |
11/10/2018 |
| How does quantopian know when to stop trading a strategy? |
no responses |
11/10/2018 |
| Question on the optimize api |
1 response |
11/10/2018 |
| Pipeline: syntax question |
2 responses |
10/10/2018 |
| Using Quantopian as a teaching tool in Algorithms and Machine Learning courses. |
1 response |
10/10/2018 |
| Comparing Alphalens returns to actual backtestor results |
2 responses |
10/10/2018 |
| Capital Expenditure Volatility (CapEx Vol) - Template Fundamental Algo |
1 response |
10/10/2018 |
| Get up to Speed on our Daily Quant Contest |
no responses |
10/10/2018 |
| Women in FinTech: Spotlight on Ying Xu, Quantopian |
no responses |
10/10/2018 |
| PipeLine & Earning Announcement Issue |
2 responses |
10/10/2018 |
| Problem in placing order with continuous future |
no responses |
10/10/2018 |
| I miss the old view of the backtesting ... |
4 responses |
10/10/2018 |
| Custom Factor array confusion |
2 responses |
09/10/2018 |
| "How to Get Funded" Live Webinar TOMORROW at 4:00pm ET |
no responses |
09/10/2018 |
| Setting custom behavior for an Algorithm |
2 responses |
09/10/2018 |
| portfolio volatility formula |
1 response |
09/10/2018 |
| Cash Flow statements - quarterly or annually data |
2 responses |
08/10/2018 |
| Populating a DataFrame. Am doing manually, but there must be an easier way? |
6 responses |
08/10/2018 |
| Forward PE always Nan |
no responses |
08/10/2018 |
| Can't Access Notebooks |
1 response |
08/10/2018 |
| Get a symbol's "low" price for today using data.history |
2 responses |
08/10/2018 |
| Plotting dates in Research environment |
1 response |
07/10/2018 |
| Limits, my latest creation. |
2 responses |
07/10/2018 |
| Portfolio optimization |
no responses |
06/10/2018 |
| Ehler's "Rocket RSI" indicator |
no responses |
06/10/2018 |
| Screen based on Change of Historical Fundamental/Morningstar Data |
2 responses |
05/10/2018 |
| Can I alter the range (time) used to calculate Bollinger Bands? |
1 response |
05/10/2018 |
| Tearsheet - Low Volatility But Suboptimal For Contest Due To 2% Volatility Floor |
15 responses |
05/10/2018 |
| Investing in Quantopian |
no responses |
05/10/2018 |
| Q To Numerai, Possible In Near Future? |
18 responses |
04/10/2018 |
| Plot buys, sells and shorts using record? |
no responses |
04/10/2018 |
| Alpha lens and Index out of bounds error |
no responses |
04/10/2018 |
| Attempt at creating a 'replica' of the QTradableStocksUS (QTSUS) universe |
2 responses |
04/10/2018 |
| Women in FinTech: Spotlight on Jean Donnelly, FinTech Sandbox |
no responses |
03/10/2018 |
| What should i learn first? |
5 responses |
03/10/2018 |
| Reproducing the stat.factors model from E.Chan's 'Machine Trading' on Quantopian - prices divergence?.. |
no responses |
03/10/2018 |
| The Capital Asset Pricing Model Revisited |
52 responses |
03/10/2018 |
| Allocation for futures algorithms |
2 responses |
02/10/2018 |
| Help Needed: I cannot get my fetch_csv to work. Stumped. |
2 responses |
02/10/2018 |
| mathematics or statistics degree best for algortihmic trading |
no responses |
02/10/2018 |
| Simple algo vs portfoliovisualizer |
2 responses |
02/10/2018 |
| Dividend history |
no responses |
02/10/2018 |
| difference between `order_percent` and `order_target_percent` |
1 response |
01/10/2018 |
| Using as beta as a factor with alphalens |
2 responses |
01/10/2018 |
| PCA explained variance problem |
1 response |
01/10/2018 |
| PBR and Piotroski F Score |
no responses |
01/10/2018 |
| Python Library To Run Quantopian Algorithm In Live |
no responses |
01/10/2018 |
| Data Structures for Financial Machine Learning |
7 responses |
01/10/2018 |
| Historical Volatility Term Structure And Its Forecasting Properties |
no responses |
30/09/2018 |
| Notebook rate limit |
1 response |
30/09/2018 |
| context.portfolio.positions_value always = 0.0 |
no responses |
30/09/2018 |
| Record individual stock performance within portfolio |
no responses |
30/09/2018 |
| Pass a list of window sizes of rolling correlation to a dataframe in order to output a dataframe for each window size |
1 response |
30/09/2018 |
| how to get pipeline to output a log returns matrix for Markowitz optimization? |
no responses |
29/09/2018 |
| Which Lecture should I learn? |
6 responses |
29/09/2018 |
| Strange output from 'Record' function in full backtesting |
no responses |
29/09/2018 |
| Error Importing 'sklearn.model_selection import GridSearchCV' |
no responses |
28/09/2018 |
| Avoiding the "Value Trap" |
1 response |
28/09/2018 |
| Long Quantiles |
2 responses |
28/09/2018 |
| How to insert "Fundamental Analysis" data? |
1 response |
28/09/2018 |
| use bitcoin google search query to trade gold |
1 response |
28/09/2018 |
| Function to Calculate Max Drawdown for N-days |
no responses |
28/09/2018 |
| How to convert set_universe(universe.DollarVolumeUniverse(floor_percentile=10, ceiling_percentile=15)) to new pipeline ? |
no responses |
28/09/2018 |
| Automatically saving the results |
no responses |
27/09/2018 |
| How to Compute Factors Across a Large Universe of Stocks |
no responses |
27/09/2018 |
| Trading Strategy Testing |
2 responses |
27/09/2018 |
| Error at adding factors!!! |
4 responses |
27/09/2018 |
| For Patrick |
no responses |
27/09/2018 |
| Andy Brim MR 21 day |
no responses |
26/09/2018 |
| Women in FinTech: Spotlight on Dr. YY Huang, RapidMiner |
1 response |
26/09/2018 |
| Log Graph Feature Request |
10 responses |
26/09/2018 |
| How to input specific stocks? |
1 response |
26/09/2018 |
| Algorithm sells some stocks every few days (but supposed to rebalance monthly) |
9 responses |
25/09/2018 |
| statsmodels.tsa.MarkovAutoregression Raising Error? |
no responses |
25/09/2018 |
| SIG Week 1 |
no responses |
25/09/2018 |
| Aggregate Factors In Research |
1 response |
25/09/2018 |
| Gap Up Strategy - What am I missing ? |
1 response |
25/09/2018 |
| Top and bottom filter error!! |
3 responses |
25/09/2018 |
| Problem with using MOM of TA-Lib |
2 responses |
25/09/2018 |
| Resources for alpha ideas |
no responses |
24/09/2018 |
| How to set top and bottom constrains? |
4 responses |
24/09/2018 |
| Two risky assets and efficient diversifcation question |
no responses |
24/09/2018 |
| Intraday Data For VIX3M and VIX6M |
no responses |
23/09/2018 |
| Arithmetic on pipeline factors |
6 responses |
23/09/2018 |
| Trades not executed with basic SMA algorithm |
3 responses |
23/09/2018 |
| Is it possible to set continuous_future as benchmark in backtesting ? |
no responses |
23/09/2018 |
| Backtesting error in Lecture 46: Example: Pairs Trading Algorithm |
no responses |
22/09/2018 |
| Custom factor |
5 responses |
22/09/2018 |
| Cannot load backtest in notebook |
4 responses |
21/09/2018 |
| No VIX Index data avaliable after Feb 26 2016? |
2 responses |
20/09/2018 |
| New Class Based Optimised Algo |
no responses |
20/09/2018 |
| Risk Management and Portfolio Construction |
4 responses |
20/09/2018 |
| SVXY SPLIT BUG |
4 responses |
20/09/2018 |
| Calculation in pipeline using custom data source (10y US treasury yield from quandl) |
no responses |
20/09/2018 |
| Every day users taking advantage of Quantopian's existing algorithms. |
no responses |
19/09/2018 |
| Long-only non-day trading algorithm for live |
87 responses |
19/09/2018 |
| Women in FinTech: Spotlight on Christina Qi, Domeyard |
no responses |
19/09/2018 |
| Meta-Labeling: Advances in Financial Machine Learning, Ch 3, pg 50. |
2 responses |
19/09/2018 |
| Machine learning in Quantopian |
2 responses |
19/09/2018 |
| Remove nan and inf values in screen |
1 response |
18/09/2018 |
| Remove nan and inf values in screen |
1 response |
18/09/2018 |
| Issue with creating a iterable list of Stocks |
1 response |
18/09/2018 |
| Will SVXY & UVXY Splits Be Adjusted In Live Trading Algorithms? |
4 responses |
18/09/2018 |
| Python books |
4 responses |
18/09/2018 |
| Computing the difference between consequent values of a fundamental indicator? |
4 responses |
18/09/2018 |
| Does this make any sense? |
2 responses |
17/09/2018 |
| Stock Investing And Trading Are Not The Same Game |
15 responses |
17/09/2018 |
| Research Memory problem |
no responses |
17/09/2018 |
| Zipline Question |
9 responses |
17/09/2018 |
| RollingLinearRegressionOfReturns - exclude recent month |
1 response |
16/09/2018 |
| Excluding Financial Firms, Utilities and Real Estate |
no responses |
16/09/2018 |
| #zipline how to set up TradingCalendar to handle lunch break from 11:31 to 13:30 for minute data? |
no responses |
16/09/2018 |
| How to set a list of securities as the list of most liquid stocks? |
2 responses |
16/09/2018 |
| Test on A random Walk Down Wall Street Portfolio |
no responses |
15/09/2018 |
| Are Brent futures available? |
no responses |
14/09/2018 |
| Zero "0" share trades impacting backtest results???? |
1 response |
14/09/2018 |
| Quantopian Is Holding Free Events in Pune, India |
no responses |
14/09/2018 |
| Machine Learning on Quantopian Part 3: Building an Algorithm |
212 responses |
14/09/2018 |
| How to get prior morningstar value? (Custom Factor) |
6 responses |
14/09/2018 |
| Help on using K-modes clustering |
no responses |
13/09/2018 |
| zipline running custom algorithm with custom data |
no responses |
13/09/2018 |
| Momentum Strategy |
no responses |
13/09/2018 |
| TensorFlow Model Serving |
8 responses |
13/09/2018 |
| VIX futures missing data after Feb-18 |
no responses |
13/09/2018 |
| alpha factor combination in Pipeline - how to fancify it? |
28 responses |
12/09/2018 |
| Women in FinTech: Spotlight on Dr. Jessica Stauth, Quantopian |
no responses |
12/09/2018 |
| Sentiment as a Factor |
2 responses |
12/09/2018 |
| Bug in the get_open_orders() function |
2 responses |
12/09/2018 |
| Replication on Morningstar Financial Health Grade |
3 responses |
12/09/2018 |
| Quantopian def make_pipeline(context) and pipe = pipeline() vs def make_pipeline() and return Pipeline() vs pipe = make_pipeline(context) vs pipe = Pipeline() |
1 response |
12/09/2018 |
| ETF 100/500 MA Crossover |
1 response |
12/09/2018 |
| Changing the FinTech Culture One Woman at a Time |
1 response |
11/09/2018 |
| stress testing |
no responses |
11/09/2018 |
| Downloading historical fundamental data in IDE backtester |
12 responses |
11/09/2018 |
| Jupyter Cells |
1 response |
10/09/2018 |
| Input companies to be filtered by fundamental algorithm |
2 responses |
10/09/2018 |
| Learn How to Build a Model in Python to Analyze Sentiment from Twitter Data |
no responses |
10/09/2018 |
| Historic 5 year average EPS |
1 response |
10/09/2018 |
| relevant fundamental factors? |
10 responses |
09/09/2018 |
| Help with Backtest Code -- Code Breaking ... any advice would be appreciated |
2 responses |
09/09/2018 |
| Test |
no responses |
09/09/2018 |
| How to define the criteria i have to use in order to code my scanner successfully. |
no responses |
08/09/2018 |
| AlgorithmResult larger than Research memory |
3 responses |
08/09/2018 |
| Research UI Improvements |
7 responses |
07/09/2018 |
| Simple Relative Strength Strategy is not trading - Help needed please |
2 responses |
07/09/2018 |
| Using Alphalens for Factor Analysis |
2 responses |
07/09/2018 |
| get_prices module |
2 responses |
07/09/2018 |
| Udacity Price Covariance |
no responses |
07/09/2018 |
| Multiple Strategies -- High Sharpe? |
6 responses |
06/09/2018 |
| Security Violation(s): Insecure attribute access "alphalens.tears.create_factor_tear_sheet" |
6 responses |
06/09/2018 |
| Meb Faber bug |
2 responses |
06/09/2018 |
| get fundamentals to morningstar |
no responses |
05/09/2018 |
| Calculating Macro Factors |
3 responses |
05/09/2018 |
| Recursive Function calls for Price data series (... python help please) |
10 responses |
05/09/2018 |
| Your "API Reference" page can not be shown correctly. |
no responses |
05/09/2018 |
| hi,sir, how can I change customer factor output to remove those nan |
1 response |
05/09/2018 |
| Factor Combination Theory, Tools, and Examples |
2 responses |
05/09/2018 |
| Using a different fill price than bar close |
no responses |
05/09/2018 |
| Naive Bayes Gaussian - Babies, Teens and Adults |
no responses |
04/09/2018 |
| “Buying Happiness” Webinar on 9.6.18 with DataCamp |
no responses |
04/09/2018 |
| My research notebook is lost |
1 response |
04/09/2018 |
| Major variance between I.S. and O.O.S. results from model that uses supervised machine learning |
4 responses |
04/09/2018 |
| Referencing futures data without changing calendars |
no responses |
04/09/2018 |
| rolling geometric mean - I think I have an approach |
4 responses |
04/09/2018 |
| Naive Bayes Gaussian - Children and Adults |
no responses |
03/09/2018 |
| Pipeline factor / filter for 20 day low |
1 response |
03/09/2018 |
| Is Paper Trading still available? |
1 response |
03/09/2018 |
| Why does my leverage go above 1 here? |
2 responses |
03/09/2018 |
| Basic help - What does quantopian.algorithm do? |
1 response |
03/09/2018 |
| How to order optimal portfolio |
1 response |
02/09/2018 |
| Better than 50% positive, scalp strategies. |
no responses |
02/09/2018 |
| How to Index A dataframe to Daily Time Frame |
1 response |
02/09/2018 |
| first algorithm optimisation |
no responses |
02/09/2018 |
| Machine learning algorithm |
no responses |
02/09/2018 |
| Need help improving my algorithm |
1 response |
02/09/2018 |
| minute data time window issue |
2 responses |
02/09/2018 |
| Why is there a day 1 difference between this algorithm and the benchmark? |
3 responses |
02/09/2018 |
| sentdex: Backtest Exception: NoDataAvailable |
2 responses |
01/09/2018 |
| Curious to know the formula Q uses to evaluate contest algorithms and the weight given to each metric??? |
7 responses |
01/09/2018 |
| Feature Request: Object-Oriented Multi-Strategy Portfolio Trading API |
1 response |
01/09/2018 |
| Positive cumulative returns while all sectors are negative except one |
2 responses |
31/08/2018 |
| Don't Miss Quantopian's Upcoming Events in India, Sept. 2 - 16 |
no responses |
31/08/2018 |
| Quandl FRED 10y Treasury CM Rate missing data |
no responses |
31/08/2018 |
| ValueError: setting an array element with a sequence. |
2 responses |
31/08/2018 |
| Capital Asset Pricing Model and Fama-French three-factor model |
no responses |
30/08/2018 |
| Comparing SMA vs EMA |
2 responses |
30/08/2018 |
| CAPM_SPY |
no responses |
30/08/2018 |
| CAMP |
no responses |
30/08/2018 |
| AspenTech (AZPN) being delisted |
no responses |
29/08/2018 |
| Suspected critical bug with Futures data |
5 responses |
29/08/2018 |
| TimeoutException Fix |
1 response |
29/08/2018 |
| Getting price data for different days into pipeline |
4 responses |
29/08/2018 |
| Is there any way to get run_pipeline in the algorithm environment? and/or a way to grab factor data n days ago? |
no responses |
29/08/2018 |
| Fundamental algorithm error |
2 responses |
28/08/2018 |
| data source for AverageDollarVolume? |
3 responses |
28/08/2018 |
| About set Gap-on-Open strategy question |
no responses |
28/08/2018 |
| Getting a random subset of a pipeline output in Research? |
2 responses |
27/08/2018 |
| Finding Alpha in Political Contributions: Short Video |
no responses |
27/08/2018 |
| Simulating High Leverage Execution of Q low volatility market neutral strategy |
5 responses |
27/08/2018 |
| A few questions on Alpha lens - newbie |
no responses |
27/08/2018 |
| Generally required level of complexity |
4 responses |
27/08/2018 |
| Live Tearsheets Review Webinar - LeoM Tearsheets |
20 responses |
26/08/2018 |
| How to Construct a Filter from morningstar_industry_group_code? |
4 responses |
26/08/2018 |
| Short Only Algo |
5 responses |
26/08/2018 |
| How can I convert string data to numerical data within a CustomFactor? |
2 responses |
24/08/2018 |
| Common Factor Risk Snapshot |
40 responses |
24/08/2018 |
| How to conditionally recode variables in Pipeline() ? |
no responses |
24/08/2018 |
| Lessons From Tearsheet Analysis Webinar |
25 responses |
24/08/2018 |
| Forecasting Time Series Part I & II: Try this new approach! |
18 responses |
24/08/2018 |
| Running into weird Errors with an Algo, Undeclared variables |
2 responses |
24/08/2018 |
| TSX and TSX-V |
no responses |
23/08/2018 |
| get_fundamentals |
1 response |
23/08/2018 |
| Backtest in contest |
9 responses |
23/08/2018 |
| Problem with 10+ years backtests / notebook? |
4 responses |
23/08/2018 |
| Introduction to "Advances in Financial Machine Learning" by Lopez de Prado |
55 responses |
23/08/2018 |
| How can i get the source code of Donchian Channel! |
2 responses |
23/08/2018 |
| EV to EBITDA Algo; Won't work before Jan 2005 |
2 responses |
23/08/2018 |
| Short Term Breakout Idea (Looking for someone interested in writing and trying this out) |
no responses |
22/08/2018 |
| GARP PARTY - New Strategy Development Thread |
56 responses |
21/08/2018 |
| Noob needs help with backtesting |
4 responses |
21/08/2018 |
| Computing YTD equity % returns in Quantopian Notebook |
2 responses |
20/08/2018 |
| Import function from notebook |
no responses |
20/08/2018 |
| Even numbers |
no responses |
19/08/2018 |
| Function calling in Research Notebooks |
2 responses |
19/08/2018 |
| Question: What are the commands to get live pricing data? |
1 response |
19/08/2018 |
| Buy and selling a list |
4 responses |
19/08/2018 |
| Tear Sheet Feeback of contest entry |
13 responses |
19/08/2018 |
| Guessing the Week's Largest Market Cap Gainer |
1 response |
18/08/2018 |
| sample buy low sell high strategy |
no responses |
18/08/2018 |
| sample trading strategy |
no responses |
18/08/2018 |
| Simple buy low sell high algorithm |
2 responses |
18/08/2018 |
| What is the "turnover" |
4 responses |
18/08/2018 |
| Some advise on strategies |
9 responses |
18/08/2018 |
| legality and risk of Q sourcing global labor? |
no responses |
18/08/2018 |
| Problem accessing older PsychSignal Data |
1 response |
17/08/2018 |
| Newbie Trying to Lag Returns by one Month in Pipeline |
2 responses |
17/08/2018 |
| Scraping 10-Ks and 10-Qs for Alpha |
19 responses |
17/08/2018 |
| How to pass inputs into a custom factor together with the corresponding datetime index? |
1 response |
17/08/2018 |
| Using Pyfolio |
1 response |
17/08/2018 |
| Research Notebooks Merging/Moving |
no responses |
16/08/2018 |
| How to compute autocorrelation? |
4 responses |
16/08/2018 |
| How to Be a Successful Quant |
12 responses |
16/08/2018 |
| Seeking help: "run_pipeline" vs "Pipeline", "Returns" vs "stocktwists" |
no responses |
16/08/2018 |
| Filter universe for stocks having intraday returns above e.g. 10 % at one point in time b/w open and 12 AM |
no responses |
16/08/2018 |
| Please help! Strange boolean results from factors in research! |
2 responses |
16/08/2018 |
| Contest Questions |
2 responses |
15/08/2018 |
| How can i get this DataFrame? |
2 responses |
15/08/2018 |
| Saving sklearn Classifiers? |
2 responses |
15/08/2018 |
| Checking Correlation and Risk Exposure of Alpha Factors |
13 responses |
15/08/2018 |
| New feature: LaTeX support in Quantopian forums |
1 response |
15/08/2018 |
| data.current help |
no responses |
15/08/2018 |
| I come here to find / to build a holy cup of trading |
no responses |
15/08/2018 |
| How to get 10 year US Treasury Yield data? |
1 response |
15/08/2018 |
| Potential bug in the Fundamentals and Morningstar APIs, receiving NAN. |
11 responses |
14/08/2018 |
| Analyzing Alpha in 10-Ks and 10-Qs |
5 responses |
14/08/2018 |
| Fundamentals.total_liabilities.latest always NaN before 2010 |
3 responses |
14/08/2018 |
| ARIMA and ADF (augmented dickey fuller) |
no responses |
14/08/2018 |
| Latex in the forum |
8 responses |
13/08/2018 |
| Python modules |
no responses |
13/08/2018 |
| Help with S&P "momentum" strategy! |
7 responses |
13/08/2018 |
| Beginner questions pipeline. |
5 responses |
13/08/2018 |
| Neural Network with many factors |
3 responses |
13/08/2018 |
| notebook error? |
2 responses |
12/08/2018 |
| Custom Factor Help - passing inputs |
4 responses |
12/08/2018 |
| Q reset? |
10 responses |
11/08/2018 |
| Using a different language |
1 response |
11/08/2018 |
| Portfolio Structure and Overfitting |
29 responses |
10/08/2018 |
| Factor Risk Exposure Lecture Question |
no responses |
10/08/2018 |
| Beginner troubles with fundamentals. |
7 responses |
10/08/2018 |
| Quantopian Events in India this September |
no responses |
10/08/2018 |
| errors on MACD histogram custom factor |
2 responses |
10/08/2018 |
| AlphaLens MaxLossExceededError? |
5 responses |
10/08/2018 |
| Experiment with 200 Day SMA |
1 response |
10/08/2018 |
| Machine Learning on Quantopian Part 2: ML as a Factor |
46 responses |
10/08/2018 |
| data.history help - SPY Price after 1 hour |
6 responses |
10/08/2018 |
| Premium Datasets in Contest |
1 response |
09/08/2018 |
| How to screen the universe using Sectors |
1 response |
09/08/2018 |
| The Gaming of Stock Trading Strategies |
15 responses |
09/08/2018 |
| Issue with passing variables into sid from Pipeline |
1 response |
09/08/2018 |
| PEAD Strategy |
2 responses |
08/08/2018 |
| RubberBand algo |
no responses |
08/08/2018 |
| Screen based on bollinger bands |
no responses |
08/08/2018 |
| Fundamental data error |
2 responses |
08/08/2018 |
| Seeking Help to Finish the Algorithm |
no responses |
08/08/2018 |
| Gap Up/Down Strategy |
1 response |
07/08/2018 |
| Returns used to calculate Beta should be excess returns or not? |
no responses |
07/08/2018 |
| Iterate through Values in make_pipeline() |
2 responses |
07/08/2018 |
| Picking factors for an algorithm using the fundamental factor models lecture. |
1 response |
07/08/2018 |
| Idiosyncratic strategies ~ Michael Harris |
no responses |
07/08/2018 |
| Fooled by Technical Analysis ~ Michael Harris |
no responses |
07/08/2018 |
| retrieve alpha from a backtest conveniently |
no responses |
07/08/2018 |
| The Wazoo Thing |
no responses |
06/08/2018 |
| Is it possible to retrieve live signals with API? |
1 response |
06/08/2018 |
| QTU Not Working For Me |
4 responses |
06/08/2018 |
| Primary Asset format in Self-Serve Data |
3 responses |
06/08/2018 |
| Parameter Optimization: Is it possible? |
11 responses |
06/08/2018 |
| Quantopian funds over $50 million to a single strategy, $155 million overall |
13 responses |
06/08/2018 |
| Regime change: A discussion and information sharing |
3 responses |
05/08/2018 |
| Hypothetical question about live testing |
no responses |
05/08/2018 |
| Consultancy Services |
no responses |
04/08/2018 |
| Price returns and their opportunities |
no responses |
04/08/2018 |
| Custom Optimization Target Weights |
no responses |
04/08/2018 |
| Behavioral Arbitrage Webinar Notebook + Backtest |
8 responses |
04/08/2018 |
| AnnualizedVolatility from pipeline |
1 response |
03/08/2018 |
| Quantopian Notebooks Down |
1 response |
03/08/2018 |
| Seeking Help Complete First Algorithm |
9 responses |
03/08/2018 |
| Will basic modules like numpy, pandas and sklearn be updated to the latest version? |
1 response |
03/08/2018 |
| annotate scatterplot in Research notebook |
no responses |
02/08/2018 |
| Resampling giving different results every time you run it |
no responses |
02/08/2018 |
| Optimize API - Maintain Existing Shares When Placing A New Trade |
2 responses |
02/08/2018 |
| Elon Musk Twitter Sentiment Strategy - As Mentioned in the Wall Street Journal |
no responses |
02/08/2018 |
| how do i create a stock screener based on only technical indicators using only bollinger bands (20), moving averages (8, 14) and simple moving averages (50, 100, 200) in the NASDAQ100 |
no responses |
02/08/2018 |
| 2000% returns in a day |
1 response |
02/08/2018 |
| Weird Pipeline bug? |
no responses |
02/08/2018 |
| Timing of Order Placement and Data Handling |
no responses |
01/08/2018 |
| Alphalens Questions Thread |
127 responses |
01/08/2018 |
| Finding Alpha in Political Contributions: Alphalens Study |
no responses |
01/08/2018 |
| figured out |
no responses |
01/08/2018 |
| Forex Algorithm |
6 responses |
01/08/2018 |
| buy one share to replicate the price |
no responses |
01/08/2018 |
| update to requirements to get funded - strategic intent? |
17 responses |
31/07/2018 |
| What gives an Algorithm visibility to Quantopian? |
2 responses |
31/07/2018 |
| Monthly contest 38 is over. Help Q pick a special participant prize. Share your memories from the monthly contests. |
4 responses |
31/07/2018 |
| Morningstar Fundamentals 'cash_return' |
7 responses |
31/07/2018 |
| disable benchmark tracking for zipline |
no responses |
31/07/2018 |
| fetch_csv doesn't work for by-minute signals ? |
no responses |
31/07/2018 |
| Help - Negative Cumulative Returns in Alphalens, not sure why |
4 responses |
31/07/2018 |
| Saving daily price in a numpy array |
no responses |
30/07/2018 |
| using zipline for own csv data |
1 response |
30/07/2018 |
| Question on consecutive bars |
3 responses |
30/07/2018 |
| VIX total backtest |
no responses |
30/07/2018 |
| Sensitivity analysis |
no responses |
30/07/2018 |
| Fundamentals up the wazoo |
10 responses |
30/07/2018 |
| Minute data not working zipline |
2 responses |
30/07/2018 |
| Feedback wanted, risk controlled, proven factors OOS, low volatility and drawdown |
9 responses |
30/07/2018 |
| MACD EXPONENTIAL - made from scratch |
no responses |
30/07/2018 |
| MACD exponential or weighted? |
4 responses |
30/07/2018 |
| Custom Factor syntax error |
1 response |
29/07/2018 |
| The Math of the Stock Trading Game is Quite Simple |
1 response |
29/07/2018 |
| fundamental discount cash flow valuation |
2 responses |
29/07/2018 |
| Help implementing DEMA (double-exponentially weighted moving average) |
no responses |
29/07/2018 |
| How to Convert company name to symbol or sid in Research |
no responses |
29/07/2018 |
| Change in Fundamental Data in Research |
4 responses |
28/07/2018 |
| Filter threshold securities? |
no responses |
27/07/2018 |
| Sorting Error |
2 responses |
27/07/2018 |
| pairs trading theory: which stock in a pairs trade do we "add_constant" to? |
7 responses |
27/07/2018 |
| New to Quantopian. Where to start? |
6 responses |
26/07/2018 |
| Help writing my first backtesting algorithm? |
no responses |
26/07/2018 |
| How do I access previous values for USEquityPricing within my make_pipeline calculations? |
2 responses |
26/07/2018 |
| TypeError: Empty 'DataFrame' in plotting |
no responses |
26/07/2018 |
| Error in 'Getting Started' tutorial |
2 responses |
26/07/2018 |
| Low Correlation to Peers - Allocation Requirement |
2 responses |
26/07/2018 |
| VWAP |
4 responses |
26/07/2018 |
| Looping through a custom factor and adding each output to a pandas dataframe? |
no responses |
25/07/2018 |
| Does Custom Factor always have to return an array of length N |
2 responses |
25/07/2018 |
| Quantopian is Coming to India in September 2018 |
5 responses |
25/07/2018 |
| Daily Contest - Delayed Results |
6 responses |
25/07/2018 |
| Generate a report at the end of backtest |
no responses |
24/07/2018 |
| Bug - VIX Futures data ends on Feb 14, 2018 |
1 response |
24/07/2018 |
| Lazy Trader ETF Rotation |
no responses |
24/07/2018 |
| Please Help...Interest rate environment algo |
2 responses |
24/07/2018 |
| StaticAssets Error |
5 responses |
23/07/2018 |
| Can't import zipline.TradingAlgorithm() or zipline.run_algorithm() in Notebook |
4 responses |
23/07/2018 |
| Question: What is the difference between specific returns and total returns when you run a full backtest? |
3 responses |
23/07/2018 |
| Automatic code generation for Quantopian |
24 responses |
23/07/2018 |
| Combining intra-day futures strategies with negative correlation produces portfolio Sharpe of 3. |
2 responses |
23/07/2018 |
| MaximizeAlpha under the hood, and TargetWeights |
4 responses |
22/07/2018 |
| Problem with Interactive brokers buy order |
no responses |
22/07/2018 |
| trading us future products during european and asian hours |
1 response |
22/07/2018 |
| Why the gap in cell output data? |
7 responses |
21/07/2018 |
| Starting Algo at specific month |
no responses |
21/07/2018 |
| PsychSignals messages by day of the week |
2 responses |
20/07/2018 |
| Live Tear Sheet Review on Thursday, July 26th at 3:00PM EDT |
no responses |
20/07/2018 |
| M&A data from Eventvestor is poorly structured - why and is there a workaround |
no responses |
20/07/2018 |
| Long-Short Equity Models in Two Minutes |
no responses |
20/07/2018 |
| Contest results not updated since 7/16? |
1 response |
20/07/2018 |
| How to save indicator data for all stocks in QTradableStocksUS |
2 responses |
20/07/2018 |
| Wallclock limits for handle_data |
1 response |
20/07/2018 |
| Robin Hood VIX Sliding Pendulum |
12 responses |
19/07/2018 |
| My calculation for Hull Moving Average is wrong |
4 responses |
19/07/2018 |
| Sector Exposure and Style Exposure Requirements |
2 responses |
19/07/2018 |
| Having problem with Algo |
4 responses |
18/07/2018 |
| Calculating weighted market cap of a stock |
1 response |
18/07/2018 |
| Long only strategy in bearish market |
6 responses |
18/07/2018 |
| Why is the leverage so low? |
2 responses |
18/07/2018 |
| v11.1 |
no responses |
18/07/2018 |
| v11- pairs trading of energy stocks, please help |
1 response |
18/07/2018 |
| [For Quantopians] Fixing Lecturers Order |
2 responses |
18/07/2018 |
| SP500 filter from 2000 to 2018 |
no responses |
17/07/2018 |
| What is gross_profit_annual5_yr_growth in the Fundamentals? |
no responses |
16/07/2018 |
| Filter stock selection based on sector code |
2 responses |
16/07/2018 |
| Live Webinar: Introduction to Qgrid |
3 responses |
16/07/2018 |
| Piotroski F-Score Long/Short Portfolio |
no responses |
16/07/2018 |
| up 100 days algorithm |
no responses |
15/07/2018 |
| Quantopian Copy and Paste Bug |
6 responses |
15/07/2018 |
| My first trading 20 mavg trading algorithm |
2 responses |
15/07/2018 |
| Stop Loss Error |
2 responses |
15/07/2018 |
| Is there anyway to identify if the volume is higher on buy or sell side |
no responses |
15/07/2018 |
| Sector exposure help |
6 responses |
15/07/2018 |
| Relationship between schedule function and handle_data |
5 responses |
15/07/2018 |
| Python/pandas/math help, please -- Taper values of time series to reduce edge noise? |
11 responses |
14/07/2018 |
| Backtest research - How to select one stock from my portfolio ? |
no responses |
14/07/2018 |
| Integrating custom factors in pipeline |
no responses |
13/07/2018 |
| How To Retrieve the Current Return on Day |
1 response |
12/07/2018 |
| Backtest of one strategy on multiple Stocks - not as portfolio |
no responses |
12/07/2018 |
| Linking my external GARP strategy to Quantopian |
4 responses |
12/07/2018 |
| Bundle candles timestamp |
7 responses |
12/07/2018 |
| Money Flow Index for Pipeline |
5 responses |
12/07/2018 |
| How to take indicator (such as SMA, RSI, EMA etc.) and feed into them stocks from context.portfolio.positions ? |
1 response |
12/07/2018 |
| Neebie question! |
no responses |
12/07/2018 |
| Alphalens Error: Dropped 92.2% entries from factor data |
1 response |
12/07/2018 |
| Calculate Volatility of Portfolio Returns |
4 responses |
11/07/2018 |
| I weird error started showing up few hours ago. |
3 responses |
11/07/2018 |
| Cool New Paper from MIT on Sentiment Data from using Quantopian for Analysis |
2 responses |
11/07/2018 |
| before_trading_start timeout fix |
19 responses |
11/07/2018 |
| Raising capital on different platforms. Ideas? |
3 responses |
11/07/2018 |
| How to use moving average in my_rebalance for exit position ? |
4 responses |
11/07/2018 |
| How to Get Related Cryptos or Stocks to any Link/URL, News Story, Headline, Hashtag, Tweet or Text of Any Kind |
no responses |
10/07/2018 |
| Earnings Statistics MSM |
no responses |
10/07/2018 |
| Obtaining VIX futures data |
no responses |
10/07/2018 |
| make the paper trading be real time, even for premium |
4 responses |
10/07/2018 |
| A modified momentum measure (different to percent change) |
4 responses |
10/07/2018 |
| causes for this result |
2 responses |
10/07/2018 |
| Why is VX futures data not updated beyond Feb 2018? |
no responses |
09/07/2018 |
| Top 8 UNDERVALUED Masternodes For Q3 2018! |
no responses |
09/07/2018 |
| Figure out sector |
2 responses |
09/07/2018 |
| Upload Your Custom Datasets and Signals with Self-Serve Data |
17 responses |
09/07/2018 |
| Pls Help With Coding Algo! |
no responses |
09/07/2018 |
| Seeking papers related to the stock market (S&P 500 or MSCI ACWI) analysis |
no responses |
09/07/2018 |
| Where can I find Quantopian coders who can code a strategy as per my pseudo code for backtesting ? |
no responses |
09/07/2018 |
| Piotroski's F-Score Algorithm |
35 responses |
09/07/2018 |
| Optimization weights logging |
1 response |
08/07/2018 |
| Analyzing a Signal and Creating a Contest Algorithm with Self-Serve Data |
2 responses |
08/07/2018 |
| Analyzing Alphalens Results |
16 responses |
08/07/2018 |
| how to apply SimpleMovingAverage on Fundamental data |
4 responses |
08/07/2018 |
| Quantopian Platform as Algo or Quant trading |
2 responses |
07/07/2018 |
| Getting list of symbols of current portfolio holdings |
1 response |
07/07/2018 |
| Exploring Seasonality Trends in Stock Market |
no responses |
06/07/2018 |
| Simple Moving Average crossover ETF strategy QQQ & TLT |
no responses |
06/07/2018 |
| q |
no responses |
06/07/2018 |
| Question about data.history |
8 responses |
06/07/2018 |
| Generating intraday 15m candle EMA |
no responses |
05/07/2018 |
| Automatically Generated Smart Baskets of Cryptocurrencies Providing Great Advantages |
no responses |
05/07/2018 |
| Attempt to Recreate Piotroski Score and Trouble with Backtesting Time |
no responses |
05/07/2018 |
| Waiting for logs... for all my code |
no responses |
04/07/2018 |
| Futures data inconsistency on Research |
4 responses |
04/07/2018 |
| macd/rsi strategy + filter (cash flow / book value) |
no responses |
04/07/2018 |
| Alphalens Error: 'Panel' object has no attribute 'index' |
1 response |
03/07/2018 |
| macd + rsi +filter |
no responses |
03/07/2018 |
| Error in getting Fundamentals data |
2 responses |
03/07/2018 |
| Yet another NonWindowSafeInput Error |
3 responses |
03/07/2018 |
| how to get previous accouting data |
1 response |
03/07/2018 |
| How to generate different context variables based on a list of SIDs ? |
4 responses |
03/07/2018 |
| Calculating Non-Normal Diffusion? |
1 response |
03/07/2018 |
| Not able to get 52 week high of SPY |
2 responses |
03/07/2018 |
| Help with building a pie chart that shows aggregate sum of market caps across sectors in notebook |
1 response |
02/07/2018 |
| Tearsheet Feedback Thread |
156 responses |
02/07/2018 |
| securities in an ETF |
no responses |
02/07/2018 |
| How to Calculate Minimum value of Dollar Volume and Volume |
no responses |
02/07/2018 |
| Will Quantopian hire Chief Investment Officer? |
no responses |
02/07/2018 |
| Rolling correlation |
no responses |
02/07/2018 |
| how to use thr algo in trading |
no responses |
01/07/2018 |
| anilb: Backtest start time in Quantopian is not from fetched CSV file |
no responses |
01/07/2018 |
| PipeLine and getPricing price shift ? |
7 responses |
01/07/2018 |
| Understanding Contest Results |
3 responses |
30/06/2018 |
| multi-factor example algo |
8 responses |
30/06/2018 |
| Chart-based market timing... not those charts though. |
no responses |
30/06/2018 |
| How to Calculate WACC and CAPM in New Pipeline? |
2 responses |
29/06/2018 |
| Missing price data during last 10 days? |
4 responses |
29/06/2018 |
| Trade Watchlist using Python |
no responses |
29/06/2018 |
| Graph multiple stocks and fundamental data in Research |
2 responses |
29/06/2018 |
| Question about Quantopian Lecture45 Sample: Basic Pairs Trading |
no responses |
29/06/2018 |
| All Weather |
1 response |
29/06/2018 |
| VIX Intraday Data |
1 response |
29/06/2018 |
| Tokyo Quantopian User Group Vol4 Handson Algorithm |
9 responses |
29/06/2018 |
| Returns on the same day past year |
no responses |
29/06/2018 |
| equity indexes |
1 response |
29/06/2018 |
| Forecasting World Cup Game Outcomes |
no responses |
28/06/2018 |
| Trading |
no responses |
28/06/2018 |
| Self serve data - not able to filter by date |
1 response |
28/06/2018 |
| Randomization Test of Paired Difference in Sample Means Simulation |
no responses |
28/06/2018 |
| Trying to build a modified regression |
7 responses |
27/06/2018 |
| Updates to the New Backtest Page |
1 response |
27/06/2018 |
| Met all Q Contest Requirements with Accern's Weekly Aggregated Strategy built on DS2 Dataset |
3 responses |
27/06/2018 |
| Access source code |
1 response |
27/06/2018 |
| Sentiment Data: Comparing Accern and Psychsignal |
12 responses |
27/06/2018 |
| Self-serve data query |
11 responses |
27/06/2018 |
| Question re fetch csv for rows that span more than one year |
4 responses |
27/06/2018 |
| InputRejected: Importing TradingAlgorithm from zipline raised an ImportError. No modules or attributes with a similar name were found. |
3 responses |
27/06/2018 |
| V2 - Energy pairs |
no responses |
27/06/2018 |
| Creating an algorithm for earnings statistics |
no responses |
27/06/2018 |
| I m getting problem with fundamental analysis? |
1 response |
27/06/2018 |
| Help with Graphing fundamental data in Notebook |
2 responses |
26/06/2018 |
| macd and rsi strategy |
1 response |
26/06/2018 |
| Error when with reset command to clear variables |
2 responses |
26/06/2018 |
| Live Custom Data -- What to expect? |
3 responses |
25/06/2018 |
| sorting based on morningstar fundamentals |
3 responses |
25/06/2018 |
| Does your algorithm perform better in a low or high volatility regime? See how to measure its sensitivity |
5 responses |
25/06/2018 |
| AT Notes |
no responses |
25/06/2018 |
| Portfolio Positions returning 0 |
1 response |
25/06/2018 |
| PE ratio and PB ratio for ETF |
no responses |
25/06/2018 |
| Calcuating a trailing stop within Pipeline to use as a trading signal |
no responses |
24/06/2018 |
| Help -- Accessing Self Serve Data |
6 responses |
23/06/2018 |
| Tab and ? not working |
no responses |
23/06/2018 |
| Help needed with momentum rotation strategy |
3 responses |
23/06/2018 |
| Erroneous price history? |
1 response |
23/06/2018 |
| Cryptocurrencies leveraging Natural Language Processing for profit |
no responses |
23/06/2018 |
| Industry PE Ratio |
2 responses |
22/06/2018 |
| Problem with futures symbols |
no responses |
22/06/2018 |
| How do you calculate CAPM on Quantopian using the New Pipeline |
1 response |
21/06/2018 |
| How to get daily volumes |
6 responses |
21/06/2018 |
| How is the back Return calculated? |
2 responses |
21/06/2018 |
| Lazy Prices with Dr. Lauren Cohen, professor at HBS |
no responses |
21/06/2018 |
| Live Webinar: Convex Optimization for Finance with Scott Sanderson |
1 response |
21/06/2018 |
| How to find previous 2 previous swing low and high in 1 minutes time frequency |
no responses |
21/06/2018 |
| Common factors on Quantopian are including one day of lookback |
no responses |
21/06/2018 |
| Quantopian Partner Data - How is it Collected, Processed, and Surfaced? |
2 responses |
21/06/2018 |
| Qgrid Now Available in Research: An Interactive Grid for Sorting and Filtering DataFrames |
4 responses |
21/06/2018 |
| anilb: How to get number of minutes in a trading day |
3 responses |
21/06/2018 |
| anilb: How can I plot moving average over 1 week, 1 month, etc. for multiple stocks? |
3 responses |
21/06/2018 |
| anilb: Quantopian IDE backtest is very slow for my simple code |
4 responses |
21/06/2018 |
| small cap stock screener |
4 responses |
21/06/2018 |
| New back test layout is bad and missing functionality |
8 responses |
21/06/2018 |
| Pricing data circa 2002 - is it complete? |
no responses |
21/06/2018 |
| Finding Alpha in Political Contributions: Data Processing |
10 responses |
20/06/2018 |
| Algo to return probability of trade success |
no responses |
20/06/2018 |
| Alpha Testers Wanted - Upload Your Own Data to Pipeline |
14 responses |
20/06/2018 |
| No of shares held in position and Pnl |
3 responses |
20/06/2018 |
| Fundamental Data Error - ev_to_ebitda factor is not equal to ev factor divided by ebitda factor |
2 responses |
20/06/2018 |
| diff/rsi |
1 response |
19/06/2018 |
| Multiple Linear Regression Lecture Video |
no responses |
19/06/2018 |
| The contest is really hard ... |
31 responses |
19/06/2018 |
| history function question |
no responses |
19/06/2018 |
| Is there a working example of a long-term investing screener based on fundamentals? |
no responses |
19/06/2018 |
| Backtest with Accern's ML-Driven DS2 Dataset to Generate Daily Strategy with Sharpe Ratio of 3 with Trading Costs |
62 responses |
19/06/2018 |
| Average Volume at Time of Day - Pine Script |
no responses |
19/06/2018 |
| 2018 FINCAD Women in Finance Scholarship | Applications due June 30 |
no responses |
18/06/2018 |
| Schedule function help |
2 responses |
18/06/2018 |
| What is Quantopian? |
5 responses |
18/06/2018 |
| Has anyone implemented Connors RSI as a pipeline custom factor? |
1 response |
18/06/2018 |
| zipline.TradingAlgorithm Removed From Research and Backtesting |
12 responses |
18/06/2018 |
| Earnings Stability |
no responses |
18/06/2018 |
| Urgent help Needed |
1 response |
18/06/2018 |
| List of long-Term Support & Resistance in forex or stocks calculator algorithm |
1 response |
18/06/2018 |
| Macro economic model from the FED. Any suggestions on how to use or extend it? |
2 responses |
18/06/2018 |
| Getting error when initializing a set of Stocks with Bull and Bear variables |
no responses |
17/06/2018 |
| How to convert buy probability to optimal alph |
1 response |
17/06/2018 |
| .. |
no responses |
16/06/2018 |
| local variable 'data' referenced before assignment |
no responses |
16/06/2018 |
| 2 goals: limit failed order fill and controlling leverage |
2 responses |
16/06/2018 |
| Gap screen should be returning no results, but it does |
2 responses |
16/06/2018 |
| Get multiple fields in Prices function in research notebooks |
4 responses |
15/06/2018 |
| function: get history of Futures by specific year and month. |
no responses |
15/06/2018 |
| how to get past 20 days historical 5 minutes data starting from yesterday |
4 responses |
15/06/2018 |
| Diversify your Portfolio with Pairs Trading Strategy |
no responses |
15/06/2018 |
| QuantCon NYC Replay Tickets (speakers list) |
3 responses |
15/06/2018 |
| Changes to Terms of Use and Privacy Policy - June 2018 |
no responses |
15/06/2018 |
| na |
no responses |
15/06/2018 |
| Can we get the old backtest back? |
4 responses |
15/06/2018 |
| How to get a certain stock's fundamental data? |
2 responses |
15/06/2018 |
| risk factor algo |
5 responses |
14/06/2018 |
| Help appreciated - Stochastic Oscillator in Pipeline |
no responses |
14/06/2018 |
| RSI and MCDA from Talib differ with the calculated on tradingview. |
no responses |
14/06/2018 |
| Contract Awards |
1 response |
13/06/2018 |
| TimeoutException - Contest Entries Failing |
3 responses |
13/06/2018 |
| adjusted_geography_segment_data field in Fundametals dataset |
no responses |
13/06/2018 |
| An Interesting Question |
2 responses |
13/06/2018 |
| Python Help |
3 responses |
13/06/2018 |
| Calculation for adjusted cost base per unit of a position? |
5 responses |
13/06/2018 |
| Feedback on Divergence function |
1 response |
13/06/2018 |
| How to filter Universe Stocks using BollingBands on 5 minutes candles |
no responses |
12/06/2018 |
| current Alphalens tutorial/lesson/video? |
3 responses |
12/06/2018 |
| Why am I not seeing benchmark any more? |
1 response |
12/06/2018 |
| Tony Cooper's "Easy Vola Investing" - Stratergy 2: Momentum |
2 responses |
12/06/2018 |
| Comparing past data |
no responses |
12/06/2018 |
| Issues with SPY data in Zipline |
no responses |
11/06/2018 |
| Questions regarding runtime error and history data |
1 response |
11/06/2018 |
| About Quantopian assets symbols |
1 response |
10/06/2018 |
| Limit buy order not filled even though limit price between high and low |
3 responses |
10/06/2018 |
| EEM Trend Following - v.00 |
no responses |
09/06/2018 |
| Broken thing in backtesting? |
no responses |
09/06/2018 |
| Wavelet package |
2 responses |
09/06/2018 |
| Keyerror 'SAR', can't figure it out, please hlep, thanks! |
3 responses |
09/06/2018 |
| Pending Review? |
4 responses |
09/06/2018 |
| Introduction to Algorithmic Trading Workshop @ London, Waterloo |
1 response |
09/06/2018 |
| Optimize API Frozen constraint? |
1 response |
09/06/2018 |
| Backtest view |
2 responses |
09/06/2018 |
| Researching intraday factors with Alphalens: overnight price gap example |
4 responses |
09/06/2018 |
| Built Robo Advisor |
56 responses |
08/06/2018 |
| FOREX ? |
4 responses |
08/06/2018 |
| How to Get an Allocation: Writing an Algorithm for the Quantopian Investment Management Team |
50 responses |
08/06/2018 |
| Intraday algorithm US equities 4.5 Sharpe |
62 responses |
08/06/2018 |
| Fetch CSV - is there a way to compare the date to the backtest date so that only those rows are included for that date? |
1 response |
08/06/2018 |
| The Power and Perils of Financial Machine Learning |
63 responses |
07/06/2018 |
| 5 |
no responses |
07/06/2018 |
| Trouble creating scanner with 2 time requirements |
no responses |
07/06/2018 |
| New Iterative Model Design Video |
1 response |
07/06/2018 |
| Cloned |
no responses |
07/06/2018 |
| "ValueError: 'Time Period' is not in list" in Notebook. Why? |
1 response |
07/06/2018 |
| Discrepancy between transaction unit price in back test and and output of data.current(stock, price)? |
1 response |
07/06/2018 |
| Daily & Weekly rebalancing of separate alpha factors using Optimize API |
48 responses |
07/06/2018 |
| How does Quantopian calculate portfolio turnover rate? |
1 response |
07/06/2018 |
| Backtests are struck |
2 responses |
07/06/2018 |
| Fundamentals min max values |
1 response |
06/06/2018 |
| Beginner Next Steps |
3 responses |
06/06/2018 |
| Creating a screener for parabolic stocks |
no responses |
06/06/2018 |
| Algo Feedback Request: Monthly Contest Winner |
12 responses |
06/06/2018 |
| Parabolic scanner and determining the average fundamentals of those parabolic stocks |
no responses |
06/06/2018 |
| How can calculate hurst exponent in python?(lags parameter issue) |
no responses |
06/06/2018 |
| pyfolio bayesian tearsheet - how to increase the number of tuning steps |
6 responses |
06/06/2018 |
| how to get daily high and minute the high occurred in? |
6 responses |
06/06/2018 |
| contest histogram |
12 responses |
05/06/2018 |
| Leverage dropping below 0.8 |
4 responses |
05/06/2018 |
| Still lots to do |
6 responses |
05/06/2018 |
| Job for university seminar: Pairs trading on energy sector |
4 responses |
05/06/2018 |
| Top Gainer scan |
no responses |
05/06/2018 |
| Simulated stop & limit orders |
no responses |
05/06/2018 |
| Bond Yields / Issue using data.history() |
1 response |
05/06/2018 |
| Not bad |
no responses |
04/06/2018 |
| More improved |
no responses |
04/06/2018 |
| IMPROVED |
no responses |
04/06/2018 |
| Sell all at the end of day |
3 responses |
04/06/2018 |
| First algo |
no responses |
04/06/2018 |
| Multi-leg order management - Seeking help |
4 responses |
04/06/2018 |
| What is the best way to do a GTC stop loss order? |
no responses |
04/06/2018 |
| Count number of holdings in an Universe |
6 responses |
04/06/2018 |
| Order should have filled in backtest but did not |
3 responses |
04/06/2018 |
| macd |
no responses |
04/06/2018 |
| Sentiment Trading Algorithm |
4 responses |
04/06/2018 |
| Researching PCA with Alphalens |
7 responses |
04/06/2018 |
| How to resample the daily 'USEquityPricing.close' to weekly? |
6 responses |
04/06/2018 |
| PLEASE HELP MY - LIMIT PIPELINE RESULTS |
1 response |
04/06/2018 |
| Can we save intermediate results and use it later in research? |
1 response |
04/06/2018 |
| Need help using Pipeline to calculate correlations |
4 responses |
04/06/2018 |
| KeyError: AssetExists() when using RollingLinearRegressionOfReturns |
1 response |
03/06/2018 |
| Question about new backtest page |
3 responses |
03/06/2018 |
| Need code for value area calculation |
no responses |
03/06/2018 |
| Consolidated Sharpe ratio |
1 response |
03/06/2018 |
| Issue With Importing Morningstar Dataset |
1 response |
02/06/2018 |
| Converting SID to SYMBOL in Research |
2 responses |
01/06/2018 |
| Backtesting strategies |
no responses |
01/06/2018 |
| ETF Rotation not Ordering correctly |
no responses |
01/06/2018 |
| Noobie Question ! Difference between handle_data and rebalance ? |
4 responses |
01/06/2018 |
| Alphalens template? |
10 responses |
01/06/2018 |
| Adding a new strategy to an existing portfolio |
1 response |
01/06/2018 |
| XIVH and BSWN |
1 response |
01/06/2018 |
| Research Notebook Shift-Enter not entering next cell |
no responses |
01/06/2018 |
| Daily Leaderboard Metrics Question |
1 response |
01/06/2018 |
| A Quant Workflow in 4 Minutes |
3 responses |
31/05/2018 |
| Are these realistic slippage and commission rates? |
6 responses |
31/05/2018 |
| Can someone help me with a straight forward Trading Volume Formula? |
3 responses |
31/05/2018 |
| Columns in pipeline: today's open, s&p open and close yesterday |
2 responses |
31/05/2018 |
| Make more packages available in research |
no responses |
30/05/2018 |
| need help. |
7 responses |
30/05/2018 |
| New here |
no responses |
30/05/2018 |
| Course "Introduction to systematic investment strategies", Pairs Trading Energy Stocks V1 |
no responses |
30/05/2018 |
| Notebooks are not loading |
4 responses |
29/05/2018 |
| Algorithm Performance in Day Trading Strategy |
4 responses |
29/05/2018 |
| Why QTradableStocksUS? |
3 responses |
28/05/2018 |
| Problem with Backtest Data in Research |
no responses |
28/05/2018 |
| New to Quantopian: Installation help |
8 responses |
28/05/2018 |
| Stochastic MSFT |
no responses |
27/05/2018 |
| Kalman filtering for futures ? |
1 response |
27/05/2018 |
| Algorithm Feedback Request |
13 responses |
27/05/2018 |
| Maximizing Sharpe or Minimizing Drawdown? |
3 responses |
27/05/2018 |
| KeyError '_29009'? |
1 response |
27/05/2018 |
| Unaccounted for stock split <resolved> it was BRK-A |
6 responses |
27/05/2018 |
| Using history of CustomFactors in pipeline |
1 response |
27/05/2018 |
| Quantopian |
3 responses |
27/05/2018 |
| Technical analysis Indicators without Talib (code) |
44 responses |
27/05/2018 |
| Quantopian contest winnings - what to do with them? |
9 responses |
26/05/2018 |
| Trouble with futures data |
no responses |
26/05/2018 |
| Questions about the new backtest view |
2 responses |
26/05/2018 |
| QTradableStocksUS and zipline |
7 responses |
26/05/2018 |
| Disabling multiple pipeline run |
no responses |
26/05/2018 |
| first notebook |
no responses |
25/05/2018 |
| HELP! How to Calculate Sharpe Ratio During Backtest? |
2 responses |
25/05/2018 |
| Log-normal Distributions for Returns |
3 responses |
25/05/2018 |
| Dynamically Adjust Lookback Period |
no responses |
24/05/2018 |
| Average daily return for a market neutral strategy |
1 response |
24/05/2018 |
| how can I get the adjusted price data based on a special date rather than pipe line running date |
1 response |
24/05/2018 |
| An R interface to zipline. |
2 responses |
24/05/2018 |
| Use Accern's Sentiment Dataset with Quantopian's Optimization Package to get 2.37 Sharpe Ratio & Questions on Acceptable Avg Daily Turnover Rates |
12 responses |
24/05/2018 |
| Contest - Maroon Hippopotamus |
1 response |
24/05/2018 |
| morningstar premium data API |
1 response |
24/05/2018 |
| Problem with Custom Factor |
3 responses |
24/05/2018 |
| Question on Historical Data |
1 response |
24/05/2018 |
| Does anyone live in the Ann Arbor Michigan area ? |
no responses |
23/05/2018 |
| Tendency to mean revert custom factor? |
5 responses |
23/05/2018 |
| order_target_percent works unexpected |
1 response |
23/05/2018 |
| Fundamental Question |
4 responses |
22/05/2018 |
| Evaluate the significance of the relationship among VIX and S&P 500 |
no responses |
22/05/2018 |
| How relevant is Style risk if common returns are relatively small? |
17 responses |
22/05/2018 |
| Information Coefficient, p-values, and other alphalens/probability related questions |
1 response |
22/05/2018 |
| Fundamental data for securities already in portfolio |
2 responses |
22/05/2018 |
| Asset Pricing -- Energy Stocks |
no responses |
21/05/2018 |
| Iterating Over Custom Factor Input with window_length of 2 |
no responses |
21/05/2018 |
| Introducing Named Backtests |
7 responses |
21/05/2018 |
| I'm not getting all Sectors |
1 response |
21/05/2018 |
| Risk Model White Paper Released and Available for Your Reading |
51 responses |
21/05/2018 |
| Is there any way to use a trained neural network in Quantopian? |
2 responses |
21/05/2018 |
| Viewing stats of contest algos and other beginner questions |
4 responses |
21/05/2018 |
| How can i calculate price "leg-sizes"? |
no responses |
21/05/2018 |
| Order state on partial fills, close, open or crossover |
1 response |
21/05/2018 |
| How to load End of Day price like Yahoo Finance data |
no responses |
20/05/2018 |
| Trade gain code? |
2 responses |
20/05/2018 |
| contest algo - feedback? |
34 responses |
19/05/2018 |
| rationale behind not sharing Quantopian API code? |
4 responses |
18/05/2018 |
| Notebook....previous days price |
1 response |
18/05/2018 |
| Is there a timeline when Sklearn 0.18 will be available? |
2 responses |
17/05/2018 |
| Backtest Analysis Webinar |
8 responses |
16/05/2018 |
| zipline package locally: doubts |
2 responses |
16/05/2018 |
| Exercises for Lectures Are Now Available |
10 responses |
16/05/2018 |
| Re-Run Backtest Programmatically |
1 response |
16/05/2018 |
| Algorithm To Isolate Common/Specific Returns |
4 responses |
16/05/2018 |
| listen button on mobile |
no responses |
16/05/2018 |
| Running two pipelines for buying and selling |
2 responses |
15/05/2018 |
| Stochastic Oscillator result for University's Seminar |
no responses |
15/05/2018 |
| How do I get sector for a stock right before trading? |
1 response |
15/05/2018 |
| Help With Dataframes (Resolved) |
3 responses |
15/05/2018 |
| pipeline, dynamic security selection and risk model |
2 responses |
15/05/2018 |
| Finding Previous Gainers and Losers |
no responses |
15/05/2018 |
| Pipeline TimeoutException: any hope for a fix? |
40 responses |
15/05/2018 |
| learning |
no responses |
14/05/2018 |
| Help needed - Analysing Crypto Intraday average max/min % |
no responses |
14/05/2018 |
| PARTY Algo - Feedback requested please |
26 responses |
14/05/2018 |
| Struggling to get basics to work |
2 responses |
13/05/2018 |
| Another Newbie Question - At least it's simple |
2 responses |
12/05/2018 |
| Trouble with Trades executing a minute after they should. |
6 responses |
12/05/2018 |
| Trying to watch stocks for multiple days, but they get deleted at the end of the day |
1 response |
12/05/2018 |
| Order at Open, then Profit Taker/Stop Loss, and finally sell at Close |
no responses |
11/05/2018 |
| day trade the ES mini? |
no responses |
11/05/2018 |
| History function only returns "inf" values |
no responses |
11/05/2018 |
| Need an algorithm in python to spot break outs. |
4 responses |
11/05/2018 |
| PLEASE HELP WITH RUNNING PIPELINE NEWBIE |
1 response |
11/05/2018 |
| What/who decides what is an 'interesting' post? |
1 response |
10/05/2018 |
| How To Weight By Fundamental Value? |
4 responses |
10/05/2018 |
| That's funny, 0% drawdown. |
76 responses |
10/05/2018 |
| Determine trades 17 minutes before the close, then execute using Market On Close? |
4 responses |
10/05/2018 |
| order_target_percent bug |
5 responses |
09/05/2018 |
| Looking for someone to code our algorithms for Quantopian |
1 response |
09/05/2018 |
| In the live trading dashboard under orders and fills what does stop represent? |
no responses |
09/05/2018 |
| Macro Data Implementations |
no responses |
09/05/2018 |
| FIX in Python |
no responses |
09/05/2018 |
| Tick Granularity and Pre and Post market trading? |
1 response |
09/05/2018 |
| AttributeError: 'module' object has no attribute 'dependencies' |
2 responses |
09/05/2018 |
| Common returns seem to be out of reach |
2 responses |
09/05/2018 |
| Does the Premium Package include all the features from Q or do you have to purchase them separately? |
1 response |
09/05/2018 |
| Slope Theory (Moving Average Alignment) |
11 responses |
09/05/2018 |
| PROBLEMS TRYING / MIGRATE NEW API |
1 response |
09/05/2018 |
| Creating first Pipeline (Homework 2) |
no responses |
09/05/2018 |
| Accessing Notebook Issues |
no responses |
08/05/2018 |
| legging into pairs trade |
no responses |
08/05/2018 |
| Quantopian engineering |
6 responses |
07/05/2018 |
| Futures Trades Executing at an Impossible Price |
2 responses |
07/05/2018 |
| Factor Risk Exposure (Lecture 34) |
no responses |
07/05/2018 |
| Min leverage (0.8x) |
1 response |
07/05/2018 |
| SMA 5 / 30 - First Post - Homework 1 |
no responses |
06/05/2018 |
| Combining factors in pipeline for non overlapping security sets |
2 responses |
06/05/2018 |
| SPY - SH clone |
no responses |
06/05/2018 |
| Quantopian open contest 35 results |
no responses |
06/05/2018 |
| Using Fundamentals class locally |
no responses |
06/05/2018 |
| How can I get multiplier of a future,such as Oil? |
3 responses |
06/05/2018 |
| Stocks on the move |
1 response |
06/05/2018 |
| Please help with Long/short re-balancing |
2 responses |
06/05/2018 |
| Custom factor - with yearly based calculation |
1 response |
05/05/2018 |
| SEC EDGAR Form 4 scraper for Insider Transactions |
2 responses |
05/05/2018 |
| How to convert from business days to calendar days |
3 responses |
05/05/2018 |
| IB algo trading as a service |
3 responses |
05/05/2018 |
| Woodstock for Capitalists 2018 tonight! |
no responses |
05/05/2018 |
| Can I get my Sector Exposures during the trading day? |
1 response |
04/05/2018 |
| Contest hacking / 'cheating' |
9 responses |
04/05/2018 |
| What are the Sector ETFs? |
6 responses |
03/05/2018 |
| Days since 52 week hi/lo |
3 responses |
03/05/2018 |
| Question about a CustomFactor look-back period |
17 responses |
03/05/2018 |
| S & P 500 |
no responses |
02/05/2018 |
| Capital Allocation for CTA Models - Possible? |
3 responses |
02/05/2018 |
| Global Equity Markets - Community Discussion Thread |
13 responses |
02/05/2018 |
| Set target and stop at specific price levels that are then saved? |
3 responses |
02/05/2018 |
| Upload trade list of 200 long names and 200 short names of US large cap |
1 response |
02/05/2018 |
| Global Equity Market Trading Hours Visualized |
1 response |
02/05/2018 |
| market probability model |
no responses |
02/05/2018 |
| Accelerating Dual Momentum: 150 Year Backtest |
20 responses |
02/05/2018 |
| ValueError: NaN or Inf values provided to FactorExposure for argument 'loadings'. |
4 responses |
02/05/2018 |
| get_pricing for minute data starts at 2:30pm |
2 responses |
02/05/2018 |
| Quarter on Quarter growth factors |
12 responses |
02/05/2018 |
| Reverse engineer future stock prices |
16 responses |
01/05/2018 |
| SMA strategy of MSFT |
no responses |
01/05/2018 |
| SMA CROSSOVER ALGORITHM |
no responses |
01/05/2018 |
| Pipeline with Datasets that Contain Weekend Data |
9 responses |
01/05/2018 |
| Begginer SMA algorithm |
2 responses |
01/05/2018 |
| Filled orders in order table doesn't match positions table when Live trading. |
no responses |
01/05/2018 |
| Does Order Target Percent take into account Early Close or do I need to add code |
2 responses |
30/04/2018 |
| Simple Moving Average |
no responses |
30/04/2018 |
| Backtest analysis on individual trade basis? |
no responses |
30/04/2018 |
| How do I get monthy data from daily data. |
3 responses |
29/04/2018 |
| Help Needed <Resolved> |
2 responses |
29/04/2018 |
| I have been working on an idea and have no coding skill. Would like to collaborate with coder. |
no responses |
29/04/2018 |
| How to get access to data variable in custom factor class? |
3 responses |
28/04/2018 |
| Why is the fill price greater than the limit price? |
5 responses |
28/04/2018 |
| Weekly Winner (Long Only) |
no responses |
28/04/2018 |
| Different backtest results from change in date range |
6 responses |
27/04/2018 |
| Stop Order Issues |
3 responses |
27/04/2018 |
| Different data between get_pricing in notebook and data.history in algo |
3 responses |
27/04/2018 |
| loop historical price series for each stock in Q500US universe |
2 responses |
27/04/2018 |
| Python + Robinhood? High Frequency Trading? |
1 response |
26/04/2018 |
| Important News for Our Community |
55 responses |
26/04/2018 |
| How to run zipline in a class |
no responses |
26/04/2018 |
| Improved Backtest Analysis |
57 responses |
25/04/2018 |
| Is Max DD calculating wrong? |
2 responses |
25/04/2018 |
| Differently sized arrays in CustomFactor |
6 responses |
25/04/2018 |
| SMA Algorithm (first try) |
no responses |
25/04/2018 |
| My test |
no responses |
25/04/2018 |
| Basic Algorithm design by SMA Crossover strategy |
2 responses |
24/04/2018 |
| coding for open long/short, close long/short |
no responses |
24/04/2018 |
| My first algorithm - SMA |
no responses |
24/04/2018 |
| SMAcrossover of mine |
2 responses |
24/04/2018 |
| opening price? |
3 responses |
24/04/2018 |
| QuantNet backtest |
no responses |
24/04/2018 |
| Developing an Investment Strategy |
25 responses |
24/04/2018 |
| How to get SIDs from Pipeline's index |
3 responses |
24/04/2018 |
| Does order_optimal_portfolio keep track of positions already open? |
3 responses |
23/04/2018 |
| There was an unexpected error submitting this algorithm. Please try again later. |
no responses |
23/04/2018 |
| RSI Signal for largest securities |
no responses |
23/04/2018 |
| New guy needs help |
3 responses |
23/04/2018 |
| Some explorations of Low Volatility and Distance to Default Models |
1 response |
22/04/2018 |
| Seem to be having trouble with Pipeline Output? |
10 responses |
22/04/2018 |
| Need help with Connors RSI Algorithm |
2 responses |
22/04/2018 |
| Integrating Python in a .NET framework for Zoonova.com |
no responses |
22/04/2018 |
| Please delete this post |
no responses |
21/04/2018 |
| Industry Analysis |
no responses |
21/04/2018 |
| Same strategy, different results between Algorithm and Notebook ? |
1 response |
21/04/2018 |
| A Good Volatility Calculator |
2 responses |
21/04/2018 |
| "WARN Your order for X number of shares of XYZ failed to fill by the end of day and was canceled" ?? |
1 response |
21/04/2018 |
| Can't order more than 100000000000 shares? |
4 responses |
21/04/2018 |
| How to set minimum number of stocks in portfolio and maximum position concentration? |
1 response |
21/04/2018 |
| Quantopian: Are stop and limit order types fully disallowed? |
2 responses |
21/04/2018 |
| Please delete this post |
no responses |
20/04/2018 |
| Not getting correct results from Pipeline filtered by MarketCap |
2 responses |
20/04/2018 |
| Using qgrid in research notebook |
2 responses |
20/04/2018 |
| Why do Brokerages keep pushing retail traders away from Volatility products |
no responses |
20/04/2018 |
| Best way to get industry names from their codes? |
2 responses |
20/04/2018 |
| Try...except |
1 response |
20/04/2018 |
| Get a list of all tickers over 10 year period for Q1500US() |
1 response |
20/04/2018 |
| Using PCA for Statistical Factors Regression |
10 responses |
19/04/2018 |
| Inconsistent functions symbol, symbols for research and IDE environment |
no responses |
19/04/2018 |
| How is the gains being calculated? |
no responses |
19/04/2018 |
| HFT/ML Quants for Cryptocurrency fund |
3 responses |
19/04/2018 |
| Alpha Factor Returns (PnL) in IDE |
5 responses |
19/04/2018 |
| Portfolio Analysis and Optimization Tools |
no responses |
18/04/2018 |
| Logging Sector Exposure |
no responses |
18/04/2018 |
| Re-balancing portfolio every year - please see code |
2 responses |
18/04/2018 |
| Flat Returns |
no responses |
18/04/2018 |
| How to actually live-trade your algorithm |
7 responses |
18/04/2018 |
| Allocation eligibility for successful contest algorithms |
13 responses |
17/04/2018 |
| Can I get some input please? |
2 responses |
17/04/2018 |
| Join Our Live Webinar "Interpreting Factor Anomalies" on 4/19 |
1 response |
17/04/2018 |
| Rate of Change Screener |
no responses |
17/04/2018 |
| QuantCon is Next Week! |
no responses |
17/04/2018 |
| logarithm |
2 responses |
17/04/2018 |
| Beginner question |
6 responses |
17/04/2018 |
| Morninstar change in certain values fields |
1 response |
17/04/2018 |
| Short list |
no responses |
16/04/2018 |
| History data do not match. |
3 responses |
16/04/2018 |
| Waits: Simple per security waiting period any number of days |
no responses |
16/04/2018 |
| Comparison tool recommendations, for increasing productivity |
1 response |
16/04/2018 |
| Looking for someone to help me with a project!!! PLEASE READ |
1 response |
16/04/2018 |
| Pipeline with 1 stock and two SimpleMovingAverage |
2 responses |
16/04/2018 |
| BUFC Optimize Example Algo |
no responses |
15/04/2018 |
| continuous future error |
7 responses |
14/04/2018 |
| Bollinger Bands filtering and trading strategy |
2 responses |
14/04/2018 |
| Rebalance |
3 responses |
14/04/2018 |
| before_trading_start on futures calendar |
1 response |
13/04/2018 |
| TAA implementation with optimization api |
3 responses |
13/04/2018 |
| The post I created is not showing |
3 responses |
13/04/2018 |
| Using VIX in futures algorithms |
2 responses |
13/04/2018 |
| REPOST CANT SEEM TO FIND THE ORIGINAL POSTER OF THIS MACHINE LEARNING ALGORITHM |
no responses |
13/04/2018 |
| When does the Quantopian podcast come out? #wishfulthinking |
no responses |
13/04/2018 |
| DollarNeutral and NetGroupExposure constraints |
7 responses |
13/04/2018 |
| Andy Brim BCC/PHM Pairs Trading |
no responses |
13/04/2018 |
| BCC Boise Cascade Corp. PHM Pulte Homes pairs trading |
no responses |
13/04/2018 |
| Andy Brim Pairs Trading 2 |
no responses |
13/04/2018 |
| Backtest strategy on the market |
2 responses |
12/04/2018 |
| CEO changes |
no responses |
12/04/2018 |
| how to select only the very first one |
3 responses |
12/04/2018 |
| Use one of 2 factors depending on the value of the third factor |
1 response |
12/04/2018 |
| Stop-loss orders for long/short strategy using Optimize API |
1 response |
12/04/2018 |
| Cant Create a columns for SID & Symbols Name |
4 responses |
12/04/2018 |
| Allocations |
3 responses |
12/04/2018 |
| Calculating Market Impact |
12 responses |
10/04/2018 |
| Pyfolio help - New to quantopian |
2 responses |
10/04/2018 |
| A filter "isnan() and notnan()" returns items. |
3 responses |
10/04/2018 |
| Obtaining fundamental data for a single or basket of stocks in Research Notebook |
2 responses |
10/04/2018 |
| Help on iterating ticker symbols in context |
3 responses |
09/04/2018 |
| hanyang univ team 3 results |
3 responses |
09/04/2018 |
| *Global ETF Decision Point Algo* |
no responses |
09/04/2018 |
| hanyang univ volatility investment strategy class team3 |
no responses |
08/04/2018 |
| Accumulation Distribution with Long Short Equity |
no responses |
08/04/2018 |
| 2018 Montreal Quantopian Algo-trading Wokrshop |
no responses |
07/04/2018 |
| 2018 Montreal Quantopian Algo-trading Workshop |
no responses |
07/04/2018 |
| 2018 Montreal Quantopian Algo-trading Workshop |
no responses |
07/04/2018 |
| How to rebalance every month based on a 10 months simple moving average rule ? |
4 responses |
07/04/2018 |
| MorningStar Data Mismatch |
1 response |
07/04/2018 |
| Montreal Algo-trading workshop 2018 - Criteria Test |
no responses |
07/04/2018 |
| Montreal Algo-trading workshop 2018 - Getting Started Algorithm |
no responses |
07/04/2018 |
| VERY Beginner Question |
1 response |
07/04/2018 |
| Montreal Algo-Trading Workshop 2018 - Intraday Long-Short Equity |
no responses |
07/04/2018 |
| Montreal Algo-Trading Workshop 2018 - Sentiment Analysis v2 |
no responses |
07/04/2018 |
| Montreal Algo-Trading Workshop 2018 - Sentiment Analysis v1 |
no responses |
07/04/2018 |
| Montreal Algo-Trading Workshop 2018 - Sentiment Analysis |
no responses |
07/04/2018 |
| Montreal Algo-Trading Workshop 2018 - Placing orders |
no responses |
07/04/2018 |
| Montreal Algo-trading workshop 2018 - Hello World example |
no responses |
07/04/2018 |
| Quantopian Workshop 2018 Example 1 |
no responses |
07/04/2018 |
| Zipline outside of Quantopian |
3 responses |
06/04/2018 |
| sklearn.decomposition.PCA: Every 2nd results sign flipped |
5 responses |
06/04/2018 |
| Chaotic deals |
1 response |
06/04/2018 |
| fetch_csv() outside of init method |
3 responses |
06/04/2018 |
| Introductions |
no responses |
06/04/2018 |
| What type of content would you like to see? |
41 responses |
05/04/2018 |
| "Introduction to Time Series Analysis in Python" Course |
no responses |
05/04/2018 |
| articles on initial coin offerings (ICOs) |
3 responses |
05/04/2018 |
| Why does order_optimal_portfolio "over buy"? |
4 responses |
05/04/2018 |
| Daily Contest Leaderboard Temporarily Not Updating (Fixed) |
1 response |
04/04/2018 |
| Backtest returns analysis |
1 response |
04/04/2018 |
| Applying constraint on minimum number of securities in final portfolio |
2 responses |
03/04/2018 |
| help w/ error - ValueError: Cannot convert NA to integer There was a runtime error on line 72. |
4 responses |
03/04/2018 |
| FCF Q1500 Universe |
3 responses |
03/04/2018 |
| 5 Minute Level Pricing make_pipeline in notebook |
5 responses |
03/04/2018 |
| Is there a dataset to provide merger and acquisitions associated with a ticker |
1 response |
03/04/2018 |
| Is there a dataset to provide mapping between tickers and companies owned by the ticker |
no responses |
03/04/2018 |
| quantamental research- need help on creating algorithms |
5 responses |
03/04/2018 |
| Analysis of the backtest (betting against beta and net stock issues combo rank) |
no responses |
03/04/2018 |
| Betting Against Beta |
no responses |
03/04/2018 |
| Betting against beta & net stock issues (combined ranking) |
no responses |
03/04/2018 |
| Analysis of the Backtest (net stock issues) |
no responses |
03/04/2018 |
| Net Stock Issues |
no responses |
03/04/2018 |
| Analysis of the backtest (idiosyncratic volatility) |
no responses |
02/04/2018 |
| Idiosyncratic Volatility |
5 responses |
02/04/2018 |
| Analysis of the backtest (betting against beta) |
no responses |
02/04/2018 |
| Re-direct too many times |
1 response |
02/04/2018 |
| How about the "Algorithm Builder"? |
2 responses |
02/04/2018 |
| Found Value Momentum Algorithm and Want to fix it |
no responses |
02/04/2018 |
| CustomFactor returning NaN for specific days using daily HLC data only |
2 responses |
02/04/2018 |
| Future data holes in research |
2 responses |
02/04/2018 |
| Too late to the API party, what's next? |
no responses |
02/04/2018 |
| Anyone tried implementing gradient descent on Quantopian? |
no responses |
01/04/2018 |
| Any Suggestions For Isolating A Specific Common Return? |
7 responses |
01/04/2018 |
| The historical datas are so different between IDE and Research that the backtesting result is also quite different. |
1 response |
01/04/2018 |
| HELP! Algo doing the same (simple) thing, done three different ways, produces different results. |
11 responses |
01/04/2018 |
| Help with Unknown Error in Notebook Environment |
6 responses |
31/03/2018 |
| How to circumvent partial number of shares being filled? |
1 response |
31/03/2018 |
| Live trading via webcrawling the live algorithm webpage: a proposal. |
no responses |
31/03/2018 |
| Why can't I access historical prices value? and how to do natural log? |
4 responses |
31/03/2018 |
| How to debug in a right way |
5 responses |
30/03/2018 |
| Question: basic buy and sell strategy |
2 responses |
30/03/2018 |
| How to use history function to obtain historical closing prices for varying frequency? |
1 response |
29/03/2018 |
| 1 Month Until QuantCon! |
no responses |
29/03/2018 |
| I Am Interested In Building My Own Algorithm Taking A Concentrated Value Approach. Anyone Been Interested In This? |
4 responses |
29/03/2018 |
| Algorithms do find technical chart patterns like on this pic? |
1 response |
29/03/2018 |
| How to execute order_target_percent every 30 minutes while closing all the positions every 30 minutes? |
5 responses |
29/03/2018 |
| Getting NaN when attempting to pull fundamental data using pipeline: HELP! |
no responses |
28/03/2018 |
| TVIX & SVXY |
no responses |
28/03/2018 |
| how can I get sector index? |
1 response |
28/03/2018 |
| ta-lib installation windows 10 |
no responses |
28/03/2018 |
| Pipeline examples within Zipline? |
1 response |
28/03/2018 |
| Upcoming Changes to Morningstar Fundamental Data |
17 responses |
27/03/2018 |
| Data Problem for some Fundamental Factors |
no responses |
27/03/2018 |
| DEPRECATION WARNING: Morningstar is removing the 'operating_income' field on March 31, 2018. |
13 responses |
27/03/2018 |
| What happened for the data "ev_to_ebitda" during 2017-04-28 to 2017-05-12 |
6 responses |
27/03/2018 |
| talib.BBANDS working correctly, but talib.rsi not working as expected |
1 response |
27/03/2018 |
| Rebalance causing a runtime error |
no responses |
27/03/2018 |
| Increasing the font-size of the graphs produced by Pyfolio |
no responses |
26/03/2018 |
| Quantopian forum software? |
4 responses |
26/03/2018 |
| SPY/SPXL Discrepancy |
3 responses |
26/03/2018 |
| Industry From SID |
2 responses |
25/03/2018 |
| Contest No Loss Algorithm |
1 response |
25/03/2018 |
| Research notebook trick |
2 responses |
25/03/2018 |
| How to pass global info solution |
3 responses |
25/03/2018 |
| Is there a way to combine multiple technical indicators together? |
1 response |
24/03/2018 |
| Need help ranking, then calling, two groups separately |
7 responses |
24/03/2018 |
| SID to company name? |
4 responses |
24/03/2018 |
| Frustrated about using zipline in own IDE |
6 responses |
24/03/2018 |
| multi-factor algo template |
14 responses |
24/03/2018 |
| Welcome HackerOne researchers! Please post test comments ONLY in this post |
72 responses |
23/03/2018 |
| [Help Request] Understanding input variable in custom factor |
2 responses |
23/03/2018 |
| MR 21day Andy Brim |
no responses |
23/03/2018 |
| MVA5day Andy Brim |
no responses |
23/03/2018 |
| Bug With Live Trader |
no responses |
22/03/2018 |
| To all traders who have made it |
no responses |
22/03/2018 |
| sell always higher than buying price |
no responses |
21/03/2018 |
| Is there any good options trading strategy? |
6 responses |
21/03/2018 |
| Long only optimal portfolio trades more stocks than processed through pipeline and accumulates positions unintentionally |
2 responses |
20/03/2018 |
| Backtest date bug! |
19 responses |
20/03/2018 |
| Betting Against Beta (after the application of commision & slippage) |
no responses |
20/03/2018 |
| Analysis of Backtest (Betting Against Beta) |
no responses |
20/03/2018 |
| Fixed Effects in a Regression |
2 responses |
19/03/2018 |
| Analysis stock returns in research environment (instead of building a full backtest) |
10 responses |
19/03/2018 |
| Advice for starting on an algorithmic options trading project |
7 responses |
19/03/2018 |
| Using Pipeline with US Futures Calendar |
1 response |
18/03/2018 |
| Using the Yield Curve to Hedge a 60/40 Portfolio and Increase Sharpe Ratio |
1 response |
18/03/2018 |
| Install Quantopian Zipline |
4 responses |
18/03/2018 |
| what classification modules from sklearn do Quantopian support? |
no responses |
17/03/2018 |
| Volume data seems incorrect when comparing against Yahoo Finance charts? |
no responses |
17/03/2018 |
| VIX HISTORICAL DATA |
no responses |
17/03/2018 |
| data.history call - adjusted prices |
no responses |
17/03/2018 |
| Changing factor constraints based upon market conditions |
1 response |
17/03/2018 |
| QuantCon 2018 Agenda Just Released |
no responses |
16/03/2018 |
| Getting Better Fills than 'Live Trading'? |
1 response |
16/03/2018 |
| Why aren't these prices the same? |
3 responses |
16/03/2018 |
| USUInvests 5day moving average, signal current price |
no responses |
16/03/2018 |
| Alphalens Error |
4 responses |
15/03/2018 |
| Contest Leaderboard Update Delayed |
1 response |
15/03/2018 |
| Why are sector/style risk constraints not absolute? |
8 responses |
15/03/2018 |
| Poor Man's Portfolio Optimizer |
no responses |
15/03/2018 |
| "from sklearn import model_selection" is not supported? |
no responses |
15/03/2018 |
| Should these funds behave completely opposite? |
no responses |
15/03/2018 |
| Simplistic intrinsic value test |
1 response |
14/03/2018 |
| Decision Point Trend Model Algo *Need Help* |
1 response |
14/03/2018 |
| Decision Point Algo needs help |
no responses |
14/03/2018 |
| Module not working |
no responses |
14/03/2018 |
| Basic MA buy/sell |
2 responses |
14/03/2018 |
| online broker for algo trading on quantopian |
1 response |
14/03/2018 |
| Create a table in Notebook, or, copy to Excel |
1 response |
14/03/2018 |
| Contest not updating |
2 responses |
13/03/2018 |
| Error: operands could not be broadcast together with shapes |
5 responses |
13/03/2018 |
| Intraday Only Help |
3 responses |
13/03/2018 |
| Limit Order with New Order Optimal Portfolio |
4 responses |
13/03/2018 |
| Help needed to improve the "betting against beta" strategy! |
1 response |
13/03/2018 |
| Stop Orders aren't implemented correctly? |
5 responses |
13/03/2018 |
| Get Wrong price of ITUB on 2017-08-14 |
2 responses |
13/03/2018 |
| buy the top 20 Losers similar too a mean reversion |
no responses |
13/03/2018 |
| Try momentum factor alone |
1 response |
12/03/2018 |
| Change the slippage and commisson |
no responses |
12/03/2018 |
| Change Q1500US to Q500US |
no responses |
12/03/2018 |
| Backtesting Minute Data |
no responses |
12/03/2018 |
| VIX DATA WITHOUT PIPELINE |
no responses |
12/03/2018 |
| List of Sites |
no responses |
12/03/2018 |
| Signal line for TRIX |
2 responses |
12/03/2018 |
| How do you plot results from pipeline in research |
1 response |
11/03/2018 |
| WHy the price data between IDE and Notebook so different? |
2 responses |
11/03/2018 |
| Hitting a wall |
no responses |
10/03/2018 |
| eee |
no responses |
09/03/2018 |
| contest entry tear sheet |
6 responses |
09/03/2018 |
| RSI strategy - help needed |
5 responses |
09/03/2018 |
| My last shared algorithm - Good luck all |
7 responses |
09/03/2018 |
| What is the historical coverage of morningstar? |
no responses |
09/03/2018 |
| Isolating Specific Returns |
78 responses |
09/03/2018 |
| Can't get correct price by data.history in algo |
2 responses |
09/03/2018 |
| Stock Screening |
no responses |
09/03/2018 |
| Benjamin Graham fundamentals + TA |
2 responses |
09/03/2018 |
| Fundamentals dataset: Is there an analog of .latest which gets the last N years of information? |
no responses |
08/03/2018 |
| dual Momenturn |
no responses |
08/03/2018 |
| Research gives different results than Algorithm Pipeline? |
no responses |
08/03/2018 |
| Where can I find the list of packages available in the ide / research? |
2 responses |
08/03/2018 |
| test |
no responses |
08/03/2018 |
| Cointegration test results deteriorate from the same test has been done by Delaney Mackenzie in "Introduction to Pairs Trading" |
1 response |
08/03/2018 |
| Looking for working VIX data example |
2 responses |
08/03/2018 |
| TypeError: 'Latest' object is not callable |
3 responses |
07/03/2018 |
| Don't miss our Advanced Algorithmic Trading Workshop in London! March 10, 2018 |
no responses |
07/03/2018 |
| Unable to papertrade a strategy |
4 responses |
07/03/2018 |
| Factor Mean & Standard Deviation |
2 responses |
07/03/2018 |
| I'm New to Algorithmic-trading /seeking Advice |
1 response |
07/03/2018 |
| Please make order_optimal_portfolio contraint reporting messages concise |
no responses |
07/03/2018 |
| Why the same algo in quantopian and local zipline has a big gap in the consuming time of backtest? |
no responses |
07/03/2018 |
| ValueError: Cannot convert NA to integer |
11 responses |
07/03/2018 |
| Nice 'N Steady - Low Vol, High Dividend with a Vol Kicker |
22 responses |
06/03/2018 |
| Improved Backtest List Interface, Significant Changes Coming |
7 responses |
06/03/2018 |
| Quantopian Open Winner's T-Shirt |
5 responses |
06/03/2018 |
| Short selling in backtester, time for improvement? |
22 responses |
06/03/2018 |
| How to Leverage the Pipeline to Conduct Machine Learning in the IDE |
4 responses |
06/03/2018 |
| Remove the volatility factor |
no responses |
05/03/2018 |
| Include all the four factor in the backtest |
no responses |
05/03/2018 |
| Adding the volume factor for a longer period based on the modified backtest |
no responses |
05/03/2018 |
| The results of changing the commission and slippage |
no responses |
05/03/2018 |
| Change the signal sign for longer period |
no responses |
05/03/2018 |
| What change has been made that could effect my algorithm's returns? |
6 responses |
05/03/2018 |
| Question: from Pipeline, how to filter out those that have small population within a classifier? |
2 responses |
05/03/2018 |
| 52 Week Momentum Strategy |
no responses |
05/03/2018 |
| What is wrong with my optimization for contest? -- please help |
5 responses |
05/03/2018 |
| Stop Order execution on monthly rebalance code |
no responses |
05/03/2018 |
| London Stock Exchange stocks on Quantopian? |
1 response |
05/03/2018 |
| Please consider default downloaded data footprint for each backtest |
no responses |
04/03/2018 |
| Speed, measuring runtime |
no responses |
04/03/2018 |
| question in market price data |
no responses |
04/03/2018 |
| Minute-bar data in Research |
3 responses |
04/03/2018 |
| multi-factor algo example |
11 responses |
03/03/2018 |
| Risk Model Improvement: Removing Outliers For More Representative Beta Calculations |
6 responses |
02/03/2018 |
| Arbitrage Strategies of Crude Oil Futures Contracts |
1 response |
02/03/2018 |
| Fundamentals strategy |
1 response |
02/03/2018 |
| How to reference calculation from "n" days ago |
6 responses |
02/03/2018 |
| Confidence Interval Help |
1 response |
01/03/2018 |
| #get_pricing# at a specific time of the day every day? |
2 responses |
01/03/2018 |
| Weekly signal calculated every day |
no responses |
01/03/2018 |
| How can we backtest the new SVXY/UVXY leverage? |
no responses |
01/03/2018 |
| My first Pair Trading After Selecting using Machine Learning |
1 response |
01/03/2018 |
| price-to-book ratio not behaving as supposed |
2 responses |
01/03/2018 |
| order_optimal_portfolio - order types? |
2 responses |
28/02/2018 |
| Mean Daily Turnover constraint |
no responses |
28/02/2018 |
| annually rebalance |
2 responses |
28/02/2018 |
| Removed Fundamental Data Fields? |
3 responses |
28/02/2018 |
| Plotting error |
no responses |
28/02/2018 |
| statsmodels.tsa.stattools.acf error - old version? |
no responses |
28/02/2018 |
| SAVE RESULTS FROM ANALYZE BACKTEST |
no responses |
27/02/2018 |
| Variable weights issue |
7 responses |
27/02/2018 |
| Backtesting Dollar Value Averaging from 2017 Jan to 2018 Feb |
1 response |
27/02/2018 |
| VIX futures basis strategy |
no responses |
27/02/2018 |
| HELP with Backtesting and Selling orders |
2 responses |
27/02/2018 |
| MS advance derivative project in Python |
no responses |
27/02/2018 |
| how do you code a simple RSI algo |
2 responses |
26/02/2018 |
| Freelance Work |
no responses |
26/02/2018 |
| Historical volatility term structure and VIX futures |
3 responses |
26/02/2018 |
| Beginner trying to find a way to order from RSI pipeline output created |
2 responses |
26/02/2018 |
| My first algorithms - Pairs Trading with Pepsi and Coca Cola |
1 response |
26/02/2018 |
| Achat optimal |
no responses |
26/02/2018 |
| Tracking Safe Stop |
no responses |
25/02/2018 |
| Multi-sector screen? |
1 response |
25/02/2018 |
| order_target_percent() weird behavior |
2 responses |
25/02/2018 |
| Lecture 1 |
no responses |
25/02/2018 |
| Strategy based on daily returns |
no responses |
25/02/2018 |
| Returns based on previous night |
no responses |
25/02/2018 |
| Overnight returns with momentum strategy |
1 response |
25/02/2018 |
| 20 Sharpe!! - Is that even possible? |
4 responses |
24/02/2018 |
| Where to find the full Quantopian API documentation |
4 responses |
24/02/2018 |
| Robin Hood VIX Asylum |
15 responses |
24/02/2018 |
| "When we get closer to a paid product offering..." - what does this mean? |
no responses |
24/02/2018 |
| How does Quantopian determine order fill rates? |
2 responses |
24/02/2018 |
| Text and/or Email Alerts |
no responses |
24/02/2018 |
| Let us wish Victoria happy retirment. |
2 responses |
23/02/2018 |
| Equity Valuation: The Comparables Approach Using K-means Clustering |
1 response |
23/02/2018 |
| current Alphalens template/example? |
1 response |
23/02/2018 |
| ETF Strategy |
2 responses |
23/02/2018 |
| Quantopian "Quantitative Trader" job title - is Quantopian writing its own algos? |
5 responses |
23/02/2018 |
| why import quantopian.algorithm as algo? |
8 responses |
23/02/2018 |
| [deleted] |
12 responses |
23/02/2018 |
| RIP Live Trading - Here was my best backtesting algo |
1 response |
23/02/2018 |
| Long short statistical arbitrage on Cryptocurrencies - Algo for sale |
18 responses |
23/02/2018 |
| Filter/Mask Non-Financials |
2 responses |
22/02/2018 |
| Work with GDP growth instead of GDP level |
no responses |
22/02/2018 |
| How to get backtest's number of profitable days and total days? |
no responses |
22/02/2018 |
| Combining 'Order Optimal Portfolio' with a 'Days Held' Exit. |
5 responses |
21/02/2018 |
| short borrow fees |
no responses |
21/02/2018 |
| listing factors |
no responses |
21/02/2018 |
| loading the data |
no responses |
21/02/2018 |
| imports |
no responses |
21/02/2018 |
| Can I use another programming language on quantopian (other than Python) |
2 responses |
21/02/2018 |
| Replace the size factor with marketcap |
no responses |
21/02/2018 |
| multiple linear relationship between overnight return and four factor (Normalize volume factor) |
no responses |
20/02/2018 |
| Adding volume factor in the backtest for longer period |
no responses |
20/02/2018 |
| Add volume factor to the backtest according to the rank |
no responses |
20/02/2018 |
| Backtest for overnight return (for longer period) |
no responses |
20/02/2018 |
| Linear regression for three factor(Size,Momentum and volume ) |
no responses |
20/02/2018 |
| Linear regression for four factor(Size,Momentum,volume and volatility) |
no responses |
20/02/2018 |
| All - T |
no responses |
20/02/2018 |
| improvement of my pipeline strategy |
no responses |
20/02/2018 |
| Any ideas to improve the betting against beta strategy? |
no responses |
20/02/2018 |
| Any ideas to improve this idiosyncratic volatility strategy? |
no responses |
20/02/2018 |
| Why the coefficients are all to be 1? |
no responses |
20/02/2018 |
| Looking to build and understand my First Algo - A simple Aroon Strategy |
no responses |
20/02/2018 |
| How do I get an absolute value in a pipeline? |
6 responses |
20/02/2018 |
| Help! Weird timezone error in notebook using alphalens |
4 responses |
19/02/2018 |
| New Quantopian Contest: Daily Prizes, Enter Today |
114 responses |
19/02/2018 |
| Book "할수있다! 퀀트투자 (You Can Quant Invest)" |
no responses |
19/02/2018 |
| Why I cannot enter the contest |
no responses |
19/02/2018 |
| C++ backtester |
no responses |
19/02/2018 |
| Backtest Issue: Short Sell/Buy Orders |
2 responses |
19/02/2018 |
| getting past time&sales data for stocks + fundamental news for day trading equities |
no responses |
18/02/2018 |
| SCHEDULE FUNCTIONS WITH MORE THAN A MONTH |
5 responses |
18/02/2018 |
| Plot Sectors against S&P 500 |
no responses |
18/02/2018 |
| Help - Limit a Zscore Value |
4 responses |
18/02/2018 |
| Determining closing price |
2 responses |
17/02/2018 |
| Questions about closing price |
1 response |
17/02/2018 |
| EPS TTM |
7 responses |
17/02/2018 |
| Alphalens feature request |
1 response |
17/02/2018 |
| Looking for a partner for QFund potential. I have a Short Only Alpha Signal, long side needed. |
no responses |
16/02/2018 |
| Andy Brim MVA Aapl |
1 response |
16/02/2018 |
| Help needed to improve this sample algo to use the new "order_optimal_portfolio" function |
2 responses |
15/02/2018 |
| Factor Analysis - Momentum Rank |
8 responses |
15/02/2018 |
| Long-Short Equity with Risk Model |
8 responses |
15/02/2018 |
| P/E pipeline filter implementation |
6 responses |
14/02/2018 |
| Stat Arb - 11 year backtest notebook |
68 responses |
14/02/2018 |
| Post |
no responses |
14/02/2018 |
| My first algo |
no responses |
14/02/2018 |
| Contest 2018 problem. Error: you must use order_optimal_portfolio to place orders. |
3 responses |
14/02/2018 |
| QTradableStocksUS turnover? |
5 responses |
14/02/2018 |
| Cummulative vs Annual return interpretation |
2 responses |
14/02/2018 |
| question on order_optimal_portfolio sell |
no responses |
14/02/2018 |
| Data for US Equity Pricing |
1 response |
13/02/2018 |
| [Help with Contest] [You must use order_optimal_portfolio to place orders. Learn more.] |
2 responses |
13/02/2018 |
| Variable weights instead of fixed ones |
3 responses |
13/02/2018 |
| RiskModelExposure Question |
no responses |
13/02/2018 |
| Date you joined Quantopian and your member number with one click |
2 responses |
12/02/2018 |
| Machine Learning Alpha with Risk Constraints |
2 responses |
12/02/2018 |
| 52 week high |
5 responses |
12/02/2018 |
| QuantCon NYC 2018 Keynotes Announced |
no responses |
12/02/2018 |
| Speed please |
24 responses |
12/02/2018 |
| Backtest Question: How do I define an initial variable outside the backtest loop? |
9 responses |
11/02/2018 |
| Need help in developing simple stratergy |
no responses |
11/02/2018 |
| Separate fundamentals for long and short in pipeline |
no responses |
11/02/2018 |
| Function documentation |
1 response |
10/02/2018 |
| Backtest results showing a pricing problem? |
2 responses |
10/02/2018 |
| Is cumulative algorithm_returns of 0.00 positive? |
2 responses |
10/02/2018 |
| Noob question on downlaoding minute data |
1 response |
09/02/2018 |
| Reg. T Initial Margin and SMA Modelling |
no responses |
09/02/2018 |
| luigi |
no responses |
09/02/2018 |
| alternative to Quantopian-Robinhood? |
15 responses |
09/02/2018 |
| Seeking Help with Data Visualization |
2 responses |
09/02/2018 |
| Examining Short Term Reversals - Part 1 (Returns Data) |
4 responses |
09/02/2018 |
| Automated Backtests |
6 responses |
09/02/2018 |
| Custom Factor to calculate percentage change for different time windows |
3 responses |
08/02/2018 |
| try hedging strategy through long short equity |
1 response |
08/02/2018 |
| Can somebody give me a hand to make my_filter working. |
2 responses |
08/02/2018 |
| Modifying individual positions using order_optimal_portfolio Frozen() |
1 response |
08/02/2018 |
| Running Pipeline on Monthly Intervals Instead of Daily |
no responses |
07/02/2018 |
| How can i put constraint on weight so that i can get sharp ratio and optimum return and volatility based on it. |
no responses |
07/02/2018 |
| Using PCA in Quantitative Finance |
no responses |
07/02/2018 |
| K-means Clustering Help |
7 responses |
07/02/2018 |
| Black Swan on Monday for XIV... |
1 response |
07/02/2018 |
| Stock Ranks |
no responses |
06/02/2018 |
| More Speakers and Talks Announced for QuantCon NYC 2018 |
no responses |
06/02/2018 |
| Advanced financial package for python? Looking for options(american) Greeks, first and second order |
no responses |
06/02/2018 |
| XIV Liquidation |
no responses |
06/02/2018 |
| Newbie, trying to offset EMA by a few days to compare MACDs of different dates. |
3 responses |
06/02/2018 |
| So long XIV/SVXY strategies |
1 response |
06/02/2018 |
| Seeking Help in Mean Reversion on Futures |
no responses |
06/02/2018 |
| How to buy back a percent of shares shorted? |
1 response |
06/02/2018 |
| Backtest Pipeline new |
no responses |
05/02/2018 |
| How to test a specific signal on multiple stocks |
no responses |
05/02/2018 |
| error: failed in converting 4th argument `xl' of _slsqp.slsqp to C/Fortran array |
2 responses |
05/02/2018 |
| How to spot a Pump And Dump fast? |
3 responses |
05/02/2018 |
| Need help weighting stocks based on rank, location, etc in a list |
5 responses |
05/02/2018 |
| identical code, identical backtesting period, different outcome |
no responses |
05/02/2018 |
| (Wolves) OLD MA/DON'T USE LIVE |
no responses |
05/02/2018 |
| is it possible to get the algorithm code from a particular backtest |
5 responses |
05/02/2018 |
| Running multiple portfolios simultaneously / extracting data |
3 responses |
05/02/2018 |
| Can't plot using fetch_csv (Research) |
1 response |
04/02/2018 |
| Inputting money values |
1 response |
04/02/2018 |
| optimize MaximizeAlpha open source implementation |
3 responses |
04/02/2018 |
| A New Contest is Coming: More Winners and a New Scoring System |
271 responses |
04/02/2018 |
| Calculate an indicator between intraday window |
4 responses |
04/02/2018 |
| For Prof. Marco |
1 response |
04/02/2018 |
| Bid-Ask Model Erosion |
no responses |
03/02/2018 |
| t-scores, p-values, std-err of coefficients, R-square of new risk factor models |
no responses |
03/02/2018 |
| daily returns |
1 response |
03/02/2018 |
| Please delete post. |
no responses |
03/02/2018 |
| A split cancellation not detected? |
1 response |
03/02/2018 |
| Where to start?????? |
7 responses |
03/02/2018 |
| Optimal order execution for iliquid markets |
no responses |
02/02/2018 |
| Estimating the Sharpe ratio using a Kalman filter |
2 responses |
02/02/2018 |
| Equally Divided Trades |
no responses |
02/02/2018 |
| Static Portfolio Size |
no responses |
02/02/2018 |
| Any plan to update Pandas and scikit-learn? |
1 response |
02/02/2018 |
| feed current portfolio weights into Pipeline custom factor? |
27 responses |
02/02/2018 |
| Question About Margin Account IB |
2 responses |
01/02/2018 |
| How to do this optimisation using Quantopian Optimize API? |
1 response |
01/02/2018 |
| Is there a relationship between the price gain / loss of a security and how far above or below it is from its SMAs? |
no responses |
01/02/2018 |
| HELP! How to create multiple linear regression using pipeline data? |
no responses |
31/01/2018 |
| my first pipeline |
4 responses |
31/01/2018 |
| Give weight to every stock according to the rank |
no responses |
31/01/2018 |
| I'm "winning" the latest two contects and unsure of the validity of the backtests |
2 responses |
31/01/2018 |
| Keeping getting a ValueError on the following code!!! |
no responses |
30/01/2018 |
| Learn section |
no responses |
30/01/2018 |
| [Help!] How can I give weight to every stock according to the rank? |
2 responses |
30/01/2018 |
| Pipeline overnight |
4 responses |
30/01/2018 |
| overnight return based on four factor(two factor model.the total return has been improved) |
1 response |
30/01/2018 |
| Long-term Fundamental Strategy 30% annual return |
8 responses |
30/01/2018 |
| Theory of Continuity |
no responses |
30/01/2018 |
| Idiosyncratic volatility (based on Fama-French 3 factors) |
no responses |
30/01/2018 |
| cumulative moving average |
7 responses |
30/01/2018 |
| Overnight return based on four factor(overnight return has been improved2) |
no responses |
30/01/2018 |
| Overnight returns using pipeline |
1 response |
30/01/2018 |
| How to tell a factor is effective? |
12 responses |
30/01/2018 |
| Please delete this post. |
3 responses |
30/01/2018 |
| Please delete this post. |
4 responses |
30/01/2018 |
| Please delete this post. |
no responses |
30/01/2018 |
| Please delete this post. |
2 responses |
30/01/2018 |
| Overnight return based on four factor(overnight return has been improved) |
1 response |
29/01/2018 |
| Quantopian Programmer Wanted |
1 response |
29/01/2018 |
| LIVE WEBINAR: A Complete Overview of Quantopian’s “Getting Started” Tutorial |
3 responses |
29/01/2018 |
| Quantopian Tradable Universe Updated from Experimental to General API |
21 responses |
29/01/2018 |
| overnight return based on four factor model (bad result) |
no responses |
29/01/2018 |
| Pricing differences |
4 responses |
28/01/2018 |
| Bollinger Bands with revise standard deviation |
no responses |
28/01/2018 |
| Gaussian Conditional Copula |
13 responses |
28/01/2018 |
| Never be able to get Stop Order to work |
2 responses |
28/01/2018 |
| ETF rotation |
no responses |
27/01/2018 |
| UnsupportedOrderParameters Error |
3 responses |
27/01/2018 |
| Alternatives to Quantopian for Robinhood |
3 responses |
27/01/2018 |
| SheHacks Boston 2018 Workshop Post |
no responses |
27/01/2018 |
| Our Futures contract prices (CL) vs. Price of Crude Oil (OPEC-ODB) in 2017 |
8 responses |
27/01/2018 |
| Is something wrong in my schedule function? |
1 response |
27/01/2018 |
| Pipeline and history function |
4 responses |
27/01/2018 |
| Questions about Fetcher |
2 responses |
26/01/2018 |
| Shorting a basket of leveraged ETF pairs |
3 responses |
26/01/2018 |
| Chipy FinSIG - Jan 25th |
no responses |
26/01/2018 |
| Betting against beta |
no responses |
26/01/2018 |
| FutureSymbol() - ERROR Symbol Argument Must be a String |
5 responses |
25/01/2018 |
| STOCH RSI AND STOCH |
1 response |
25/01/2018 |
| beginner: How to close e-mini position? - solved. |
1 response |
25/01/2018 |
| Make a new sorted list of stocks? |
2 responses |
25/01/2018 |
| Handpicking stocks for pipeline? |
2 responses |
25/01/2018 |
| TypeError: Expected assets argument to be of type or iterable of type Asset, Continuous Future, basestring |
2 responses |
25/01/2018 |
| How to Become a Professional Quant Trader |
no responses |
25/01/2018 |
| how would you treat Nan prices in research |
no responses |
24/01/2018 |
| problem with Pipeline using ADX |
2 responses |
24/01/2018 |
| Stock universe issue |
1 response |
24/01/2018 |
| Beta Constraint in Risk Model totally unnecessary |
65 responses |
24/01/2018 |
| Please delete this post |
no responses |
24/01/2018 |
| Gaussian Conditional Copula |
no responses |
24/01/2018 |
| Using data.history on Fetcher columns fails, but using data.current succeeds |
1 response |
24/01/2018 |
| new contest entry trial |
23 responses |
23/01/2018 |
| Betting against beta (to take advantage of overnight returns) |
2 responses |
23/01/2018 |
| pipeline filter simple |
no responses |
23/01/2018 |
| Algorithm Contribution |
no responses |
23/01/2018 |
| OLS vs. TLS for regression? |
1 response |
23/01/2018 |
| Overnight-returns-based-on-four-factors-model-1st-backtest |
no responses |
22/01/2018 |
| Make a ranking for every four factor and the sum of four factors |
no responses |
22/01/2018 |
| All Weather back tested up to 2018 |
1 response |
22/01/2018 |
| overnight returns based on four factors model(1st backtest) |
no responses |
22/01/2018 |
| Don't Miss our New Webinar on Jan. 25th at 11am EST |
4 responses |
22/01/2018 |
| All That Glitters Are Bugs! A Concrete Notebook Example |
53 responses |
22/01/2018 |
| Could someone help with this very simple moving average strategy |
2 responses |
22/01/2018 |
| How to do the parameter optimization in IDE? |
2 responses |
22/01/2018 |
| Seeking Alphalens |
4 responses |
21/01/2018 |
| Matching asset sid to combine factors from Pipeline data and Fetcher csv |
no responses |
21/01/2018 |
| Why there is a big price gap on 2017-07-18 by SDS? |
3 responses |
21/01/2018 |
| alphalens source code on Github is not up to date |
1 response |
20/01/2018 |
| please ignore |
3 responses |
20/01/2018 |
| risk data not back to 2002 - why? |
no responses |
20/01/2018 |
| Live Trading |
2 responses |
20/01/2018 |
| beta constraint study |
6 responses |
20/01/2018 |
| Pairs Trading |
no responses |
20/01/2018 |
| Bollinger Bands Trading |
no responses |
20/01/2018 |
| Possible Implementation Bug With Beta? |
20 responses |
20/01/2018 |
| SimpleBeta built-in factor - no mask argument allowed? |
2 responses |
20/01/2018 |
| How to Do a 1 Time Purchase? |
2 responses |
20/01/2018 |
| Cross-Validation |
no responses |
19/01/2018 |
| Squeeze momentum indicator with ADX indicator |
2 responses |
19/01/2018 |
| Building a pipeline |
2 responses |
19/01/2018 |
| Any reason why these futures data seems to have vanished? |
2 responses |
19/01/2018 |
| Quantopian Contest Tutorial |
5 responses |
19/01/2018 |
| Fix code on Markowitz optimization |
no responses |
19/01/2018 |
| Overnight vs Last 30 minutes of trading linear regression |
no responses |
19/01/2018 |
| How do I get the ACTUAL Current Price for a Specific Stock |
3 responses |
19/01/2018 |
| Live Trading |
no responses |
19/01/2018 |
| RSI with pipeline - need to integrate BollingerBand |
1 response |
18/01/2018 |
| why the volume data are the same?(ranking the stock based on four factor model) |
no responses |
18/01/2018 |
| Rank the stocks |
no responses |
18/01/2018 |
| Zack Earnings Surprises in Handle_Data function |
no responses |
18/01/2018 |
| "Overnight returns" vs "first 30 minutes of trading returns" linear regression |
no responses |
18/01/2018 |
| contest entry error - Request for risk model data ending with 2018-01-17 could not be processed? |
4 responses |
17/01/2018 |
| How to get opening VIX during live trading |
no responses |
17/01/2018 |
| Historical fundamental financial data |
11 responses |
17/01/2018 |
| Optimize API gives worse results than without it |
5 responses |
17/01/2018 |
| Imposing Group Weight Constraints to Minimum Variance Optimization |
no responses |
16/01/2018 |
| Min Leverage |
6 responses |
16/01/2018 |
| How to trade cryptocurrencies with Zipline? |
7 responses |
16/01/2018 |
| Limit algorithm to specific stocks? |
1 response |
16/01/2018 |
| Indexing problem with get_pricing |
5 responses |
16/01/2018 |
| Futures prices problem? |
no responses |
16/01/2018 |
| rank the stock |
no responses |
16/01/2018 |
| Post deleted |
no responses |
16/01/2018 |
| Need a programmer for my algorithm |
no responses |
16/01/2018 |
| Can someone demonstrate a basic buy with the new rule , Order_optimal_portfolio |
14 responses |
16/01/2018 |
| How to retrieve many separate minute data sets with data.history |
no responses |
15/01/2018 |
| Will Quantopian ever introduce 3-D plotting? |
no responses |
15/01/2018 |
| Deep learnign frameworks (tensorflow/keras, etc.) |
3 responses |
15/01/2018 |
| Cannot compare tz-naive and tz-aware timestamps error (Zipline) |
2 responses |
15/01/2018 |
| Stock Screener with Built-In Technical Analysis Categories |
no responses |
15/01/2018 |
| contributors and reviewers needed for Zipline-Live |
66 responses |
14/01/2018 |
| Best way to implement Alphalens results into a backtest? |
3 responses |
14/01/2018 |
| Creating a dataframe indexed by date |
3 responses |
14/01/2018 |
| Data.Current_Chain() not loading full Futures Chain for VIX futures (only current and back months) |
3 responses |
14/01/2018 |
| How do I make my pipe show the results as an output? |
2 responses |
14/01/2018 |
| **Beginners Question** What was the best recourse that helped you learn to write algos? |
2 responses |
13/01/2018 |
| Confused.....How do I do a stop limit order with the order_optimal_portfolio API |
5 responses |
13/01/2018 |
| How to roll multiple futures ? |
no responses |
13/01/2018 |
| lll |
no responses |
13/01/2018 |
| How to filter pipeline to Market Cap > $50m? |
2 responses |
13/01/2018 |
| Tab Complete Now Available In Backtest IDE |
14 responses |
12/01/2018 |
| ADX and VIX in pipeline |
no responses |
12/01/2018 |
| Creating an algorithm based on orders, cancelled orders, filled orders, price etc. |
no responses |
12/01/2018 |
| Increasing the font-size of the graphs produced by Alphalens |
6 responses |
12/01/2018 |
| How to implement long only optimization? |
1 response |
12/01/2018 |
| set BABA as benchmark, beta is 0 |
no responses |
12/01/2018 |
| Apply ADX and crossover between +DI and -DI |
no responses |
12/01/2018 |
| Live Trading Current Price Question |
2 responses |
11/01/2018 |
| test |
3 responses |
11/01/2018 |
| How to have schedule function of six month? |
1 response |
11/01/2018 |
| Is there any way to check the packages pre-installed in the jupyter? |
no responses |
11/01/2018 |
| What strategy does Alphalens use to calculate the 1-day, 5-day, and 10-day alpha and beta values? |
3 responses |
10/01/2018 |
| Live Webinar Tomorrow with Andreas Clenow: "What Sets Professional and Retail Traders Apart?" |
3 responses |
10/01/2018 |
| Historical Data |
no responses |
10/01/2018 |
| Why do alphalens quantiles overlap? |
2 responses |
10/01/2018 |
| Are there bugs in calculation beta_spy_pt and passedBetaFilter for contest 38? |
6 responses |
10/01/2018 |
| There is error when I ran zipline on my local PC |
no responses |
10/01/2018 |
| The Estimize Signal |
3 responses |
09/01/2018 |
| Using PCA in Quantitative Finance |
25 responses |
09/01/2018 |
| First Hourly Trend Trader SMA Cross |
1 response |
09/01/2018 |
| Start Learning Quant Finance |
5 responses |
08/01/2018 |
| test ML |
no responses |
08/01/2018 |
| ValueError: Request for risk model data ending with 2018-01-08 could not be processed. Data is available up to 2018-01-04. |
4 responses |
08/01/2018 |
| Contest 38 Rules Changes - Slippage, Leverage, and order_optimal_portfolio |
14 responses |
08/01/2018 |
| Can't hold a stock more than 1 day in portfolio! |
2 responses |
08/01/2018 |
| Leverage on individual positions |
4 responses |
07/01/2018 |
| Robinhood using buy and sell parameters |
1 response |
07/01/2018 |
| code for risk_loading_pipeline, etc. available? |
2 responses |
07/01/2018 |
| Running backtests on custom security(Altcoins) and pricing data |
4 responses |
07/01/2018 |
| WaveTrend Based Algorithm Results |
4 responses |
06/01/2018 |
| Fortran code in quantopian |
1 response |
06/01/2018 |
| multivariate normal cdf - please help |
3 responses |
06/01/2018 |
| Help - Simple multiplication gone awry |
2 responses |
06/01/2018 |
| High risk, high reward tearsheet. |
12 responses |
05/01/2018 |
| not sure how Wave Trend Indicator works |
1 response |
05/01/2018 |
| Intraday regression - help |
no responses |
05/01/2018 |
| Commission model based on basis points - help |
2 responses |
05/01/2018 |
| Dollar index? |
no responses |
05/01/2018 |
| How do I run calculation on data like external economic indicator data ? |
no responses |
04/01/2018 |
| Not all modules supported in Sklearn? |
no responses |
04/01/2018 |
| Is there a way to import data from quandl that is not list ed in the datasets? |
2 responses |
04/01/2018 |
| Can I change the frequency of the Backtest? |
2 responses |
04/01/2018 |
| How do I use schedule_function to do initial orders now? |
2 responses |
04/01/2018 |
| Create single time vector from data.columns[] |
2 responses |
04/01/2018 |
| Inverse ranking of alpha factor |
2 responses |
04/01/2018 |
| How to record the quantity of various open orders? |
11 responses |
04/01/2018 |
| TimeoutException in live trading |
4 responses |
04/01/2018 |
| Collective 2 ? |
no responses |
04/01/2018 |
| How can I get the date? |
2 responses |
04/01/2018 |
| Dataframe question - how to use multiple rows and columns to apply conditions in vectorized way? |
1 response |
04/01/2018 |
| QTradableStocksUS Slow |
1 response |
04/01/2018 |
| Quantopian量化交易平台介绍 (New Quantopian Webinar) |
11 responses |
03/01/2018 |
| Automatically purchase open orders the next day |
no responses |
03/01/2018 |
| MFCB stock split not accounted for |
1 response |
03/01/2018 |
| Seek your advice - can I download the lecture materials offline to my local Python environment? |
2 responses |
03/01/2018 |
| Getting started |
2 responses |
03/01/2018 |
| TypeError: unhashable type: 'list' |
8 responses |
03/01/2018 |
| Simple Moving Average Crossover Strategy 15/50 |
10 responses |
02/01/2018 |
| Calculating Cointegration value for set of Stocks |
1 response |
02/01/2018 |
| how is revenue_growth calculated? |
1 response |
02/01/2018 |
| Slippage model does not fill order by end of day |
no responses |
01/01/2018 |
| The `get_fundamentals` method has been removed. But how is the alternative? |
no responses |
01/01/2018 |
| My algorithm does not trade at all |
2 responses |
01/01/2018 |
| How to send an email notification in Quantopian? |
2 responses |
01/01/2018 |
| Resources for learning the Finance side of Algorithmic Trading? |
3 responses |
01/01/2018 |
| Need help: Your order for xxx shares of xxx failed to fill by the end of day and was canceled |
6 responses |
01/01/2018 |
| Code Folding: a "Fold All" button in Algo IDE |
1 response |
31/12/2017 |
| Plotting Pipeline Pandas DataFrame results |
no responses |
31/12/2017 |
| portfolio optimizations |
1 response |
31/12/2017 |
| Oil Calendar spreads - a story of slippage |
2 responses |
30/12/2017 |
| Tracking of my 2017 Biotech Portfolio |
no responses |
30/12/2017 |
| Isolate Midcaps in Pipeline |
1 response |
30/12/2017 |
| backtest3 |
no responses |
29/12/2017 |
| how do i get a combined result for many stocks at once, and how do i change the benchmark to be something other than the SPY 500 |
no responses |
29/12/2017 |
| example of exponential smoothing w/ Optimize API? |
19 responses |
29/12/2017 |
| Slow Symbols execution |
no responses |
29/12/2017 |
| Delete |
no responses |
29/12/2017 |
| Help! how to use pe_ratio as factor |
1 response |
29/12/2017 |
| Using quantiles in w/Optimize? |
no responses |
29/12/2017 |
| Pairs trading algorithm |
1 response |
28/12/2017 |
| What constitutes edge / why is my system working? |
4 responses |
28/12/2017 |
| Max Intraday Leverage |
7 responses |
28/12/2017 |
| A tear sheet. (Too good to be true). |
2 responses |
27/12/2017 |
| OLS coefficients |
no responses |
27/12/2017 |
| Need Python Algo Trading Strategy Code |
2 responses |
27/12/2017 |
| Need Python Script Code |
no responses |
27/12/2017 |
| Options trading model |
no responses |
27/12/2017 |
| Current price with history. Quantopian Bug? |
11 responses |
27/12/2017 |
| Modern Portfolio Theory: Matrix Multiplication without numpy.matmul |
2 responses |
27/12/2017 |
| Fundamental regression analysis |
2 responses |
27/12/2017 |
| No longer accepting brokerage usage |
2 responses |
26/12/2017 |
| Automated Options Trading |
1 response |
26/12/2017 |
| Knife-Catching Swings |
1 response |
26/12/2017 |
| Help me code my strategy. |
1 response |
26/12/2017 |
| Backtest in Research |
1 response |
26/12/2017 |
| For my internal sharing and discussion |
10 responses |
26/12/2017 |
| ADX Pipeline Implementation? |
no responses |
25/12/2017 |
| Local Variable assigned but never used error |
4 responses |
25/12/2017 |
| Offering help |
no responses |
25/12/2017 |
| Why is my short term reversal factor not in control? |
8 responses |
25/12/2017 |
| Cryptocurrency Futures |
no responses |
25/12/2017 |
| How to utilize FRED datasets in pipeline? |
2 responses |
24/12/2017 |
| PE Ratio |
4 responses |
23/12/2017 |
| bt create tear sheet not working in pyfolio |
2 responses |
23/12/2017 |
| Slope calculation |
20 responses |
23/12/2017 |
| s |
no responses |
22/12/2017 |
| Can you get the specific returns from Quantopian Risk Model as your actual portfolio returns? |
4 responses |
22/12/2017 |
| IEX free real-time data |
1 response |
22/12/2017 |
| 52 Week Breakout Strategy |
no responses |
22/12/2017 |
| More Dynamic PositionConcentration Constraints Tuned To Alpha |
1 response |
22/12/2017 |
| High Dividend Low Volatility Backtest |
no responses |
22/12/2017 |
| This post is empty |
no responses |
22/12/2017 |
| datetime offset |
5 responses |
21/12/2017 |
| Difference between using US Equities and US Futures for backtest |
no responses |
21/12/2017 |
| Issue with CustomFactor to calculate share opened with gaps |
1 response |
21/12/2017 |
| Why is my algo's sharpe ratio so high? (ernest chan recode: Algo trading, & winning strats) |
1 response |
21/12/2017 |
| question about order_target() function, why it's not ordering the specified shares of the stock? |
2 responses |
21/12/2017 |
| Chat Feature in Collaborate - Live! |
2 responses |
21/12/2017 |
| Comparing today's open vs yesterday's close |
no responses |
21/12/2017 |
| USD vs. EUR Exchange Rate and Market Performance |
no responses |
20/12/2017 |
| Need some help utilizing handle_data |
no responses |
20/12/2017 |
| Overnight prediction |
no responses |
20/12/2017 |
| Trying to Understand Trendline CustomFactor |
1 response |
20/12/2017 |
| Big Data in Finance course project [Decision tree application to auto-trading] |
no responses |
20/12/2017 |
| I want to open and close positions one trading day a week, Wednesday, for a security pair. |
2 responses |
20/12/2017 |
| Resampled Efficiency using CVXOPT |
7 responses |
19/12/2017 |
| Building a Better Beta |
30 responses |
19/12/2017 |
| Simple Future Algo crashes |
no responses |
19/12/2017 |
| Standard deviation with VWAP |
no responses |
19/12/2017 |
| Optimize API MaxTurnover constraint - is it supported? |
2 responses |
19/12/2017 |
| Help: Runtime Error |
2 responses |
18/12/2017 |
| easiest way to resample algo into hourly bars? |
2 responses |
18/12/2017 |
| Changes Coming to the Default Slippage Model |
14 responses |
18/12/2017 |
| Investment management. |
no responses |
18/12/2017 |
| Trading strategy for team |
1 response |
18/12/2017 |
| Access time and sale data? |
1 response |
18/12/2017 |
| Trading strategy |
9 responses |
18/12/2017 |
| HA_Trade Contest |
no responses |
18/12/2017 |
| For peter |
no responses |
18/12/2017 |
| [Investment Management course] Smart Momentum Strategy |
no responses |
18/12/2017 |
| DJIA with Momentum for Mr. Shibanov |
no responses |
18/12/2017 |
| Feedback on UVXY trading using VIX and VVIX |
1 response |
18/12/2017 |
| BM Size |
no responses |
18/12/2017 |
| Mind blowing test of New Risk Model |
17 responses |
18/12/2017 |
| Trading Contest BMMZ |
no responses |
18/12/2017 |
| Crucial factor for momentum strategy |
no responses |
18/12/2017 |
| Research on predicting long term fundamentals with machine learning |
no responses |
18/12/2017 |
| Error running pipeline |
1 response |
17/12/2017 |
| How to get data only instead of backtesting ? |
1 response |
17/12/2017 |
| Squeeze Indicator with Beta adjustment |
no responses |
16/12/2017 |
| Buy 1 Share, Sell at Specific Price |
10 responses |
16/12/2017 |
| Logging system cuts off charcters |
no responses |
16/12/2017 |
| Multiple Models in a Combined Portfolio Back-Test? |
no responses |
16/12/2017 |
| Does S&P 500 VIX Price Affect The Gold Price |
no responses |
15/12/2017 |
| talib.ATR |
1 response |
15/12/2017 |
| Алгоритм для курса Investment Management |
1 response |
15/12/2017 |
| Overnight SPY prediction |
no responses |
15/12/2017 |
| shuyu NB |
no responses |
15/12/2017 |
| Opportunity: new to algos |
no responses |
15/12/2017 |
| Risk-free rate on Quantopian |
26 responses |
15/12/2017 |
| Unable to import data in my local jupyter notebook env |
2 responses |
14/12/2017 |
| projec |
no responses |
14/12/2017 |
| project |
no responses |
14/12/2017 |
| Contest Disqualification |
1 response |
14/12/2017 |
| Mystery at Contest 34/35...Case of Flawed Scoring System |
1 response |
14/12/2017 |
| 1337 Street Fund (a.k.a. Q Fund) prospectus? |
6 responses |
14/12/2017 |
| Machine Learning |
6 responses |
14/12/2017 |
| Multiple Benchmark Testing in Research |
no responses |
13/12/2017 |
| Dealing with Partial Fills |
4 responses |
13/12/2017 |
| Leaderboard Status |
2 responses |
13/12/2017 |
| Issues with fetcher, data.can_trade. and failed order fills |
8 responses |
13/12/2017 |
| Attach bid-ask prices CSV |
no responses |
13/12/2017 |
| Solved |
1 response |
13/12/2017 |
| Help with fetch_csv error |
2 responses |
12/12/2017 |
| Multiple Pipelines Available In Algorithms |
17 responses |
12/12/2017 |
| Quantopian Risk Model In Algorithms |
29 responses |
12/12/2017 |
| Quantopian - use and abuse |
5 responses |
12/12/2017 |
| Improvements To The My Algorithms Page |
11 responses |
11/12/2017 |
| Gold Price VS. Market Volatility |
2 responses |
11/12/2017 |
| UnboundLocal Error |
6 responses |
10/12/2017 |
| New to the Community! 📊😃 |
1 response |
10/12/2017 |
| Do we have any issue with tear sheet generation? |
1 response |
10/12/2017 |
| How to order a specific number of futures? |
no responses |
10/12/2017 |
| DNN and beyond |
56 responses |
10/12/2017 |
| Scalping Algorithm - Help needed for a rookie |
2 responses |
10/12/2017 |
| this strategy gave more than 100% return |
no responses |
10/12/2017 |
| multi-factor long-short equity w/ RSI-based short_term_reversal risk factor nullification |
7 responses |
09/12/2017 |
| KeyError when running pyfolio bayesian tear sheet with my own returns dataframe |
no responses |
09/12/2017 |
| Notebook run_pipeline() got NotImplementedError (chunksize) |
no responses |
09/12/2017 |
| Hedging against factors for algos |
4 responses |
08/12/2017 |
| Overnight as an indicator |
2 responses |
08/12/2017 |
| Risk Free Rate to calculate Equity Risk Premium |
3 responses |
08/12/2017 |
| Is quantopian program compatible outside quantopian? |
no responses |
08/12/2017 |
| A simple market making algo with a net Sharpe ratio > 7 year-to-date |
8 responses |
07/12/2017 |
| How do we explain beating the S&P500 by a factor of 30, having the highest returns in the contest in conjunction with the highest Sharpe, and rank 320th in the contest? This is after less than one month. |
62 responses |
07/12/2017 |
| add new column after pipeline run - deciles accounting for industries |
5 responses |
06/12/2017 |
| Holding Spy Overnight |
3 responses |
06/12/2017 |
| Morningstar Shares Outstanding Issued |
no responses |
06/12/2017 |
| RSI and Bands |
no responses |
06/12/2017 |
| Squeeze Momentum with Q500us universe |
no responses |
06/12/2017 |
| XGBoost availability on Quantopian |
no responses |
06/12/2017 |
| How to find your algorithms in Contest? |
no responses |
06/12/2017 |
| demo sma |
no responses |
06/12/2017 |
| Basic Multi-Factor Backtest (Geneva) |
1 response |
06/12/2017 |
| Fundamental data for particular stocks |
5 responses |
05/12/2017 |
| Pair trading using $10,00,000 equity |
1 response |
05/12/2017 |
| Need Help on Volume price volatility |
no responses |
05/12/2017 |
| Max Price Help? |
3 responses |
04/12/2017 |
| Statistical Arbitrage based on Divergence (Version 2) |
4 responses |
03/12/2017 |
| Trading with Sentiment Machine Learning |
no responses |
03/12/2017 |
| How to use data by importing a csv file |
no responses |
02/12/2017 |
| Does Quantopian still support live trading through Robin Hood. Is there an updated tutorial on how to accomplish this |
1 response |
02/12/2017 |
| Statistical Arbitrage based on Divergence |
6 responses |
02/12/2017 |
| Can anyone explain why this is profitable? |
5 responses |
02/12/2017 |
| Post deleted |
no responses |
02/12/2017 |
| Taking Quantopian to the Next Level (IMO) |
8 responses |
02/12/2017 |
| Tear Sheet for Statistical Arbitrage based on divergence. |
1 response |
02/12/2017 |
| Multiple pairs trading strategy with cryptocurrencies |
1 response |
02/12/2017 |
| Tokyo Quantopian User Group Vol2 Handson Algorithm |
3 responses |
02/12/2017 |
| Buying within certain days of crossover happening? |
4 responses |
02/12/2017 |
| Risk Model Example: Detecting High Short Term Reversal Risk |
72 responses |
01/12/2017 |
| n-thly returns window length |
1 response |
01/12/2017 |
| Large Intraday Swing Produces Overnight Return |
9 responses |
01/12/2017 |
| QuantCon Singapore 2016 Presentations |
no responses |
01/12/2017 |
| Defining day types to lead strategy selection (Mean reversion vs Momentum) |
2 responses |
01/12/2017 |
| How to improve the return of gold and silver pairs trading strategy? |
3 responses |
01/12/2017 |
| How does the basic algo decide when to sell? |
1 response |
01/12/2017 |
| Calculating average daily return from pipeline VS prices function |
1 response |
01/12/2017 |
| simple moving average strategy |
1 response |
30/11/2017 |
| Sample for NE |
no responses |
30/11/2017 |
| Fetch CSV Data Issues Associated with Stock Splits and Ex-Div Dates |
3 responses |
30/11/2017 |
| Long on Apple at lowest value from 2000 |
no responses |
30/11/2017 |
| Free Cash Flow Decreasing Strategy within US1500 |
1 response |
30/11/2017 |
| Marketing profitable strategy |
2 responses |
30/11/2017 |
| Combining momentum, value, profitability, and growth long/short equity |
3 responses |
30/11/2017 |
| Simple MA Crossover Strategy in Python |
no responses |
30/11/2017 |
| Is backtesting in research notebooks impossible? |
12 responses |
29/11/2017 |
| ERROR: Dropping expired assets from optimization universe |
3 responses |
29/11/2017 |
| Trouble with calculating beta for my investment |
no responses |
29/11/2017 |
| Yesterday's bar |
2 responses |
29/11/2017 |
| Logging trades but Optimize isn't executing |
no responses |
29/11/2017 |
| Not sure why this wont run. |
no responses |
29/11/2017 |
| (?) Implications surrounding bridging gaps in price data for a price action trading strategy (?) |
5 responses |
28/11/2017 |
| Bloomberg Data and Quantopian? |
no responses |
28/11/2017 |
| Print the full output |
3 responses |
28/11/2017 |
| Learning how to make smart investments |
2 responses |
28/11/2017 |
| Problem getting morningstar basic_eps on pipeline |
4 responses |
28/11/2017 |
| Volume lookup for list of symbols |
1 response |
28/11/2017 |
| What is the best way to take partial profits with optimize? |
no responses |
28/11/2017 |
| protect data from server reset? |
no responses |
27/11/2017 |
| Help with Pipeline - old algo |
1 response |
27/11/2017 |
| Algorithm with no universe restrictions |
no responses |
27/11/2017 |
| if too high then not long QQQ that much |
no responses |
27/11/2017 |
| always long QQQ |
no responses |
27/11/2017 |
| Recreating Sharpefolio in Quantopian |
no responses |
27/11/2017 |
| Why is my algorithm shorting? |
2 responses |
27/11/2017 |
| Training and Testing Sets |
3 responses |
27/11/2017 |
| Sorting EV to EBITDA |
no responses |
26/11/2017 |
| Getting error when trying to access EPS information |
3 responses |
26/11/2017 |
| Morningstar vs Fundamentals? |
4 responses |
25/11/2017 |
| Help With Optimize TargetWeights |
4 responses |
25/11/2017 |
| Cash Return Algorithm |
1 response |
25/11/2017 |
| Pair Trading - Searching for suitable pairs |
1 response |
24/11/2017 |
| performance attribution at hedge fund level? |
12 responses |
24/11/2017 |
| Test |
no responses |
24/11/2017 |
| Error computing super trend indicator |
1 response |
23/11/2017 |
| How do I iclude stochrsi signal in my algo |
no responses |
23/11/2017 |
| Systematic trading strategies - ADX and WVF |
4 responses |
23/11/2017 |
| [HELP] How to add all Fundamentals indicators to Pipeline |
3 responses |
23/11/2017 |
| Am I calculating the sortino ratio correctly? |
1 response |
23/11/2017 |
| How to select the Top 4 performers out of a list |
1 response |
23/11/2017 |
| Adding weights to ranking system? |
2 responses |
23/11/2017 |
| Calculating Net Equity Issuance |
2 responses |
23/11/2017 |
| Error: inputs are all NaN |
2 responses |
23/11/2017 |
| No.4 task [work on indicator] |
no responses |
22/11/2017 |
| Performance Attribution Tear Sheet Improvements |
3 responses |
22/11/2017 |
| Squeeze Momentum |
2 responses |
22/11/2017 |
| short term vs. long term risk in the new model |
1 response |
22/11/2017 |
| Study Group / Hackathon Miami, Fl |
2 responses |
22/11/2017 |
| example usage of Optimize API FactorExposure constraint? |
2 responses |
22/11/2017 |
| Optimization API MaxTurnover constraint - where is the documentation? |
no responses |
22/11/2017 |
| Does Quatopian have data for the following markets: |
2 responses |
22/11/2017 |
| ZeroDivisionError: float division by zero |
1 response |
22/11/2017 |
| How does Quantopian Adjust Prices? |
2 responses |
22/11/2017 |
| WaveTrend Oscillator |
3 responses |
21/11/2017 |
| Most Efficient Way to Iterate Through Pairs? |
2 responses |
21/11/2017 |
| è |
no responses |
21/11/2017 |
| Zipline parameters optimization example |
no responses |
21/11/2017 |
| Commissions at lower budget |
3 responses |
21/11/2017 |
| Universal pipeline, experimentation, learning |
3 responses |
21/11/2017 |
| 2 Different kinds of Backtests |
no responses |
21/11/2017 |
| Am I doing this right? (CustomFactor) |
2 responses |
21/11/2017 |
| How would i graph moving average 1, and moving average 2, in a chart? |
1 response |
21/11/2017 |
| Respective Industry Ratio Percentiles |
1 response |
21/11/2017 |
| Let's see if Technical Analysis works |
15 responses |
20/11/2017 |
| Trouble with rebuilding a squeeze momentum indicator |
2 responses |
20/11/2017 |
| Futures benchmark |
2 responses |
20/11/2017 |
| Seeking code that will allow me to execute market buy/sell from my robinhood account at a specified time. |
1 response |
20/11/2017 |
| Seeking collaborator or mentor to help translate my Excel workbook into Quantopian's code. |
no responses |
19/11/2017 |
| Hierarchical Clustering: HowTo |
4 responses |
19/11/2017 |
| [BUG REPORT] Large errors in the backtesting system |
3 responses |
19/11/2017 |
| How to keep the date in the get_pricing method while I try to calculate the correlation? |
no responses |
19/11/2017 |
| ES Tick Data |
1 response |
19/11/2017 |
| How to Trade Only One Sector? |
1 response |
18/11/2017 |
| Finding Sector Averages |
2 responses |
18/11/2017 |
| Futures Data |
no responses |
18/11/2017 |
| How to include minute of the trading day on each log line |
no responses |
18/11/2017 |
| Morningstar database field list |
2 responses |
17/11/2017 |
| Pyfolio Fama-French Legend Bugfix |
no responses |
17/11/2017 |
| multi-factor example |
18 responses |
17/11/2017 |
| What is the appropriate way of unit testing? |
no responses |
17/11/2017 |
| William´s VIX FIX |
no responses |
17/11/2017 |
| Dividend yield not working |
4 responses |
17/11/2017 |
| RSI Strategy 30-70 |
4 responses |
17/11/2017 |
| How is the filter Q1500US built? |
2 responses |
16/11/2017 |
| Not entering short postions |
1 response |
16/11/2017 |
| Removing positions from porfolio |
2 responses |
16/11/2017 |
| Understanding leverage = context.account.leverage |
1 response |
16/11/2017 |
| assignment 3 RSI strategy[improved] |
no responses |
16/11/2017 |
| QuantCon NYC Returns April 27-28 2018 |
no responses |
16/11/2017 |
| Backtest for Short Vol |
no responses |
16/11/2017 |
| Backtest: Buy 1 hour after open, sell 10 min before close. Is this possible? |
2 responses |
16/11/2017 |
| Wonder what does days_offset mean? |
2 responses |
15/11/2017 |
| Custom Factor help |
2 responses |
15/11/2017 |
| Live Paper Trading PNL Back to Zero Suddenly... Not Sure Why |
3 responses |
15/11/2017 |
| William's Volatility Fix - help |
3 responses |
15/11/2017 |
| Fama-French 3 factor model doesn't work very well, did I do something wrong? |
1 response |
15/11/2017 |
| Oddities in Price Examples |
4 responses |
15/11/2017 |
| Plotting Filing Dates vs Gross Profits for Companies in a Given Industry |
1 response |
15/11/2017 |
| Z-Score Algorithm |
5 responses |
15/11/2017 |
| Filtering by IPO Date |
2 responses |
14/11/2017 |
| Free Cashflow Yield |
7 responses |
14/11/2017 |
| Issue with HIstory on futures |
1 response |
14/11/2017 |
| Problems with implementing a signal |
2 responses |
14/11/2017 |
| [HELP] Store the buying value of an asset |
2 responses |
14/11/2017 |
| feedback from live trading |
3 responses |
14/11/2017 |
| get_pricing() not working? |
2 responses |
14/11/2017 |
| [CIB] Pairs Scoring Notebook |
no responses |
14/11/2017 |
| Price Check on PSP on April 28 2014 |
no responses |
14/11/2017 |
| Is there way to send some data to external service? |
1 response |
13/11/2017 |
| How to deal with splits in live trading? |
2 responses |
13/11/2017 |
| Fundamental analysis using Pipeline |
6 responses |
13/11/2017 |
| real trading |
1 response |
13/11/2017 |
| Simple Moving Average Strategy |
no responses |
13/11/2017 |
| Getting started with a simple algorithm |
1 response |
13/11/2017 |
| Fundamentals - python ..... help ..... |
8 responses |
13/11/2017 |
| Is the paper trading by QuantOpian also shutted down? |
6 responses |
12/11/2017 |
| How to use Monte Carlo simulation to prove and find entropy with python? |
no responses |
12/11/2017 |
| How do I create Filters from comparing dates (not usual factor with numerical values)?? |
3 responses |
12/11/2017 |
| MACD signal |
9 responses |
11/11/2017 |
| How to close a position after a certain number of days? |
3 responses |
11/11/2017 |
| .. |
no responses |
11/11/2017 |
| OLHC data to Renko ThreeLine Break and Point and Figure Data Frame format Python programming |
no responses |
11/11/2017 |
| In algorithm, MACD comparisons for several days |
1 response |
11/11/2017 |
| Error in line about buy count(bc) |
no responses |
11/11/2017 |
| Attempt at risk control |
9 responses |
10/11/2017 |
| Magic Formula |
14 responses |
10/11/2017 |
| Test Optimization APY clone |
no responses |
10/11/2017 |
| running backtest locks up my browser |
6 responses |
10/11/2017 |
| RSI 30/70 not good(need to be implement) |
no responses |
10/11/2017 |
| Where do I go from here? What to do with risk model output? |
1 response |
10/11/2017 |
| QTradableStocksUS volume |
no responses |
10/11/2017 |
| Counting Up days in a Notebook |
1 response |
10/11/2017 |
| Easy way to grab a snapshot of entire portfolio? |
no responses |
09/11/2017 |
| Portfolio Construction and trace its performance |
1 response |
09/11/2017 |
| Looking for insight on my first algo. Currently will not run. |
2 responses |
09/11/2017 |
| The result of Backtest - 2 |
4 responses |
09/11/2017 |
| Troubles trying to implement my first signal |
4 responses |
08/11/2017 |
| Introduction to the Quantopian Risk Model in Research |
25 responses |
08/11/2017 |
| The Result of Backtest |
2 responses |
08/11/2017 |
| New Tool For Quants: The Quantopian Risk Model |
70 responses |
08/11/2017 |
| Risk-Constrained Portfolio Optimization |
1 response |
08/11/2017 |
| Q Fund Down 3% Since June |
9 responses |
08/11/2017 |
| Working On Our Best Universe Yet: QTradableStocksUS |
30 responses |
08/11/2017 |
| Bug on dividend yield |
9 responses |
08/11/2017 |
| Psychsignal Algorithm Using New QTradableStocksUS Universe |
2 responses |
08/11/2017 |
| Algo from the three books by Al Brooks |
1 response |
08/11/2017 |
| Level 2 Data |
2 responses |
08/11/2017 |
| Five call limit for "fetch_csv" |
2 responses |
08/11/2017 |
| New Default Commissions and Capital |
5 responses |
08/11/2017 |
| help |
no responses |
08/11/2017 |
| dividend option |
6 responses |
07/11/2017 |
| Trailing Twelve Months (TTM) with As Of Date |
4 responses |
07/11/2017 |
| November 2017 Update to the Community |
20 responses |
07/11/2017 |
| IB-insync for interactive live data to explore in Jupyter Notebook |
4 responses |
07/11/2017 |
| Help me find error in code? |
4 responses |
07/11/2017 |
| 2017 SUFFOLK PROJECT # 1 |
14 responses |
06/11/2017 |
| Alternative Data: The Good, The Bad, and the Useless (?) |
10 responses |
06/11/2017 |
| Using Contract Win Data From EventVestor |
no responses |
06/11/2017 |
| NO Price Data At All ! |
25 responses |
06/11/2017 |
| Quantopian Credibility: What is the formula used for Scoring the Contest. I'm not understanding what I'm seeing. Can someone provide some insight to the below? |
14 responses |
06/11/2017 |
| SMA strategy |
no responses |
06/11/2017 |
| Doesn't backtest in quantopian auto-adjust split issue? Is it a bug? |
no responses |
06/11/2017 |
| Getting key error while querying for futures prices |
2 responses |
05/11/2017 |
| Problems with fetching historical data of a specific time |
2 responses |
05/11/2017 |
| The last improvments to My Algorithms page. |
11 responses |
05/11/2017 |
| Standard Deviation for stocks |
no responses |
05/11/2017 |
| Is it possible to import your own signals from Excel and then backtest with Quantopian? |
no responses |
05/11/2017 |
| Performing Regression on Historical EPS? |
1 response |
04/11/2017 |
| Moving Linear Regression with Slope and R-squared Custom Factors? |
2 responses |
03/11/2017 |
| Using context in a custom slippage model? |
no responses |
03/11/2017 |
| Algo with moving averages |
no responses |
03/11/2017 |
| How can I shift the date to the nearest trading day? |
1 response |
03/11/2017 |
| ChiPy FinSIG - Nov 2nd - Portfolio Optimization |
9 responses |
03/11/2017 |
| Fibonacci Retracement Algorithm Attempt: Please Evaluate |
7 responses |
03/11/2017 |
| SMA - really basic |
no responses |
03/11/2017 |
| Hello, so this is part of my investment strategy course, and I am still trying the basic moving average method. |
no responses |
02/11/2017 |
| Moving averages SMA_10 days-SMA_30 days |
no responses |
02/11/2017 |
| Some basic question about quantopian |
1 response |
02/11/2017 |
| Simple Moving Average Algorithm |
1 response |
01/11/2017 |
| Newbie need helps with Migration an algo from quantopian1 to the current quantopian |
no responses |
01/11/2017 |
| Help - Simple Moving Average & RSI implementation |
1 response |
31/10/2017 |
| Custom Factor Issue |
10 responses |
31/10/2017 |
| Is it possible to import a dataframe created during backtest into research? |
4 responses |
31/10/2017 |
| i want one code to trade algo in Upstox |
no responses |
31/10/2017 |
| how can I get today's asset close price after market is close. |
1 response |
31/10/2017 |
| Expected Move Using HVol |
no responses |
31/10/2017 |
| 1 |
no responses |
30/10/2017 |
| 2 Part Question -1) please poke holes in this strategy 2) how do you search for long/short pairs? |
7 responses |
30/10/2017 |
| Need help with IPO strategy |
no responses |
30/10/2017 |
| Anything wrong with this algo? |
8 responses |
30/10/2017 |
| create trailing stop loss function |
2 responses |
29/10/2017 |
| Time limit for schedule function? |
2 responses |
29/10/2017 |
| Cannot convert data type to float? |
2 responses |
29/10/2017 |
| Trying to obtain the amount of stocks owned for a list of securities without a for loop |
2 responses |
29/10/2017 |
| Query Expiration Date of a Futures Contract |
3 responses |
28/10/2017 |
| ETF Rotation Strategy from LazyTrader |
5 responses |
28/10/2017 |
| Submitted Contest Algo That Is Constantly Hedged But Didn't Receive The Green Badge? |
1 response |
28/10/2017 |
| using data.history with fetch_csv? |
no responses |
28/10/2017 |
| Deleted |
no responses |
27/10/2017 |
| Deleted |
no responses |
27/10/2017 |
| How to get the right time series |
4 responses |
27/10/2017 |
| Get started with SPY |
1 response |
27/10/2017 |
| RSI / SMA tracking ROI before selling |
3 responses |
27/10/2017 |
| Issue computing partial moments |
5 responses |
27/10/2017 |
| Weighting when no stocks appear in short / long results |
1 response |
27/10/2017 |
| How to calculate the cash value in "Daily Positions & Gains" of backtest result |
no responses |
27/10/2017 |
| How is context.account.leverage calculated? |
1 response |
27/10/2017 |
| First Algorithm |
1 response |
27/10/2017 |
| Anyone here who can share their experiences with https://info.cloudquant.com/ |
1 response |
27/10/2017 |
| Problem importing Clinical Trials Dataset |
1 response |
27/10/2017 |
| How to get future price beyond its auto_close_date |
7 responses |
27/10/2017 |
| getting odd accuracy scores in machine learning |
no responses |
27/10/2017 |
| Getting Started - Open and close prices question |
1 response |
26/10/2017 |
| Futures prices mismatch: notebook vs algorithm |
3 responses |
26/10/2017 |
| Algo wont let go of position |
2 responses |
26/10/2017 |
| Developing some ideas... |
23 responses |
26/10/2017 |
| How do I use a factor on my universe of stocks |
4 responses |
26/10/2017 |
| Research notebook not responding |
1 response |
26/10/2017 |
| Retrieve volatility for last 'x' days |
no responses |
26/10/2017 |
| revisiting an old HFT strategy |
2 responses |
26/10/2017 |
| Notifications for Trades in Live Trading Algorithm |
no responses |
25/10/2017 |
| Research notebook frozen |
1 response |
25/10/2017 |
| My first Algorithm on Quantopian |
1 response |
25/10/2017 |
| Live Webinar Tomorrow: Basic Statistical Arbitrage |
no responses |
25/10/2017 |
| Correct way to compute RSI in a moving window with small time interval. |
1 response |
25/10/2017 |
| Trade purely using traditional candlestick pattern |
9 responses |
25/10/2017 |
| Correlation between the top US equities over time |
4 responses |
24/10/2017 |
| Fundamentals from a month ago |
2 responses |
24/10/2017 |
| Custom Intraday Bars |
5 responses |
24/10/2017 |
| Please white list Arch module |
1 response |
24/10/2017 |
| Trying to parse Introduction to Numpy Lecture |
no responses |
23/10/2017 |
| Searching For a Programming Partner |
no responses |
22/10/2017 |
| Sharpe Ratio Factor? |
1 response |
22/10/2017 |
| Can't fill a single order of the most liquid future contract? |
11 responses |
22/10/2017 |
| Newbie here - help with runtime error |
11 responses |
22/10/2017 |
| First AI-Machine Learning ETF launched a few days ago... |
3 responses |
22/10/2017 |
| Futures current_chain() not functioning properly? |
1 response |
22/10/2017 |
| hi, I have daily option, er date, earnings estimation data, how can I provide such data as a service? |
no responses |
22/10/2017 |
| Help with Robinhood Integration. |
1 response |
22/10/2017 |
| Why all the nan's |
2 responses |
22/10/2017 |
| current() is not necessary? |
no responses |
21/10/2017 |
| 10 or 5 years SALES CAGR |
no responses |
21/10/2017 |
| Strange Numpy warning in algorithm log (minimal example attached) |
no responses |
21/10/2017 |
| Dividend Yield average 5 yrs |
no responses |
21/10/2017 |
| Statistical arbitrage using Gaussian Copula [deleted post] |
7 responses |
21/10/2017 |
| Intraday algorithm using gaussian copula [deleted post] |
7 responses |
21/10/2017 |
| Different data from Notebook vs Algorithm? |
1 response |
21/10/2017 |
| How can I live trade my algorithm? Is there any way? |
1 response |
21/10/2017 |
| Attempted 3x Leveraged Short with Beta Zero-Targeting Algorithm |
3 responses |
20/10/2017 |
| "Three-Dimensional Time: Working with Alternative Data" Webinar |
1 response |
20/10/2017 |
| Is there anyone willing to sell me a student ticket for Toronto Quantopian Workshop? |
1 response |
20/10/2017 |
| Any guide for foreign investors to do LIVE trading via Quantopian? |
1 response |
20/10/2017 |
| Submitted a Billion Dollar Algo |
67 responses |
19/10/2017 |
| Trouble with selling positions |
1 response |
19/10/2017 |
| CJ FINAL FIN 650 PORTFOLIO OPTIMIZATION - MAX SHARPE RATIO |
no responses |
19/10/2017 |
| Sliding Linear Regression based Momentum Strategy |
2 responses |
19/10/2017 |
| Adding a custom (non-standard) column to a Panel to use in handle_data (ZIPLINE) |
no responses |
19/10/2017 |
| Local_csv recall |
1 response |
19/10/2017 |
| Any reason my data frame is coming back empty and orders aren't being placed??? |
5 responses |
19/10/2017 |
| Sentiment Analysis Algorithm Pipeline |
2 responses |
18/10/2017 |
| Estimize Pre/Post-Earnings Signal Strategy |
1 response |
18/10/2017 |
| Looking for an experienced data scientist and QP back tester |
no responses |
18/10/2017 |
| error |
2 responses |
18/10/2017 |
| Inconsistent results, a mystery not yet solved |
1 response |
18/10/2017 |
| JOMELI PAIRS TRADE II |
1 response |
18/10/2017 |
| Algorithms/Backtest vs Notebook Pipeline - different results |
1 response |
18/10/2017 |
| Quantopian starts fund for outside investors |
3 responses |
18/10/2017 |
| Andy Brim USUInvests - somebody see if you can figure out the context.buy=0.0 problem |
1 response |
17/10/2017 |
| Reversal During Earnings-Announcements algorithm |
no responses |
17/10/2017 |
| Futures don't automatically roll-over? |
3 responses |
17/10/2017 |
| looking for help with Pipeline computation |
10 responses |
17/10/2017 |
| Didier Sornette's Strategy to Exploit Return Correlations |
1 response |
17/10/2017 |
| Robinhood PennyStock Rotation (Using PsychSignal Data) - 100%+/Year |
22 responses |
17/10/2017 |
| PsychSignal & Basic Machine Learning Models V2 | UPDATE: Ordering Issue Solved | Added Notebook That Explains Reasoning |
102 responses |
17/10/2017 |
| How to code on a 1 day timeframe |
1 response |
16/10/2017 |
| rankings |
15 responses |
15/10/2017 |
| The field "last_traded" doesn't work in data.current method |
2 responses |
15/10/2017 |
| Quantopian Assets Prices Doesn't Match Real Prices |
3 responses |
15/10/2017 |
| Price close inconsistent in data.history |
no responses |
15/10/2017 |
| Robinhood Based Non Day Trading Algo (yes i can still trade on robinhood) |
17 responses |
14/10/2017 |
| Plotting unrealized P/L for further analysis |
no responses |
14/10/2017 |
| Date of last order execution to get price from that date |
1 response |
14/10/2017 |
| backtesting terminated, we have started trading with real money since June 2017 |
no responses |
14/10/2017 |
| About unfair allocation of capital at Quantopian |
7 responses |
14/10/2017 |
| Have a pipeline index but says I have an empty data frame and my algo isn't actually purchasing equities |
no responses |
14/10/2017 |
| Help port Matlab function to Python |
2 responses |
13/10/2017 |
| Compute Number of Profit/Loss Days |
2 responses |
12/10/2017 |
| How do I code my EA to execute only one buy and one sell order per day? |
1 response |
12/10/2017 |
| Live trading setup |
4 responses |
12/10/2017 |
| importing libraries to quantopian (web ide) |
5 responses |
12/10/2017 |
| Strange contest scoring? |
10 responses |
12/10/2017 |
| Can someone help me understand where I'm going wrong with pipeline? |
1 response |
12/10/2017 |
| Help needed debug my algorithm, no stock output |
3 responses |
11/10/2017 |
| AttributeError: 'module' object has no attribute dependencies |
4 responses |
11/10/2017 |
| Andy Brim USUInvests MVA Daily Strategy |
5 responses |
11/10/2017 |
| Python Pairs Trading - should the lookback period of the beta calculation match lookback period of the z-score? |
2 responses |
11/10/2017 |
| Best Metrics to Predict "average stock price" |
no responses |
11/10/2017 |
| Negative returns resulted positive Sharpe and positive Sortino |
9 responses |
10/10/2017 |
| Help migrating from get_fundamentals to Pipeline? |
1 response |
10/10/2017 |
| Confused with Robinhood and Quantopian integration |
3 responses |
10/10/2017 |
| Negative Sharpe Ratio for a positive return. why? |
9 responses |
10/10/2017 |
| Initial schedule |
2 responses |
10/10/2017 |
| New Class |
2 responses |
09/10/2017 |
| Chicago users : Explore Quantopian as a group |
1 response |
09/10/2017 |
| There is any term to call the value for "closing price - opening price" = ? |
4 responses |
09/10/2017 |
| Futures historical intraday prices (beginner) |
no responses |
09/10/2017 |
| Request for module https://pypi.python.org/pypi/pyvine/0.5.0 |
1 response |
09/10/2017 |
| Help with Alphalens on Infrequent Data |
3 responses |
09/10/2017 |
| can my strategy read a .csv or equivalent that I upload? |
3 responses |
09/10/2017 |
| Relative Value Arbitrage Algorithm |
no responses |
08/10/2017 |
| New to coding (Python, anyway), problem with pipeline screen |
1 response |
08/10/2017 |
| Price Data Absent For Equities |
4 responses |
07/10/2017 |
| Bug in popular quantopian future pairs trading algo |
2 responses |
07/10/2017 |
| Beginners Help |
1 response |
07/10/2017 |
| Beating a biased coin |
no responses |
07/10/2017 |
| What are most important HFT algorithms that have the potential (need) to be implemented in hardware accelerators (FPGAs/ASICs etc) |
no responses |
07/10/2017 |
| Webinar: Three-Dimensional Time: Working with Alternative Data |
no responses |
06/10/2017 |
| Coin flip experiment |
6 responses |
05/10/2017 |
| unable to use optimise api |
1 response |
05/10/2017 |
| Delete post |
no responses |
05/10/2017 |
| Contest ranking system: please remove the incentive for bad form |
2 responses |
05/10/2017 |
| New here |
1 response |
04/10/2017 |
| Bloomberg Article on AI & Hedge Funds |
no responses |
04/10/2017 |
| alphalens - what does it do? |
30 responses |
04/10/2017 |
| Low Capital Robinhood Penny Stock Trading Algo - LOW BETA |
7 responses |
04/10/2017 |
| Timestamps in log seem wrong |
2 responses |
04/10/2017 |
| Volatility III - XIV/VXX Strategy. (Another One...) |
4 responses |
04/10/2017 |
| Digging Deeper Into Backtest Performance |
8 responses |
04/10/2017 |
| Does Quantopian allow multithreading? |
8 responses |
04/10/2017 |
| First time with aglo-trading, 20% return based on small but interesting modification |
no responses |
03/10/2017 |
| Looking to create stock screener |
6 responses |
03/10/2017 |
| Announcement: Research API Additions |
6 responses |
03/10/2017 |
| Can I use futures pricing history in an equities algo? |
1 response |
03/10/2017 |
| How to get TimeStamps for history in CustomFactor |
3 responses |
03/10/2017 |
| ¡ We found the best fundamental equity ratio ! |
7 responses |
03/10/2017 |
| Newb here . it said i have a run error on line 18. any advice would be appreciated. thanks! |
1 response |
03/10/2017 |
| Could I use Quantopian to test strategy with my own historical data (.csv)? |
4 responses |
03/10/2017 |
| Is Paper Trading going to shut down? |
2 responses |
03/10/2017 |
| Margin cost |
2 responses |
02/10/2017 |
| get_backtest ETA is about 5 hours |
1 response |
02/10/2017 |
| Equity LongShort Single Momentum with Roughness Adjustment |
no responses |
02/10/2017 |
| Accessing "Current" Vix Data in the Pipeline |
5 responses |
02/10/2017 |
| Help Wanted: Question for College Project (quant finance careers) |
no responses |
02/10/2017 |
| Trading algo: how to interpret resuts |
14 responses |
02/10/2017 |
| CIB |
no responses |
01/10/2017 |
| Analyzing a list of stocks on notebook |
1 response |
01/10/2017 |
| Singapore Conference / Questions Regarding Optimize API |
29 responses |
01/10/2017 |
| Chunksize for Pipeline in Research |
7 responses |
01/10/2017 |
| High freqyency tradeing |
1 response |
30/09/2017 |
| accessing positions held within pipeline? |
10 responses |
30/09/2017 |
| Cancelling limit order when stop order is hit and vice versa. |
no responses |
30/09/2017 |
| QuantCon Singapore Hackathon 2017 |
1 response |
30/09/2017 |
| Test #11 |
no responses |
29/09/2017 |
| Data from Quantopian not matching other data sources |
3 responses |
29/09/2017 |
| Can handle_data Be Delayed To Start By X Minutes? |
4 responses |
29/09/2017 |
| Dealing with unfilled stopped out positions in order to remain hedged |
4 responses |
29/09/2017 |
| Installing zipline-live on windows and conda |
6 responses |
29/09/2017 |
| Algo with Support Vector Machine in Pipeline |
29 responses |
29/09/2017 |
| Silly Question About Pandas Alignment |
2 responses |
28/09/2017 |
| Post Broker Integration with Robinhood API |
no responses |
28/09/2017 |
| How To Use Weekly Data in MACD? |
2 responses |
28/09/2017 |
| Comunidad de Quantopian en ESPAÑOL en FB. Spanish quantopian Community in FB |
4 responses |
28/09/2017 |
| Day Trading BAC |
no responses |
28/09/2017 |
| LOOKING FOT PYTHON PROGRAMER PARTNER. |
2 responses |
27/09/2017 |
| Problems with KeyError |
2 responses |
27/09/2017 |
| Help converting one of the momentum factors in the Quantopian Lecture series to a factor |
no responses |
27/09/2017 |
| usu invests rando calarizian |
no responses |
27/09/2017 |
| Quantopian Lecture Series: Measuring Momentum |
7 responses |
27/09/2017 |
| super notenbook |
1 response |
27/09/2017 |
| kvetching - the editor seems very buggy when it comes to indentation |
17 responses |
27/09/2017 |
| change `set_symbol_lookup_date` as algorithm runs |
no responses |
26/09/2017 |
| no XIV with zipline-live? |
11 responses |
26/09/2017 |
| Alphalens versions |
2 responses |
26/09/2017 |
| Value at Risk (VaR) and Portfolio Management |
no responses |
26/09/2017 |
| Contest rules |
1 response |
26/09/2017 |
| rewriting some MAVG to rolling_mean() |
2 responses |
25/09/2017 |
| Best performing algorithms so far |
1 response |
24/09/2017 |
| Need help with my 2x leverage backtest code |
4 responses |
24/09/2017 |
| Zipline Intraday Trading |
no responses |
24/09/2017 |
| High returns low alpha |
1 response |
24/09/2017 |
| Is this a "bad" copy of Quantopian? |
2 responses |
23/09/2017 |
| Testing with given algorithm with no tweaks |
no responses |
22/09/2017 |
| Sortino |
no responses |
22/09/2017 |
| Ballistic XIV/VXX (my best long XIV/VXX strategy to date) |
92 responses |
22/09/2017 |
| Delist problem in backtesting cause overestimated the returns! |
no responses |
22/09/2017 |
| Slicing futures data to look at specific times in research. |
no responses |
21/09/2017 |
| Ensemble Model in R |
no responses |
21/09/2017 |
| favorite strategies used? |
no responses |
21/09/2017 |
| Problem reaching Quandl data |
3 responses |
21/09/2017 |
| Futures: How to trade outside Regular Trading Hours (RTH) ? |
no responses |
21/09/2017 |
| Experienced economist seeking advice |
6 responses |
21/09/2017 |
| noob here |
1 response |
20/09/2017 |
| adding IPO's to pipeline almost works |
no responses |
20/09/2017 |
| Confusion about beta |
5 responses |
20/09/2017 |
| Relative Value Arbitrage Algorithm |
no responses |
20/09/2017 |
| USUInvests Andy Brim Tutorials Algo |
no responses |
19/09/2017 |
| Remove Securities from pipeline. |
1 response |
19/09/2017 |
| My First Algo |
2 responses |
19/09/2017 |
| Delay in Market Data in Research Environment |
no responses |
19/09/2017 |
| Plotting variables on two different windows |
no responses |
18/09/2017 |
| How to call a function only ONCE ? |
5 responses |
18/09/2017 |
| the label [label] is not in the [index] |
3 responses |
18/09/2017 |
| How To Access Dictionary with Pandas? |
4 responses |
18/09/2017 |
| Adding capital to the portfolio |
no responses |
17/09/2017 |
| Trying to get max MACD value over past 15 periods |
no responses |
17/09/2017 |
| Question about state stored in context |
3 responses |
17/09/2017 |
| New, Seeking Help |
2 responses |
17/09/2017 |
| Need help to code portfolio with 50% market timing |
2 responses |
17/09/2017 |
| Error on Quantopian resulting from using a for loop to transverse a universe of securites made with pipeline |
1 response |
17/09/2017 |
| General notebook question |
1 response |
17/09/2017 |
| Leverage Issues with Futures and Optimize API |
2 responses |
17/09/2017 |
| New and need help with something basic (I hope) |
2 responses |
17/09/2017 |
| Correlation, Covariance, Variance, and how they relate to Beta |
no responses |
16/09/2017 |
| IPCC Aggregation Targets for 1.5 |
no responses |
16/09/2017 |
| Brokerage Integrations come and go, but Algos are forever (or, "This is my first/last algo, thoughts appreciated!") |
3 responses |
16/09/2017 |
| Pairs Trading with Natural Language Processing |
2 responses |
15/09/2017 |
| Future trading test error |
2 responses |
15/09/2017 |
| Empirical Analysis of Stock Markets (Late Morning Weakness) |
1 response |
15/09/2017 |
| Live Trade with IB - The option has disappeared |
1 response |
15/09/2017 |
| Commissions not calculated taken into account |
no responses |
14/09/2017 |
| Backtest of 1st Algorithm |
no responses |
14/09/2017 |
| Backtest - Difference between the price in limit order and the executed price (transaction detail) |
6 responses |
14/09/2017 |
| Difference between weekly return vs transactions (sold - bought)? |
no responses |
14/09/2017 |
| Beginners Luck? |
1 response |
13/09/2017 |
| Fundamental pipeline |
3 responses |
13/09/2017 |
| Simple Trading Strategy CSV Question |
2 responses |
13/09/2017 |
| multiple custom factors |
no responses |
13/09/2017 |
| Doubts about how to maintain (roll) a future positon? |
2 responses |
13/09/2017 |
| "get_pricing" Potential Bug |
2 responses |
13/09/2017 |
| First Pipeline Try Help on Pipeline creation |
2 responses |
13/09/2017 |
| Print 1 Minute Closing Price |
no responses |
13/09/2017 |
| Andy Brim Gold/Silver Basic Pairs Trading Strategy |
2 responses |
12/09/2017 |
| Bullish Aggies Beginner Code Simple Moving Algorithm v2 |
no responses |
12/09/2017 |
| Bullish Aggies Beginner Code Simple Moving Algorithm |
no responses |
12/09/2017 |
| Profit with fundamentals, special short weight |
no responses |
12/09/2017 |
| Profit with fundamentals |
no responses |
12/09/2017 |
| No profits here |
no responses |
12/09/2017 |
| Fetch CSV Sids vs Symbols |
no responses |
12/09/2017 |
| Fama-French Three Factors Model Plus KDJ Indicator Long-term Trading Strategy |
no responses |
12/09/2017 |
| Fractional cents being rounded? |
no responses |
12/09/2017 |
| Live Trading Help |
no responses |
11/09/2017 |
| "Making the Grade: A Look Inside the Algorithm Evaluation Process" Live Webinar on September 13th |
1 response |
11/09/2017 |
| It would be interesting to see quantopian share with us a factor model that does vol weighted position sizing. |
no responses |
11/09/2017 |
| Error returned in IDE for "range_specifier" as an unexpected argument for get_fundamentals() |
2 responses |
11/09/2017 |
| Fetch CSV Problem and Question |
no responses |
11/09/2017 |
| need help: calculate volatility for every column in data frame |
1 response |
11/09/2017 |
| Reasonably priced historical data sources for minutely data |
no responses |
11/09/2017 |
| Price difference between that from Algo-Plattform and from the Notebook |
1 response |
11/09/2017 |
| VXX backtest price data not matching research notebook or yahoo finance price |
no responses |
11/09/2017 |
| number of entries per user |
no responses |
11/09/2017 |
| EMA Not Working - (EMA & RSI) |
no responses |
11/09/2017 |
| Day trading within whole numbers |
no responses |
10/09/2017 |
| SMA crossover w/ fundamental data issue |
no responses |
10/09/2017 |
| how to generate a table of average daily return ? |
no responses |
10/09/2017 |
| Selling incorrect figure for only 1 ticker? |
3 responses |
10/09/2017 |
| Contest Backtest Results is different from Research Backtest Results |
1 response |
09/09/2017 |
| Pulling all history without specifying exact days? |
no responses |
09/09/2017 |
| Backtest using EMA20 & EMA50 on AAPL |
no responses |
09/09/2017 |
| How To Use Minute By Minute Data To Trade? |
no responses |
09/09/2017 |
| How to keep leverage close to 1 |
2 responses |
08/09/2017 |
| Google Finance Historical Stock Prices |
12 responses |
08/09/2017 |
| "get_fundamentals" to be deprecated |
3 responses |
08/09/2017 |
| use o ETFs in a contest |
2 responses |
08/09/2017 |
| Historical Seasonal Statistics For Any Yahoo Finance Symbol |
no responses |
07/09/2017 |
| How To Use Your Own Stocks with Quantopian? |
10 responses |
07/09/2017 |
| Vol weighted Futures strategy |
no responses |
07/09/2017 |
| Determining the fastest profitable timeframe for a low-frequency intraday algo for a retail trader? |
1 response |
06/09/2017 |
| Can I call a Matlab function? |
1 response |
06/09/2017 |
| How to work around weekly schedule with markets closed |
no responses |
06/09/2017 |
| Linear regression without targets possible in pipeline? |
9 responses |
06/09/2017 |
| invalid syntax at elif line. What have I done wrong? |
no responses |
06/09/2017 |
| 21 Days Until QuantCon Singapore! |
2 responses |
06/09/2017 |
| Schedule function: @beginning of hour open orders, @ close of hour close all orders, @ beginning of next hour open orders... and repeat |
no responses |
06/09/2017 |
| ETF Only Pipeline |
3 responses |
05/09/2017 |
| Brain-storm of a theory: intraday deep learning |
no responses |
05/09/2017 |
| Equity Long-Short with Naive Beta |
2 responses |
05/09/2017 |
| Why the calculated SMA is quite different by using Built-in Factor and by talib.SMA()? |
4 responses |
05/09/2017 |
| How to get Today's low? |
no responses |
05/09/2017 |
| trading multiple stocks in arrays |
1 response |
05/09/2017 |
| 14 Sharpe Intraday |
no responses |
04/09/2017 |
| Golden/Death Cross Implementation with Pipeline |
no responses |
04/09/2017 |
| long-short multi-factor template |
no responses |
04/09/2017 |
| How much would you pay somebody to make you a minimum of 25% per annum? |
10 responses |
04/09/2017 |
| Custom Factor or TA Lib function to screen universe by High/Low range % |
5 responses |
04/09/2017 |
| sklearn.preprocessing.robust_scale not available? |
4 responses |
04/09/2017 |
| Pipeline does not adjust for splits |
3 responses |
04/09/2017 |
| Robinhood |
no responses |
04/09/2017 |
| Formula to replicate sharpe value shown in backtest in my actual algo |
1 response |
04/09/2017 |
| Simple Algorithm |
1 response |
04/09/2017 |
| load_bars_from_yahoo price data incorrect |
1 response |
04/09/2017 |
| Problem with cost_basis |
no responses |
03/09/2017 |
| ValueError: Usecols do not match names |
2 responses |
03/09/2017 |
| Making a Web Request for Dynamic Data |
2 responses |
03/09/2017 |
| logging limits + debugging of timeouts |
no responses |
03/09/2017 |
| Custom Factor output with window, most recent to last? or the other way around? |
1 response |
03/09/2017 |
| Quantopian open contest 26 results |
1 response |
03/09/2017 |
| Sector Returns? |
no responses |
03/09/2017 |
| Function to return unrealized gains/losses per security in portfolio? |
no responses |
02/09/2017 |
| Screening stocks with positive earnings for the past years |
no responses |
02/09/2017 |
| Contest 27 Results |
6 responses |
02/09/2017 |
| Quantopian Notebook running locally |
no responses |
02/09/2017 |
| Fundamentals with all positive weights |
no responses |
02/09/2017 |
| Trading with fundamentals, corrected weights |
no responses |
02/09/2017 |
| Trading with fundamentals, corrected weights and MFI |
no responses |
02/09/2017 |
| Need help with local_csv() in Research |
1 response |
02/09/2017 |
| Return top N stocks by marketcap |
1 response |
02/09/2017 |
| Futures Data Issue |
1 response |
01/09/2017 |
| Trading on fundamentals, with MFI threshold |
no responses |
01/09/2017 |
| Optimize API Required For Allocations |
15 responses |
01/09/2017 |
| Optimize API Generally Available |
20 responses |
01/09/2017 |
| Classifier issue within a pipeline (morningstar works, Fundamentals does not) |
1 response |
01/09/2017 |
| Only trade if win rate of past 10 trades is >= mean win rate |
2 responses |
01/09/2017 |
| Please delete this post |
no responses |
01/09/2017 |
| New to Python/Quantopian |
no responses |
01/09/2017 |
| Quantopian ending brokerage support for Robinhood and Interactive Broker |
1 response |
31/08/2017 |
| Common Probability Rules to Employ in Automated Trading Strategies? |
4 responses |
31/08/2017 |
| Using Zipline with less than minute resolution (seconds bars resolution) |
4 responses |
31/08/2017 |
| Replicating Paper Trades on Real Money Accounts? |
3 responses |
31/08/2017 |
| Live Trading Suspension - Question to Management |
4 responses |
31/08/2017 |
| Pipeline Filter doesn't work |
4 responses |
31/08/2017 |
| How can I get current stock price in notebook? |
1 response |
31/08/2017 |
| Is there a BUG in calculating Annualized Volatility results in 34x of max possible move affecting Contest 27 ranking? |
8 responses |
30/08/2017 |
| To Alpha, or not to Alpha |
17 responses |
30/08/2017 |
| order of values in compute method of Factor |
2 responses |
30/08/2017 |
| Can Alaphalens analyze boolean factor? |
1 response |
30/08/2017 |
| clustering example from yesteryear |
4 responses |
30/08/2017 |
| Sortino Analysis on SPY |
no responses |
30/08/2017 |
| Slow Stochastic CustomFactor Error |
no responses |
30/08/2017 |
| Weighted Moving Average |
1 response |
30/08/2017 |
| Custom Factor with boolean values? |
4 responses |
30/08/2017 |
| No Option to Live Trade via Broker |
1 response |
29/08/2017 |
| Pairs Trading with Machine Learning |
45 responses |
29/08/2017 |
| SPY 200MA Long Short, Low Frequency |
1 response |
29/08/2017 |
| unable to execute in contest |
7 responses |
29/08/2017 |
| leaderboard |
15 responses |
29/08/2017 |
| Shorts backtest simulations. |
2 responses |
29/08/2017 |
| Value error Cross correlation: Object too deep for desired array |
no responses |
29/08/2017 |
| Wondering why on someday xiv did not track vxx correctly? |
3 responses |
29/08/2017 |
| question about order_target_percent |
2 responses |
29/08/2017 |
| Is there a better way to keep a track of certain stock's profits and loss so that we can buy more or less |
1 response |
29/08/2017 |
| What's wrong with my algo? Up 1600%+ over 14 years |
18 responses |
28/08/2017 |
| Values used by the history function of data object |
1 response |
28/08/2017 |
| .. |
no responses |
28/08/2017 |
| CBOE_VIX Help |
no responses |
28/08/2017 |
| What input dataset to use for quantitative strategy rules? |
no responses |
28/08/2017 |
| How can I use Fundamental data by morningstar in my algorithm? |
1 response |
28/08/2017 |
| No objects to concatenate，using alaphalens to analysing my own factor |
6 responses |
28/08/2017 |
| hi, I need some help with the fetch_csv function |
no responses |
28/08/2017 |
| Portfolio Optimization with the Minimax algorithm [help needed] |
7 responses |
28/08/2017 |
| Log-Normal Returns in Pipeline |
no responses |
28/08/2017 |
| Log Normal Return Built-in Factor |
10 responses |
28/08/2017 |
| Zipline Question For Q1500US |
3 responses |
28/08/2017 |
| Trading with the unofficial Robinhood API w/ Code examples |
6 responses |
28/08/2017 |
| Trading with K-Means and LASSO Regression |
6 responses |
27/08/2017 |
| ishares ETF |
no responses |
27/08/2017 |
| Percentile of ponderated factor based on sentiment Twitter analysis (help) |
no responses |
27/08/2017 |
| Risk Parity integration with IB |
no responses |
27/08/2017 |
| Passing Factor data from pipeline into TradingAlogrithm? |
5 responses |
27/08/2017 |
| Fundamentals trading backtest |
no responses |
27/08/2017 |
| Machine Learning Growth Algo |
no responses |
27/08/2017 |
| Is it possible to use 'order' function with fetched data which has not been in original symbols in Quantopian? |
4 responses |
27/08/2017 |
| Pipeline Factors: Are we able to add limits? (Max/Min) |
3 responses |
27/08/2017 |
| WQU - Portfolio Project |
no responses |
26/08/2017 |
| Zipline-Live API says it has 3 things, missing them |
no responses |
26/08/2017 |
| Fetcher Ticker Mapping |
no responses |
26/08/2017 |
| Looking a recommendation for a Python developer |
3 responses |
26/08/2017 |
| TALib fit for purpose ? |
no responses |
26/08/2017 |
| Premarket Data |
1 response |
26/08/2017 |
| Faster Fundamental Data |
125 responses |
25/08/2017 |
| Fetch CSV Google Drive |
4 responses |
25/08/2017 |
| Fundamental Pipeline with several restrictions |
1 response |
25/08/2017 |
| Never mind. |
2 responses |
25/08/2017 |
| Do you think this algorithm is good for real life trading? |
1 response |
24/08/2017 |
| Executing Trades for Multiple Stocks With One Context and |
1 response |
24/08/2017 |
| IBridgePy Setup |
31 responses |
24/08/2017 |
| list of futures contract to run "for" loop |
no responses |
24/08/2017 |
| Pairs Trading: rolling beta in real time trading |
no responses |
24/08/2017 |
| Sharing my journey.. a rough cut at Sharpe 1.7 |
10 responses |
24/08/2017 |
| Phasing out Broker Integration(Copy) |
1 response |
24/08/2017 |
| Ranking Stocks By Market Cap and Executing Orders By Comparing MA 20 and MA 50 of the stocks |
no responses |
24/08/2017 |
| Questionnaire for Quantopian Live-Brokerage Traders |
13 responses |
24/08/2017 |
| Any live dataset for After Hours / Pre-Market trading? |
no responses |
24/08/2017 |
| Pairs trader with Hurst, ADF, and Half life tests feedback. |
3 responses |
24/08/2017 |
| Weekly reversal_170823_2 |
no responses |
23/08/2017 |
| Can somebody help me on this please? |
1 response |
23/08/2017 |
| Weekly reversal_170823_1 |
no responses |
23/08/2017 |
| [deleted] |
1 response |
23/08/2017 |
| [deleted] |
2 responses |
23/08/2017 |
| [deleted] |
no responses |
23/08/2017 |
| Mean Reversion Strategies: Creating a Stationary Time Series and Hedge Ratio Problems |
4 responses |
23/08/2017 |
| [deleted] |
no responses |
23/08/2017 |
| Weekly reversal_170823 |
no responses |
23/08/2017 |
| Newbie Pipeline/Custom factor error: pipeline output 'nan' or 'int' instead of key type |
no responses |
23/08/2017 |
| Porting Live Trading from Quantopian |
4 responses |
23/08/2017 |
| Pipeline - Custom Factor : random value |
no responses |
23/08/2017 |
| Looking for a way to tell if a stock is being hold |
1 response |
23/08/2017 |
| Any success with unofficial Robinhood API? |
3 responses |
23/08/2017 |
| Late Morning Weakness |
no responses |
23/08/2017 |
| Trade SPY on options expiration date |
no responses |
23/08/2017 |
| US equities 3.2 Sharpe Intraday algo |
7 responses |
23/08/2017 |
| asdasd |
7 responses |
23/08/2017 |
| ASDASD |
1 response |
23/08/2017 |
| ASDASD |
7 responses |
23/08/2017 |
| ASDASD |
8 responses |
23/08/2017 |
| ASDASD |
5 responses |
23/08/2017 |
| ASDASDS |
4 responses |
23/08/2017 |
| ASDASDASD |
1 response |
23/08/2017 |
| ASDASDASD |
3 responses |
23/08/2017 |
| ASDASD |
no responses |
23/08/2017 |
| Breadth Momentum and Vigilant Asset Allocation (VAA) |
no responses |
23/08/2017 |
| For Robinhood users affected by the Live Shutdown: |
5 responses |
23/08/2017 |
| get_fundamentals |
1 response |
23/08/2017 |
| The other two thirds of the year of live trading |
8 responses |
23/08/2017 |
| Can we have more meaningful datasets please? |
9 responses |
23/08/2017 |
| "VXX Short Master v1.0" (REQUESTING HELP/COLLAB) |
55 responses |
23/08/2017 |
| my first algo, TTM Squeeze Code and some questions followed |
no responses |
23/08/2017 |
| Is the end of live trading really a deal breaker? |
13 responses |
23/08/2017 |
| Inquiry for peer review |
2 responses |
23/08/2017 |
| Can PriceEquityPricing provide today data |
no responses |
23/08/2017 |
| calculate moving average of past days |
2 responses |
23/08/2017 |
| Why does the usual Python "and" not work with filters? |
no responses |
23/08/2017 |
| Pipeline Output works in research, but produces empty dataframe in IDE? |
no responses |
23/08/2017 |
| How to generate matrix of returns from Q500US |
no responses |
22/08/2017 |
| In light of Quantopian shutting down live trading, what would be the alternative option? |
96 responses |
22/08/2017 |
| Base universe and masking |
1 response |
22/08/2017 |
| Live Trading Shutdown Alternative - Let Us Pay You. |
10 responses |
22/08/2017 |
| Phasing Out Brokerage Integrations |
324 responses |
22/08/2017 |
| Quantopian is Ending Broker Integration and Live Trading? |
20 responses |
22/08/2017 |
| Github: IBTrader live trading abstraction |
7 responses |
22/08/2017 |
| Live trading being shutdown: My Response. |
4 responses |
22/08/2017 |
| Robinhood and zipline-Live.io as Quantopian stops trading support |
22 responses |
22/08/2017 |
| How to synchronize the date between the get_pricing() and local_csv()? |
2 responses |
22/08/2017 |
| Help with creating a data series of differences |
1 response |
22/08/2017 |
| 1st algo - Any suggestions |
2 responses |
22/08/2017 |
| Help (on what I think is a simple Algo) |
2 responses |
22/08/2017 |
| please help me with Keltner Channel Factor to finish ttm squeeze |
no responses |
22/08/2017 |
| How do I find out what my codename for the leaderboard is? |
2 responses |
22/08/2017 |
| About # of securities on Q1500US() |
2 responses |
22/08/2017 |
| Can CustomFactor return a multi dimensional array? |
10 responses |
22/08/2017 |
| am i sticking to my initial + gained capital only? |
no responses |
22/08/2017 |
| fetch_csv and passing loaded .csv data to def handle_data(context, data): |
no responses |
22/08/2017 |
| Gold trading strategy using simple MACD with scary results |
23 responses |
21/08/2017 |
| Enhanced Dual Momentum strategy using quarterly rotation |
16 responses |
21/08/2017 |
| XIV Shotgun - Trading Inverse VIX with WVF |
36 responses |
21/08/2017 |
| Trouble Connecting to Robinhood |
no responses |
21/08/2017 |
| Access Twitter and StockTwits Trader Mood data |
18 responses |
21/08/2017 |
| Collaboration with multi indicator algo across small universe of stocks |
no responses |
21/08/2017 |
| Market/Security prediction using Machine Learning classifier and Google Trend data |
9 responses |
21/08/2017 |
| Why order_target_percent not returning an valid orderId |
1 response |
21/08/2017 |
| Still can't log into IB |
2 responses |
21/08/2017 |
| A very crude mean reversion attempt |
3 responses |
21/08/2017 |
| plotting data clusters sorted by the date |
no responses |
21/08/2017 |
| Assistance with first algo - excel / R user trying to figure out python - Robinhood |
no responses |
21/08/2017 |
| Example Notebook replicating backtest IDE? |
5 responses |
21/08/2017 |
| What happened to the Estimize Revisions data? |
1 response |
20/08/2017 |
| Recalling an algorithim |
no responses |
20/08/2017 |
| Monday after first Friday |
1 response |
20/08/2017 |
| Finding the largest stocks at a given time in history? |
8 responses |
20/08/2017 |
| Create a Native Trailing Stop Loss Order Type |
no responses |
20/08/2017 |
| Yolo |
2 responses |
20/08/2017 |
| How to force the backtester to execute orders ? |
5 responses |
20/08/2017 |
| Algo: Pipeline, High Dollar Volume, Changes |
1 response |
20/08/2017 |
| OneHot encoding Sectors within pipeline factor call? |
no responses |
19/08/2017 |
| interest rate |
no responses |
19/08/2017 |
| Data Quality |
no responses |
19/08/2017 |
| how to make quintiles of quintiles in the pipeline |
no responses |
19/08/2017 |
| Importing machine learning and data mining packages |
2 responses |
19/08/2017 |
| transactions don't add up with backtest results |
3 responses |
19/08/2017 |
| Need help with tweaking/understanding algorithm |
2 responses |
19/08/2017 |
| Best way to have thousands of stocks in your pipeline |
5 responses |
19/08/2017 |
| Please help, why do my short positions keep rising |
6 responses |
19/08/2017 |
| Tensor Flow. |
no responses |
19/08/2017 |
| Controlling Leverage and Not Buying Multiple Times |
7 responses |
18/08/2017 |
| Exit Position Day Before Earnings Report |
3 responses |
18/08/2017 |
| Bug on Live trading, when adding aditional cash to the account and using Robin Hood. |
1 response |
18/08/2017 |
| Need help creating "Awesome Oscillator" |
5 responses |
18/08/2017 |
| Problems logging into Live Trading on IB |
1 response |
18/08/2017 |
| SEC Adopts T+2 |
no responses |
18/08/2017 |
| For our discussion |
no responses |
18/08/2017 |
| A very simple 1.25 Sharpe algorithm |
6 responses |
18/08/2017 |
| Heads up - VXX will split 4:1 on August 23rd - is Quantopian engine ready? |
no responses |
17/08/2017 |
| First Test |
no responses |
17/08/2017 |
| Looking for Samples |
4 responses |
17/08/2017 |
| What is the general impression of dealing with Robinhood so far? |
5 responses |
17/08/2017 |
| When querying historical futures data during backtesting, closing prices for the same date are sometimes different. |
no responses |
17/08/2017 |
| Beginner tutorial video series |
no responses |
17/08/2017 |
| Understanding Alphalens analysis values: Alpha, IC Mean, Quantile Mean Turnover |
no responses |
17/08/2017 |
| Simple question... |
no responses |
17/08/2017 |
| Do I need slippage on limit orders? |
13 responses |
17/08/2017 |
| Help me get_pricing from Pipeline results |
3 responses |
17/08/2017 |
| Lots of live algo's failing with pipeline error .... |
8 responses |
17/08/2017 |
| change in memory usage/availability? |
8 responses |
17/08/2017 |
| percent change of the SPY in a graph (need help) |
3 responses |
17/08/2017 |
| The Ultimate Volatility Strategy - XIV Assassin |
5 responses |
17/08/2017 |
| Why so many transactions in sample algorithm? |
1 response |
17/08/2017 |
| Which comes first? |
3 responses |
17/08/2017 |
| Regarding Robinhood's buy orders |
2 responses |
17/08/2017 |
| Error with timestamp function. Timestamp and NoneType. |
no responses |
16/08/2017 |
| Pipeline Error: Failure to get EPS from fundamental data. |
2 responses |
16/08/2017 |
| Forward Fill in data.history vs pipeline using 1d vs 1m |
7 responses |
16/08/2017 |
| why can't I place orders in back testing |
1 response |
16/08/2017 |
| Multiple backtest in Pyfolio |
1 response |
16/08/2017 |
| Dynamic Asset Allocation? |
2 responses |
16/08/2017 |
| Serious bug in backtester? |
no responses |
16/08/2017 |
| Understanding CustomFactor class defaults |
no responses |
16/08/2017 |
| Research environment question |
no responses |
16/08/2017 |
| Still having issues connecting to IB |
2 responses |
16/08/2017 |
| [Newbie question] Interpretation of transaction |
1 response |
15/08/2017 |
| Overselling or keeping track of number of shares problem |
2 responses |
15/08/2017 |
| Optimize API in zipline |
2 responses |
15/08/2017 |
| How to deal with symbols that no longer exist in notebook |
no responses |
15/08/2017 |
| Average weekly price |
no responses |
15/08/2017 |
| IB Effectively Made VXX/UVXY un-tradeable with new margin requirements |
48 responses |
15/08/2017 |
| In Sep 19, 2016 XLF had a fancy stock split and big dividend that is wrongly quantified in Quantopian database |
no responses |
15/08/2017 |
| is there an alternative to using the pipeline? |
no responses |
15/08/2017 |
| Algorithm Mashup |
1 response |
15/08/2017 |
| RSI 2 XIV for 2017 YTD |
no responses |
15/08/2017 |
| Short vs sell |
no responses |
15/08/2017 |
| Major Algorithm Startup Issues This Past Week - Has This Been Resolved Or Not? |
1 response |
15/08/2017 |
| How to automatically sell a stock if you lose or gain x% |
1 response |
15/08/2017 |
| Basic Research Questions |
1 response |
15/08/2017 |
| A naive attempt using Kinetic Component Analysis |
6 responses |
14/08/2017 |
| when can we see quantopian's version of the daily ohlcv? |
4 responses |
14/08/2017 |
| Running Zipline algorithm - KeyError: 'the label [2000-01-03 00:00:00+00:00] is not in the [index]' |
no responses |
14/08/2017 |
| Quick question about talib.STDDEV |
2 responses |
14/08/2017 |
| [Help] My algorithm isn't buying anything? |
1 response |
14/08/2017 |
| algorithm not buying anything |
1 response |
14/08/2017 |
| Fetcher for a buy/sell signal |
no responses |
14/08/2017 |
| number of algorithms that can be run with robinhood? |
6 responses |
14/08/2017 |
| Can't connect to IB? |
4 responses |
14/08/2017 |
| Newbie question |
no responses |
14/08/2017 |
| Help with context.longs |
no responses |
13/08/2017 |
| number of algorithms that can be run with quantopian? |
9 responses |
13/08/2017 |
| Trying to create tear sheet from backtest - NoSuchSymbols: Failed to find securities matching [] |
5 responses |
13/08/2017 |
| Feature request: Expose chunksize in Pipeline API to allow predictable backtesting of compute intensive Pipelines without timeout |
no responses |
13/08/2017 |
| NUGT/DUST Combo short - surprisingly interesting results |
4 responses |
13/08/2017 |
| How does transaction work in backtest ? |
no responses |
13/08/2017 |
| fetch a multiple columns csv error |
1 response |
13/08/2017 |
| Why are there so many stocks with the same symbol but different ID, and how can I tell I picked the correct one? |
no responses |
13/08/2017 |
| XIV Assault (awesome moving average strategy for XIV/VXX) |
3 responses |
13/08/2017 |
| XIV strategy that survived 2008 (don't miss this one!) |
7 responses |
13/08/2017 |
| Getting past stock prices given a timestamp |
no responses |
13/08/2017 |
| Earnings Surprise Strategy |
5 responses |
13/08/2017 |
| main acc |
1 response |
12/08/2017 |
| Machine Learning With Multiple Random Forest Models Version 2 |
no responses |
12/08/2017 |
| Privacy Settings |
1 response |
12/08/2017 |
| Getting Yesterdays Close Price |
11 responses |
11/08/2017 |
| Is there a way to load data in form of json from local storage or from the network? |
no responses |
11/08/2017 |
| Futures data.history problem for JY & JE |
1 response |
11/08/2017 |
| Backtest fails some times (not sure why) |
no responses |
11/08/2017 |
| Latest Bid-Ask Spread CSV |
no responses |
11/08/2017 |
| is this portfolio of any value? |
8 responses |
11/08/2017 |
| no |
no responses |
11/08/2017 |
| check result |
no responses |
11/08/2017 |
| Speed please |
1 response |
11/08/2017 |
| Where can I buy minute data (OHLCV) for Japan? |
no responses |
11/08/2017 |
| is this result of any value |
3 responses |
11/08/2017 |
| How do I get a specific analyst estimate? |
no responses |
11/08/2017 |
| Article: Quant Funds vs Dumb Money |
5 responses |
11/08/2017 |
| Sample Size |
no responses |
10/08/2017 |
| fetch_csv() is not importing minutes correctly |
3 responses |
10/08/2017 |
| How to add moving averages to pipeline? |
no responses |
10/08/2017 |
| Is it possible to downsample fundamental data? |
2 responses |
10/08/2017 |
| futures before_trading_start |
no responses |
10/08/2017 |
| What does it mean exactly when an asset is "restricted" according to data.can.trade()? |
4 responses |
10/08/2017 |
| Paper Trading Positions suddenly emptied |
2 responses |
10/08/2017 |
| ATR on futures |
no responses |
10/08/2017 |
| Linear Regression for Fundamental Factors |
10 responses |
10/08/2017 |
| Can I re-deploy an algorithm after a few changes, without losing all the data? Or do I have to create a new one every time? |
no responses |
10/08/2017 |
| Calculate total commissions |
no responses |
10/08/2017 |
| The Power Of Sentiment Coupled With An Understanding Of Psychology -- NOTEBOOK ONLY |
6 responses |
10/08/2017 |
| Sentiment Analysis Algorithm |
4 responses |
10/08/2017 |
| Created this post to check on my backtest CAGR |
no responses |
10/08/2017 |
| Interday Trading with Quantopian / Robinhood feed own data? |
1 response |
09/08/2017 |
| fetcher_csv() dropping rows |
1 response |
09/08/2017 |
| Data Feed is Behind & "IB reports there is no current position in sid DF; removing from Quantopian blotter" |
2 responses |
09/08/2017 |
| Feature request: scroll to the end of logs and search within logs |
2 responses |
09/08/2017 |
| Adaptation from the Little Book that Beats the Market |
2 responses |
09/08/2017 |
| PsychSignal Sample 1 Algorithm |
no responses |
09/08/2017 |
| Hello World |
no responses |
09/08/2017 |
| QUANTPRO369 - Intraday Algorithm Global Equities |
1 response |
08/08/2017 |
| Channel Stocks from FinViz.com Website |
3 responses |
08/08/2017 |
| is this result worth submitting? |
21 responses |
08/08/2017 |
| Reinvest Dividends? |
11 responses |
08/08/2017 |
| Can I still use the account when an algorithm is using it for trading? |
3 responses |
08/08/2017 |
| before_trading_start timeout of 5 mins is not behaving correctly in backtester |
no responses |
08/08/2017 |
| test_sharing_notebook |
no responses |
08/08/2017 |
| Can we run quantopian code in normal text editor? |
4 responses |
08/08/2017 |
| Request for module GMM |
1 response |
08/08/2017 |
| Can I backtest a model that uses HSI stock data and trades HSI futures? |
3 responses |
08/08/2017 |
| Optimize API maximize Sharpe ratio |
7 responses |
08/08/2017 |
| Peak to trough calculation |
1 response |
08/08/2017 |
| Question on data.history API |
2 responses |
08/08/2017 |
| create a graph |
1 response |
07/08/2017 |
| hang sang index |
1 response |
07/08/2017 |
| market cap filter |
1 response |
07/08/2017 |
| How to find execution price of sell order |
5 responses |
07/08/2017 |
| Beta Contest Question |
1 response |
07/08/2017 |
| PE Filter Not Working or Morningstar Data Issue? |
1 response |
07/08/2017 |
| Data change? |
6 responses |
07/08/2017 |
| Question on order_target_value |
1 response |
07/08/2017 |
| Is buying or selling algorithms a thing and if so what are some good resources? |
10 responses |
07/08/2017 |
| IDE, how to shift indented blocks left and right ? |
2 responses |
07/08/2017 |
| Lazy-Person's Long-Short Strategy for Robinhood (1.4 sharpe) |
10 responses |
07/08/2017 |
| Trading FAANG With PsychSignal Data V. 0 |
11 responses |
07/08/2017 |
| "Cost Basis"/Execution Price of Sell Order |
no responses |
07/08/2017 |
| Economic Hypothesis Test on Ideal Inflation Rate |
4 responses |
06/08/2017 |
| IGNORE. WILL REPOST WHEN ISSUES ARE FIXED. |
6 responses |
06/08/2017 |
| OperationalError: unable to open database file |
no responses |
06/08/2017 |
| nm |
no responses |
06/08/2017 |
| IBALGOL (Adaptive order type for IB) for live trading requested: repost |
2 responses |
06/08/2017 |
| Clustering stocks with similar exposures to risk factors |
5 responses |
06/08/2017 |
| How to do a hedged algorithm |
8 responses |
05/08/2017 |
| Error with get_pricing() just started today (or last night)?: OperationalError: unable to open database file |
4 responses |
05/08/2017 |
| Pyfolio tear sheet with my own return |
12 responses |
05/08/2017 |
| S&P 500 market weighted average |
no responses |
05/08/2017 |
| Ordering continuous_future object |
1 response |
05/08/2017 |
| THESIS RESEARCH |
no responses |
05/08/2017 |
| Q1500US vs get_fundamentals |
no responses |
05/08/2017 |
| Confused with regards to Limit Order Stop Price vs. Limit Price. Which should be set higher. I thought it was the Stop Price. |
no responses |
05/08/2017 |
| Multiple Model Machine Learning |
no responses |
05/08/2017 |
| How to run analysis in order to optimize parameters? |
1 response |
05/08/2017 |
| 2-Hour Backtest Limit vs handle_data() |
no responses |
05/08/2017 |
| Interest Rates v. Market Volatility |
7 responses |
04/08/2017 |
| backtest of tutorial lesson 1 algorithm |
2 responses |
04/08/2017 |
| Help Applying API pipeline to CANSLIM investing |
5 responses |
04/08/2017 |
| Inter-listed Stock Abitrage Strategy |
no responses |
04/08/2017 |
| Date time formats for fetch_csv |
1 response |
04/08/2017 |
| Beta in backtest seems above bounds set in algorithm for brief periods |
4 responses |
04/08/2017 |
| Improvements to Community Search |
1 response |
04/08/2017 |
| Economic indicator fetch_csv problem |
2 responses |
04/08/2017 |
| Using pykalman Iteratively for Pairs Trading, what am I doing wrong? |
no responses |
04/08/2017 |
| Swing trading in Robinhood using the MACD |
5 responses |
03/08/2017 |
| Pipeline with one column that compute industry mean of a fundamental (Price to earning or Price to sale)? |
no responses |
03/08/2017 |
| Live Trading Performance Reporting |
no responses |
03/08/2017 |
| Sample 2017-08-03 US tech security price to book ratios |
no responses |
03/08/2017 |
| Automated Futures Rolling |
1 response |
03/08/2017 |
| Reorder closed orders |
no responses |
03/08/2017 |
| Is it possible to update portfolios to simulate profit/loss on traded signals not in the universe? |
no responses |
03/08/2017 |
| HELP to get started |
no responses |
03/08/2017 |
| How to build a customer "indicator in indicator" built-in-factor? |
3 responses |
03/08/2017 |
| I have a strategy, but I can't change it into alogrithms... pls help |
no responses |
03/08/2017 |
| Where to run code that takes > 5 minutes? |
2 responses |
03/08/2017 |
| Why use Wealthfront when you can use Quantopian as the robo-investor? |
2 responses |
03/08/2017 |
| Morningstar pe_ratio |
5 responses |
02/08/2017 |
| Stoploss as a percentage? |
6 responses |
02/08/2017 |
| Accessing data from fetch.csv |
1 response |
02/08/2017 |
| New error when retrieving price data |
2 responses |
02/08/2017 |
| How can I return only CEFs or ETFs in a pipeline? |
no responses |
02/08/2017 |
| Please delete this post |
no responses |
02/08/2017 |
| displaying the first minute after NY open |
2 responses |
02/08/2017 |
| Can you change "Before_trading_starts" schedule |
2 responses |
02/08/2017 |
| Fastest KMean clustering method? |
4 responses |
01/08/2017 |
| Seeking honest criticism/suggestions about asset choice and method |
13 responses |
01/08/2017 |
| Implementing recognition of technical patterns question |
3 responses |
01/08/2017 |
| The Quantopian Summer Lecture Series has Arrived |
9 responses |
01/08/2017 |
| Error with deprecated code |
1 response |
01/08/2017 |
| Anyone else having timeout issues with pipeline? |
no responses |
01/08/2017 |
| Question: Why Is the Natural Gas Future Price (NG) Almost Identical to Natural Gas E-Mini Price (QG)? |
1 response |
01/08/2017 |
| What happened between mid Feb 2016 until end April 2016? |
2 responses |
01/08/2017 |
| Large data creation efficiency optimization |
5 responses |
31/07/2017 |
| Momentum Slice |
no responses |
31/07/2017 |
| US Unemployment Rate as an Indicator of Stock Market Performance |
10 responses |
31/07/2017 |
| Data split issue MSGN October 2015 |
1 response |
31/07/2017 |
| Ways to avoid partially filled orders |
3 responses |
31/07/2017 |
| test |
3 responses |
31/07/2017 |
| Help on learning mean reversion |
3 responses |
31/07/2017 |
| How to Create an Aroon Oscillator by Stock |
12 responses |
30/07/2017 |
| This is Economic cycle strategy . |
no responses |
30/07/2017 |
| Is there a change/feature log? |
3 responses |
30/07/2017 |
| Tips for ZERO cost trading. |
no responses |
30/07/2017 |
| [Help Request] Min/Max functions not working as expected in pipeline |
2 responses |
30/07/2017 |
| Course work: standard deviation on returns for 6 month period |
no responses |
30/07/2017 |
| Intraday momentum strategy for leveraged ETFs |
no responses |
30/07/2017 |
| Gap Up strategy |
2 responses |
30/07/2017 |
| Using Fair Volatility (VIX) Estimate Model & Indicator |
3 responses |
30/07/2017 |
| Trouble transitioning from Research to Algorithms: trading the MACD crossover |
no responses |
30/07/2017 |
| Getting NaN from TALib.STOCH |
2 responses |
30/07/2017 |
| Basic Scalper |
no responses |
30/07/2017 |
| Quick Basic Questions not Covered in "Getting Started" or API Ref |
4 responses |
30/07/2017 |
| Getting NaN from TALib Stochastic |
1 response |
29/07/2017 |
| How are company spinoffs handled during backtesting? |
1 response |
29/07/2017 |
| Hourly data in USEquityPricing |
no responses |
29/07/2017 |
| Short Interest |
3 responses |
29/07/2017 |
| Showing more than 2 decimals in Record for the custom data |
3 responses |
29/07/2017 |
| Semi Automated Trading System |
no responses |
29/07/2017 |
| Practice for a complete beginner |
1 response |
29/07/2017 |
| Margin Charting |
6 responses |
29/07/2017 |
| Hedged Bridesmaid strategy |
5 responses |
28/07/2017 |
| Earnings Announcement Schedule from eventvestor? |
5 responses |
28/07/2017 |
| Sentiment Mean Reversion Leverage Adjustment |
3 responses |
28/07/2017 |
| would anyone like to collaborate ? |
no responses |
28/07/2017 |
| UnboundLocalError: local variable 'price' referenced before assignment |
2 responses |
28/07/2017 |
| Can I submit algos using premium data for the contest? |
4 responses |
28/07/2017 |
| Futures prices accurate? |
4 responses |
28/07/2017 |
| Searching for the 'golden' dynamic profit target! |
2 responses |
28/07/2017 |
| News Sentiment Versus Traders Sentiment |
no responses |
28/07/2017 |
| Is there alpha in the intercept of regression? |
no responses |
28/07/2017 |
| Historical Market Depth Data for NSE stocks |
no responses |
28/07/2017 |
| Corporation name (with excess) -> Ticker Symbol |
1 response |
28/07/2017 |
| How to programmatically detect stock patterns, what algorithms well-known screener are using ? |
15 responses |
28/07/2017 |
| Forecasting Equity Performance Using Trader Mood Data |
1 response |
27/07/2017 |
| The Social Media Trader Mood Series: Introduction |
7 responses |
27/07/2017 |
| Blacklisted attribute within module eval |
1 response |
27/07/2017 |
| Fetcher in Paper Trading not working |
5 responses |
27/07/2017 |
| Getting started Mean-reversion tutorial, but with dynamic set of securities |
4 responses |
27/07/2017 |
| Help with MACD Percentage Custom Factor |
3 responses |
27/07/2017 |
| Course work: standard deviation for 6-month returns |
no responses |
27/07/2017 |
| Sentiment Filter for Equity Investment |
7 responses |
27/07/2017 |
| Pipeline Tutorial importing from quantopian |
2 responses |
27/07/2017 |
| How to backtest using minute data? |
1 response |
27/07/2017 |
| Help with SMA crossover with EWMA |
no responses |
26/07/2017 |
| Questions about an implementation of VWAP trading |
no responses |
26/07/2017 |
| The Future of Algo Trading |
no responses |
26/07/2017 |
| How do I solve an AttributeError: 'function' object has no attribute 'to_execution_plan' |
1 response |
26/07/2017 |
| Simple data history question: Storing price as variable |
1 response |
26/07/2017 |
| PEI SUMMER SCHOOL ALGORITHM |
no responses |
26/07/2017 |
| PEI SUMMER SCHOOL EXAMPLE |
no responses |
26/07/2017 |
| PEI SUMMER SCHOOL EXAMPLE |
no responses |
26/07/2017 |
| How to add Exponential Weighted Moving Average into a pipeline? |
2 responses |
26/07/2017 |
| Pipeline factor for daily price performance |
2 responses |
26/07/2017 |
| Yi Li, Portfolio Manager for GIC will Keynote QuantCon Singapore 2017 |
no responses |
26/07/2017 |
| Anyone have any XIV/VXX trading algorithms that are plug and play? |
no responses |
26/07/2017 |
| Can I upload and use my .pkl files? |
no responses |
26/07/2017 |
| Futures liquid trading period |
12 responses |
26/07/2017 |
| Almost there... trying to get VIX data! |
1 response |
25/07/2017 |
| E Minis Trading Day Trading and Swing Trading |
no responses |
25/07/2017 |
| Momentum Stategy 2: Just for new user's to view code. |
no responses |
25/07/2017 |
| Forward returns correlation with factor |
1 response |
25/07/2017 |
| Simple Momentum Backtest w\ Limit Orders: Apple |
no responses |
25/07/2017 |
| Algo timesout. Is it possible for Quantopian to provide a method that runs for more than a minute? |
no responses |
25/07/2017 |
| my doubts about 2015 Aug crash |
no responses |
25/07/2017 |
| how to get history from fetcher and data object simultaneously? |
no responses |
25/07/2017 |
| zipline and dividends |
no responses |
25/07/2017 |
| Newbie question: adding portfolio positions to pipeline |
2 responses |
25/07/2017 |
| Next upcoming financial statement filing date |
no responses |
25/07/2017 |
| Help creating weekly and monthly SMAs |
no responses |
25/07/2017 |
| Futures Data or Servers down?? |
6 responses |
24/07/2017 |
| Limit orders not executing |
no responses |
24/07/2017 |
| Please delete this post |
no responses |
24/07/2017 |
| API suggestions / notes not popping up while I code |
2 responses |
24/07/2017 |
| Unknown Error Help |
no responses |
23/07/2017 |
| My First Algo: Kendall L. Edwards |
1 response |
23/07/2017 |
| Is there a way to tell if there is breaking news currently out on a company? |
4 responses |
23/07/2017 |
| New Coder in Need of Assistance Implementing Strategy |
no responses |
23/07/2017 |
| Help with efficiency |
2 responses |
23/07/2017 |
| Contest 32 entries |
12 responses |
23/07/2017 |
| Simple Flexible calendar-spread trade with VIX & gas contracts |
no responses |
23/07/2017 |
| Robin Hood VIX Mix Extreme Vetting |
50 responses |
23/07/2017 |
| Trade Execution Lag in Backtesting |
4 responses |
22/07/2017 |
| Newbie - simple pipeline question - screening by industry |
2 responses |
22/07/2017 |
| Shorts happening on long_only() strategy |
5 responses |
22/07/2017 |
| continuous_future with data.current |
3 responses |
22/07/2017 |
| Accessing context in a custom factor |
4 responses |
22/07/2017 |
| How to calculate change of balance sheet items over time? |
2 responses |
22/07/2017 |
| Negative EV Penny Stock Screen |
no responses |
22/07/2017 |
| How to get the values from the columns of a Pipeline |
8 responses |
22/07/2017 |
| How to deal with minute frequency data |
2 responses |
21/07/2017 |
| Futures template |
5 responses |
21/07/2017 |
| When does exactly before_trading_start() get executed? |
1 response |
21/07/2017 |
| Live Trading Not Placing Trades |
no responses |
21/07/2017 |
| Looking for A Programmer |
no responses |
21/07/2017 |
| Leverage and long/short exposure: one class to rule them all |
13 responses |
21/07/2017 |
| Ichimoku Cloud Strategy |
no responses |
21/07/2017 |
| Stock prices missing using Pipeline in Research environment? |
7 responses |
21/07/2017 |
| Backtesting with fixed start_date and live end_date |
6 responses |
20/07/2017 |
| Quantopian lecture series: lecture 11 |
no responses |
20/07/2017 |
| Trouble Building a Breakout Strategy |
6 responses |
20/07/2017 |
| How to pass a Pandas Series to the next day? |
4 responses |
20/07/2017 |
| Why the historical datas for XIV in May 2011 are so different between those from Algorithm and Notebook? |
3 responses |
20/07/2017 |
| Why there is no price for XIV on Dec.3rd 2013? |
no responses |
20/07/2017 |
| Help getting a list of the five highest volume securities over the past 5 days |
2 responses |
20/07/2017 |
| Some securities does not have corresponding sector code in Quantopian database? |
1 response |
20/07/2017 |
| HEIKIN-ASHI Strategy with gradual buy and sell. |
1 response |
20/07/2017 |
| Creating a rolling window of theil-sen estimator values? |
5 responses |
19/07/2017 |
| Rolling futures a set number of days before expiry |
no responses |
19/07/2017 |
| High Capacity Model |
2 responses |
19/07/2017 |
| Problem with restrictions. Any help? |
6 responses |
19/07/2017 |
| Quantopian Contest Grade and Ranking |
3 responses |
19/07/2017 |
| Portfolio Positions Problem |
4 responses |
19/07/2017 |
| How to get the traded price |
3 responses |
19/07/2017 |
| Behavior about filling market order for cmegroup currency future |
no responses |
19/07/2017 |
| Data issue (please fix) |
no responses |
19/07/2017 |
| Question about "periods" parameter and how it works in alphalens |
9 responses |
19/07/2017 |
| loading before_trading_start with zipline in research |
1 response |
18/07/2017 |
| Trying to get Sell_Signal to work. ATR Stop Loss |
no responses |
18/07/2017 |
| Cross-Market Correlations. |
8 responses |
18/07/2017 |
| Running pipeline backtest in Notebook research environment |
no responses |
18/07/2017 |
| Contest 32 Rules Changes - Commission and Leverage |
45 responses |
18/07/2017 |
| Random Color + Animal Contest Names |
no responses |
18/07/2017 |
| Question about FINRA regulations. |
2 responses |
18/07/2017 |
| Issue Equity Dataset Available in Pipeline; New Classifier Function - relabel |
1 response |
18/07/2017 |
| Paper trading results for 11 months |
no responses |
18/07/2017 |
| How do I run pyfolio on a paper trading algorithm results |
2 responses |
18/07/2017 |
| Coding help please. |
3 responses |
18/07/2017 |
| Optimization help |
1 response |
18/07/2017 |
| Ensuring all positions are closed (no holding overnight) for intraday strategy? |
3 responses |
18/07/2017 |
| Fetcher: How can I import a list of stocks but also with a value for each stock |
4 responses |
17/07/2017 |
| Increase in Capital of Investment |
3 responses |
17/07/2017 |
| Only buy orders result in selling |
2 responses |
17/07/2017 |
| How to buy in several days if the order is too big to be filled in 1 day? |
1 response |
17/07/2017 |
| Error message(NoDataBeforeDate |
6 responses |
17/07/2017 |
| Why is this pricing data so different from all other sources? |
3 responses |
17/07/2017 |
| How to Compute the Sortino ratio? |
no responses |
17/07/2017 |
| Random Forest Machine Learning Algo |
2 responses |
16/07/2017 |
| Help on getting the average implied volatility indicator |
no responses |
16/07/2017 |
| Using the talib.RSI() is "danger"? |
2 responses |
16/07/2017 |
| Fundamental data and get_datetime() |
no responses |
16/07/2017 |
| Combine two strategies |
4 responses |
16/07/2017 |
| Why there is no price for July 4th 2017 ? |
3 responses |
16/07/2017 |
| Earnings Date Timing Algorithm |
no responses |
16/07/2017 |
| Limited data for the Morningstar value_score field |
no responses |
16/07/2017 |
| machine learning screening and rank |
no responses |
15/07/2017 |
| Newbie algo question from experienced trader - trading session breakdown |
no responses |
15/07/2017 |
| First Pass from AI derived trading signals looking for multi sigma events |
9 responses |
14/07/2017 |
| Need Help - Rebalance Every 3 Months |
2 responses |
14/07/2017 |
| zipline - buy to open price |
2 responses |
14/07/2017 |
| Batch Mode in Notebooks |
1 response |
14/07/2017 |
| Order partially filled |
1 response |
14/07/2017 |
| Alpha Vertex PreCog test |
23 responses |
14/07/2017 |
| Temporary implementation of Trailing fundamentals |
2 responses |
14/07/2017 |
| where can i learn future trading rules? |
1 response |
14/07/2017 |
| how to remove stocks from universe that are pending acquisition / recently bought / purchase by another company |
3 responses |
14/07/2017 |
| Newbie - Need help Coding first Strategy |
no responses |
14/07/2017 |
| Momentum Strategy, how to pull stock from result? |
1 response |
14/07/2017 |
| Can Quantopian allow out of sample 6 month paper trade of more than 3 algos per user? |
3 responses |
13/07/2017 |
| How to trade Futures and Stocks in same portfolio |
no responses |
13/07/2017 |
| Question on Closing Future Position |
no responses |
13/07/2017 |
| Data Bundle Error - help |
7 responses |
13/07/2017 |
| Why is context.CONSTANT preferred vs simply defining a global 'CONSTANT' |
4 responses |
13/07/2017 |
| Bulk import of historical data? Possible? |
no responses |
13/07/2017 |
| Live Trading not stable & keeps disconnecting |
7 responses |
13/07/2017 |
| Orders not filling |
1 response |
13/07/2017 |
| how do I sort by days? |
2 responses |
13/07/2017 |
| First algorithm |
no responses |
13/07/2017 |
| Classical Asset Allocation: Combining Markowitz and Momentum |
2 responses |
13/07/2017 |
| How to get short interest for the stock? |
2 responses |
13/07/2017 |
| Stochastic will work for 1 stock, but not in for-loop |
no responses |
12/07/2017 |
| Backtesting on the closing price |
5 responses |
12/07/2017 |
| Do I need to keep my browser open while live trading with Robinhood? |
2 responses |
12/07/2017 |
| Feeding custom data to talib.ROC ? |
4 responses |
12/07/2017 |
| Include Portfolio Positions in Pipeline? |
5 responses |
12/07/2017 |
| MACD algo |
1 response |
12/07/2017 |
| Cash added during backtest |
4 responses |
12/07/2017 |
| Is it possible to backtest option spreads using quantopian? |
no responses |
12/07/2017 |
| Pipeline - filter equal amounts of stocks from sectors by market cap - How??? |
2 responses |
12/07/2017 |
| resampling, other timeframes |
6 responses |
12/07/2017 |
| IRS futures: some stats and econ q's |
no responses |
11/07/2017 |
| Limit/stop orders on futures |
2 responses |
11/07/2017 |
| 3-Day S&P 500 |
no responses |
11/07/2017 |
| Next step |
1 response |
11/07/2017 |
| Quantopian Comes to Seattle this Week |
no responses |
11/07/2017 |
| Runtime error from Pipeline |
2 responses |
11/07/2017 |
| ProShares launches anti-retail ETFs |
7 responses |
11/07/2017 |
| Powerpoint/PDF intro of Quantopian for general presentation |
4 responses |
11/07/2017 |
| Getting rid of talib.EMA() warm-up period? |
7 responses |
11/07/2017 |
| Did somebody already write protection against: "Order of XXX shares of sid YYY not transmitted to broker because the data feed is behind." |
1 response |
11/07/2017 |
| 3-Day S&P 500 Algorithm |
5 responses |
10/07/2017 |
| Why the price is different between research and back test? |
4 responses |
10/07/2017 |
| Temporarily restricting trading decisions at end of day? |
1 response |
10/07/2017 |
| High processing power code inquiry |
no responses |
10/07/2017 |
| Different values by calculating the resample() and its RSI by Notebook and Algorithms |
3 responses |
10/07/2017 |
| What are the top skills that an algorithmic trader can have? |
no responses |
10/07/2017 |
| Aurelio's Algo |
no responses |
10/07/2017 |
| Trouble with futures algo |
2 responses |
10/07/2017 |
| Custom Minute Time Frame Bars |
2 responses |
10/07/2017 |
| weighting by volatility |
no responses |
10/07/2017 |
| Cash Algo Tests New |
1 response |
10/07/2017 |
| Trend algo help |
no responses |
10/07/2017 |
| Algorithm takes time to warm up? |
6 responses |
10/07/2017 |
| Is there a way i can take profit and stop it from being reinvested? |
2 responses |
09/07/2017 |
| ordering futures |
4 responses |
09/07/2017 |
| Do we have access to data within make_pipeline() |
2 responses |
09/07/2017 |
| Stop loss based on $ return |
2 responses |
09/07/2017 |
| Simple Moving Average |
2 responses |
09/07/2017 |
| Improve Algorithm Performance With Optimize API |
1 response |
09/07/2017 |
| Function that tells us the rolling 30-day drawdown of a security |
no responses |
09/07/2017 |
| working with date and time in note book and algorithms for futures |
no responses |
08/07/2017 |
| Partial compounding / Deducting money after winning trades? |
no responses |
08/07/2017 |
| documentation for built-in classes? (filters/factors/classifiers) |
1 response |
08/07/2017 |
| How do I use a recorded variable to generate signals? |
no responses |
08/07/2017 |
| filters vs booleans? |
1 response |
08/07/2017 |
| Does any one know how i can get the net value of my bot? |
2 responses |
08/07/2017 |
| Linking Robinhood |
3 responses |
08/07/2017 |
| How can I implement specific sectors in my pipeline as a filter? |
3 responses |
07/07/2017 |
| Defining a universe of SPY and each of the stocks in SPY |
4 responses |
07/07/2017 |
| 5-Year Deliverable Interest Rate Swap Futures FI CBOT |
1 response |
07/07/2017 |
| Get tick size of continuous futures contract in research environment |
1 response |
07/07/2017 |
| Reject by Quantopian Research when using zipline.utils.factory |
1 response |
07/07/2017 |
| Cryptocurrency / Bitcoin - applying quantitative strategies |
19 responses |
06/07/2017 |
| Simple Intro (SMA) |
no responses |
06/07/2017 |
| Rolling futures expiry w/ Continuous Futures |
2 responses |
06/07/2017 |
| continuous future has different value as quandl |
no responses |
06/07/2017 |
| Machine Learning Question |
1 response |
06/07/2017 |
| Combining filters |
1 response |
06/07/2017 |
| Going from QP to SOCP in CVXPY |
no responses |
06/07/2017 |
| Is there a way to use my own dataset? |
no responses |
06/07/2017 |
| Looking for Help with "window_length" in a Custom Factor |
1 response |
06/07/2017 |
| What are your top three things for Quantopian to improve on |
2 responses |
06/07/2017 |
| get_pricing for a list of days |
1 response |
06/07/2017 |
| New to Quantopian. Need Help |
4 responses |
06/07/2017 |
| Annoying import warnings for built-in functions |
2 responses |
06/07/2017 |
| Is there any way to re-balance quarterly? |
2 responses |
05/07/2017 |
| New to Quantopian- First algorithm (using fundamental data and "Intelligent investor" principles) |
no responses |
05/07/2017 |
| IB Live Trading - All orders getting rejected |
4 responses |
05/07/2017 |
| Any way to completely keep leverage under control? |
14 responses |
05/07/2017 |
| Monte Carlo Simulation |
no responses |
05/07/2017 |
| How is the profit of back calculated |
1 response |
05/07/2017 |
| Dividend Harvest with Eventvestor |
1 response |
05/07/2017 |
| Check rule individually? |
2 responses |
05/07/2017 |
| Fundamental Growth Strategy |
11 responses |
05/07/2017 |
| Overall Market P/E Value Strategy |
3 responses |
05/07/2017 |
| Nondeterministic backtesting |
12 responses |
05/07/2017 |
| Using "Or" in the compute method for a pipeline |
no responses |
05/07/2017 |
| Backtesting a technical fx-trading rule |
no responses |
05/07/2017 |
| Question about VIX futures |
1 response |
05/07/2017 |
| Alpha discovery |
10 responses |
05/07/2017 |
| I'm a green horn here. How best do i start? |
4 responses |
04/07/2017 |
| Bring This Simple Algorithm To Life (52-weeks-low + brand or popular stocks) |
2 responses |
04/07/2017 |
| How is the order filled |
2 responses |
04/07/2017 |
| Gaussian Noise |
2 responses |
04/07/2017 |
| Having Difficulty with MACD and Custom Factors in the Notebook Pipeline |
3 responses |
04/07/2017 |
| Help I know it's possible, buy IPO first day, stop loss at 3% or exit at 50% profit |
11 responses |
04/07/2017 |
| Verifying Pipeline Output |
2 responses |
04/07/2017 |
| Investors acceptable drawdown. |
6 responses |
04/07/2017 |
| Momentum Strategy by Fred Piard, Help please |
3 responses |
04/07/2017 |
| Getting dates for Delisted and IPO's of Stocks |
3 responses |
03/07/2017 |
| Proposed Trading Strategy |
no responses |
03/07/2017 |
| Weight assigned to stocks in equity strategies |
14 responses |
03/07/2017 |
| Buy-and-Hold Strategy |
1 response |
03/07/2017 |
| Code Not Running - AssertionError: open has wrong dimensions |
1 response |
03/07/2017 |
| Help with trading earnings from external file |
no responses |
03/07/2017 |
| Enhancement on the Quantopian Lecture on Linear Regression |
no responses |
03/07/2017 |
| Can someone show me how to convert this "Getting Started" algorithm from a stock to a Continuous Futures? |
1 response |
03/07/2017 |
| Johansen cointegration test in Python |
1 response |
03/07/2017 |
| Contest backtesting and alternative data |
1 response |
03/07/2017 |
| How do I get instant price for VIX & VXV? |
3 responses |
02/07/2017 |
| How to implement pipeline? |
2 responses |
02/07/2017 |
| How are others dealing with grossly skewed performance results in live trading? |
4 responses |
02/07/2017 |
| Attempt at making modular algorithm gone awry |
3 responses |
01/07/2017 |
| Do You Need sklearn? |
1 response |
01/07/2017 |
| How to use TaLib indicators in research. |
4 responses |
01/07/2017 |
| IB vs Robinhood |
6 responses |
01/07/2017 |
| Datetime() in Research vs get_datetime() in Algorithm |
1 response |
01/07/2017 |
| Code Not Working |
2 responses |
01/07/2017 |
| Buy and hold ES futures contract |
2 responses |
01/07/2017 |
| Price to 200 day moving average |
no responses |
30/06/2017 |
| Request: The ability to suppress warnings in the research notebooks. |
13 responses |
30/06/2017 |
| Finding Historical Returns of Delisted Stocks |
no responses |
30/06/2017 |
| Brainstorm - What Quantopian Building Blocks are necessary to answer this? |
no responses |
30/06/2017 |
| Fetch CSV from dropbox won't work... |
2 responses |
30/06/2017 |
| VIX as benchmark |
3 responses |
30/06/2017 |
| Trying to install quantopian Error Message |
1 response |
30/06/2017 |
| Value of holdings at start of month & end of month |
1 response |
30/06/2017 |
| Ordering behaves funny in a gap-up + stop trailing algo |
9 responses |
30/06/2017 |
| What we call! |
2 responses |
30/06/2017 |
| Possible to run backtest on stocks no currently available on Quantopian? |
2 responses |
30/06/2017 |
| Oil Wednesdays (+110% ytd) |
6 responses |
30/06/2017 |
| Robin Hood VIX Mix Rogue Trader |
152 responses |
30/06/2017 |
| Looking for Quantopian partner, want to work together? |
3 responses |
30/06/2017 |
| Need help coding ... |
1 response |
30/06/2017 |
| Mean Reversion on AAPL & AMZN -- Notebook/Research -- Testing Out Possible Options |
no responses |
30/06/2017 |
| Stochastic with a custom lookback period |
3 responses |
29/06/2017 |
| python implementation of Johansen test |
2 responses |
29/06/2017 |
| Backtests for strategies on contest leaderboard |
2 responses |
29/06/2017 |
| Example of an intraday trailing stop loss |
4 responses |
29/06/2017 |
| At what point does slippage have considerable effects on a equity |
4 responses |
29/06/2017 |
| Are Limit Orders with sub 1 cent entries possible? |
4 responses |
29/06/2017 |
| Issue with pipeline data |
1 response |
29/06/2017 |
| ChiPy - FinSIG - AlphaLens |
no responses |
29/06/2017 |
| How to establish initial positions? Then rebalance thereafter? |
2 responses |
29/06/2017 |
| Portfolio Analysis Lecture Discussion |
no responses |
28/06/2017 |
| Returning pipeline with previous trading day's close to today's open gap |
2 responses |
28/06/2017 |
| Active share constraint DCP problems [CVXPY] |
2 responses |
28/06/2017 |
| Futures Allocation Criteria |
6 responses |
28/06/2017 |
| Stochiastic crossover strategy - K% crossover D% |
no responses |
28/06/2017 |
| Another Another Volatility Trading Strategy |
4 responses |
28/06/2017 |
| Difference between zipline quantopian-quandl bundle and backtest bundle |
4 responses |
28/06/2017 |
| Quantum Leap 2 |
no responses |
28/06/2017 |
| Futures Data Availability? Missing European Session / Overnight Data |
3 responses |
28/06/2017 |
| Could I create Quantopian user group in Tokyo? |
3 responses |
28/06/2017 |
| long/short strategy |
1 response |
28/06/2017 |
| How to get current date's Libor |
2 responses |
27/06/2017 |
| Live trading with Robinhood and only selling |
3 responses |
27/06/2017 |
| Printing out Quantopian lectures |
no responses |
27/06/2017 |
| futures questions [Risk Management, Allocation] |
3 responses |
27/06/2017 |
| Flat line in the algo |
1 response |
27/06/2017 |
| Dollar Cost Averaging |
4 responses |
27/06/2017 |
| Headbutting the wall... Python fundamental lack of knowledge |
1 response |
27/06/2017 |
| data.history and schedule function |
5 responses |
27/06/2017 |
| Deprecation warning for universe parameter in order_optimal_portfolio |
10 responses |
26/06/2017 |
| Pricing data unavailable for the first few dates after IPO |
3 responses |
26/06/2017 |
| NA |
1 response |
26/06/2017 |
| How to do event Notification for living trading on Quantopian |
2 responses |
26/06/2017 |
| Weekly rotation drift |
no responses |
25/06/2017 |
| Notebook - DataFrame.replace not working |
5 responses |
25/06/2017 |
| Lowly background in finance, where should I start to be part-time algorithmic trader ? |
5 responses |
25/06/2017 |
| Futures Intraday VWAP calculation / All bars from session start |
3 responses |
25/06/2017 |
| Solved |
no responses |
25/06/2017 |
| Resampling Data to Different Bar Lengths |
no responses |
24/06/2017 |
| Alpha Vertex Precog 500 Attribute Error |
1 response |
24/06/2017 |
| Boston Vs Chicago Algorithmic Trading Competition |
4 responses |
24/06/2017 |
| Regressing all Stocks and printing Alpha |
2 responses |
24/06/2017 |
| stops processing orders |
1 response |
24/06/2017 |
| TTM Squeeze Algo |
no responses |
24/06/2017 |
| First Attempt at Creating a Pipeline - Looking for Help! |
1 response |
23/06/2017 |
| Distinguishing ETFs and their properties |
1 response |
23/06/2017 |
| PsychSignal, Machine Learning, and Penny Stocks | 95% In A Year. |
no responses |
23/06/2017 |
| OPTIMIZE Help, Only Buying a Few Stocks |
1 response |
23/06/2017 |
| Paper trading more than three algorithms? |
7 responses |
23/06/2017 |
| Pipeline not able to get the last VIX movements |
no responses |
23/06/2017 |
| beta confusion question |
3 responses |
23/06/2017 |
| Optimized Portfolio, More than the Efficient Frontier - Both Historical and Dynamic |
no responses |
23/06/2017 |
| Value, Momentum & Trend |
9 responses |
22/06/2017 |
| Accessing pipeline set weight in rebalance |
2 responses |
22/06/2017 |
| Statistics On Seasonality In Equities |
4 responses |
22/06/2017 |
| Have you tried to reverse a strategy that incur loses and made it profitable? |
2 responses |
22/06/2017 |
| cryptocurrency data? |
6 responses |
22/06/2017 |
| Your Notes |
no responses |
22/06/2017 |
| My Notes |
no responses |
22/06/2017 |
| Why the price data is different? |
1 response |
22/06/2017 |
| Help! Beginner that is practicing everything he's learned so far! Algorithm is blowing up! |
7 responses |
21/06/2017 |
| Mean Reversion Algorithm |
2 responses |
21/06/2017 |
| I am new to the community |
1 response |
21/06/2017 |
| Problem of EarningsCalendar Dataset |
no responses |
21/06/2017 |
| Imperial College Forum |
no responses |
21/06/2017 |
| IB Live Trading Shorting Availability / Fees |
4 responses |
21/06/2017 |
| Alphalens on Sentdex dataset |
2 responses |
21/06/2017 |
| $FB RSI Strategy |
4 responses |
21/06/2017 |
| Is there something wrong with Quantopian's order_target_value |
1 response |
21/06/2017 |
| help with fetcher |
no responses |
21/06/2017 |
| HELP: Issue With KeyError |
1 response |
21/06/2017 |
| Long Only Mean Reversion For Robinhood Users. 100,000% Returns |
27 responses |
21/06/2017 |
| PsychSignal, Machine Learning Models, and Tech Stocks |
1 response |
20/06/2017 |
| Net Movement Score | A Simple Way To Get Better-Than-SPY Returns |
3 responses |
20/06/2017 |
| July contest deadline question |
1 response |
20/06/2017 |
| Transaction Details |
no responses |
20/06/2017 |
| Advance backtest time |
no responses |
20/06/2017 |
| Prices in Algo |
5 responses |
20/06/2017 |
| How to plot the talib.RSI in Notebook correctly? |
4 responses |
20/06/2017 |
| Units and Comprehension |
1 response |
19/06/2017 |
| Simple benchmark question |
no responses |
19/06/2017 |
| Datasets Basic Concepts and Approach |
no responses |
19/06/2017 |
| Using Alternative Data: Researching and Implementing a Market Neutral Strategy |
19 responses |
19/06/2017 |
| Best Online Course for Learning Quant Trading? |
1 response |
19/06/2017 |
| Selling all open positions |
1 response |
19/06/2017 |
| help with adding moving averages to a fundamental screen |
3 responses |
19/06/2017 |
| nvm i just used it wrong |
no responses |
19/06/2017 |
| How to control leverage |
1 response |
19/06/2017 |
| Historical price missing the last hour data |
1 response |
18/06/2017 |
| Logs not being generated |
1 response |
18/06/2017 |
| How can I use data from two companies to short/long on a third company (correlations) ? |
5 responses |
18/06/2017 |
| Pipeline: How do I create a factor for the standard deviation of past daily returns? |
2 responses |
18/06/2017 |
| Fundamental Moving Average Momentum Strategy With Financial Assets Turnover |
no responses |
18/06/2017 |
| Debt Data |
no responses |
17/06/2017 |
| How to get size of universe |
4 responses |
17/06/2017 |
| Multicollinearity And Multiple Linear Regression Cheat Sheet |
10 responses |
17/06/2017 |
| Reason for a contest algo running since 2015-01-26 to be disqualified |
4 responses |
17/06/2017 |
| 12 day trades on $2K 445.5 percent |
no responses |
17/06/2017 |
| 641% over 12 days with sample |
1 response |
17/06/2017 |
| DollarVolumeUniverse and set_universe to be Removed |
3 responses |
16/06/2017 |
| Question about stationarity |
no responses |
16/06/2017 |
| SPY Master - RSI2 Mean-Reversion Strategy for SPY |
9 responses |
16/06/2017 |
| Assignment Empirical Analysis of Stock Markets |
no responses |
16/06/2017 |
| Market cap filters understanding |
2 responses |
16/06/2017 |
| Fundamental Moving Average Long/Short Attempt |
8 responses |
16/06/2017 |
| Beta Quantopian Calculation |
4 responses |
16/06/2017 |
| HELP MEEEE |
1 response |
16/06/2017 |
| Is it possible to trade 2 algorithm's through a single Robinhood account? |
2 responses |
16/06/2017 |
| Custom Fundamental Metric Momentum |
no responses |
15/06/2017 |
| HELP: Eliminating Deprecated Code |
3 responses |
15/06/2017 |
| Leigh Drogen - Quant vs Traditional Investors and How Alphas Become Betas |
no responses |
15/06/2017 |
| Need help to write a REALLY BASIC algo |
no responses |
15/06/2017 |
| Quandl data missing? |
12 responses |
15/06/2017 |
| Getting an Allocation, June 2017 Update |
23 responses |
15/06/2017 |
| ETF Pricing Pipeline |
7 responses |
15/06/2017 |
| Making a revenue-growth weighting of stocks |
no responses |
15/06/2017 |
| How to choose from index component stocks? |
3 responses |
15/06/2017 |
| Broker Volumes vs Quantopian Volumes |
1 response |
15/06/2017 |
| Sell security after 1 year holding period, how? |
3 responses |
14/06/2017 |
| Building my FIRST Quantopian testing notebook. |
2 responses |
14/06/2017 |
| Portfolio of stock trade golden cross |
2 responses |
14/06/2017 |
| Macro economic data for machine-learning models |
2 responses |
14/06/2017 |
| bracket orders? |
1 response |
14/06/2017 |
| Importing your universe via CSV |
1 response |
14/06/2017 |
| New to Quant |
2 responses |
14/06/2017 |
| How to inject just 1 known sid into Pipeline |
1 response |
14/06/2017 |
| First day.... WHERE TO START? Help |
1 response |
14/06/2017 |
| Beta: which one is right? |
no responses |
14/06/2017 |
| 2 Algorithms 1 Portfolio |
1 response |
13/06/2017 |
| data.history question in rebalance called twice during a market day |
no responses |
13/06/2017 |
| Quantopian-as-a-Marketplace |
9 responses |
13/06/2017 |
| Pairs Trading - Cointegration & stationarity? |
4 responses |
13/06/2017 |
| Trade Like A Warrior (S&C V35:06 page 34) |
7 responses |
13/06/2017 |
| Using macro economic data in models - should we use levels or differences? |
no responses |
13/06/2017 |
| Access Data in Pipeline Output Pandas Dataframe |
7 responses |
13/06/2017 |
| Want to Have an 'If Statement' Check for Time Left in Trading Day |
5 responses |
13/06/2017 |
| Algor for the RSI (Need Help) |
4 responses |
13/06/2017 |
| How to save company stock name in database and read from that database |
no responses |
13/06/2017 |
| New to Quantopian and Python -would appreciate some help with 'The Lazy Fundamental Analyst' strategy |
13 responses |
13/06/2017 |
| Beta Neutral condition in optimize portfolio |
2 responses |
13/06/2017 |
| long-short multi-equity algo |
2 responses |
12/06/2017 |
| Futures Pairs Trading Error |
2 responses |
12/06/2017 |
| WTI Crude Oil Future Strategy -- RSI / 100-Day Moving Average |
2 responses |
12/06/2017 |
| Contest and brief leverage spikes, handling short squeeze |
no responses |
12/06/2017 |
| Social media message volume as a proxy for stock volatility |
2 responses |
12/06/2017 |
| How to build the 5 min chart from the 1 min chart? |
2 responses |
12/06/2017 |
| How to Hack the Contest (without cheating) |
6 responses |
12/06/2017 |
| Book Value |
1 response |
12/06/2017 |
| stop limit problem |
4 responses |
12/06/2017 |
| problem with GOOG data |
3 responses |
11/06/2017 |
| Correlation between Algorithms / portfolio |
1 response |
11/06/2017 |
| Are most simple trading systems worthless? |
1 response |
11/06/2017 |
| Sensitivity Analysis under Research mode |
no responses |
11/06/2017 |
| Stocks Available in Robinhood |
no responses |
10/06/2017 |
| Survey on Backtesting Time |
7 responses |
10/06/2017 |
| How to use the resample() correctly? |
13 responses |
10/06/2017 |
| Pipeline to pick etfs by sector & volume. |
no responses |
10/06/2017 |
| get_open_orders() on a sub-minutely level |
10 responses |
10/06/2017 |
| Fundamental WMA Crossover With 2 Metrics |
3 responses |
09/06/2017 |
| Small cap portfolio alloc#25SHARP |
no responses |
09/06/2017 |
| Small cap portfolio alloc#6-entry |
no responses |
09/06/2017 |
| Looking for help developing a markov chain. |
no responses |
09/06/2017 |
| Historical data for security |
2 responses |
09/06/2017 |
| Now that Quantopian supports Future trading, is there any way to get real time spot prices for index based futures such as the VIX? |
1 response |
09/06/2017 |
| backtesting with zipline tutorial notebook broken ! |
3 responses |
08/06/2017 |
| Intraday Fetcher |
no responses |
08/06/2017 |
| CSV data gives HTTPError |
no responses |
08/06/2017 |
| <a href="gooe.io">a (1)> |
no responses |
08/06/2017 |
| Test 2.0.1.7 |
2 responses |
08/06/2017 |
| "Futures not allowed for live trading" error upon attempt to paper trade or broker trade. |
1 response |
08/06/2017 |
| Large Cap portfolio max Sharp |
5 responses |
08/06/2017 |
| Small cap max Sharp portfolio |
2 responses |
08/06/2017 |
| Small cap portfolio results |
no responses |
08/06/2017 |
| one of my contest entries |
5 responses |
08/06/2017 |
| First Algorithm to Deploy Live |
2 responses |
07/06/2017 |
| Is is possible to see in real time, how my algo is trading? |
1 response |
07/06/2017 |
| Question: Where are Indices? Futures? |
2 responses |
07/06/2017 |
| HELP: running TradingAlgorithm in under quantopian notebook causing error |
1 response |
07/06/2017 |
| Need help in fetcher_csv |
no responses |
07/06/2017 |
| Fundamental Moving Average Crossover |
no responses |
07/06/2017 |
| ADX Day Trader |
1 response |
07/06/2017 |
| Need help to solve the error in below Custom Factor class, where am i getting wrong, pls help |
1 response |
07/06/2017 |
| Small cap portfolio #6 |
no responses |
07/06/2017 |
| Trading one ETF - contest rules question |
1 response |
07/06/2017 |
| ASX Australian Stock Exchange Data |
2 responses |
07/06/2017 |
| earnings_report.basic_eps is not yet allowed in broker-backed live trading |
2 responses |
07/06/2017 |
| Differing schools of thought on investment philosophy |
5 responses |
07/06/2017 |
| A Capital-Structure Neutral PEG Ratio Alternative, EV/EBITDA to EBITDA Growth |
no responses |
07/06/2017 |
| portfolio allocation |
no responses |
07/06/2017 |
| Options in Quantopian |
13 responses |
07/06/2017 |
| Built-in factor Returns does not provide results as expected |
2 responses |
07/06/2017 |
| Pipeline frequency in research |
11 responses |
06/06/2017 |
| MVA Robinhood Andy Brim |
no responses |
06/06/2017 |
| My version of Andreas Clenow Momentum Strategy |
no responses |
06/06/2017 |
| Advice Backtest |
1 response |
06/06/2017 |
| Optimize Not buying 2.0 Leverage |
no responses |
06/06/2017 |
| how can i build data.history() method? |
no responses |
06/06/2017 |
| How can I save a file in the Notebooks? |
no responses |
06/06/2017 |
| Runaway Leverage - Momentum Strategy based on the DOW by (Leo P. Williams) |
13 responses |
06/06/2017 |
| Mean reversion Strategy (again) + track order |
no responses |
06/06/2017 |
| What should I do if I do not want to automatically closed out future position at auto_close_date in backtesting? |
1 response |
06/06/2017 |
| Deep Learning with Quantopian |
5 responses |
06/06/2017 |
| Difficulty understanding fetcher_csv |
3 responses |
05/06/2017 |
| Technical Trading RSI, MACD, and Bollinger Bands |
no responses |
05/06/2017 |
| How does one distill down the Pipeline to a single security? |
8 responses |
05/06/2017 |
| fetch_csv timed out |
no responses |
05/06/2017 |
| Towards a simple Robinhood Buy Low Sell High Algorithm |
4 responses |
05/06/2017 |
| Trailing Stop with multiple securities does not work as intended |
4 responses |
05/06/2017 |
| Identifying and Enhancing Alpha Factors to Maximize Sharpe Ratio |
8 responses |
05/06/2017 |
| Q500US() Benchmark |
1 response |
05/06/2017 |
| Deployed two XIV/UVXY/TQQQ strategies for paper trading ... will make it live trading after a month |
36 responses |
04/06/2017 |
| String Factor Error |
no responses |
04/06/2017 |
| How can I separate volume into buying volume and selling volume? |
1 response |
04/06/2017 |
| delete |
no responses |
04/06/2017 |
| First day and First Algorithm! |
1 response |
04/06/2017 |
| Why won't my algorithm make trades? |
2 responses |
04/06/2017 |
| order to close |
3 responses |
04/06/2017 |
| How to get the time series output in pipeline |
4 responses |
04/06/2017 |
| Feature Request: Partial Exception Stacktrace |
no responses |
04/06/2017 |
| Bug in Pipeline/Equity MultiIndex selection? |
4 responses |
03/06/2017 |
| CVXOPT Beta optimization help needed |
no responses |
03/06/2017 |
| Ticker coding/open symbology |
no responses |
03/06/2017 |
| Cash Algo Tests |
4 responses |
03/06/2017 |
| Basic question about pairs trading : How do I anticipate or avoid spread moving to new level? |
2 responses |
03/06/2017 |
| Regular Expression re.compile() Disabled??? |
3 responses |
02/06/2017 |
| Inefficiency in Long Only Market |
12 responses |
02/06/2017 |
| A very naive momentum strategy |
2 responses |
02/06/2017 |
| Help: Notebook vs Algorithm |
14 responses |
02/06/2017 |
| Can't get the min and max of 15 minutes |
1 response |
02/06/2017 |
| Backtesting Question |
2 responses |
01/06/2017 |
| Dual Momentum Investing Strategy According to Dr. Gary Antonacci |
13 responses |
01/06/2017 |
| Spearman Rank Corr Significance? |
1 response |
01/06/2017 |
| Backcat results |
2 responses |
01/06/2017 |
| Not Using Full Leverage? |
1 response |
01/06/2017 |
| looking to learn |
3 responses |
01/06/2017 |
| futures slippage model - does it reflect actual trading conditions? |
no responses |
01/06/2017 |
| Creating a Pipeline from two datasets? |
3 responses |
01/06/2017 |
| Error: Running algorithm in research |
no responses |
31/05/2017 |
| avoid leverage |
2 responses |
31/05/2017 |
| A way to get "List of S&P 500 companies" |
2 responses |
31/05/2017 |
| Need Help Building a Pipeline of the Top 10 Weighted Stocks in the S&P500 |
2 responses |
31/05/2017 |
| Easylanguage to Python |
2 responses |
31/05/2017 |
| Screen a specific list of stocks into Pipeline in the Research environment... |
3 responses |
31/05/2017 |
| QuantCon is Coming Back to Singapore: Early Bird Tickets on Sale Now |
no responses |
31/05/2017 |
| Max Order Count Error? |
1 response |
30/05/2017 |
| Quantile reversion |
no responses |
30/05/2017 |
| Logging Filtered Securities |
no responses |
30/05/2017 |
| Quantopian Introductory Workshop in Singapore |
no responses |
30/05/2017 |
| S&P 500 Pairs Trading |
1 response |
30/05/2017 |
| Double the memory, double the fun |
19 responses |
30/05/2017 |
| Combine drawdown with other performance metrics |
1 response |
30/05/2017 |
| example only |
no responses |
30/05/2017 |
| How to properly do PCA? |
2 responses |
30/05/2017 |
| talib EMA error |
2 responses |
30/05/2017 |
| Syntaxis Help. |
no responses |
30/05/2017 |
| Error when linking to IB |
1 response |
30/05/2017 |
| Turtle Trading |
7 responses |
30/05/2017 |
| Any Advice for a 17-year-old? |
4 responses |
30/05/2017 |
| Anyone here used QuantGo? |
no responses |
29/05/2017 |
| Seeking Help: restricting maximum exposure to a single security |
no responses |
29/05/2017 |
| Is it possible to share results with another member? |
5 responses |
29/05/2017 |
| Quantify trades as a % of portfolio value |
4 responses |
29/05/2017 |
| Quantopian/zipline good for futures/cta backtesting? |
6 responses |
29/05/2017 |
| Preferred Stock Buybacks |
no responses |
29/05/2017 |
| Sentiment Moving Average |
1 response |
29/05/2017 |
| Set Limit Price to SMA |
no responses |
29/05/2017 |
| Unsupervised Machine Learning for Fun & Profit with Basket Clusters |
no responses |
28/05/2017 |
| Dual Moving Average Crossing |
1 response |
28/05/2017 |
| 'Gaming' the contest. |
14 responses |
28/05/2017 |
| Visualizing Minute Activity |
no responses |
28/05/2017 |
| Data limited to 2014? |
1 response |
28/05/2017 |
| Average Reversion : why my algorithm is so " good " ? |
3 responses |
28/05/2017 |
| Can we trade for Groups yet? |
no responses |
27/05/2017 |
| Research environment: list stocks charts in grid plot |
no responses |
27/05/2017 |
| Buy when price > trigger_price, when order is filled set sell stop loss and limit. |
no responses |
27/05/2017 |
| Finding Date Associated With Data |
no responses |
27/05/2017 |
| Kalman Filter |
1 response |
27/05/2017 |
| Loading a large number of fundamental data columns from a list or numpy array through the pipeline function |
no responses |
26/05/2017 |
| Small Cap U.S. stocks |
2 responses |
26/05/2017 |
| Buying and Selling without a timed Rebalance Help |
no responses |
26/05/2017 |
| Universal Investment Strategy (UIS) |
3 responses |
26/05/2017 |
| How many datas should I take for calculating the history() by timeframe resampling? |
5 responses |
26/05/2017 |
| Possible to lookup an asset/Equity from a non-string literal? |
1 response |
26/05/2017 |
| Is a trading calendar available in the algorithm? |
2 responses |
26/05/2017 |
| Low Turnover Algo? |
no responses |
25/05/2017 |
| Futures prices (ESM17) |
no responses |
25/05/2017 |
| Highest Alpha Based on Fundamentals, Monthly Rebalance |
no responses |
25/05/2017 |
| Ghost trades |
2 responses |
25/05/2017 |
| Wrong Total Returns? |
5 responses |
25/05/2017 |
| Rain drops |
no responses |
25/05/2017 |
| 1 |
no responses |
25/05/2017 |
| TTM eps |
3 responses |
25/05/2017 |
| Help with RSI Strategy! |
2 responses |
24/05/2017 |
| Anyone? Looked everywhere - need help with Connors 2-Period RSI strategy with ETFs |
no responses |
24/05/2017 |
| Overspending portfolio |
4 responses |
24/05/2017 |
| Recent changes to Yahoo site prevents fetching .csv data for Vix? |
6 responses |
24/05/2017 |
| Real Money Live Trading is not trading the same stocks as Live Paper Trade |
2 responses |
24/05/2017 |
| Using Quandl CPI data in research environment |
no responses |
24/05/2017 |
| How are futures algorithms evaluated? |
3 responses |
24/05/2017 |
| Future Universes |
4 responses |
24/05/2017 |
| Pipeline - picking afternoon stocks from morning data |
no responses |
24/05/2017 |
| Allocate funds to multiple live algos? |
2 responses |
23/05/2017 |
| Simple calendar-spread trade with natural gas contracts (FUTURES ALGO EXAMPLE) |
7 responses |
23/05/2017 |
| how to get previous month's daily price data and number of trading days? |
no responses |
23/05/2017 |
| Building Permits |
no responses |
23/05/2017 |
| Robinhood Gold | DOES IT WORK |
1 response |
23/05/2017 |
| Determining Slope of SMA's |
1 response |
23/05/2017 |
| Individual stock's margin? |
1 response |
22/05/2017 |
| Question about live trading |
1 response |
22/05/2017 |
| Question about Alphalens period parameter |
1 response |
22/05/2017 |
| WSJ Example Algorithm |
11 responses |
22/05/2017 |
| Moving averages |
no responses |
22/05/2017 |
| fetch_csv error |
no responses |
22/05/2017 |
| High Frequency - tick interval |
5 responses |
22/05/2017 |
| Pipeline Custom Factor help - how to specify window length for slow moving factors |
2 responses |
22/05/2017 |
| How to use fetch_csv with continues futures? |
no responses |
22/05/2017 |
| Can Someone Code This For Me? |
no responses |
22/05/2017 |
| Stop loss not triggering. What am I doing wrong? |
no responses |
22/05/2017 |
| Mean reversion of Quality factor over 12 earnings |
1 response |
21/05/2017 |
| looked everywhere! - need help with creating a sell order after holding security for 15 minutes |
7 responses |
21/05/2017 |
| Futures leverage/risk |
3 responses |
21/05/2017 |
| How can I use Fetcher for each day? |
no responses |
21/05/2017 |
| discrepancies in futures prices? can't get the price or rsi to match other sites |
15 responses |
21/05/2017 |
| Python Cryptocurrency Backtester |
4 responses |
21/05/2017 |
| Looking for tools that support trading based on real-time market data |
no responses |
20/05/2017 |
| Labelling Columns in DataFrame CSV |
no responses |
20/05/2017 |
| Delete this post |
no responses |
20/05/2017 |
| One Stock algo - Multiple stocks algo |
no responses |
20/05/2017 |
| Crude oil price distortion?? |
no responses |
20/05/2017 |
| What's going on with the leaderboard? |
1 response |
20/05/2017 |
| White-listing "types"? |
no responses |
20/05/2017 |
| Newbie Question |
3 responses |
19/05/2017 |
| (Rookie Mistake) Slippage Setting Does Work! |
10 responses |
19/05/2017 |
| Futures trend reversion algo |
17 responses |
19/05/2017 |
| fetch_csv is not defined |
no responses |
19/05/2017 |
| Trying to pick 20 stocks from Filter Pipeline |
3 responses |
19/05/2017 |
| Confirmation |
no responses |
19/05/2017 |
| How to know a stock is in S&P 500 components? |
1 response |
19/05/2017 |
| Turnover Ratios |
1 response |
19/05/2017 |
| The Bean Report |
15 responses |
19/05/2017 |
| Industry Concentration Strategy |
4 responses |
19/05/2017 |
| Misleading results? |
6 responses |
18/05/2017 |
| PvR - Profit vs. Risk |
25 responses |
18/05/2017 |
| SMA crossover / Stuck in line 18 ("Syntax Error") |
no responses |
18/05/2017 |
| multiple day historical calculation in pipeline |
2 responses |
18/05/2017 |
| Stochastic Oscillator -- Need quick help printing values ( Corrected) |
4 responses |
18/05/2017 |
| Stochastic Oscillator |
no responses |
18/05/2017 |
| Perplexing Memory Leak |
2 responses |
18/05/2017 |
| Getting started hint |
1 response |
18/05/2017 |
| Hello All: I was HFT trader 2009-2012, want to adapt my pairs trading to Quantopian |
no responses |
18/05/2017 |
| Paid job for coder to implement trading algo |
no responses |
18/05/2017 |
| High Return SPY, SPXL, and EDV |
8 responses |
18/05/2017 |
| what am I missing in order timing? I feel like my order should be placed 1 minute sooner than it is. |
5 responses |
18/05/2017 |
| Wrong P&L Graph |
9 responses |
17/05/2017 |
| Updating an Old Algorithm |
no responses |
17/05/2017 |
| Backtest Crashing at Random Times |
no responses |
17/05/2017 |
| Confused |
1 response |
17/05/2017 |
| How to add charge and withdrawals function |
no responses |
17/05/2017 |
| Using Variance Analysis to Calculate Customer Growth Rate |
no responses |
17/05/2017 |
| Testing for structural changes |
2 responses |
17/05/2017 |
| time series BRK_A |
1 response |
16/05/2017 |
| usu invests andy brim mva robinhood |
no responses |
16/05/2017 |
| usu invests andy brim robinhood ready |
no responses |
16/05/2017 |
| Usu-invests Andy Moving Averages Robinhood |
no responses |
16/05/2017 |
| Buy The ETF or Short Its Reverse ETF ? |
no responses |
16/05/2017 |
| Time frame for supporting Deep Learning libraries on Quantopian |
1 response |
16/05/2017 |
| How to use fetch_csv() in a scheduled function |
no responses |
16/05/2017 |
| plotting data [HELP] |
no responses |
16/05/2017 |
| SymPy Module |
no responses |
16/05/2017 |
| MinVar etc using scipy.optimize.minimize SLSQP leads to out of bounds solution |
8 responses |
16/05/2017 |
| Can't log in to IB from algo? |
1 response |
16/05/2017 |
| junk |
12 responses |
16/05/2017 |
| Preparing for a career in algorithmic trading (quantitative research) |
9 responses |
16/05/2017 |
| Dynamic leverage based on a technical indicator |
no responses |
16/05/2017 |
| Loading bars data from CSV? |
no responses |
16/05/2017 |
| Quantopian Lecture Series: Futures Trading Considerations |
no responses |
15/05/2017 |
| Quantopian Lecture Series: Introduction to Volume, Slippage, and Liquidity |
no responses |
15/05/2017 |
| Quantopian Lecture Series: Introduction to Futures Contracts |
1 response |
15/05/2017 |
| Quantopian Lecture Series: Mean Reversion on Futures |
14 responses |
15/05/2017 |
| Chicago! Quantopian Meetup on May 18th |
no responses |
15/05/2017 |
| Z-Score for Stock Returns |
2 responses |
15/05/2017 |
| Contest Leaderboard Not Updating? |
28 responses |
15/05/2017 |
| Live trading stopped working for me (Solved) |
3 responses |
15/05/2017 |
| How to get next trading date for an asset? |
no responses |
15/05/2017 |
| Utilizing Margin through Robinhood Gold |
1 response |
15/05/2017 |
| Buying and selling Bitcoins or any other custom data |
no responses |
15/05/2017 |
| Minutely USEquityPricing data in standalone Python development IDE |
2 responses |
14/05/2017 |
| Pyfolio | bt.create_full_tear_sheet() was not working | ISSUE RESOLVED |
6 responses |
14/05/2017 |
| Help needed on Arooon strategy |
1 response |
14/05/2017 |
| Incorporate Sector Data into Pipeline |
3 responses |
13/05/2017 |
| How can I store the states of my algorithms when it crashes and restarted |
7 responses |
13/05/2017 |
| Dividend Class Factor Help |
1 response |
13/05/2017 |
| Bad price data or bad understanding of historic pricing? |
2 responses |
13/05/2017 |
| Rolling pct_ret in pipeline |
1 response |
12/05/2017 |
| cloned algorithm |
no responses |
12/05/2017 |
| [HELP] Does anyone know the syntax of Force Index? |
1 response |
12/05/2017 |
| handle_data with multiple securities - help |
1 response |
12/05/2017 |
| RSI, Open, and AVG Strategy[50%, Max Leverage=1] |
1 response |
12/05/2017 |
| Futures Data Now Available in Research |
58 responses |
12/05/2017 |
| history for certain dates for machine learning |
no responses |
12/05/2017 |
| Dividend Capture Algo |
no responses |
12/05/2017 |
| Why this Mebane Faber strategy algo does not trade? |
1 response |
12/05/2017 |
| Clarifying prices by various methods |
no responses |
12/05/2017 |
| Testing for consecutive weekly highs/lows |
no responses |
12/05/2017 |
| 62.23 is not equal to 62.23, apparently. data.current price vs history. A floating Python strike isclose() call. |
3 responses |
12/05/2017 |
| Creating a custom dataset? |
2 responses |
12/05/2017 |
| Run algorithm daily in local environment |
no responses |
11/05/2017 |
| Looking for statsmodels.tsa.stattools.grangercausalitytests |
no responses |
11/05/2017 |
| How do we get historical prices once before market open and current prices every minute, so as to minimize execution time? |
no responses |
11/05/2017 |
| Language problem (very newbie) |
2 responses |
11/05/2017 |
| Research platform down! |
no responses |
11/05/2017 |
| Trailing stops on Robinhood |
no responses |
11/05/2017 |
| Pipeline custom factor for downside volatilty |
6 responses |
11/05/2017 |
| Grab percentiles from pandas pipeline output? |
no responses |
11/05/2017 |
| Pipeline Filter Help |
1 response |
10/05/2017 |
| Chart of daily portfolio turnover |
no responses |
10/05/2017 |
| Setting stop loss using moving average. |
no responses |
10/05/2017 |
| Recommended "equity" to park cash in on IB |
no responses |
10/05/2017 |
| Backtest Stuck? |
1 response |
10/05/2017 |
| machine learning cross stock training |
no responses |
10/05/2017 |
| How to schedule a quarterly rebalance |
1 response |
10/05/2017 |
| Unable to reconcile Information Analysis of Alphalens |
9 responses |
10/05/2017 |
| A vix strategy which sharp rate > 1.7 and mdd < 0.15, seeking advices. |
no responses |
10/05/2017 |
| P/B ratio not working |
7 responses |
10/05/2017 |
| SMA Help |
1 response |
10/05/2017 |
| Formatting Log |
no responses |
10/05/2017 |
| How can len(context.portfolio.positions) be fractional? |
3 responses |
10/05/2017 |
| Small cap screen? |
5 responses |
09/05/2017 |
| Returning the low price of the day for the current trading minute??? |
3 responses |
09/05/2017 |
| Slippage - Under the Hood? Need an expert explanation. |
no responses |
09/05/2017 |
| Creating a Buy/Sell signal program. |
no responses |
09/05/2017 |
| Stocks "disappearing" from historic fundamental data in research |
2 responses |
09/05/2017 |
| Comparing various python live trading platforms |
13 responses |
09/05/2017 |
| Help! Negative cash in my Clenow momentum strategy. |
3 responses |
09/05/2017 |
| 1500% returns, -52% drawdown. Thoughts? |
5 responses |
09/05/2017 |
| Exception when adding other contracts to Futures Trend Follow sample |
1 response |
09/05/2017 |
| Pseudo Quants |
2 responses |
09/05/2017 |
| How is optimization done in Quantopian |
2 responses |
09/05/2017 |
| Advice on reducing drawdown |
2 responses |
09/05/2017 |
| Orders not filling for even small amounts |
6 responses |
09/05/2017 |
| Is there any way to persistent in live mode trade? |
no responses |
09/05/2017 |
| RSI AND OPEN Algo[250% Return in one year] |
3 responses |
09/05/2017 |
| Portfolio of strategies? |
2 responses |
09/05/2017 |
| Getting Started |
2 responses |
09/05/2017 |
| Algorithm on an iPad |
3 responses |
09/05/2017 |
| Calculation of max draw down |
3 responses |
09/05/2017 |
| futures not ordering |
1 response |
08/05/2017 |
| Timeout error on pipeline_output |
1 response |
08/05/2017 |
| AlphaPy: A Machine Learning Framework for Speculators |
no responses |
08/05/2017 |
| Multiple Regression Part 1 nb |
1 response |
08/05/2017 |
| Crowdsourced YAVolS: Yet Another Volatility Strategy - Crowdsourced Algorithm |
3 responses |
08/05/2017 |
| How to get data on "Sales growth past 5 years" |
1 response |
07/05/2017 |
| Pursuing a master thesis topic |
1 response |
07/05/2017 |
| Issues brought up backtesting with VMIN |
6 responses |
07/05/2017 |
| Looking for insight into institutional day trading algorithms |
no responses |
07/05/2017 |
| Seminar Empirical Analysis of Stock markets |
no responses |
07/05/2017 |
| Seminar Empirical Analysis of Stock markets |
no responses |
07/05/2017 |
| Talib Chart Patterns |
no responses |
07/05/2017 |
| Alphalens - Using current returns to predict current returns |
6 responses |
07/05/2017 |
| I can't recall being this annoyed |
2 responses |
07/05/2017 |
| Starting Discussion - Trading Futures using exponential moving average |
no responses |
06/05/2017 |
| May 6 SF Workshop Temp Post |
no responses |
06/05/2017 |
| Pipeline on RSI, different RSI result compare to Finviz and other sites? |
no responses |
06/05/2017 |
| Multi-Asset Class Futures Model |
no responses |
06/05/2017 |
| Pipeline factor help |
12 responses |
06/05/2017 |
| Developer Needed for Strategy and Algorithm |
no responses |
06/05/2017 |
| First try!Help needed! |
no responses |
06/05/2017 |
| VXX/XIV article in the Financial Times |
no responses |
06/05/2017 |
| Practices for Slippage-safe Strategies |
no responses |
06/05/2017 |
| Reference request : Kelly Criterion |
4 responses |
06/05/2017 |
| DCF |
1 response |
06/05/2017 |
| Help improving this Algorithm - buying at 80% discount |
4 responses |
06/05/2017 |
| Intraday time periods help! |
no responses |
06/05/2017 |
| Is it possible to install quantopian in local IDE like PyCharm |
6 responses |
05/05/2017 |
| Trying to day trade a gap up strategy. Please help! |
4 responses |
05/05/2017 |
| new portfolio stat? |
no responses |
05/05/2017 |
| Quandl Yahoo VIX Dataset Shutdown Notice |
no responses |
05/05/2017 |
| Anyone interested in collaborating on RL approach ? |
1 response |
05/05/2017 |
| QuantCon NYC Replay |
no responses |
05/05/2017 |
| how to filter for delisted stocks |
2 responses |
05/05/2017 |
| 'bool' object has no attribute 'ndim' ? |
1 response |
05/05/2017 |
| ES Futures - Only trade during SPY hours |
2 responses |
05/05/2017 |
| How to calculate beta to sector? |
8 responses |
04/05/2017 |
| Calculate monthly RSI |
1 response |
04/05/2017 |
| How to analyze this dataset? |
no responses |
04/05/2017 |
| Cannot get VIX from pipeline and futures in the same program |
2 responses |
04/05/2017 |
| Problems with Datetime |
1 response |
03/05/2017 |
| Futures and the data object |
1 response |
03/05/2017 |
| Removing NAN from Talib ATR Function |
2 responses |
03/05/2017 |
| Continuous Future Data Lifespans |
18 responses |
03/05/2017 |
| A Little Python Help? |
2 responses |
03/05/2017 |
| Problems observed in algo trading equities on futures data. |
2 responses |
03/05/2017 |
| Informal Quantopian Jam Session in Halifax |
9 responses |
03/05/2017 |
| Combining Strategic and Tactical Asset Allocation |
2 responses |
03/05/2017 |
| Intraday minute moving average help! |
no responses |
03/05/2017 |
| Why do I not see all the symbols in the pipeline in the log ? |
1 response |
03/05/2017 |
| Quandl dropping GOOG and YAHOO databases |
9 responses |
02/05/2017 |
| Weekly News Sentiment |
no responses |
02/05/2017 |
| Set screen and trading question |
5 responses |
02/05/2017 |
| Looking for someone to create a core satellite strategy |
3 responses |
02/05/2017 |
| Empirical Analysis of Stock Markets: talib.STOCH |
no responses |
02/05/2017 |
| Using a Market Timing Rule to Size an Option Position |
no responses |
02/05/2017 |
| Merging Tables Into Pipeline |
4 responses |
02/05/2017 |
| is there a way to schedule "handle_data" to start 15 minutes after the open? |
6 responses |
02/05/2017 |
| Zipline sid |
1 response |
01/05/2017 |
| (deleted) |
no responses |
01/05/2017 |
| Futures Have Launched - Research, Backtesting, Lectures, Tutorial, and More |
73 responses |
01/05/2017 |
| Unable to live trade with Future's data |
10 responses |
01/05/2017 |
| Trailing Stop Error - local variable 'cost_basis' referenced before assignment |
3 responses |
01/05/2017 |
| run examples/buyapple.py got ERROR: Loader: failed to cache the new benchmark returns |
no responses |
01/05/2017 |
| Notebook for realtime scanner? |
no responses |
01/05/2017 |
| Quantopian Fund - what are the target returns and volatility? |
no responses |
01/05/2017 |
| Request for some help editing an algorithm |
no responses |
01/05/2017 |
| Is it possible... to recreat this RBF Model.. to predict price in Quantopian...? |
1 response |
01/05/2017 |
| Question on chains for continuous futures |
2 responses |
01/05/2017 |
| Guys do you know if Quantopian also provide the premium membership where user can have dedicate server and backtest will be faster ? |
1 response |
01/05/2017 |
| Take Profit |
10 responses |
01/05/2017 |
| Help with last order fill price |
no responses |
30/04/2017 |
| PC1 acceleration |
3 responses |
30/04/2017 |
| QuantCon 2017, April 30th Hackathon (FUTURES) |
no responses |
30/04/2017 |
| Futures Backtesting with Equitys together |
no responses |
30/04/2017 |
| Price of security N days ahead from within Pipeline |
3 responses |
30/04/2017 |
| How to convert dynamic string stock symbol to stocks |
no responses |
30/04/2017 |
| Tutorial: Introduction to Zipline in Python |
no responses |
29/04/2017 |
| VWAP Price |
no responses |
29/04/2017 |
| Single Parameter to Custom Filter -- bug?? |
1 response |
29/04/2017 |
| Assignment for Empirical Analysis of Stock Markets - Seminar |
no responses |
29/04/2017 |
| i'll give anyone a dollar if they can explain why this isn't placing an order. set_max_position error |
2 responses |
29/04/2017 |
| Next Days Close |
no responses |
29/04/2017 |
| symbol() and sid() undefined |
9 responses |
29/04/2017 |
| order_percent is selling instead of buying |
1 response |
29/04/2017 |
| Comparing Data Sets |
3 responses |
29/04/2017 |
| USEquityPricing and get_pricing data difference |
4 responses |
29/04/2017 |
| Will there be a Quantopian mutual fund? |
1 response |
28/04/2017 |
| Rebalancing Trailing Stop |
no responses |
28/04/2017 |
| QuantCon NYC 2017 Advanced Workshop |
2 responses |
28/04/2017 |
| Getting Month Start Market Cap |
no responses |
28/04/2017 |
| ML using ExtraTreesRegressor - Alphalens Query |
no responses |
28/04/2017 |
| The algo based on AI is trade's future |
1 response |
28/04/2017 |
| Machine Learning Models And Estimators |
8 responses |
28/04/2017 |
| Bug: Zombie Algo Comes Back After Being Stopped |
no responses |
28/04/2017 |
| Backward Difference Gradient |
no responses |
28/04/2017 |
| ImportError: No module named psychsignal.stocktwits |
9 responses |
28/04/2017 |
| New Dropdown in the Backtester - Futures |
5 responses |
27/04/2017 |
| Backtesting algorithms on Random Walk Process |
no responses |
27/04/2017 |
| Robin hood live trading |
6 responses |
27/04/2017 |
| Help..Data of the grains futures looks not ideal at all... |
2 responses |
27/04/2017 |
| Normalize MACD values? |
no responses |
27/04/2017 |
| Looking for someone who wants to build algorithms with me |
no responses |
27/04/2017 |
| Record PnL per stock |
2 responses |
27/04/2017 |
| Back test results |
no responses |
27/04/2017 |
| Trading using Random Forest model |
1 response |
27/04/2017 |
| Quantopian's slippage model for futures |
2 responses |
26/04/2017 |
| Quantopian Contest - paper trading start question |
1 response |
26/04/2017 |
| Using BBands with CustomFactor |
3 responses |
26/04/2017 |
| Importing External Data for Trading Strategy |
no responses |
26/04/2017 |
| performance of a stock versus its sector index |
no responses |
26/04/2017 |
| Creating a factor which is the total count of True/False values created by pipeline Filters for each stock within a pipeline. |
no responses |
26/04/2017 |
| Relative orders in live trading |
no responses |
26/04/2017 |
| Constraint based Unsupervised Learning in Python to figure out Most Profitable Trading Strategy? Is it possible? |
no responses |
26/04/2017 |
| Tear sheet: non-unique MultiIndex error after concatenating pipeline output |
2 responses |
26/04/2017 |
| Backtesting Volatility pre 2007. |
1 response |
26/04/2017 |
| daytrader chart |
no responses |
26/04/2017 |
| Pipeline average volume for stocks in universe |
3 responses |
26/04/2017 |
| Pipeline prev close price adjusted for splits and dividends |
no responses |
26/04/2017 |
| 30mins RSI using ta-lib |
no responses |
25/04/2017 |
| Basic Question: 2.5% of Daily Volume max fill on slippage assumption? |
no responses |
25/04/2017 |
| Problems reproducing Antonacci's dual momentum GEM strategy |
5 responses |
25/04/2017 |
| Unknown Error Help |
no responses |
25/04/2017 |
| Delayed Data? |
1 response |
25/04/2017 |
| talib ADX Indicator with Q500US |
no responses |
25/04/2017 |
| Buy and Hold - Bypassing Robinhood Gold (margin) negative Balance |
5 responses |
25/04/2017 |
| Custom Factor - dynamic window length and timestamp |
1 response |
25/04/2017 |
| Fundamental Data on Portfolio stocks |
5 responses |
25/04/2017 |
| help with volume spike purchasing formula |
no responses |
25/04/2017 |
| How can I lower my algo's beta? |
no responses |
24/04/2017 |
| pipeline troubles |
1 response |
24/04/2017 |
| RETIRED LECTURE: Momentum Strategies |
13 responses |
24/04/2017 |
| Tear sheet plots all squeezed together |
4 responses |
24/04/2017 |
| Basic tear sheet problem with rolling beta - found the cause of the error |
2 responses |
24/04/2017 |
| Strategy Coding Exercise |
no responses |
24/04/2017 |
| NonWindowSafeInput Error - Custom Factor within another Custom Factor |
5 responses |
24/04/2017 |
| RSI Algorithm help NEEDED |
1 response |
24/04/2017 |
| store list on day 1 to use on day 3 |
3 responses |
23/04/2017 |
| Ordering 100% percent portfolio value of shares exhibiting bizarre results |
4 responses |
23/04/2017 |
| test |
1 response |
23/04/2017 |
| Intro to algo trading in London 22nd April |
13 responses |
22/04/2017 |
| Leverage and Sentiment Analysis |
4 responses |
21/04/2017 |
| XIV / UVXY Trading |
11 responses |
21/04/2017 |
| Buying with a pipeline, selling with different moving averages?????? HELP PLEASE |
1 response |
21/04/2017 |
| How to grab just the top 10, or top 100 stocks within a percentile? |
1 response |
21/04/2017 |
| usage of "import quantopian.algorithm as algo" ? |
no responses |
21/04/2017 |
| Scaling |
1 response |
21/04/2017 |
| Error: from quantopian.algorithm import attach_pipeline, pipeline_output |
3 responses |
21/04/2017 |
| How do I implement this pattern in Quantopian? |
no responses |
21/04/2017 |
| Historical Data |
no responses |
20/04/2017 |
| Please HELP ME: SMA value delay |
no responses |
20/04/2017 |
| Sourcing data in the Research Environment |
1 response |
20/04/2017 |
| AVG Cost |
no responses |
20/04/2017 |
| Help! Code not working!. |
no responses |
20/04/2017 |
| Flexible Asset Allocation |
no responses |
20/04/2017 |
| Please help with this simple SMA strategy |
3 responses |
19/04/2017 |
| Investable Universes |
no responses |
19/04/2017 |
| Code Not Working - Please Help |
2 responses |
19/04/2017 |
| Basic Q - choosing the right quantiles while going long/short |
no responses |
19/04/2017 |
| Notebook Logic Error |
no responses |
19/04/2017 |
| Interactive Broker coder |
1 response |
19/04/2017 |
| "Herding Robotic Cats" |
4 responses |
19/04/2017 |
| How to determine the algos' correlations? |
no responses |
19/04/2017 |
| need help on 'kernel died ' |
1 response |
19/04/2017 |
| Basic Q - combining custom factors with existing factors |
3 responses |
19/04/2017 |
| Rebalancing the portfolio |
1 response |
18/04/2017 |
| How to make factors be the input of CustomFactor calculation? |
8 responses |
18/04/2017 |
| RobinHood Vix Mix |
11 responses |
17/04/2017 |
| JAVoIS: Just Another Volatility Strategy |
no responses |
17/04/2017 |
| Zack’s Long-Short PEAD with News Sentiment and the Street's Consensus |
no responses |
17/04/2017 |
| 101 Alphas Project: Alpha #41 |
no responses |
17/04/2017 |
| Are Earnings Predictable with Buyback Announcements? |
no responses |
17/04/2017 |
| Zack's Long-only PEAD with News Sentiment and the Street's Consensus |
no responses |
17/04/2017 |
| How to get single stock price data in CustomFactor calculating |
2 responses |
17/04/2017 |
| What to learn to master Quantopian coding skills? |
no responses |
17/04/2017 |
| A slight twist on magic formula yield |
2 responses |
17/04/2017 |
| Has anyone applied Machine learning to pick stocks here? |
1 response |
16/04/2017 |
| Capital Allocation |
9 responses |
16/04/2017 |
| Tutorial geared towards data analysis |
no responses |
16/04/2017 |
| VWAP slippage |
no responses |
16/04/2017 |
| Historical option vol data |
no responses |
16/04/2017 |
| Beginner trying to Create my own trading strategy using Ichimoku, RSI, Volume |
no responses |
16/04/2017 |
| Help needed to cancel stop/limit accordingly! |
2 responses |
16/04/2017 |
| Beta Zero-Targeting - Automatic - Never worry about Beta again |
19 responses |
16/04/2017 |
| Can use pipeline with bar data from yahoo in zipline evn ? |
no responses |
16/04/2017 |
| How to use USEquityPricing |
2 responses |
16/04/2017 |
| Iterating Through Portfolio to set Stop Loss Order(s) |
no responses |
16/04/2017 |
| Nesting of "If, Elif, Else"? |
1 response |
15/04/2017 |
| help using zipline on non US stocks |
1 response |
15/04/2017 |
| Generating the Bayesian Forecast Cone Graph in Research (plus a bonus!) |
1 response |
15/04/2017 |
| Why is my code selling securities even though they are still in the context.ouput of my pipeline?? |
1 response |
15/04/2017 |
| Trailing Stop Loss Order? |
1 response |
15/04/2017 |
| Simplest Machine Learning With KNN, Benchmark QQQ |
1 response |
14/04/2017 |
| Previous SMA in Pipeline |
1 response |
14/04/2017 |
| How to access Data in Pipeline Custom Factor |
1 response |
14/04/2017 |
| Running pipeline more than once a day |
4 responses |
14/04/2017 |
| Simple Stop Loss Order |
no responses |
14/04/2017 |
| Currently writing a Master Thesis, Could I use Quantopian ? |
1 response |
14/04/2017 |
| Can anyone sell me tickets to QuantCon? |
2 responses |
14/04/2017 |
| Gold Silver Pairs Trading. |
1 response |
14/04/2017 |
| Ways to Limit Commission |
no responses |
14/04/2017 |
| QuantCon NYC 2017 Agenda and Live Stream |
no responses |
13/04/2017 |
| Anyone could tell me about competitions on tick-by-tick data? |
3 responses |
13/04/2017 |
| Gold and Silver Pairs Trading |
1 response |
13/04/2017 |
| to delete |
no responses |
13/04/2017 |
| Buying Worst Performing positions in my portfolio |
no responses |
13/04/2017 |
| Need some advice how to run away from certain technical patterns |
no responses |
13/04/2017 |
| Research Notebook not working |
3 responses |
13/04/2017 |
| Weighted portfolio holdings by averaged volatility. diverged from SPDR |
no responses |
13/04/2017 |
| Period of Performance for Contest - Not Apples-to-Apples |
no responses |
12/04/2017 |
| Tear Sheet |
no responses |
12/04/2017 |
| KAMA Crossover Buy/Sell |
1 response |
12/04/2017 |
| code not working - i'm a complete newbie |
1 response |
12/04/2017 |
| Limitations of backtest model for short-selling |
9 responses |
12/04/2017 |
| PIPELINE OUTPUT LIMITING How do I get this to output 20 rows? Where do I need to add a filter or a screen etc.. Thanks for the help! |
4 responses |
12/04/2017 |
| Selling stock after time |
13 responses |
12/04/2017 |
| Live trading with Interactive Brokers |
1 response |
12/04/2017 |
| PLEASE HELP!!! MY SCREEN IN PIPELINE IS NOT WORKING!!!!!! |
5 responses |
12/04/2017 |
| CAGR on fundamental data too slow? |
no responses |
12/04/2017 |
| Alphalens saving results |
no responses |
12/04/2017 |
| Bull/Bear Lagging Price Hedge |
1 response |
12/04/2017 |
| Enhancing Mean Reversion Algorithms |
4 responses |
11/04/2017 |
| Java Artificial Intelligence Beginner, Machine Learning Examples needed |
1 response |
11/04/2017 |
| Backtests inaccurate for short selling |
1 response |
11/04/2017 |
| 500 Internal server: get_fundamentals with range_specified |
2 responses |
11/04/2017 |
| Nasdaq/NYSE stock & ETF datasets where you can get customized column labels/features for signal boosting |
no responses |
11/04/2017 |
| New to Python: pipeline question |
1 response |
11/04/2017 |
| How can I filter securities based on the Exchanges they are available on? |
1 response |
10/04/2017 |
| Making a regression analysis in Quantopian research notebook |
no responses |
10/04/2017 |
| What are the best strategies for a researcher writing a research paper? |
no responses |
10/04/2017 |
| Screening stocks based on percentage changes from previous day |
no responses |
10/04/2017 |
| Notebook pipeline runs out of memory |
2 responses |
10/04/2017 |
| What is the best IDE for trading with Python? |
no responses |
10/04/2017 |
| Simple way to find SMA crossovers in Pipeline |
no responses |
09/04/2017 |
| SMA CROSSOVER PIPELINE HELP PLEASE! |
2 responses |
09/04/2017 |
| Chipy - Research Notebook Tutorial |
no responses |
09/04/2017 |
| A Question on Mean Reversion |
no responses |
08/04/2017 |
| Mtl Workshop |
no responses |
08/04/2017 |
| Equity Momentum |
37 responses |
08/04/2017 |
| [Feedback request] A newbie building his framework to start messing with algos |
1 response |
08/04/2017 |
| Quantopian Futures |
11 responses |
08/04/2017 |
| Mtl Quantopian Workshop |
no responses |
08/04/2017 |
| Mtl Quantopian Workshop My Pairs |
no responses |
08/04/2017 |
| Making Use of Futures Historical Data to Explore Asset Relationships |
no responses |
08/04/2017 |
| Futures |
2 responses |
07/04/2017 |
| Question on Zipline and Pandas Data Reader When Attempting to RunAlgo Through Python Spyder Notebook |
7 responses |
07/04/2017 |
| HELP! Where can I find the parameters for the indicators available in TA-LIB?!?!?!?!?! |
5 responses |
07/04/2017 |
| How often to rebalance long-short portfolio? |
2 responses |
07/04/2017 |
| James Montier Trinity of Risk Short Strategy |
3 responses |
07/04/2017 |
| 1 |
no responses |
07/04/2017 |
| 2 |
no responses |
07/04/2017 |
| 3 |
no responses |
07/04/2017 |
| Resample of monthly data |
2 responses |
07/04/2017 |
| How to handle portfolio with IB trading |
8 responses |
07/04/2017 |
| VIX futures data |
11 responses |
07/04/2017 |
| Just getting started. Want to create a momentum type algo |
1 response |
06/04/2017 |
| MT4 trigger for Quantopian |
no responses |
06/04/2017 |
| Create Leveraged ETF List |
no responses |
06/04/2017 |
| Timing for EPS seems inaccurate. |
2 responses |
06/04/2017 |
| STEADFAST ALGORITHM |
1 response |
06/04/2017 |
| Simple Question - Sorting and Rebalancing |
2 responses |
06/04/2017 |
| How to get Static Assets in Research? |
1 response |
06/04/2017 |
| Trading backtest |
no responses |
06/04/2017 |
| Data Sources - Leading Activity |
no responses |
06/04/2017 |
| We Made Our First Multi-Million Dollar Allocations |
15 responses |
06/04/2017 |
| How to Compute Industry Values? |
1 response |
06/04/2017 |
| Quantopian Futures API Tutorial |
9 responses |
06/04/2017 |
| BUG? Corporate Action HPE spin-off to DXC and backtesting |
3 responses |
06/04/2017 |
| Help understanding UVXY |
5 responses |
06/04/2017 |
| Working in my own research environment with Quantopian data? |
3 responses |
06/04/2017 |
| TOO GOOD TO BE TRUE??? |
2 responses |
06/04/2017 |
| Historic value lookup and quantification [WIP] |
no responses |
06/04/2017 |
| Monthly Close and Monthly Open |
no responses |
06/04/2017 |
| long-short market neutral w/ CVXPY optimization |
1 response |
05/04/2017 |
| The Process of Naming the Contest 14 Prizes |
48 responses |
05/04/2017 |
| PnL |
4 responses |
05/04/2017 |
| Alphalens with a single security? |
5 responses |
05/04/2017 |
| Short logic with legal leverage |
3 responses |
05/04/2017 |
| fetch_csv signal vs stock |
no responses |
05/04/2017 |
| Database of historical news for sentiment validation (Accern, Sentdex etc) |
1 response |
05/04/2017 |
| TimeoutException in data Handle |
no responses |
05/04/2017 |
| Hands on Finance - Wang Yi |
no responses |
05/04/2017 |
| Yumin's Strategy |
1 response |
05/04/2017 |
| "STOCK" is part of SEC's Tick Size Program. (Robinhood reject for stop market order) |
2 responses |
05/04/2017 |
| Buying power (Interactive Brokers) |
1 response |
04/04/2017 |
| usuinvests Andy Brim Pairs Trading |
no responses |
04/04/2017 |
| How to get selected minute volume data |
3 responses |
04/04/2017 |
| Alphalens - Performance analysis of predictive alpha factors |
20 responses |
04/04/2017 |
| Q500US Question |
no responses |
04/04/2017 |
| Implementing Profitable Mean Reversion after Large Price Drops |
2 responses |
04/04/2017 |
| Pipe Set Screen with multiple values |
no responses |
04/04/2017 |
| Percentage change of a Moving average |
3 responses |
04/04/2017 |
| Track Orders |
9 responses |
04/04/2017 |
| Unexpected behavior with order_target_percent method |
2 responses |
04/04/2017 |
| algorithms sorting by last run |
no responses |
03/04/2017 |
| Does IDE have autocomplete? |
7 responses |
03/04/2017 |
| Old RSI -> New RSI |
no responses |
03/04/2017 |
| Pipeline filter not working in research platform |
5 responses |
03/04/2017 |
| Notebook API 'get_pricing' stopped working |
4 responses |
03/04/2017 |
| If order is not fully executed do remaining open positions follow the logic of the algo? |
2 responses |
03/04/2017 |
| Get date of current backtest day |
2 responses |
03/04/2017 |
| Pipeline Tutorial Help |
2 responses |
03/04/2017 |
| Margin costs |
1 response |
03/04/2017 |
| How to include day's opening price? |
1 response |
02/04/2017 |
| Boston Workshop Sharing Thread |
no responses |
02/04/2017 |
| Test |
no responses |
02/04/2017 |
| Error: could not broadcast input array from shape |
2 responses |
02/04/2017 |
| How to Retrieve a Day's Intraday Minute by Minute Data For a Specific Stock |
5 responses |
02/04/2017 |
| Estimation of Asset Distribution |
4 responses |
01/04/2017 |
| Edgar data |
no responses |
01/04/2017 |
| S |
no responses |
01/04/2017 |
| Trouble with basic Pyfolio Tearsheet |
3 responses |
01/04/2017 |
| Using data in pipeline |
2 responses |
01/04/2017 |
| What about a new contest? |
3 responses |
01/04/2017 |
| Fetcher Help |
no responses |
31/03/2017 |
| beginner's luck |
4 responses |
31/03/2017 |
| Limit / stop orders for short selling |
5 responses |
31/03/2017 |
| Long-Short with iShares 1-3 Year Treasury Bond (SHY:) and iShares 20+ Year Treasury Bond (TLT) |
1 response |
31/03/2017 |
| Indentation error when trading on signal from CSV-file |
no responses |
31/03/2017 |
| Split rules? |
no responses |
31/03/2017 |
| Algo taking hold of existing manual positions? |
no responses |
31/03/2017 |
| HELP! run_pipeline() module name in IDE |
1 response |
31/03/2017 |
| Nasdaq top 10 strategy (can anyone test or code). |
3 responses |
31/03/2017 |
| Morningstar Industry Code? |
9 responses |
31/03/2017 |
| L/S Mean Reversion for SPDR |
no responses |
30/03/2017 |
| Quantopian Lecture Series: Comparing ETFs Exercises DRAFT |
1 response |
30/03/2017 |
| Best performing algorithms |
47 responses |
30/03/2017 |
| rebalancing your positions daily |
5 responses |
30/03/2017 |
| Pair trading strategy |
3 responses |
30/03/2017 |
| Institutional Investing |
3 responses |
30/03/2017 |
| Pairs Trading with automatic pair selection |
1 response |
30/03/2017 |
| Import Historical Data Pre 2002 |
no responses |
30/03/2017 |
| Is there a way to get live VIX price? |
1 response |
29/03/2017 |
| Quantopian Lecture Series: Pairs Trading Exercises DRAFT |
2 responses |
29/03/2017 |
| Help - cancel order! |
no responses |
29/03/2017 |
| Quantopian Lecture Series: Introduction to pandas Exercises DRAFT |
1 response |
29/03/2017 |
| Short Interest |
no responses |
29/03/2017 |
| Quick Question : Is the Q500 a subset of the Q1500 ? |
1 response |
29/03/2017 |
| ETF Rotation Strategy |
17 responses |
29/03/2017 |
| Margin vs leverage and shorting |
no responses |
29/03/2017 |
| Help with adding a new bundle for fundamental data API |
no responses |
29/03/2017 |
| 10k vs 10Q |
1 response |
29/03/2017 |
| ETF Swing Strategy (Playing with the ETF and the inverse ETF) |
no responses |
29/03/2017 |
| Key error when iterating through context.portfolio.positions |
4 responses |
29/03/2017 |
| Fundamental factors in pipeline in Research |
no responses |
28/03/2017 |
| Is there any way to download the logs? |
no responses |
28/03/2017 |
| Futures Workshop Debuting at QuantCon NYC on April 28th |
3 responses |
28/03/2017 |
| Can Quantopian backtest customized alphas |
1 response |
28/03/2017 |
| Looking for coding partner |
1 response |
28/03/2017 |
| XIV trading based on RSI, ROC and WVF |
13 responses |
28/03/2017 |
| Why am i getting such a high return? |
1 response |
28/03/2017 |
| New to Quantopian and Pipelines |
1 response |
28/03/2017 |
| Quantopian Lecture Series: Factor Analysis |
5 responses |
27/03/2017 |
| Looking to create or find dataset of danish stock |
no responses |
27/03/2017 |
| Cumulative Trade Metrics |
1 response |
27/03/2017 |
| Sell logic |
no responses |
27/03/2017 |
| yahoo historical prices webpage vs. pandas data.datareader vs. quantopian data.history |
no responses |
27/03/2017 |
| Can i trade my two ib accounts at the same time? |
2 responses |
27/03/2017 |
| Interday Limit Orders |
no responses |
27/03/2017 |
| gj Sentiment Analysis code error |
no responses |
27/03/2017 |
| NUS MSBA Chinatown Project 2 |
no responses |
27/03/2017 |
| Mean Reversion Error |
3 responses |
26/03/2017 |
| 1 |
no responses |
26/03/2017 |
| WANG NUS |
no responses |
26/03/2017 |
| Pipeline stuck on backtests |
4 responses |
26/03/2017 |
| Growth Rate with Factor |
3 responses |
26/03/2017 |
| Parameter exploration / running several backtests (from notebook) |
1 response |
25/03/2017 |
| Max long exposure and max short exposure with a quadratic objective? |
14 responses |
25/03/2017 |
| Constraint on portfolio variance |
7 responses |
25/03/2017 |
| Turbo Binary a scam? |
no responses |
25/03/2017 |
| fetcher fetch_csv question |
3 responses |
25/03/2017 |
| VIX updating times |
4 responses |
25/03/2017 |
| How to generate Weekly and Monthly OHLC Bars with Quantopian Data |
4 responses |
25/03/2017 |
| Need someone to help with leverage on this |
5 responses |
25/03/2017 |
| any code examples for pairs finding |
no responses |
24/03/2017 |
| Aroon Pipeline Factor |
2 responses |
24/03/2017 |
| Can an algo read external parameters from a file? |
2 responses |
24/03/2017 |
| Ranking all stocks by performance |
5 responses |
24/03/2017 |
| Daily Dip and Peak Intraday SPY Trader |
1 response |
24/03/2017 |
| Hello, need to maintain leverage and make sell order function correctly |
4 responses |
24/03/2017 |
| How to set the log level to Info |
4 responses |
24/03/2017 |
| Notebook memory limits not sufficient to load a 10 year backtest |
2 responses |
24/03/2017 |
| Machine Learing|Mean Reversion|The Bottom Of The Q500 |
3 responses |
24/03/2017 |
| Using CustomFactor as Stop Loss |
no responses |
23/03/2017 |
| Tax Harvesting Long Only |
3 responses |
23/03/2017 |
| Quantopian Universes - Updating Limited Partnership(LP) Filtering |
no responses |
23/03/2017 |
| Unable to access historical fundamental data |
3 responses |
23/03/2017 |
| Newbie Looking for Collaborators |
no responses |
23/03/2017 |
| How to improve when Alpha weight is too strongly concentrated or too a few stocks are assigned weight? |
1 response |
23/03/2017 |
| How use data.current in Research mode? |
no responses |
23/03/2017 |
| How to Code percent profit target and dates. |
1 response |
23/03/2017 |
| Adding a Custom Factor to Pipeline |
6 responses |
23/03/2017 |
| Dump trades and daily position data |
1 response |
23/03/2017 |
| NUS Hands-on BA China |
no responses |
23/03/2017 |
| Calculate the correct EPS Growth Rate |
2 responses |
23/03/2017 |
| Robinhood trailing stop loss |
12 responses |
23/03/2017 |
| Buy Red Candle, Hold 12 weeks, Sell (Stocks and Commodities, April 2017, pg 18) |
no responses |
23/03/2017 |
| Leverage Problems, when trying to go into TLT safe haven |
7 responses |
22/03/2017 |
| HELP! Very specific question for order entry |
no responses |
22/03/2017 |
| Storing price |
1 response |
22/03/2017 |
| Clone button - open in a new tab (small suggest) |
3 responses |
22/03/2017 |
| Creating algo based on chart patterns |
1 response |
22/03/2017 |
| How do I check if I have already placed an order on a specific stock today? |
10 responses |
22/03/2017 |
| Display internal backlinks / close/lock post / pinging user and more generally community management |
no responses |
22/03/2017 |
| Display annualized metrics |
no responses |
22/03/2017 |
| Algo trading against predictable order flow. |
1 response |
22/03/2017 |
| Display backtest speed in bars/s |
no responses |
22/03/2017 |
| USU Invests Matt DeAngelo |
no responses |
22/03/2017 |
| andybrim_mva2 |
no responses |
21/03/2017 |
| What is this /= for portfolio weighting? |
3 responses |
21/03/2017 |
| Building an indicator based on P/E and interest |
no responses |
21/03/2017 |
| How does one access elements of a pipeline index? |
5 responses |
21/03/2017 |
| Newbie Question regarding some functions |
4 responses |
21/03/2017 |
| Emergency Stop: Cancel All Open Orders. |
3 responses |
21/03/2017 |
| Help with a maximum Holding period XIV strategy |
4 responses |
21/03/2017 |
| record function double writing data points (Zipline) |
no responses |
21/03/2017 |
| How to construct good training sets for supervised machine learning algorithms? |
no responses |
21/03/2017 |
| Using pipeline to select the top 30 stocks based on their returns |
11 responses |
21/03/2017 |
| Failure To Create Full Tear Sheet |
no responses |
20/03/2017 |
| I couldnt see the tearsheet easily (the cell was vertically too short) |
no responses |
20/03/2017 |
| Position Neutral Algorithms (PNA) |
no responses |
20/03/2017 |
| SEC tick size requirement in Robinhood |
no responses |
20/03/2017 |
| IB Live Trading Help! |
2 responses |
20/03/2017 |
| Python Pairs Trading - Z score and Correlation Coefficient for negative correlation (2) |
3 responses |
20/03/2017 |
| Intraday Stat Arb Paper - did anyone code this? |
no responses |
20/03/2017 |
| fundamentals stock screening using a formula |
1 response |
20/03/2017 |
| Bad EPS data in morningstar? |
2 responses |
20/03/2017 |
| Insider Trading Algo - Need help! |
8 responses |
19/03/2017 |
| NUS MSBA Chinatown_Moving Average Crossover v2 |
no responses |
19/03/2017 |
| how can I get the trade summary report |
1 response |
19/03/2017 |
| deleted |
no responses |
19/03/2017 |
| Pipeline problem |
3 responses |
19/03/2017 |
| is there a way to track how many days a position is held or when it was entered? |
4 responses |
18/03/2017 |
| Why are the two lists different? pipeline Q500US vs fundamentals. |
2 responses |
18/03/2017 |
| Quantopian Lecture Series: Hypothesis Testing Degrees of Freedom Correction |
1 response |
18/03/2017 |
| Python 2 or 3 |
11 responses |
18/03/2017 |
| how to close previous account after shorting? |
no responses |
18/03/2017 |
| How to get ex dividend dates for an ETF/ETN |
1 response |
18/03/2017 |
| how to get PEG ratio? |
3 responses |
18/03/2017 |
| long-short market neutral mean reversion |
1 response |
17/03/2017 |
| too much draw down, not smooth enough but nice to look at and dream about making that much |
5 responses |
17/03/2017 |
| Sell and buy logic with a profit taking portion |
no responses |
17/03/2017 |
| Leverage and Beta when Long and Short |
1 response |
17/03/2017 |
| Python Pairs Trading - Z score and Correlation Coefficient for negative correlation |
1 response |
16/03/2017 |
| Is Snapchat available in the api database? |
1 response |
16/03/2017 |
| Screening using fundamental data |
no responses |
16/03/2017 |
| Discrepancy Between Transaction Log and Results |
1 response |
16/03/2017 |
| Did dropbox changed their public folder privacy settings? |
2 responses |
16/03/2017 |
| Hello World rebalancing |
no responses |
16/03/2017 |
| Multiple Features: Time_lagges,3_day_retruns,5_day_returns,lag1,lag2 using Logistic Regression |
no responses |
16/03/2017 |
| return a list or series in a method that is referencing a PD Dataframe |
1 response |
16/03/2017 |
| Using fetch_csv with non-consecutive dates |
no responses |
16/03/2017 |
| Logistic Regression and time lagged series |
no responses |
15/03/2017 |
| How to obtain a time series of factors using pipeline |
5 responses |
15/03/2017 |
| QuantCon NYC 2016 Videos |
no responses |
14/03/2017 |
| Google chrome runs out of memory and becomes very slow running heavy duty backtests |
no responses |
14/03/2017 |
| Record Price Sold At? |
no responses |
14/03/2017 |
| Bottom probability with Dynamic Exit |
no responses |
14/03/2017 |
| Back testing stocks daily data at set times |
no responses |
14/03/2017 |
| Alphalens factors? |
1 response |
14/03/2017 |
| Alphalens - a new tool for analyzing alpha factors |
111 responses |
14/03/2017 |
| [BUG ] Pipeline VIX |
16 responses |
13/03/2017 |
| New Tutorial Available on Quantopian - Algorithmic Trading by Sentdex |
4 responses |
13/03/2017 |
| In backtests, Is stop order triggered even when low point in a min bar reaches the stop quote while close value doesn't for sell orders? same question applies for buy orders |
no responses |
13/03/2017 |
| Regarding use tensorflow library in quantopian for deep learning |
2 responses |
13/03/2017 |
| Pipeline with current price |
2 responses |
13/03/2017 |
| Enhancing Short-Term Mean-Reversion Strategies |
79 responses |
13/03/2017 |
| .. |
1 response |
13/03/2017 |
| Do momentum and reversals coexist? |
3 responses |
12/03/2017 |
| Is there any limit of fetch_csv() calls? |
no responses |
12/03/2017 |
| Help!: index out of bounds in research environment |
1 response |
12/03/2017 |
| relationship between VXX & XIV? |
3 responses |
12/03/2017 |
| why is my random s&p 500 stock algorithm doing strange things |
1 response |
12/03/2017 |
| Why is "order_target_percent" not working correctly? |
no responses |
12/03/2017 |
| Stop Order Error |
no responses |
12/03/2017 |
| Help with Pipeline Calculation |
no responses |
12/03/2017 |
| Biased Net Twitter Sentiment Analysis With Ensemble Assurance |
no responses |
12/03/2017 |
| Is there a way to trade stocks that were not in SID list? |
1 response |
11/03/2017 |
| Please help me tune ADX to match TD Ameritrade values |
4 responses |
11/03/2017 |
| Simple High Yield Bond Momentum Strategy |
1 response |
10/03/2017 |
| ImportError on pyspark.sql.functions |
1 response |
10/03/2017 |
| S&C V32.1 pg36 Outperform the Market with Sector ETFs |
5 responses |
10/03/2017 |
| Help Converting Algorithm |
no responses |
10/03/2017 |
| Robinhood setup? |
1 response |
10/03/2017 |
| Stocktwats Algo |
1 response |
10/03/2017 |
| Fundamental Mean Reversion Algorithm |
16 responses |
10/03/2017 |
| Shorting ETF Pairs EX: JNUG/JDST |
5 responses |
10/03/2017 |
| Live Algorithm Life time? |
2 responses |
09/03/2017 |
| research memory not sufficient to load backtest in pyfolio |
3 responses |
09/03/2017 |
| Limitations of Quantopian's optimize API |
3 responses |
09/03/2017 |
| Analyzing mistakes based on history |
1 response |
09/03/2017 |
| Anyone day trading live with Quantopian/Robinhood? |
1 response |
09/03/2017 |
| Robin Hood VIX Mix |
139 responses |
09/03/2017 |
| IB Data Lag |
2 responses |
08/03/2017 |
| Beginner filtering questions? |
1 response |
08/03/2017 |
| Sector Rotation Momentum + Mean Reversion |
33 responses |
08/03/2017 |
| Help: trading put options with Algo? |
1 response |
08/03/2017 |
| Need advise from live traders please. |
2 responses |
08/03/2017 |
| Trailing Stop with Interactive Brokers |
no responses |
08/03/2017 |
| Condition(s) to Run a Function |
2 responses |
08/03/2017 |
| Simple EMA Algo |
no responses |
08/03/2017 |
| list of ETFs by price? |
5 responses |
08/03/2017 |
| Dropbox Quandl backtest discrepency |
3 responses |
07/03/2017 |
| Another Volatility Strategy - VIX levels and Futures ratios |
105 responses |
07/03/2017 |
| Newbie: using data.history to get price, want to put ticker symbol of currently referenced stock in log |
1 response |
07/03/2017 |
| Alpha Vertex PreCog Dataset |
61 responses |
07/03/2017 |
| 4. newbie questions |
no responses |
07/03/2017 |
| Hurst Exponent |
1 response |
07/03/2017 |
| Black Litterman |
no responses |
07/03/2017 |
| RMR Strategy |
no responses |
07/03/2017 |
| More long stocks in portfolio than the code demanded? |
no responses |
07/03/2017 |
| get_open_orders returns only open orders which are not filled? |
2 responses |
07/03/2017 |
| My first algo-trade |
7 responses |
07/03/2017 |
| Anyone interested in freelancing work? |
no responses |
07/03/2017 |
| Having Trouble Ordering Multiple Securities |
no responses |
06/03/2017 |
| [Issue/Bug report] Research Notebook Auto Restart |
1 response |
06/03/2017 |
| Help shortening my code |
1 response |
06/03/2017 |
| Help needed to code my system |
no responses |
06/03/2017 |
| order on a specific day every month |
2 responses |
06/03/2017 |
| Random Forest |
no responses |
06/03/2017 |
| Starter got runtime errors |
no responses |
06/03/2017 |
| Forward filling price history for Machine Learning |
no responses |
06/03/2017 |
| Intro to algo trading in London 5th March |
3 responses |
05/03/2017 |
| Why is This Algorithm Trading on Fundamentals Without Updates? |
2 responses |
05/03/2017 |
| Quantpedia? Any subscribers here? What is your feedback? |
no responses |
05/03/2017 |
| Order Target Percent |
6 responses |
05/03/2017 |
| Backtest results inaccurate to live trading by 1 minute - big difference |
9 responses |
05/03/2017 |
| SMA Backtest Running Slow |
no responses |
05/03/2017 |
| Value composite 2 (VC2) attempt |
3 responses |
05/03/2017 |
| Arnikon Cranes |
no responses |
04/03/2017 |
| Market Neutrality |
1 response |
04/03/2017 |
| Using stocks fetched from CSV as universe for pipeline |
4 responses |
04/03/2017 |
| Percent Change |
3 responses |
03/03/2017 |
| Using Research for Basket of SIDS |
no responses |
03/03/2017 |
| Shorting Strategy Help |
2 responses |
03/03/2017 |
| How to use Talib HT_SINE correctly? |
1 response |
03/03/2017 |
| How to tell if a price jump is a stock split? |
4 responses |
03/03/2017 |
| Quantopian & Robinhood - lessons learned & best practices? |
20 responses |
03/03/2017 |
| Is this common behavior for an algo? |
1 response |
03/03/2017 |
| Fixed Income Product? |
1 response |
02/03/2017 |
| Dairy farming algorithms for decision optimization? |
2 responses |
02/03/2017 |
| Quantopian Hackathon at HackUTD |
no responses |
02/03/2017 |
| Solution for loading ML models? |
11 responses |
02/03/2017 |
| Fetch CSV of stocks to use between dates provided |
no responses |
02/03/2017 |
| Excuse my stupidity: What Happened? 8,000% gains?????? |
3 responses |
02/03/2017 |
| PureAlpha by Accern: Classic L/S Monthly Liquidation |
no responses |
02/03/2017 |
| PureAlpha by Accern: Classic L/S Daily Liquidation |
2 responses |
02/03/2017 |
| XIV data missing |
no responses |
02/03/2017 |
| how to disable margin/leverage in backtest? |
1 response |
02/03/2017 |
| AttributeError: 'BoundColumn' object has no attribute 'Latest' |
3 responses |
01/03/2017 |
| Code to capture profit on price jump |
9 responses |
01/03/2017 |
| Reverse RSI indicator |
1 response |
01/03/2017 |
| Extremely slow backtest |
3 responses |
01/03/2017 |
| Q1500US, Q500US, Default Universe Update - Minimum Market Cap |
9 responses |
01/03/2017 |
| Interactive Brokers introduces native Python API |
no responses |
01/03/2017 |
| The notebook example for VXN does work? |
1 response |
01/03/2017 |
| Server Error in get_pricing() |
7 responses |
01/03/2017 |
| Attempt 1 |
no responses |
01/03/2017 |
| usuinvests mva5 algo |
no responses |
01/03/2017 |
| Is there currently as issue with the "Algorithms" Section |
3 responses |
28/02/2017 |
| Cloudflare services down |
3 responses |
28/02/2017 |
| No enough cash when rebalancing several stocks |
3 responses |
28/02/2017 |
| Current date is not enabled in the date picker (to date) in Algorithms |
1 response |
28/02/2017 |
| Robinhood rejecting/cancelling too many orders. Any reason why this is happening? |
19 responses |
28/02/2017 |
| Day Traders |
no responses |
28/02/2017 |
| 600% Algo: Based on JNUG / Gold [Need Advice] |
1 response |
28/02/2017 |
| Pipeline Implementation |
3 responses |
28/02/2017 |
| shortless market neutral |
9 responses |
28/02/2017 |
| How to build a customfactor to calculate new high after 30 days low? |
1 response |
28/02/2017 |
| Finding Market Bottoms with William's Vix Fix and lowest price days range - Grid Search |
4 responses |
27/02/2017 |
| how to access to history of factors in pipeline? |
4 responses |
27/02/2017 |
| Pulling Symbol Data From An Excel File |
no responses |
27/02/2017 |
| Is it possible to fetch_csv in before_trading_start() ? |
2 responses |
27/02/2017 |
| fetch_csv date_format not working |
no responses |
27/02/2017 |
| How to add current price to USEquityPricing.close ? |
3 responses |
27/02/2017 |
| IB,Two-Factor Authentication and Live Trading |
1 response |
27/02/2017 |
| data.fetcher_assets is empty or null |
no responses |
27/02/2017 |
| PLEASE HELP! |
4 responses |
27/02/2017 |
| dynamic momentum |
no responses |
26/02/2017 |
| 123 |
no responses |
26/02/2017 |
| Asset Pricing - Home Assignment 4 |
no responses |
26/02/2017 |
| Open Range Breakout |
2 responses |
26/02/2017 |
| р |
1 response |
26/02/2017 |
| Net Money - feeding on overreaction |
3 responses |
26/02/2017 |
| VXX insurance strategy? |
no responses |
26/02/2017 |
| How to determine strategy is ready for live trading? |
1 response |
25/02/2017 |
| notebook backtest % gainers -3day and +3 day close price window |
no responses |
25/02/2017 |
| Time of purchase |
no responses |
25/02/2017 |
| I would really like to not invest 25% of $25,000 at my first live algo attempt! |
3 responses |
25/02/2017 |
| Pulling 52 week low |
4 responses |
25/02/2017 |
| How can I sell a stock after 2 years of the date of buy? |
no responses |
25/02/2017 |
| How can I backtest using security data loaded using fetcher? |
no responses |
25/02/2017 |
| Quantopian Pipeline Order Universe By Market Cap Desc |
4 responses |
25/02/2017 |
| Scanning |
1 response |
25/02/2017 |
| Live algo keeps disconnecting |
1 response |
25/02/2017 |
| Data sources in Quantopian store |
2 responses |
24/02/2017 |
| Long term P/E, can the current bull market last, what do you think? |
5 responses |
24/02/2017 |
| Correlation between prices or returns? |
1 response |
24/02/2017 |
| Backtest date bug? |
3 responses |
24/02/2017 |
| What to do if the backtest is too slow? |
2 responses |
24/02/2017 |
| First_try |
no responses |
24/02/2017 |
| Which pipeline is wrong? |
3 responses |
24/02/2017 |
| Which pipeline is wrong? |
no responses |
24/02/2017 |
| Selling more than I buy? With set_only_long() |
5 responses |
24/02/2017 |
| Rebalance versus schedule_function - sudtleties... |
4 responses |
24/02/2017 |
| Millenial money customised algo |
2 responses |
23/02/2017 |
| Did the Robinhood connection mess up yesterday |
no responses |
23/02/2017 |
| Live algo keeps disconnecting and asking for broker login |
1 response |
23/02/2017 |
| "volatility strategies" - what are they? |
15 responses |
23/02/2017 |
| No Return From Pipeline? |
4 responses |
23/02/2017 |
| YAVolS: Yet Another Volatility Strategy - XIV Sniper Using RSI2 |
24 responses |
23/02/2017 |
| A Smaller Portfolio May Be Larger !!! |
2 responses |
22/02/2017 |
| How to properly setup multiple IB accounts for separate algorithms |
3 responses |
22/02/2017 |
| Calculating Values from Trailing Window of Data |
8 responses |
22/02/2017 |
| Calculating RSI2 for present date & day before |
5 responses |
22/02/2017 |
| fetch_csv not pulling integers |
no responses |
22/02/2017 |
| Trading Help |
3 responses |
21/02/2017 |
| Getting Value from Trailing Window |
2 responses |
21/02/2017 |
| Schedule on specific dates using Fetcher |
no responses |
21/02/2017 |
| Porting an algorithm to research plus issue extending the position object using a dataframe (new to Python/Quantopian) |
1 response |
21/02/2017 |
| Bug on tutorial "4. Tutorial - Using Fundamental Data"? |
no responses |
21/02/2017 |
| Checking Volume Direction |
1 response |
21/02/2017 |
| Momentum Strategy Need Help |
no responses |
21/02/2017 |
| Multi Factor Smart Beta Strategy You Can Actually Use with Confidence |
12 responses |
21/02/2017 |
| Number of Shares Held... |
2 responses |
20/02/2017 |
| Survivor Bias Adjusted? |
3 responses |
20/02/2017 |
| Romanov |
no responses |
20/02/2017 |
| Works |
2 responses |
20/02/2017 |
| Working with the S&P500 as my universe |
2 responses |
20/02/2017 |
| Anybody worked with PyMCEF package (Python Monte Carlo Efficient Frontier)? |
no responses |
20/02/2017 |
| Accessing historical strategy performance |
no responses |
20/02/2017 |
| How to set the optimal value to a trigger signal? |
no responses |
20/02/2017 |
| A Simple ETF Algo |
no responses |
20/02/2017 |
| Can someone write a simple algo |
no responses |
19/02/2017 |
| Seattle Algorithmic Trading Meetup |
no responses |
19/02/2017 |
| Sns Swarmplot In Research |
no responses |
19/02/2017 |
| T-Rex strategy |
5 responses |
19/02/2017 |
| Another VIX trading algorithm using the new ETF - VMIN |
3 responses |
19/02/2017 |
| Particle Filtering applications in Quantopian ? |
no responses |
18/02/2017 |
| Strategy_Group Botanic Garden |
no responses |
18/02/2017 |
| Creating an algo that manages several algos |
no responses |
18/02/2017 |
| Newbie to Algo Trading and Quant. I was wondering if anyone could explain these charts to me |
3 responses |
18/02/2017 |
| Help with converting daily mode talib.RSI to minutely mode talib.RSI... |
2 responses |
18/02/2017 |
| Help!! Can't find where is wrong :( |
no responses |
18/02/2017 |
| how to know market sell price? |
no responses |
17/02/2017 |
| Overnight ETF appreciation |
4 responses |
17/02/2017 |
| jumps to 10 leverage immediately on backtest |
2 responses |
17/02/2017 |
| Best practice for dealing with limit orders |
4 responses |
17/02/2017 |
| Possible to do a percentage rank (by time, not by stock) as a custom factor? |
4 responses |
17/02/2017 |
| HELP, PLEASE |
2 responses |
17/02/2017 |
| Robinhood Trailing Stop Loss |
1 response |
17/02/2017 |
| MarketCap |
2 responses |
17/02/2017 |
| How to use Q500US |
13 responses |
17/02/2017 |
| [Question] Custom Factor as Inputs for another Custom Factor in Pipeline? |
5 responses |
17/02/2017 |
| playing jnug/jdst with 257% return in two years |
10 responses |
17/02/2017 |
| Custom Factor in Pipeline Research: Ratio of Stock to SPY |
3 responses |
17/02/2017 |
| Trying to get started.... |
3 responses |
16/02/2017 |
| Combine Common Factors to Make a Mega-Alpha, Alphalens |
4 responses |
16/02/2017 |
| ADX issues on research and pipeline |
no responses |
16/02/2017 |
| Cross-Sectional VIX |
no responses |
16/02/2017 |
| Tracking securities across the days |
1 response |
16/02/2017 |
| Momentum Strategy Need help with Pipeline |
4 responses |
16/02/2017 |
| Penny Stock Trading |
2 responses |
16/02/2017 |
| I just made a Million Dollars! |
2 responses |
16/02/2017 |
| Calculating 3 Month Average Volume and 3 Month Historical Volatility Correlation |
1 response |
16/02/2017 |
| How do I undeprecate this datetime code? |
1 response |
16/02/2017 |
| Issue with backtester? |
1 response |
16/02/2017 |
| Encountering HTTP Error in research notebook |
no responses |
16/02/2017 |
| NUS MSBA Chinatown_Moving Average Crossover |
no responses |
16/02/2017 |
| MSBA Chinatown Moving Average Crossover |
no responses |
16/02/2017 |
| Trailing Stop, How to refill stop orders? |
1 response |
16/02/2017 |
| fetch_csv Issues |
no responses |
16/02/2017 |
| CustomFactor (ValueError: setting an array element with a sequence.) |
4 responses |
16/02/2017 |
| Lecture Series Long-Short Cross Sectional Momentum Row and Column Data |
no responses |
15/02/2017 |
| Running out of research memory |
5 responses |
15/02/2017 |
| Quantopian Lecture Series: p-Hacking and Multiple Comparisons Bias |
3 responses |
15/02/2017 |
| how to use percent return in algorithm, sell at certain percent loss |
1 response |
15/02/2017 |
| Custom Data Source for use in Pipeline |
5 responses |
15/02/2017 |
| How to set not to buy past a certain leverage? |
1 response |
15/02/2017 |
| CustomFactor (today) |
no responses |
15/02/2017 |
| An error generated from Alphalens |
2 responses |
15/02/2017 |
| Bitcoin Algo Trading Workshop |
no responses |
15/02/2017 |
| Limiting price in pipeline |
no responses |
15/02/2017 |
| Learning Fun: Monkey Throwing Darts |
3 responses |
15/02/2017 |
| After hours and pre market? |
3 responses |
14/02/2017 |
| Rolling Period Backtests |
1 response |
14/02/2017 |
| London Meetup: Machine Learning and Non-Stationarity |
11 responses |
14/02/2017 |
| Help with Pipeline Class Factors |
1 response |
14/02/2017 |
| Asset Class Rotation Strategy for Retirement Accounts |
20 responses |
14/02/2017 |
| How can i fix this error? |
2 responses |
14/02/2017 |
| How to normalize various indicators into one column? |
no responses |
13/02/2017 |
| QuantCon 2017 Talks Announced! April 28th-30th in NYC |
no responses |
13/02/2017 |
| HOMEWORK4(AAPL) |
no responses |
13/02/2017 |
| 101 Alphas, Alphas 5, 8, and 9, Alphalens |
9 responses |
13/02/2017 |
| 101 Alphas, Alpha # 101, Alphalens |
no responses |
13/02/2017 |
| 101 Alphas, Alpha #44, Alphalens |
no responses |
13/02/2017 |
| newbie |
1 response |
13/02/2017 |
| 101 Alphas, Alpha #33, Alphalens |
no responses |
13/02/2017 |
| Does anyone have a pickle analyzer for Zipline? |
no responses |
13/02/2017 |
| allocations - 6X leverage, or not? |
6 responses |
12/02/2017 |
| 101 Alphas Project: Alpha #42, Alphalens |
no responses |
12/02/2017 |
| Multiple Linear Regression Lecture Beta |
no responses |
11/02/2017 |
| Custom Factor Input Question |
3 responses |
11/02/2017 |
| looking to use pyfolio, cannot figure out where to find the number required for get_backtest is found |
1 response |
11/02/2017 |
| Intraday price comparison to Start of day price historically |
no responses |
11/02/2017 |
| opening and closing position at same time |
no responses |
11/02/2017 |
| List of Equity Variables from Dataframe |
2 responses |
11/02/2017 |
| I have an Awsome simple pattern |
no responses |
11/02/2017 |
| Please ignore this post |
9 responses |
11/02/2017 |
| Need Help - Modify Algo to Maintain a Set Percentage of Gold at All Times |
2 responses |
10/02/2017 |
| EventVestor Earnings Calendar Update |
2 responses |
10/02/2017 |
| Piotroski 9 using pipeline |
no responses |
10/02/2017 |
| talib.func.ATR - AssertionError: high has wrong dimensions |
no responses |
10/02/2017 |
| if statement error (please help) |
2 responses |
10/02/2017 |
| Dynamic Pair Weighting using Bollinger Bands, RSI, and MACD as input. |
1 response |
10/02/2017 |
| Overfitting Questions - What are your thoughts? |
3 responses |
10/02/2017 |
| SP500 components survivorship bias question |
no responses |
10/02/2017 |
| How can I filter on an equity object using Q's symbol name? |
4 responses |
10/02/2017 |
| algos w/ paid data sets - eligible for Q fund if only free sample data used? |
7 responses |
10/02/2017 |
| How can I access/call 'amount' from get_open_orders. |
6 responses |
10/02/2017 |
| Calculating the curvature of price action |
2 responses |
09/02/2017 |
| Adding market capitalization to Zipline Bundle |
no responses |
09/02/2017 |
| Is quandl down? |
no responses |
09/02/2017 |
| Why does RSI backtest results change when data.history bar count changes |
5 responses |
09/02/2017 |
| Power outage - question |
4 responses |
09/02/2017 |
| America First agenda and global crowd-sourcing? |
no responses |
09/02/2017 |
| End of the day run strategy |
10 responses |
09/02/2017 |
| Error in Research ( INTERNAL SERVER ERROR) |
1 response |
09/02/2017 |
| Tuulberg Index fundamentals algorithm |
1 response |
09/02/2017 |
| pd.options - deeper tear sheet - algo analysis - changes to research |
2 responses |
09/02/2017 |
| Graham Deep Value Screen- not matching expected results |
1 response |
08/02/2017 |
| Calculate # of minutes since open on given date |
no responses |
08/02/2017 |
| IB Paper Account: Unknown Error - Sorry, something went wrong |
1 response |
08/02/2017 |
| SID not found in pipe |
3 responses |
08/02/2017 |
| How to fix this bug with get_pricing? |
19 responses |
08/02/2017 |
| Please help? |
2 responses |
08/02/2017 |
| Strategy code for tradingview.com in pine script, please help me |
no responses |
08/02/2017 |
| error with creating tear sheets |
no responses |
08/02/2017 |
| What's wrong with my RSI Calculation? |
1 response |
08/02/2017 |
| Robinhood Integration Issues |
no responses |
08/02/2017 |
| How to add fundamental query in pipeline |
1 response |
08/02/2017 |
| [Help] Is there any way to get history price for specified date? |
1 response |
08/02/2017 |
| KeyError: 'longs' please help |
3 responses |
08/02/2017 |
| Allow algorithm to run twice a day |
5 responses |
08/02/2017 |
| How get shares float? |
2 responses |
07/02/2017 |
| How is quantopian doing? |
27 responses |
07/02/2017 |
| how do i make it not go above x leverage, (how much leverage for competitions is allowed) and how do i sell shares |
8 responses |
07/02/2017 |
| Help Limiting Losses |
5 responses |
07/02/2017 |
| Research Updates - get_pricing and Jupyter Notebook Upgrade |
19 responses |
07/02/2017 |
| Research Updates On the Way |
no responses |
07/02/2017 |
| Where can we get the "Time and Sales" history and real-time data? |
no responses |
07/02/2017 |
| Coefficient Help |
2 responses |
07/02/2017 |
| Dictionary Error on Security History |
no responses |
07/02/2017 |
| Quantopian 2.0 Tutorial Series |
13 responses |
06/02/2017 |
| Dynamic TSPP list |
7 responses |
06/02/2017 |
| zipline error KeyError: <type 'zipline.assets._assets.Equity'> |
2 responses |
06/02/2017 |
| Does Quantopian charge any fees for live trading? |
2 responses |
06/02/2017 |
| Robinhood Gold Margins |
9 responses |
05/02/2017 |
| Timing of functions |
4 responses |
05/02/2017 |
| List of assets |
no responses |
05/02/2017 |
| Research / notebook / tear sheet errors, ZeroDivisionError and NoSuchSymbols |
8 responses |
05/02/2017 |
| Is the pandas .eval() method allowed in algorithms? |
1 response |
05/02/2017 |
| Inconsistent SIDs between Quantopian and Zipline |
2 responses |
05/02/2017 |
| Trading (for?) peace - some datasets are probably required |
no responses |
05/02/2017 |
| NumPy Lecture Series Create Array Asset and Return [] Question |
no responses |
05/02/2017 |
| Have problem to run some segments of Andrew's book. For example, the segment below "end_day_nums" should be "start_end_day_nums"? Thanks. |
no responses |
05/02/2017 |
| Lecture Series Mode of Bins Explained |
no responses |
05/02/2017 |
| Why is data.can_trade throwing error - "KeyError: 0"? |
1 response |
05/02/2017 |
| recommended algorithm for robinhood? |
no responses |
04/02/2017 |
| How do I import pytorch |
2 responses |
04/02/2017 |
| New to Quantopina |
no responses |
04/02/2017 |
| Fully Loaded? |
no responses |
04/02/2017 |
| Is anything known about how long before futures data will be available on Quantopian? |
2 responses |
04/02/2017 |
| How to shift a moving average n periods into the future ? |
4 responses |
04/02/2017 |
| Using Fetcher to buy stocks on a CSV list |
no responses |
04/02/2017 |
| local_csv and Pipeline in Research |
5 responses |
04/02/2017 |
| Good example wanted: Breakout, all stocks, simple |
3 responses |
03/02/2017 |
| Any way to run an algorithm without backtesting? |
3 responses |
03/02/2017 |
| PE Ratio and Growth Score |
2 responses |
03/02/2017 |
| Momentum Trading Strategy Need Help |
1 response |
03/02/2017 |
| Live Algorithm Error again today |
1 response |
03/02/2017 |
| memory error - why? |
3 responses |
03/02/2017 |
| How to do md5 hash ? |
3 responses |
03/02/2017 |
| runtime error - websocket problem |
no responses |
03/02/2017 |
| Leveraged ETF Screen in Pipeline |
1 response |
03/02/2017 |
| Betafishing |
13 responses |
02/02/2017 |
| RollingLinearRegressionOfReturns Help |
7 responses |
02/02/2017 |
| Why is it not selling? |
no responses |
02/02/2017 |
| Contest 26 query regarding leaderboard CSV file |
no responses |
02/02/2017 |
| Q Algorithm and Research Idea Library |
7 responses |
02/02/2017 |
| VIX Spread Trade (Futures) |
no responses |
02/02/2017 |
| Is it possible Using the built-in factor RSI to get the values of different timeframes? |
no responses |
02/02/2017 |
| Can I schedule before_trading_start not to run daily? |
2 responses |
02/02/2017 |
| New to Pipeline, Need a little help managing number of positions |
8 responses |
01/02/2017 |
| Live Trading Error: Data Feed is Behind |
5 responses |
01/02/2017 |
| SMA calculation mismatching |
7 responses |
01/02/2017 |
| WHAT HAPPENED TODAY? |
14 responses |
01/02/2017 |
| SEC Tick Size Pilot Program -- 5 cent increment orders |
2 responses |
01/02/2017 |
| USU Invests |
3 responses |
01/02/2017 |
| long-short market neutral w/ optimization API |
6 responses |
31/01/2017 |
| Output Question |
3 responses |
31/01/2017 |
| Basic Loop Question |
3 responses |
31/01/2017 |
| Price mismatch at Pipeline and get_pricing |
5 responses |
31/01/2017 |
| Any way to share calculations across algorithms? |
no responses |
31/01/2017 |
| Can I Live Trade IB Trial Account? |
1 response |
31/01/2017 |
| Symbol 'SPY' was not found. |
1 response |
31/01/2017 |
| Tensorflow for Quantopian? |
14 responses |
30/01/2017 |
| How to apply the RSI on the VIX-Factor? |
9 responses |
30/01/2017 |
| Help |
1 response |
30/01/2017 |
| Adjusting a Builtin Pipeline Factor |
9 responses |
30/01/2017 |
| value based investing with quality constrained |
no responses |
30/01/2017 |
| Problem with historical EPS data for GOOG_L |
no responses |
30/01/2017 |
| Beta Hedging - Quantopian Lecture |
1 response |
30/01/2017 |
| Order target percent 0 leaves open order? |
no responses |
30/01/2017 |
| Help on problem regarding index out of bounds error and implementing a variable that switches or toggles between two values. |
1 response |
30/01/2017 |
| Quantopian Contest Criteria & High Risk, High Reward Algos |
7 responses |
30/01/2017 |
| Regression error: unhashable type: 'slice' |
2 responses |
29/01/2017 |
| problem w/ DVMT? |
9 responses |
29/01/2017 |
| Slippage Model and Live Trading |
no responses |
29/01/2017 |
| Predictron 1.0: a machine learning attempt |
21 responses |
29/01/2017 |
| Getting ORDER ID from object ORDER?? |
no responses |
29/01/2017 |
| SEE if a buy or sell order traded in last 1 minute and at what price. |
1 response |
29/01/2017 |
| Robinhood Rounding |
2 responses |
29/01/2017 |
| Bollinger Band Help |
no responses |
29/01/2017 |
| get_fundamentals range_specifier working? |
1 response |
28/01/2017 |
| How to get the list of all securities available in Q and their type (common, preferred stocks and ETF ...)? |
3 responses |
28/01/2017 |
| How to get list of stocks with the ability to query for monthly return and ME |
no responses |
28/01/2017 |
| Help: Filtering "when-issued" securities |
no responses |
28/01/2017 |
| dynamic stop loss implementation |
2 responses |
28/01/2017 |
| Trade resolution of Quantopian and Robinhood PTD |
3 responses |
28/01/2017 |
| Trading Expected Factor Flows |
10 responses |
28/01/2017 |
| Fitting and finding the best combination of variables for an algorithm question |
2 responses |
27/01/2017 |
| Robinhood orders getting cancelled |
1 response |
27/01/2017 |
| QuantCon Live Stream Tickets & Special Q Community Discount |
no responses |
27/01/2017 |
| Anyone trading with Robinhood Gold? |
no responses |
27/01/2017 |
| help with forecast algorithm |
no responses |
27/01/2017 |
| Understanding Boundary Conditions in Back Testing |
no responses |
27/01/2017 |
| Orders carry over to next day. |
4 responses |
27/01/2017 |
| Intraday Pattern Strategy: Late morning weakness |
2 responses |
27/01/2017 |
| Gold Custom Factor |
1 response |
27/01/2017 |
| Calculations referring to past CustomFactor output |
1 response |
27/01/2017 |
| paper trading without IB/Robinhood |
2 responses |
26/01/2017 |
| Help needed for a newbie. Stop loss with SMA |
no responses |
26/01/2017 |
| Pipeline Mask = MarketCap Top 500? |
6 responses |
26/01/2017 |
| Cloning my own testing algorithm |
1 response |
26/01/2017 |
| Fill notification |
4 responses |
26/01/2017 |
| install locally |
5 responses |
26/01/2017 |
| Elapsed time, run info and logging variables when backtest is done |
2 responses |
26/01/2017 |
| Algo: Value, Drawdown |
2 responses |
26/01/2017 |
| Will TD Ameritrade get any love? |
1 response |
26/01/2017 |
| Looking for a trading platform to test |
no responses |
26/01/2017 |
| any literature on why mean reversion strategy should work? |
5 responses |
26/01/2017 |
| Anyone using Quantopian to IB with short selling? |
1 response |
26/01/2017 |
| Loop through all orders and print Symbol and number of shares for the order |
2 responses |
25/01/2017 |
| Margin call question |
2 responses |
25/01/2017 |
| Momentum Strategy Need Help |
2 responses |
25/01/2017 |
| Pipeline |
16 responses |
25/01/2017 |
| Help Getting Pipeline into my loop |
no responses |
25/01/2017 |
| Is there anyway to show the impact your algorithm would have on the market? |
no responses |
25/01/2017 |
| getting 30 mins bar price for intraday HMM algo |
no responses |
25/01/2017 |
| Gap Fill Strategy |
no responses |
25/01/2017 |
| Spy on Fred - pipeline syntax help? |
9 responses |
25/01/2017 |
| contest algo |
26 responses |
25/01/2017 |
| RSI Calculation (Daily RSI in Minute Mode) using data.history() - Based on StockCharts.com |
2 responses |
25/01/2017 |
| Creating a FX EA |
no responses |
24/01/2017 |
| Alphalens installation problem |
1 response |
24/01/2017 |
| Can Cloned Pipeline Algorithms be used with Robinhood Brokerage Accounts? |
3 responses |
24/01/2017 |
| What is the sid for VMAX ETF? |
no responses |
24/01/2017 |
| Accessing a price in history |
no responses |
24/01/2017 |
| Connection problem to IB paper account |
no responses |
24/01/2017 |
| Quantopian + Chat with Traders |
9 responses |
24/01/2017 |
| Writer's block! Looking to collaborate |
2 responses |
23/01/2017 |
| Beginner trying to ignore NaN type missing data in the pipeline |
5 responses |
23/01/2017 |
| My algo isn't giving the results I see when I chart my indicators. |
no responses |
23/01/2017 |
| Is there a way to generate a table with monthly return listed? |
2 responses |
23/01/2017 |
| Moving Averages: Buy Low, Sell High |
no responses |
23/01/2017 |
| Stock "SR" not split adjusted |
1 response |
23/01/2017 |
| How to keep leverage at or below 1? |
2 responses |
23/01/2017 |
| Algorithm stuck "Loading Pipeline Data" |
4 responses |
23/01/2017 |
| Ways of dealing with MemoryError |
no responses |
23/01/2017 |
| Zipline benchmark and algorithm returns mislabelled |
no responses |
23/01/2017 |
| Trade Xiv based on volume and not Vix? |
no responses |
23/01/2017 |
| Does quantopian recognize other positions? |
2 responses |
23/01/2017 |
| Formula Help |
no responses |
23/01/2017 |
| New volatility strategy (XIV/SH) |
1 response |
23/01/2017 |
| Help: why the fundamental data dost no match the morning star data? |
2 responses |
23/01/2017 |
| Anyone have any ideas to improve my algo? |
1 response |
22/01/2017 |
| Questions about averaging EPS data and more. |
no responses |
22/01/2017 |
| Installing Zipline - Lord help me! |
10 responses |
22/01/2017 |
| Import RandomForest Model |
no responses |
22/01/2017 |
| Algo Trading Languages |
1 response |
22/01/2017 |
| The performance is passable after the 2009 drawdown |
no responses |
21/01/2017 |
| dividend_yield accuraccy |
1 response |
21/01/2017 |
| Day trade "top % gainers" |
no responses |
21/01/2017 |
| Help with cumulative returns |
2 responses |
21/01/2017 |
| Efficient Filtering of Securities in the Research Environment |
no responses |
20/01/2017 |
| What is the error in this program, after backtest, it returns "key error 1" |
11 responses |
20/01/2017 |
| Error Submitting for Contest - Time Out |
3 responses |
20/01/2017 |
| Anees' multiple based on tweaking the Deep Value Algorithm |
no responses |
20/01/2017 |
| Setting Universe Initialize |
no responses |
20/01/2017 |
| IB real money account: Unknown Error - Sorry, something went wrong |
5 responses |
20/01/2017 |
| what is the difference between TALIB MACD and built in factor MovingAverageConvergenceDivergenceSignal? |
9 responses |
20/01/2017 |
| Full Decade Backtest of the Most Popular Multi-Factor Implementation on Quantopian |
no responses |
19/01/2017 |
| Why is sharpe stuck at 11.22? |
1 response |
19/01/2017 |
| Survivorship Bias |
1 response |
19/01/2017 |
| Maximizing returns in the long run with only ETFs |
no responses |
19/01/2017 |
| BEGINNERS HELP |
no responses |
19/01/2017 |
| context.portfolio.positions[security].last_sale_date? |
2 responses |
19/01/2017 |
| Trading on DEMA not giving me the exact results I want |
no responses |
19/01/2017 |
| Ticker match |
no responses |
18/01/2017 |
| Mornings with XIV |
5 responses |
18/01/2017 |
| Rate of Change/ Traditional momentum indicator |
1 response |
18/01/2017 |
| How to get 1 minute data for a specific date? |
5 responses |
18/01/2017 |
| Help coding "A Momentum Rotation Strategy for Trading VIX ETPs" |
14 responses |
18/01/2017 |
| Identifiers with ISIN code & Exporting external Data |
no responses |
18/01/2017 |
| Top 10s of 2016: The Most Cloned Backtests and Notebooks |
no responses |
17/01/2017 |
| Algorithm from forecast |
no responses |
17/01/2017 |
| Interesting Algo to backtest |
1 response |
17/01/2017 |
| Classic RSI2 Mean-Reversion Strategy (SPY/TLT) |
27 responses |
17/01/2017 |
| Float Point Errors in Python when Calculating Indicators |
2 responses |
16/01/2017 |
| Confused about return value of "get_pricing('GOOG')" |
4 responses |
16/01/2017 |
| pair trading |
no responses |
16/01/2017 |
| removed |
no responses |
16/01/2017 |
| Investing in Quantopian's Hedge Fund |
18 responses |
16/01/2017 |
| If I short or long, I still get negative returns |
3 responses |
16/01/2017 |
| KeyError when I try to get column data from pipeline output |
2 responses |
16/01/2017 |
| Research notebook |
no responses |
15/01/2017 |
| Faber's Sector Rotation |
no responses |
15/01/2017 |
| Couple Robinhood issues I'm seeing |
2 responses |
14/01/2017 |
| Constant cash flow from operations for AAPL for the past two years? |
1 response |
14/01/2017 |
| Error getting portfolio positions |
1 response |
14/01/2017 |
| XIV with long short+gold leverage |
2 responses |
14/01/2017 |
| How to extract the timestamp ? |
no responses |
14/01/2017 |
| SPXL/SPXS |
no responses |
14/01/2017 |
| XIV |
4 responses |
14/01/2017 |
| Yhoo bundles don't seem to work with latest Windows update |
1 response |
13/01/2017 |
| Theta weighted exponential z scores with XIV, long only |
13 responses |
13/01/2017 |
| How do I put a SMA on the Unemployment rate? |
2 responses |
13/01/2017 |
| Filter Pipeline Output by Exchange |
1 response |
13/01/2017 |
| Fast Unit Root Tests |
no responses |
13/01/2017 |
| Bollinger Bands factor? |
1 response |
13/01/2017 |
| Bug with stop orders |
3 responses |
13/01/2017 |
| All Weather |
no responses |
13/01/2017 |
| Simple Asset Class ETF Momentum Strategy |
1 response |
12/01/2017 |
| Using Zipline locally vs. Quantopian's platform |
11 responses |
12/01/2017 |
| Trade XIV based on VIX |
159 responses |
12/01/2017 |
| Beginner Question about Creating & Calling Portfolio |
no responses |
12/01/2017 |
| Stock prices for google |
no responses |
12/01/2017 |
| Volatility Trading Strategy |
2 responses |
12/01/2017 |
| Intraday data from previous days |
no responses |
12/01/2017 |
| help needed on ranking stock returns within an index |
1 response |
12/01/2017 |
| Why the daily positions&PL has a missing day? |
no responses |
12/01/2017 |
| Is it possible to trade at market open? |
8 responses |
12/01/2017 |
| Full_170111 |
no responses |
12/01/2017 |
| I am confused with stop limit order |
2 responses |
12/01/2017 |
| Do I need to subscribe to IB's data feed to use real money live trading? |
no responses |
12/01/2017 |
| Weekend Effect Problem |
no responses |
12/01/2017 |
| Is diluted_average_shares an average over the last quarter or the last year? |
5 responses |
11/01/2017 |
| john dave intro |
no responses |
11/01/2017 |
| Using proprietary data from CSV with 'fetch' function |
3 responses |
11/01/2017 |
| Saving results and backtesting over a range of parameters |
1 response |
11/01/2017 |
| I made a site that would be good for webscrapping and maybe some (unbiased) backtesting |
no responses |
11/01/2017 |
| Analysis - Back Tests |
3 responses |
11/01/2017 |
| Difference between SPY and benchmark |
6 responses |
11/01/2017 |
| ValueError: The truth value of a Series is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all(). |
1 response |
11/01/2017 |
| Question about function |
6 responses |
11/01/2017 |
| For the 99% who won't get an allocation..... |
no responses |
10/01/2017 |
| Mean Reversion Template with B Bands |
no responses |
10/01/2017 |
| Quantopian Lecture Series Template - L/S Algo |
1 response |
10/01/2017 |
| Plotting style |
no responses |
10/01/2017 |
| NSYSU Strategy |
no responses |
10/01/2017 |
| Allocation Based on Distance from 52WK High Error |
no responses |
10/01/2017 |
| full_170111 |
no responses |
10/01/2017 |
| Any chance I could trade European stocks? |
2 responses |
10/01/2017 |
| First try on MACD -- GOOG |
1 response |
10/01/2017 |
| Any chance quantopian launch a ranking system? |
no responses |
09/01/2017 |
| AAPL book_value_per_share and others fundamentals are not adjusted for splits |
1 response |
09/01/2017 |
| Momentum Trading |
no responses |
09/01/2017 |
| First Try on MACD |
no responses |
09/01/2017 |
| ship_170111 |
no responses |
09/01/2017 |
| plastic_170111 |
no responses |
09/01/2017 |
| Pivot Point Algorithm |
no responses |
09/01/2017 |
| Hedge fund claims to have made 108% using this strategy. Lets collaborate and replicate. |
2 responses |
09/01/2017 |
| Did high frequency trading or autotrading use portfolio management? |
no responses |
09/01/2017 |
| only_ship_170111 |
no responses |
09/01/2017 |
| final170111 |
no responses |
09/01/2017 |
| Does fetcher custom file support a data.history method |
no responses |
09/01/2017 |
| A Simple Pairs Trading Strategy with Finance Stocks |
no responses |
09/01/2017 |
| Creating Industry and Sector forward PE factors |
no responses |
09/01/2017 |
| Two lists after resampling, how can I make them of equal length? |
no responses |
09/01/2017 |
| Need help un-deprecating an algo |
3 responses |
08/01/2017 |
| Quantitative Momentum implementation? and question about risk weighting |
4 responses |
08/01/2017 |
| get_fundamentals does not match http://financials.morningstar.com/ |
no responses |
08/01/2017 |
| WARN Logging limit exceeded; some messages discarded |
no responses |
08/01/2017 |
| Stock specific account value? |
1 response |
08/01/2017 |
| Support/resistance, z-scores, leveraged sp500, bollinger band |
2 responses |
08/01/2017 |
| Total volume for given basket of securities |
4 responses |
07/01/2017 |
| Algorithm Trading Courses |
2 responses |
07/01/2017 |
| ... |
1 response |
07/01/2017 |
| Simple Mean Reversion-Leverage out of Control |
2 responses |
07/01/2017 |
| My Attempt to Balance Portfolios |
2 responses |
07/01/2017 |
| How to manage stop-loss |
14 responses |
07/01/2017 |
| Where can I find detailed historical - current data that includes extended trade hours on Equity/Futures/ETFs/etc? |
3 responses |
07/01/2017 |
| Weighted z scores |
no responses |
06/01/2017 |
| Interested in getting paid to build an algorithm? |
no responses |
06/01/2017 |
| bollinger bands with talib: garbage in , garbage out? |
5 responses |
06/01/2017 |
| QuantCon Early Bird Tickets on Sale until January 20th |
4 responses |
06/01/2017 |
| Position sizing question |
no responses |
06/01/2017 |
| Backtest display minute-data |
no responses |
06/01/2017 |
| How to calculate the cash available |
16 responses |
06/01/2017 |
| The Zero Commission Algorithmic Trading made by quantopian stopped due to error |
1 response |
06/01/2017 |
| Combining Weighted Factors |
2 responses |
06/01/2017 |
| Time series pattern recognition/identification |
3 responses |
06/01/2017 |
| Re: Fitting a Neural Network with Non-Stationary Features |
no responses |
06/01/2017 |
| Better Exit Strategies |
no responses |
05/01/2017 |
| Is there a way to tell when a limit order is executed? |
no responses |
05/01/2017 |
| > Please help make it to work: Buy and Sell if certain Criteria is met. |
1 response |
05/01/2017 |
| Return on Equity Forecasts |
no responses |
05/01/2017 |
| Following Year Forecast Data |
1 response |
05/01/2017 |
| How to separate data returned by get_pricing by day? |
2 responses |
05/01/2017 |
| deleted |
no responses |
05/01/2017 |
| Contest 25 |
no responses |
04/01/2017 |
| get_pricing() date? |
2 responses |
04/01/2017 |
| Quality Factors |
5 responses |
04/01/2017 |
| running algos stopped at new years |
1 response |
04/01/2017 |
| Order rejections from IB with order_target_percent at 1.0 |
2 responses |
04/01/2017 |
| New to Quantopian and have not coded before. Where should I start? |
no responses |
04/01/2017 |
| Is everything ok with ib paper account |
1 response |
03/01/2017 |
| Investment Signal Breadth Across Sectors |
no responses |
03/01/2017 |
| Discussion of blog post on Bayesian Correlation Estimation |
16 responses |
03/01/2017 |
| Regarding Quantopian participation at GSoC2017 |
no responses |
03/01/2017 |
| Fund Worthy? |
3 responses |
03/01/2017 |
| help getting started |
1 response |
03/01/2017 |
| Huge profits: Looking for an explinaton of "how come?" |
7 responses |
02/01/2017 |
| How can I produce an average of the prices from my resampled data? |
1 response |
02/01/2017 |
| Treasury yields / Gold Price from where .... also Quantopian Data - discontinued |
2 responses |
02/01/2017 |
| pipeline custom factor - output different from input? |
4 responses |
02/01/2017 |
| USEquityPricing - using minute level data |
3 responses |
02/01/2017 |
| Multiple issues with Quantopian live trading robustness (Robinhood) |
no responses |
02/01/2017 |
| Bug in Pipeline |
2 responses |
01/01/2017 |
| Dow Jones Industrial Average open / close gap |
no responses |
01/01/2017 |
| EarningsCalendar Data is missing many columns available in Research's earnings_calendar |
7 responses |
01/01/2017 |
| Fill price of Q backtest vs IB paper trading vs Reality |
4 responses |
31/12/2016 |
| Screen vs filter |
10 responses |
31/12/2016 |
| How to get the list of all active symbols? |
7 responses |
31/12/2016 |
| How to get the time/date a position was filled (or partially filled) |
no responses |
31/12/2016 |
| Mass Retrieve Short Interest Data (Max 5 fetch_csv) |
1 response |
31/12/2016 |
| Getting into a position above a price threshold |
1 response |
31/12/2016 |
| Retrieve Days To Cover Data from Quandl |
no responses |
30/12/2016 |
| Martingale-ish algo fun |
no responses |
30/12/2016 |
| Dividend hunting |
no responses |
30/12/2016 |
| Annual Balance Sheet Values |
3 responses |
30/12/2016 |
| Can someone backtest this portfolio? |
no responses |
30/12/2016 |
| Indicator based trading |
no responses |
30/12/2016 |
| Determine the Value-at-Risk by using Machine Learning |
no responses |
30/12/2016 |
| Why does amount of available cash impact on returns (not always) ? |
no responses |
30/12/2016 |
| Sector Strategy with Beta Hedge |
no responses |
30/12/2016 |
| Leverage/Slippage/Commission Factor Against a Long Only Model |
1 response |
30/12/2016 |
| Deprecation Warning Help |
2 responses |
29/12/2016 |
| Gaussian Processes for classification/regression? |
2 responses |
29/12/2016 |
| Minute data + daily SMA = error |
2 responses |
29/12/2016 |
| DateTime Filter - Helper class extending get_datetime() |
no responses |
29/12/2016 |
| SEC Tick-Pilot Filter |
3 responses |
29/12/2016 |
| Access to fundamental data from previous quarters/years |
19 responses |
29/12/2016 |
| Custom factors and TA.Lib |
2 responses |
29/12/2016 |
| The fetch_csv funnction runs too earlier everyday |
1 response |
29/12/2016 |
| Trading on Market Depths and Tickers |
1 response |
29/12/2016 |
| backtesting for Asia market |
no responses |
29/12/2016 |
| Need Help with Pipeline, Just a Beginner |
2 responses |
29/12/2016 |
| Question about function handle_data(context,data) |
1 response |
28/12/2016 |
| Maybe trailing stop will crash the trading system |
2 responses |
28/12/2016 |
| Prices without dividend adjustment? |
2 responses |
28/12/2016 |
| Different Timeframes in Factors for Pipelines |
3 responses |
28/12/2016 |
| Shiller's CAPE as Pipeline dataset? |
5 responses |
28/12/2016 |
| Price to FCF backtesting |
2 responses |
28/12/2016 |
| Finding returns from a sell order? |
3 responses |
28/12/2016 |
| nvm solved |
no responses |
28/12/2016 |
| What is actually displayed on the contest performance page? |
1 response |
28/12/2016 |
| Running run_pipeline for weekly or monthly? |
1 response |
28/12/2016 |
| Learning - Trying to use Q500US |
2 responses |
27/12/2016 |
| Paper Trading is buying different stocks than backtest |
1 response |
27/12/2016 |
| Problem with combining momentum strategy and Alpha #41 |
3 responses |
27/12/2016 |
| Would it be possible to ad a "Returns" column to the "Live Trading" algo list? |
1 response |
27/12/2016 |
| New Algo....good returns, but I'm worried about some other factors |
5 responses |
27/12/2016 |
| Stattools error |
1 response |
27/12/2016 |
| Implementing Fama-Macbeth 1973 & Fama-French 1992 Portfolios construction & Regressions |
7 responses |
27/12/2016 |
| nvm |
no responses |
27/12/2016 |
| historical data: pre-market & after-hours trading data |
6 responses |
27/12/2016 |
| Correlation for two Securities (pearsonr syntax help) |
no responses |
26/12/2016 |
| Pairs Trading: What am I missing? |
5 responses |
26/12/2016 |
| Clustering of stocks to find trend for pairs trading |
4 responses |
26/12/2016 |
| How Order_target_percent(stk, 1) works in real live trading ? |
6 responses |
26/12/2016 |
| Seeking feedback on RSI-based algo |
4 responses |
26/12/2016 |
| Can we create list variables in context? as in context.security[0] = symbol('AAPL', 'FB') and context.security[1] = symbol('defd', 'efe')...if this is not possible what is the way to create global lists. Thanks |
no responses |
26/12/2016 |
| Trying to learn.... could use a hand :) |
7 responses |
26/12/2016 |
| Observations |
8 responses |
25/12/2016 |
| First attempt at an algorithm. |
no responses |
25/12/2016 |
| Trying to Understand Cross Sectional Momentum Factor |
6 responses |
25/12/2016 |
| Is it possible to compare two algorithms ? |
1 response |
24/12/2016 |
| What is the difference between real trading and backtesting |
7 responses |
24/12/2016 |
| Question about the Quantity Field |
3 responses |
24/12/2016 |
| Problem with moving averages calculation/slicing technique |
2 responses |
23/12/2016 |
| When shorting stocks, is the interest included in backtest? |
1 response |
23/12/2016 |
| How would backtest results differ from log outputs? |
3 responses |
23/12/2016 |
| Is there a way to stop an live trading algorithm if certain condition met? |
2 responses |
23/12/2016 |
| Closed-End Fund Data |
3 responses |
23/12/2016 |
| Question about using data.history() and data.current() |
6 responses |
23/12/2016 |
| Iterating Data Issue |
2 responses |
23/12/2016 |
| Dynamically Ordering Sorted Pipeline Output? |
2 responses |
22/12/2016 |
| Linear Regression Example Notebook |
no responses |
22/12/2016 |
| Average Range Ratio (ARR) Indicator |
2 responses |
22/12/2016 |
| Does a pipeline always have to have an output? |
3 responses |
22/12/2016 |
| Bull Flag Breakout |
1 response |
22/12/2016 |
| Data Frequency |
1 response |
22/12/2016 |
| Discrepancy in price data between backtest and research |
5 responses |
21/12/2016 |
| get_pricing error with double symbol UPRO |
no responses |
21/12/2016 |
| long-short algo w/ CVXPY |
31 responses |
21/12/2016 |
| How to research this signal |
no responses |
21/12/2016 |
| long-only mean reversion w/ CVXPY |
no responses |
21/12/2016 |
| Earnings Calendar Next Day |
no responses |
21/12/2016 |
| Exclude stocks from pipeline by sid. |
15 responses |
21/12/2016 |
| Historical Fundamental Data |
7 responses |
20/12/2016 |
| AssertionError: real has wrong dimensions |
1 response |
20/12/2016 |
| How to get previous 3 minutes of data from current minute |
3 responses |
20/12/2016 |
| Backtesting trades execute vs Paper trading no trades placed |
3 responses |
20/12/2016 |
| How will taxes work? |
4 responses |
20/12/2016 |
| How to handle the plotting problem when I'm using minute data? |
2 responses |
20/12/2016 |
| How to handle the plotting problem in minute basis? |
no responses |
20/12/2016 |
| How to select a top gainer from a list |
1 response |
20/12/2016 |
| MACD Raw values |
2 responses |
20/12/2016 |
| Live futures data |
1 response |
19/12/2016 |
| Record Commissions? |
3 responses |
19/12/2016 |
| IB paper trading help |
2 responses |
19/12/2016 |
| XIV data difference |
2 responses |
19/12/2016 |
| How to short more securities when stock price drop |
2 responses |
19/12/2016 |
| CVXPY in pipeline factor? |
4 responses |
19/12/2016 |
| TA-lib inputs, does the "direction" of history data matter? |
1 response |
19/12/2016 |
| Trade XIV and VXX based on XIV and VXV ratio |
58 responses |
19/12/2016 |
| Moving average help |
5 responses |
19/12/2016 |
| Problem Solved |
no responses |
19/12/2016 |
| Long testing period |
2 responses |
18/12/2016 |
| Investment Management, HSE-NES, Fall 2016 |
1 response |
18/12/2016 |
| 1 |
no responses |
18/12/2016 |
| Investment Management, HSE-NES, Fall 2016 |
no responses |
18/12/2016 |
| This algo uses book-to-market. There is comission and slippage. |
no responses |
18/12/2016 |
| Koshman Dmitriy and Evdaev Albert Trading contest |
no responses |
18/12/2016 |
| Dara Batomunkueva, Tatiana Grigorovich and Andrey Nalitkin algorithm for Investment Management course |
no responses |
18/12/2016 |
| Algo Strategy for Investment Management BAE 2017' |
4 responses |
18/12/2016 |
| order_target(stock, 0) stopped working for me for some reason |
2 responses |
18/12/2016 |
| Quantopian platform limitations comments & questions |
42 responses |
18/12/2016 |
| Mean-reverse strategy, long only |
1 response |
18/12/2016 |
| TypeError: 'DataFrame' object is not callable |
1 response |
17/12/2016 |
| Make a Quantopian App |
1 response |
17/12/2016 |
| limit pipeline factor to specific list of stocks? |
8 responses |
17/12/2016 |
| Need help with RollingLinearRegressionOfReturns and Computing Weights |
1 response |
17/12/2016 |
| side comment to "Machine Learning on Quantopian Part 3: Building an Algorithm" |
22 responses |
17/12/2016 |
| I'm getting a type error, please help. |
1 response |
17/12/2016 |
| Quantpedia Trading Strategy Series: An Analysis on Cross-Sectional Mean Reversion Strategies |
2 responses |
16/12/2016 |
| Forward Filling, Simple Question Regarding History |
6 responses |
16/12/2016 |
| Personal Libraries? (custom import) |
no responses |
16/12/2016 |
| Pipeline to filter out stocks with non-default margin requirements? |
no responses |
16/12/2016 |
| augmented dictionary 'context' in notebook? |
1 response |
16/12/2016 |
| Sort Pipeline output by Symbol |
5 responses |
16/12/2016 |
| How to get VIX/VXV/VXMT/VXST/VVIX into algos with history. |
26 responses |
16/12/2016 |
| Group Project Final Algorithm |
no responses |
16/12/2016 |
| Using research environment for simulating and backtesting |
no responses |
16/12/2016 |
| IB PAPER TRADING |
1 response |
16/12/2016 |
| Short selling, how does it work (practically) ? |
5 responses |
16/12/2016 |
| Index changes - Pipeline availability? |
4 responses |
16/12/2016 |
| What does the Class "BollingerBands()" return? |
5 responses |
16/12/2016 |
| Willing to Pay $50 for a functional 5-minute MACD Algo for single stock |
no responses |
15/12/2016 |
| EarningsCalendar returning very few future events |
5 responses |
15/12/2016 |
| Robinhood Gold |
7 responses |
15/12/2016 |
| a problem regarding my code |
no responses |
15/12/2016 |
| Ensuring portfolio is always maintaining 25% in each holding |
4 responses |
15/12/2016 |
| final trading strategy |
no responses |
15/12/2016 |
| Replicate SP500 |
1 response |
15/12/2016 |
| getting an error I wasn't expecting |
3 responses |
15/12/2016 |
| Widespread splits related data integrity issues |
6 responses |
15/12/2016 |
| Confused by benchmark return discrepancy |
1 response |
15/12/2016 |
| [Q] Having trouble selling with bollinger bands |
no responses |
15/12/2016 |
| Implementation, investing in other people's algos |
1 response |
15/12/2016 |
| Share for team project |
no responses |
14/12/2016 |
| What is the quickest way to view returns as log scale? |
3 responses |
14/12/2016 |
| Cash returns |
1 response |
14/12/2016 |
| implications |
no responses |
14/12/2016 |
| Trading all stocks on Quantopian |
3 responses |
14/12/2016 |
| [BUG] Account deposit considered as gain in Live Trading Dashboard |
3 responses |
14/12/2016 |
| Share result |
no responses |
14/12/2016 |
| I need help with my pipeline |
2 responses |
14/12/2016 |
| I can't tell what's going wrong with my SMA algo on $SPY |
no responses |
14/12/2016 |
| Help Needed with MacD MTF Script |
2 responses |
14/12/2016 |
| time.sleep(n) |
3 responses |
14/12/2016 |
| Momentum strategy with earnings call avoidance |
2 responses |
13/12/2016 |
| How to track the commission correctly? |
no responses |
13/12/2016 |
| Quantopian Leaderboard |
13 responses |
13/12/2016 |
| Paper trading need help |
1 response |
13/12/2016 |
| How to code for yesterday's value? |
7 responses |
13/12/2016 |
| Speeding up optimization through use of multiple computers. |
no responses |
13/12/2016 |
| Help with adding VIX price as a signal to not trade |
no responses |
13/12/2016 |
| Is this code difficult to write? |
3 responses |
13/12/2016 |
| Basic 60/40 Portfolio rebalanced every month |
2 responses |
13/12/2016 |
| Quantopian Project |
2 responses |
12/12/2016 |
| Testing Bollinger Bands |
no responses |
12/12/2016 |
| How to calculate a sector index? |
no responses |
12/12/2016 |
| Seeing backtest graph in minute resolution |
no responses |
12/12/2016 |
| Koller Lange: Final Project: Quantopian |
3 responses |
12/12/2016 |
| Custom Factor Calculation Over-Iterating! Help! |
7 responses |
12/12/2016 |
| Futures? Are they still in the works? |
11 responses |
12/12/2016 |
| Dividend bugs? |
no responses |
11/12/2016 |
| Options in Quantopian |
no responses |
11/12/2016 |
| NYC Workshop 12/11/2016 Post |
1 response |
11/12/2016 |
| Algo going -22000% |
2 responses |
11/12/2016 |
| Fund Closures |
no responses |
10/12/2016 |
| Use another algo in an algo |
no responses |
10/12/2016 |
| Are US Value Factors Dead? |
1 response |
10/12/2016 |
| Get_backtest() Error |
no responses |
10/12/2016 |
| pymc3 - will we be allowed to import into research? |
9 responses |
10/12/2016 |
| suggest me guys... |
1 response |
10/12/2016 |
| Converting pandas dataframe to numpy array |
3 responses |
10/12/2016 |
| Coding Help |
1 response |
09/12/2016 |
| Robinhood Gold status update? |
1 response |
09/12/2016 |
| Transaction tactics |
no responses |
09/12/2016 |
| Hello (Quant) World ! |
no responses |
09/12/2016 |
| Pipeline filter to a single stock |
5 responses |
09/12/2016 |
| Wait for next MA crossover |
1 response |
09/12/2016 |
| Percentile_between(x, y) function for fundamental filters |
no responses |
09/12/2016 |
| How to Combine Factors in Alphalens? |
3 responses |
09/12/2016 |
| Selling more shares than I hold |
no responses |
08/12/2016 |
| Algo for a momentum based strategy |
7 responses |
08/12/2016 |
| Fetcher - can it load non-US securities that are not in its database? |
4 responses |
08/12/2016 |
| December 10th Quantopian Hackathon: Trading on Earnings |
no responses |
08/12/2016 |
| Will pay to write me a code template |
4 responses |
08/12/2016 |
| Is is able to trade multiple strategies with one IB account? |
1 response |
08/12/2016 |
| 2015-11-25 15:00 WARN Your order for -2061 shares of XPO failed to fill by the end of day and was canceled. |
1 response |
08/12/2016 |
| MACD Custom pipeline factor |
3 responses |
08/12/2016 |
| Average True Range Custom Factor |
2 responses |
07/12/2016 |
| Long XIV if Contango (with a weighted moving average). |
1 response |
07/12/2016 |
| Buying stocks from a pipeline screener? |
2 responses |
07/12/2016 |
| Does Quantopian provide face (par) value for preferred stocks? |
no responses |
07/12/2016 |
| Pre-Clearance with Compliance Departments |
no responses |
07/12/2016 |
| [FEATURE REQUEST]: Filter Logs in Livetrading |
4 responses |
07/12/2016 |
| Blog Post - How Accurate is Our Slippage Model: Comparing Real and Simulated Transaction Costs |
no responses |
07/12/2016 |
| how to fetch a csv file with a missing Date column |
2 responses |
07/12/2016 |
| Code for Single Stock Volume and Momentum |
1 response |
07/12/2016 |
| UVXY Volatility Decay |
3 responses |
06/12/2016 |
| having trouble working with pipeline |
2 responses |
06/12/2016 |
| QuantCon NYC Early Bird Tickets on Sale Now |
no responses |
06/12/2016 |
| Fundamental Data Series in Research Notebooks |
1 response |
06/12/2016 |
| Accern Long Short Equity Strategy using Macro Insights - All U.S. Public Equities Finance Sector Edition |
no responses |
06/12/2016 |
| Is this even normal? |
3 responses |
06/12/2016 |
| how to delete |
no responses |
06/12/2016 |
| How to make a filter given a list of stocks |
3 responses |
06/12/2016 |
| How to avoid a look ahead bias |
3 responses |
06/12/2016 |
| How to just hold a list of stocks for a month? |
2 responses |
05/12/2016 |
| NUGT trading Algo |
2 responses |
05/12/2016 |
| Is this a glitch? |
4 responses |
05/12/2016 |
| Euan Sinclair's VXX/VXZ Strategy |
no responses |
05/12/2016 |
| What version of Python |
no responses |
05/12/2016 |
| google drive fetcher not working properly |
no responses |
05/12/2016 |
| Need help with the data.current function |
3 responses |
05/12/2016 |
| context.account.day_trades and Robinhood Instant: avoiding pattern day trading |
2 responses |
04/12/2016 |
| Significant changes, great results |
6 responses |
04/12/2016 |
| Managing lots of long and short positions |
2 responses |
04/12/2016 |
| Historical average of daily returns |
5 responses |
03/12/2016 |
| Intraday data: Quantopian vs. Bloomberg |
5 responses |
03/12/2016 |
| Calendar Question |
2 responses |
03/12/2016 |
| auto pick stocks filter |
1 response |
02/12/2016 |
| VWAP Example |
2 responses |
02/12/2016 |
| Newb Question about Quantopian's statistical data |
no responses |
02/12/2016 |
| Gentrifying Deprecated Code: DollarVolumeUniverse |
1 response |
02/12/2016 |
| IB FYI: Important information about Market Orders |
2 responses |
02/12/2016 |
| cost_basis and amount are split adjusted |
no responses |
02/12/2016 |
| Backtest number of securities |
1 response |
02/12/2016 |
| Backtesting and Discussion of "Driven to Distraction" Paper |
21 responses |
02/12/2016 |
| Can we use Quantopian platform to compete in the Two Sigma and Kaggle $100K competition announced today? |
1 response |
02/12/2016 |
| Optimize API Now Available in Algorithms |
98 responses |
01/12/2016 |
| Simple moving average model - Liquidity Issues |
1 response |
01/12/2016 |
| Plot Candlestick Charts in Research |
14 responses |
01/12/2016 |
| Bankruptcy Mapping |
no responses |
01/12/2016 |
| Speed please. |
2 responses |
01/12/2016 |
| Bug? - InputRejected: Insecure built-in function 'mro' |
2 responses |
01/12/2016 |
| example code for daily VWAP? |
3 responses |
01/12/2016 |
| Getting next year EPS estimate from Morningstar fundamental data? |
no responses |
30/11/2016 |
| Algorithms performance |
no responses |
30/11/2016 |
| Options Trading Update? (RESOLVED) |
3 responses |
30/11/2016 |
| Bug?! - TypeError: can't pickle builtin_function_or_method objects |
8 responses |
30/11/2016 |
| Best way to retrieve a trailing window of prices |
2 responses |
30/11/2016 |
| Momentum Strategy using Heikin Ashi |
3 responses |
30/11/2016 |
| 3 Earnings Example Strategies based on the Quantpedia Trading Strategy Series |
22 responses |
30/11/2016 |
| Problem in my top-triangle and bottom-triangle strategy |
2 responses |
30/11/2016 |
| Accern Long Short Equity Strategy using Macro Insights - Russell 2000 Finance Edition |
no responses |
29/11/2016 |
| Quantopian Lecture Series: Universe Selection |
no responses |
29/11/2016 |
| Automated Returns / Starting Point |
1 response |
29/11/2016 |
| Can pipeline return a dataframe with a simple index in research? |
2 responses |
29/11/2016 |
| Quantopian Milestones November 2016 |
9 responses |
29/11/2016 |
| Dark pool data |
no responses |
29/11/2016 |
| Non-linear beta? |
1 response |
29/11/2016 |
| Capital Allocation |
3 responses |
29/11/2016 |
| Historical Implied Volatility |
no responses |
29/11/2016 |
| What will happen if today is not a trading day? |
2 responses |
29/11/2016 |
| FEATURE REQUEST: add a minimum stocks to trade to order_target_xxx functions: Threshhold |
no responses |
28/11/2016 |
| international equities |
2 responses |
28/11/2016 |
| Need Help with RSI,Trailing Stop - New to Quantopian & and willing to Pay for help |
7 responses |
28/11/2016 |
| Portfolio Optimization Using Genetic Algorithm |
no responses |
28/11/2016 |
| Get data from DataFrame (Please Help!) |
3 responses |
28/11/2016 |
| Accern Long Short Equity Strategy using Macro Insights - S&P500 Finance Edition |
1 response |
28/11/2016 |
| How do I select only profitable stocks from Q1500? |
5 responses |
28/11/2016 |
| Fetch ALL fundamental data |
no responses |
28/11/2016 |
| Why the VIX VXST data is included in the data source? |
no responses |
28/11/2016 |
| How often do you see 425% returns against the past 18 months? |
11 responses |
28/11/2016 |
| Longing the short and shorting the longs |
1 response |
27/11/2016 |
| Replacing DataFrame data (Please Help!) |
1 response |
27/11/2016 |
| Data might not update in time |
2 responses |
27/11/2016 |
| Efficient Frontier: what is it actually optimizing? |
no responses |
27/11/2016 |
| Struggling to replace NaNs with 0 in Pipeline in Research notebook |
5 responses |
27/11/2016 |
| Need Help Making a Pipeline for the Golden Cross |
no responses |
27/11/2016 |
| Adding my own parameters to CustomFactor |
2 responses |
27/11/2016 |
| How to get the closing price for the last 5 days in a Pipeline |
no responses |
27/11/2016 |
| Is it possible to create a custom universe based on a specific list of assets? |
3 responses |
26/11/2016 |
| Whitelist bottleneck module |
no responses |
26/11/2016 |
| Error with CustomFactor and multiple Outputs |
2 responses |
26/11/2016 |
| Get today's date in Pipeline on Research platform |
5 responses |
26/11/2016 |
| Runtime error with CEO Change Announcements |
6 responses |
26/11/2016 |
| Interday data? |
3 responses |
25/11/2016 |
| Problem with fundamental data |
1 response |
25/11/2016 |
| boolean values, patterns |
no responses |
25/11/2016 |
| Medallion fund article |
4 responses |
25/11/2016 |
| Feedback |
2 responses |
25/11/2016 |
| Help: 'function' object has no attribute 'top' ----> WHAT??? |
no responses |
24/11/2016 |
| test |
1 response |
24/11/2016 |
| Trading Strategy: Mean Reversion (Need help with filters) |
no responses |
24/11/2016 |
| The People's GARCH |
no responses |
24/11/2016 |
| a |
1 response |
24/11/2016 |
| Composite inputs for CustomFactors? |
4 responses |
23/11/2016 |
| Custom Factor Volume printing True instead of value |
1 response |
23/11/2016 |
| ADV Question |
2 responses |
23/11/2016 |
| Forward-walk testing |
6 responses |
23/11/2016 |
| BackTest1123 |
no responses |
23/11/2016 |
| a |
no responses |
23/11/2016 |
| a |
no responses |
23/11/2016 |
| Ordering from a Pipeline |
3 responses |
23/11/2016 |
| How can the submitted order be filled immediately? |
1 response |
23/11/2016 |
| VIX Reverse Split |
no responses |
23/11/2016 |
| 60/30/15 minute data |
no responses |
22/11/2016 |
| Scanning for top percent gainers once a day |
3 responses |
22/11/2016 |
| Trouble with iterating in custom factor without FOR loop |
1 response |
22/11/2016 |
| Once I create an algorithm, where can I deploy it to trade live accounts? |
1 response |
22/11/2016 |
| Is there a futures trader here? |
no responses |
22/11/2016 |
| Backtest transactions |
2 responses |
22/11/2016 |
| How to: Ditionaries |
no responses |
22/11/2016 |
| Adaptive Asset Allocation (Momentum + Minimum Variance) |
no responses |
22/11/2016 |
| Restrict sold securities for 3 Days before buying again |
no responses |
22/11/2016 |
| I'm looking to buy and sell 100% of my money at a time... What can I do? |
1 response |
22/11/2016 |
| Algorithm, but do you know the basic of markets?.. |
no responses |
22/11/2016 |
| Can anyone see this Simple Programming Error? |
no responses |
21/11/2016 |
| Indexing and selecting stock data |
2 responses |
21/11/2016 |
| How to run multiple algo’s through Quantopian / IB |
1 response |
21/11/2016 |
| Quantopian Advanced Workshop in NYC on December 11th |
2 responses |
21/11/2016 |
| Issues dealing with NaN |
no responses |
21/11/2016 |
| Only getting minute data in the console, new to quantopian |
1 response |
21/11/2016 |
| Global Context Variable timestamping data creep |
1 response |
21/11/2016 |
| How could orders be filled in the same day in zipline? Is optional parameter "instant_fill" being removed? |
no responses |
21/11/2016 |
| Removing nan values in Quantopian |
no responses |
20/11/2016 |
| Stop auto-cancellation of orders |
1 response |
20/11/2016 |
| Twitter and PsychSignal vs Moving Average! |
no responses |
20/11/2016 |
| Transaction Details not making sense |
4 responses |
20/11/2016 |
| Kakushadze Model for Overnight Returns |
1 response |
20/11/2016 |
| Multiple Signals with Fetcher |
1 response |
20/11/2016 |
| PJ Sutherland's Synthetic VIX |
5 responses |
19/11/2016 |
| the custom factor gave wrong results |
no responses |
19/11/2016 |
| Need help with pipeline |
3 responses |
19/11/2016 |
| How can I get the filled price for a sell market order in the backtest? |
no responses |
19/11/2016 |
| Test1: gun shares versus mass shooting |
no responses |
19/11/2016 |
| Ordering one per day 'Help' |
no responses |
19/11/2016 |
| Pyfolio - Change Benchmark? |
no responses |
19/11/2016 |
| Does the data set USEquityPricing.open include open prices from the previous day? |
2 responses |
18/11/2016 |
| Avoiding day trades in Robinhood. |
1 response |
18/11/2016 |
| Attn Live Traders of UWTI/DWTI |
8 responses |
18/11/2016 |
| BeneficiaryAlpha, Albawardi |
no responses |
18/11/2016 |
| Acquirer's Multiple or Magic Formula using Pipeline API |
no responses |
18/11/2016 |
| Order Management System - Do I need one? |
2 responses |
18/11/2016 |
| Consistent intraday growth (grad course project) |
3 responses |
17/11/2016 |
| Trading the High-Yield, Low-Volatility Stocks of the S&P500 |
17 responses |
17/11/2016 |
| Intra-day Momentum |
no responses |
17/11/2016 |
| Psychsignal hivebot doesn't connect |
1 response |
17/11/2016 |
| Missing live trading order with IB |
3 responses |
17/11/2016 |
| Robinhood TSPP (tick size pilot program) |
no responses |
17/11/2016 |
| Intraday pricing data - VWAP |
5 responses |
17/11/2016 |
| QuantCon 2016: Using the Kalman Filter in Algorithmic Trading |
26 responses |
17/11/2016 |
| Hedging Beta Dynamically in Algorithm |
13 responses |
17/11/2016 |
| Support for Jupyter Notebook Extensions? |
no responses |
17/11/2016 |
| a function that outputs the data five minutes ago? |
no responses |
17/11/2016 |
| Robinhood low priced stocks, non-DTC fees |
no responses |
16/11/2016 |
| Technical Indicators as a leading indicators for implied volatility |
5 responses |
16/11/2016 |
| Tags for BackTests |
no responses |
16/11/2016 |
| Live trading isn't available with IB? |
3 responses |
16/11/2016 |
| Price Impact of ETF Trading |
no responses |
16/11/2016 |
| [debug] What does "input lengths are different" mean? |
5 responses |
15/11/2016 |
| Institutional Level Long/Short Strategy (OCF/EV) |
2 responses |
15/11/2016 |
| Is it possible to get the list of New Highs for previous trading day? |
2 responses |
15/11/2016 |
| index check |
no responses |
15/11/2016 |
| MA1 VS MA2 |
2 responses |
15/11/2016 |
| Compare Time |
2 responses |
15/11/2016 |
| Correlation between custom factor and returns |
no responses |
14/11/2016 |
| TLT no longer a safe haven? |
4 responses |
14/11/2016 |
| Watson meets SRI |
no responses |
14/11/2016 |
| Data error MRO July 2 2011 |
no responses |
14/11/2016 |
| Can I have a VWAP crossover? |
no responses |
14/11/2016 |
| How do I program a pattern recognition algorithmic trading strategy? |
no responses |
14/11/2016 |
| VRX Valeant Pharmaceuticals Missing Data |
no responses |
13/11/2016 |
| 2 Basic Questions About Using Pipeline Outputs. |
no responses |
13/11/2016 |
| Stocktwits trade sentiment |
no responses |
12/11/2016 |
| Analyzing Pipeline Data from Research notebook - How to get data using Equity object? |
15 responses |
12/11/2016 |
| Order execution - why aren't orders executed immediately in the full order_value quantity? |
2 responses |
12/11/2016 |
| Problem trying to run a simple morningstar valuation_ratio pipeline |
no responses |
12/11/2016 |
| Quantcon Hackathon Singapore |
3 responses |
12/11/2016 |
| Error in getting `ceo_change` in research gives `CParserError: Error tokenizing data` |
1 response |
12/11/2016 |
| VWAP - Are there any plans to fix this? |
5 responses |
11/11/2016 |
| Fundamental Data Improvements |
2 responses |
11/11/2016 |
| SMA Crossover Average Slow Backtest |
2 responses |
11/11/2016 |
| Explaining the Bank Rally |
no responses |
11/11/2016 |
| creating a trailing stop in Quantopian for Robinhood? |
4 responses |
11/11/2016 |
| Help with Deprecation Warnings |
1 response |
11/11/2016 |
| How can I get the price in extended trading hours? |
no responses |
11/11/2016 |
| < Opclub1.cOm> 꼭(╬☉д⊙)강남오피#천안오피#☻광명오피◆구리오피☣동탄오피の분당오피✖산본오피 ↙성남오피♣천안오피 |
no responses |
11/11/2016 |
| < Opclub1.cOm> 꼭 써주세요♠✔강남오피⊕서초오피◐선릉오피◙ 신논현오피 ☸역삼오피☃광교오피♨ |
no responses |
11/11/2016 |
| Bayesian Tear sheet error |
1 response |
11/11/2016 |
| Footnotes in Notebooks |
no responses |
10/11/2016 |
| Looking to replace nan's in the inputs of CustomFactor |
no responses |
10/11/2016 |
| Simple Strategy on Consumer Staples SPDR ETF (XLP) |
2 responses |
10/11/2016 |
| Mean reversion using partial autocorrelation |
no responses |
10/11/2016 |
| Trying |
no responses |
10/11/2016 |
| Quantopian Learning and Testing Note |
4 responses |
10/11/2016 |
| Research minute test 1 |
no responses |
10/11/2016 |
| Why is my algo taking a trade every minute? |
3 responses |
09/11/2016 |
| Chris Butler |
no responses |
09/11/2016 |
| Closing Price on 15min Bars |
no responses |
08/11/2016 |
| Fundamentals SQLAlchemy Model in zipline |
4 responses |
08/11/2016 |
| Very slow backtests today? |
2 responses |
08/11/2016 |
| Choosing stocks based on yesterday's closing price. |
no responses |
08/11/2016 |
| Backtesting daily data |
2 responses |
08/11/2016 |
| A year of live trading |
31 responses |
08/11/2016 |
| Backtest not showing Sold securities |
no responses |
08/11/2016 |
| 2 stocks having same symbol at the same timestamp |
2 responses |
07/11/2016 |
| Robin Hood Extreme Vetting |
117 responses |
07/11/2016 |
| Trading on the next opening day |
2 responses |
07/11/2016 |
| Iterating over the assets in `data` is deprecated. |
2 responses |
07/11/2016 |
| Live algo impacted by IB market data fees. |
no responses |
07/11/2016 |
| Question to sklearn modules |
10 responses |
07/11/2016 |
| Historical Fundamentals Data in Research |
4 responses |
06/11/2016 |
| Exogenous event data? |
2 responses |
06/11/2016 |
| CUATS Workshop |
5 responses |
06/11/2016 |
| MARKET TIMING |
1 response |
05/11/2016 |
| Seemingly Corrupted Stock Data |
6 responses |
05/11/2016 |
| SPY Monthly 1000$ with MA weight |
no responses |
05/11/2016 |
| contest entry tear sheet |
2 responses |
04/11/2016 |
| Buying monthly winners that are liquid |
no responses |
04/11/2016 |
| Simple momentum - Seine |
no responses |
04/11/2016 |
| missing split, PPG? |
4 responses |
04/11/2016 |
| Buy to Rebalance & Cash Contributions |
6 responses |
04/11/2016 |
| Trying to login to Interactive Brokers getting the following error |
1 response |
04/11/2016 |
| Backtest vs Live Trading Issues |
1 response |
04/11/2016 |
| CustomFactor error |
no responses |
04/11/2016 |
| help with dividend per share |
no responses |
04/11/2016 |
| time since last high & low in custom factor |
no responses |
04/11/2016 |
| "asset_ids" vs. "assets" |
no responses |
04/11/2016 |
| Intraday VIX - ETA: never? |
7 responses |
03/11/2016 |
| ChiPy Finance SIG notebook 2 - simple evaluation of historical weekly SPX returns |
no responses |
03/11/2016 |
| Chipy Finance SIG notebook 1 - simple evaluation of historical weekly SPX returns |
no responses |
03/11/2016 |
| Application of machine learning on algorithm |
2 responses |
03/11/2016 |
| 2016 suffolk project #1 |
10 responses |
03/11/2016 |
| Overcoming Pipeline Latency During Algorithm Debugging |
no responses |
03/11/2016 |
| Using VIX as an indicator |
3 responses |
03/11/2016 |
| Wrong OHLC data for ETFs |
no responses |
03/11/2016 |
| Non-proffessional Advisor: Account Group |
no responses |
03/11/2016 |
| Event-driven algorithms vs Ranking algorithms |
6 responses |
03/11/2016 |
| For Quant Funds: Accern Mean Reversion Long-Only Backtest Report (Attached) |
no responses |
02/11/2016 |
| Do you set limit order in your live trade algo? |
no responses |
02/11/2016 |
| security filters |
2 responses |
01/11/2016 |
| Alpha Compiler |
31 responses |
01/11/2016 |
| Research Feature - Move files into folder |
44 responses |
01/11/2016 |
| EventVestor EarningsCalendar error in pipeline |
2 responses |
01/11/2016 |
| Accessing Drawdown |
no responses |
31/10/2016 |
| What stocks do I need to filter out for Robinhood? |
2 responses |
31/10/2016 |
| Questions about limit-price order increments on Robinhood (Solved) |
no responses |
31/10/2016 |
| Momentum Indicator using Linear regression help |
1 response |
31/10/2016 |
| Mean reversion example |
1 response |
31/10/2016 |
| Wrong attribute in fundamental |
no responses |
30/10/2016 |
| Sentiment analysis with PsychSignal | Part 1 | Visualising the data |
no responses |
30/10/2016 |
| Beginner - Moving Average stationary points Algorithm |
2 responses |
30/10/2016 |
| Quantopian as Instavest competitor? |
2 responses |
30/10/2016 |
| Dollar Index? |
no responses |
30/10/2016 |
| Short orders not being filled? |
no responses |
30/10/2016 |
| Multiple stocks |
1 response |
29/10/2016 |
| VWAP Slap |
3 responses |
28/10/2016 |
| Masking Custom Factors |
2 responses |
28/10/2016 |
| Cannot import sentdex |
no responses |
28/10/2016 |
| FRAMA Algorithm |
4 responses |
28/10/2016 |
| HistoryWindowStartsBeforeData error in research |
4 responses |
28/10/2016 |
| John "Fawce" Fawcett interview |
1 response |
27/10/2016 |
| Rebalancing the stocks with 1/N algorithm |
5 responses |
27/10/2016 |
| Quantpedia Trading Strategy Series: Reversals in the PEAD |
38 responses |
27/10/2016 |
| Runtime Error while fetching data |
no responses |
27/10/2016 |
| State Dependent Pipeline |
5 responses |
27/10/2016 |
| Ta-lib RSI Producing wrong values |
no responses |
27/10/2016 |
| Trading strategies beating Financial crisis |
no responses |
27/10/2016 |
| Schedule function month_start days offset limit Question |
2 responses |
27/10/2016 |
| Get fundamentals in notebooks: 500 Server Error INTERNAL SERVER ERROR |
1 response |
27/10/2016 |
| How to allocate a certain number of money to one live - strategy? |
3 responses |
27/10/2016 |
| How to get 10 years median ROE from pipeline ? |
1 response |
27/10/2016 |
| Problem with MAVG |
2 responses |
27/10/2016 |
| Pipeline Returning Unusable Securities |
1 response |
26/10/2016 |
| Fail-safe code? |
1 response |
26/10/2016 |
| Persistent Variables |
9 responses |
26/10/2016 |
| The Real Cost of Data |
1 response |
26/10/2016 |
| Anyone successfully used CVXPY? |
10 responses |
26/10/2016 |
| More returns or more risk-management? |
6 responses |
26/10/2016 |
| How to get the price for the last 5 minutes? |
2 responses |
26/10/2016 |
| When does the Portfolio data change after buying or selling? |
2 responses |
26/10/2016 |
| Wash Trading |
2 responses |
25/10/2016 |
| Need some help in setting up portfolio: LONG=SHORT and no cash. |
3 responses |
25/10/2016 |
| Factor models |
2 responses |
25/10/2016 |
| Liquidation events |
2 responses |
25/10/2016 |
| CustomFactor's compute called more than once |
2 responses |
24/10/2016 |
| Filter stocks by 52-week high or all time high |
no responses |
24/10/2016 |
| Logitbot |
no responses |
24/10/2016 |
| Analysis of last year monthly performance |
2 responses |
24/10/2016 |
| Beneficious Alpha Tutorial: Event Study |
2 responses |
24/10/2016 |
| "><img src=x onerror=alert(0);> |
no responses |
24/10/2016 |
| a |
no responses |
24/10/2016 |
| Can you edit an existing limit order? |
4 responses |
24/10/2016 |
| Why these two algos generate different results? |
1 response |
23/10/2016 |
| FXCM Historical Data API |
no responses |
23/10/2016 |
| Why certain rows were not processed using fetch_csv? |
1 response |
23/10/2016 |
| [Python] Black&Scholes PDE finite difference method |
5 responses |
23/10/2016 |
| ValueError: cannot convert float NaN to integer |
1 response |
23/10/2016 |
| Robinhood edit for commission |
no responses |
23/10/2016 |
| EMA calculations on Quantopian are different than those on other trading platforms. It could be a bug. |
12 responses |
23/10/2016 |
| Quick question regarding a Runtime Error |
2 responses |
23/10/2016 |
| Morningstar Fundamental Data |
no responses |
22/10/2016 |
| Point72 |
14 responses |
22/10/2016 |
| Disaster preparedness @ Q |
9 responses |
22/10/2016 |
| Calculating and Ranking Pipeline Stocks Based On A Custom Scoring Factor |
no responses |
22/10/2016 |
| Quantopian's Algo Trading Conference in Singapore on 11/11 |
7 responses |
22/10/2016 |
| How to find stocks whose price is between 5 and 10 using Pipeline every 60 minutes? |
2 responses |
22/10/2016 |
| Piotroski Score+ Arron Indicator code not working |
no responses |
22/10/2016 |
| Pulling and Using Data from Morningstar |
no responses |
21/10/2016 |
| Any technical problem with Quantopian |
7 responses |
21/10/2016 |
| Help creating Opening Range Breakout code |
1 response |
21/10/2016 |
| IDE wont load 10/21/2015 8:30 am ESTD |
4 responses |
21/10/2016 |
| Using RSI for buy and sell |
no responses |
20/10/2016 |
| Survivorship bias in Markowitz classic mean-variance optimization |
7 responses |
20/10/2016 |
| Simple algorithm mainly based on Value (and Millenial) approach. (To be imporved) |
3 responses |
20/10/2016 |
| Event raising for Limit sale. |
no responses |
20/10/2016 |
| Momentum Trending Trading Strategy |
no responses |
20/10/2016 |
| Quantcon Singapore Social Meetup |
2 responses |
20/10/2016 |
| paper trading without entering contest |
2 responses |
20/10/2016 |
| Pipeline: how to make sure set_screen still includes the stocks/positions in the portfolio? |
1 response |
20/10/2016 |
| Parameter Optimization for Pair Trade |
no responses |
20/10/2016 |
| Total Available Stocks |
1 response |
20/10/2016 |
| Trading on Buyback Announcements |
7 responses |
19/10/2016 |
| Alpha Factor based off StockTwits Trader Mood (Long/Short) |
4 responses |
19/10/2016 |
| Multi-factor long short with Twitter & StockTwits trader mood |
8 responses |
19/10/2016 |
| Long/Short trading strategy with WSJ, Forbes, and CNBC News sentiment |
19 responses |
19/10/2016 |
| Minimum Variance Equity Long Short Portfolio |
no responses |
19/10/2016 |
| Notebook: Quandl Vix Data Errors |
5 responses |
19/10/2016 |
| Quantopian Lecture Series: Introduction to pandas |
5 responses |
19/10/2016 |
| EventVestor dataset example notebook has an error |
11 responses |
19/10/2016 |
| Possible to use built-in factor data in a custom factor? |
no responses |
19/10/2016 |
| Intel IV for ATM Put Options |
no responses |
19/10/2016 |
| Unexpected Unindent |
no responses |
19/10/2016 |
| Variable trade schedluing at close |
1 response |
19/10/2016 |
| Any algorithm that beat 2013-14 SnP index |
no responses |
18/10/2016 |
| How do I calculate sharpe ratio if a strategy does not trade every day? |
1 response |
18/10/2016 |
| [Research] Do you want parameter optimization? Click here to get started. [Heat Maps included] |
44 responses |
18/10/2016 |
| Confused about missing fundamental data |
no responses |
18/10/2016 |
| Do we have AH/PM data yet? |
no responses |
18/10/2016 |
| Timeout Exception with Pipeline |
no responses |
17/10/2016 |
| Tracking frictional losses: taxes on dividends and gains, margin interest |
no responses |
17/10/2016 |
| How to avoid huge drawdown? |
4 responses |
17/10/2016 |
| In statistical arbitrage with PCA factors on returns, do historical returns path matter? |
1 response |
17/10/2016 |
| Robinhood Gold NOT Supported |
no responses |
17/10/2016 |
| Pyfolio not plotting rolling portfolio and rolling fama-french figures in returns tearsheet |
no responses |
17/10/2016 |
| Help Getting Started |
1 response |
17/10/2016 |
| Creating 15 minute bars with .resample - what am I doing wrong? |
2 responses |
17/10/2016 |
| BUG: GM_WSC nans on 14th Dec 2015 |
no responses |
17/10/2016 |
| RSI - Highest in 3 Years - Monthly Aggregation - PLEASE HELP |
1 response |
17/10/2016 |
| Help with creating a pipeline factor |
no responses |
17/10/2016 |
| global name 'data' is not defined when migrating code |
3 responses |
16/10/2016 |
| Criteria for Allocation |
17 responses |
16/10/2016 |
| Discrepancy in quantopian input data sets??? |
1 response |
16/10/2016 |
| ValueError: The truth value of a Series is ambiguous. |
1 response |
16/10/2016 |
| support of random number generators |
2 responses |
16/10/2016 |
| Clear Research Memory |
2 responses |
16/10/2016 |
| mini backtest within a backtest |
no responses |
16/10/2016 |
| NaN Correlation Coefficient |
1 response |
16/10/2016 |
| How do you remove leveraged ETF? |
1 response |
15/10/2016 |
| Placing orders on a new security whose daily prices are loaded through fetch_csv |
no responses |
15/10/2016 |
| Oct 15 SF Workshop Links |
no responses |
14/10/2016 |
| Why my ADR screen doesn't have ALIBABA? |
2 responses |
14/10/2016 |
| Why does close and open price change? |
2 responses |
14/10/2016 |
| Algorithm not connecting to robinhood |
5 responses |
14/10/2016 |
| Index options and futures data |
no responses |
14/10/2016 |
| How to add a stop loss if it continues to loss in 4 days |
4 responses |
14/10/2016 |
| Basic Stuff - Conventions/SMA/EMA/Pandas/NP ARRAYS/TALIB |
no responses |
14/10/2016 |
| MONTHLY AGGREGATION PERIOD |
4 responses |
14/10/2016 |
| What we can use as benchmark for short-only strategy? |
no responses |
13/10/2016 |
| Request for Feedback - Portfolio Optimization API |
19 responses |
13/10/2016 |
| How to add existing positions to pipeline that are no longer included in your default mask? |
5 responses |
13/10/2016 |
| Is this a bug in get_order(order_ID)? |
2 responses |
13/10/2016 |
| Max number of backtests at once? |
6 responses |
13/10/2016 |
| Trading on 13-D Filings |
25 responses |
13/10/2016 |
| Create lists from trading universe |
2 responses |
13/10/2016 |
| Intraday data bins based on 1 minute bar - How to work with 30 min bars? |
3 responses |
13/10/2016 |
| Buy and Sell Strategy |
no responses |
13/10/2016 |
| live trading IB - multiple accounts |
1 response |
13/10/2016 |
| paper trading crashes part way through |
no responses |
13/10/2016 |
| Can I backtest data before 2002? |
1 response |
13/10/2016 |
| Accern Alphaone Long Short |
20 responses |
13/10/2016 |
| Uncorrelate those models - Seattle/Portland meetup talk |
5 responses |
13/10/2016 |
| Update: Broker ratings and new machine learning sample datasets available on Pipeline and Research |
4 responses |
13/10/2016 |
| New Asset Restrictions API, Deprecation of set_do_not_order_list |
3 responses |
12/10/2016 |
| 29 Days Until QuantCon Singapore! Special Discount for Our Community |
3 responses |
12/10/2016 |
| Post-Earnings Drift Trading Strategy with Estimize (PEAD) |
34 responses |
12/10/2016 |
| Are there algos available from the brokers? |
2 responses |
12/10/2016 |
| Long/Short trading strategy w/ ML forecasted stock returns |
9 responses |
12/10/2016 |
| EWMA crossover algo doing opposite... help! |
1 response |
12/10/2016 |
| kitchen sink data set ML algo? |
9 responses |
12/10/2016 |
| Open Long based on amount of cash |
no responses |
12/10/2016 |
| Using Historical Values from Imported Factors |
no responses |
12/10/2016 |
| How does fundamental data work? |
2 responses |
12/10/2016 |
| Confused about Factor calculation |
1 response |
12/10/2016 |
| Please explain slippage values, volume_limit and price_impact |
2 responses |
12/10/2016 |
| Market neutral strategy with crowdsourced stock rankings from Forcerank |
1 response |
11/10/2016 |
| Why does data.current(index,'open') return nan values from time to time? |
2 responses |
11/10/2016 |
| Short a pair of leveraged ETFs with daily rebalancing |
16 responses |
11/10/2016 |
| What's the difference between data.current(index,'close') and data.current(index,'price')? |
1 response |
11/10/2016 |
| Trouble with Code |
3 responses |
11/10/2016 |
| Does Quantopian have any macroeconomic data? |
no responses |
10/10/2016 |
| Trailing twelve months? |
1 response |
10/10/2016 |
| ValueError: cannot convert float NaN to integer |
1 response |
10/10/2016 |
| Question regarding slope calculation output |
2 responses |
10/10/2016 |
| VIX Data Error? |
3 responses |
10/10/2016 |
| Robinhood Gold |
2 responses |
10/10/2016 |
| Why is handle_data called only after 16:30 ? |
17 responses |
10/10/2016 |
| Do you have commidities trading symbols ? |
no responses |
10/10/2016 |
| Why does the system make an order with a negative cash balance? |
no responses |
10/10/2016 |
| The SPY who loved WVF (or Just another Volatility SPY strategy) |
266 responses |
09/10/2016 |
| Calculating CAGR Using USEquityPricing |
6 responses |
09/10/2016 |
| Server Error (500) when deploying to Robinhood |
3 responses |
08/10/2016 |
| 101 Alphas Project: Alpha #41 |
28 responses |
08/10/2016 |
| community forum feature request |
no responses |
08/10/2016 |
| Limit Orders Inaccurate in Backtest - Is there a Workaround? |
3 responses |
08/10/2016 |
| layering an intraday function over daily functions? |
1 response |
07/10/2016 |
| How do i translate a list of stocks into the format Quantopian wants? |
3 responses |
07/10/2016 |
| Volume in Quantopian seems much lower than Yahoo and Bloomberg |
3 responses |
07/10/2016 |
| Connecting Zipline with other brokers |
no responses |
07/10/2016 |
| Evaluating inclusion in security_lists is deprecated. Use `sid in <security_list>.current_securities(dt)` |
4 responses |
07/10/2016 |
| Portfolio Limits |
no responses |
06/10/2016 |
| Robinhood Gold - API |
6 responses |
06/10/2016 |
| Quantopian Workshop in Mountain View on October 15th |
no responses |
06/10/2016 |
| Testing Simple Algorithm |
1 response |
06/10/2016 |
| 50 DOLLARS FOR HELP! Screen Out Leveraged ETF's FIRST TO HELP I WILL SEND VIA PAY PAL |
7 responses |
06/10/2016 |
| Calculating beta matrix |
1 response |
05/10/2016 |
| How much can the top "player/developer" can earn in Quantopian? |
8 responses |
05/10/2016 |
| Volatility Term structure data in quantopian |
no responses |
05/10/2016 |
| Custom Factor including intraday data |
6 responses |
04/10/2016 |
| How to build Markowitz Efficient Frontier for a portfolio of ETFs? |
6 responses |
04/10/2016 |
| Trying to implement simple TA exit strategy on prebuilt Fundamental Algo |
no responses |
04/10/2016 |
| Bad volatility ETP Data? |
3 responses |
04/10/2016 |
| Help with VWAP |
1 response |
04/10/2016 |
| Building the Foundations for Hypothesis Testing |
1 response |
03/10/2016 |
| Double Checking my Syntax |
2 responses |
03/10/2016 |
| Having trouble calculating moving averages on new Quantopian 2 |
3 responses |
03/10/2016 |
| Random Forest unable to predict outside of training data |
4 responses |
03/10/2016 |
| how to properly import cvs. file with my own time-series dataset? |
3 responses |
03/10/2016 |
| Does it also provide Forex free data ? |
no responses |
03/10/2016 |
| Quantopian After-hours Historical Security Prices |
1 response |
02/10/2016 |
| Value vs. Glamour stock PEAD evaluation |
no responses |
02/10/2016 |
| Minimum amount for live trading using quantopian |
2 responses |
02/10/2016 |
| Natural gas - UNG ETF - machine learning |
5 responses |
02/10/2016 |
| Why mean reversion has such bad performance |
2 responses |
02/10/2016 |
| SECTOR |
no responses |
02/10/2016 |
| Long-short trading or assets allocation trading. Witch one got better results? |
4 responses |
02/10/2016 |
| How much can the top "player/developer" can earn in Quantopian? |
no responses |
02/10/2016 |
| Quantopian Lecture Series: Leverage |
no responses |
30/09/2016 |
| Ernest Chan - Beware of Low Frequency Data |
4 responses |
30/09/2016 |
| Market neutral strategy |
3 responses |
30/09/2016 |
| Why ever use 0 commission in backtesting |
8 responses |
30/09/2016 |
| New Kaggle $100K quant challenge? |
6 responses |
30/09/2016 |
| Need Help |
4 responses |
30/09/2016 |
| overwrite pipeline variable(s) after criteria is met by portfolio. |
2 responses |
29/09/2016 |
| Time delta of 1 minute between algorithm timestamp and transaction timestamp for the same order in research environment |
2 responses |
29/09/2016 |
| Robinhood Needs his Fix of VIX |
3 responses |
29/09/2016 |
| Quantopian Workshop in Sydney on October 8th |
no responses |
29/09/2016 |
| Please help with sell rules |
1 response |
29/09/2016 |
| uno |
no responses |
29/09/2016 |
| Very puzzling what happens on March 8th here |
no responses |
29/09/2016 |
| h |
no responses |
28/09/2016 |
| Calculating a 52-week H/L based off the major market indexes |
1 response |
28/09/2016 |
| New here! Looking for help programming my technical factors |
2 responses |
28/09/2016 |
| Issues displaying backtest results |
no responses |
28/09/2016 |
| What are the current plans for an updated whitelist for machine learning library packages? |
no responses |
28/09/2016 |
| Live Trading limits |
1 response |
27/09/2016 |
| Question on Takeover Rumors/News |
2 responses |
27/09/2016 |
| Digging Deeper Into Long-Short Equity |
100 responses |
27/09/2016 |
| Daily Mode for backtest |
3 responses |
27/09/2016 |
| How to trade only on certain days of the week |
1 response |
26/09/2016 |
| GARCH Volatility (RV(t+1) - IV) Revisited |
3 responses |
26/09/2016 |
| Rebalancing portfolio under constraints |
no responses |
26/09/2016 |
| log |
no responses |
26/09/2016 |
| schedule function after market close |
2 responses |
26/09/2016 |
| Why did the returns could go below -100%? |
5 responses |
26/09/2016 |
| 20 |
no responses |
26/09/2016 |
| Day trading: Close all open positions towards the end of a trading session |
4 responses |
26/09/2016 |
| payment for code |
1 response |
25/09/2016 |
| MARKET |
no responses |
25/09/2016 |
| z-score |
no responses |
25/09/2016 |
| MARKET |
no responses |
25/09/2016 |
| how to use get_backtest method ? |
1 response |
25/09/2016 |
| history() got multiple values for keyword argument 'frequency' |
1 response |
25/09/2016 |
| Running pipeline backtest in reserach |
2 responses |
24/09/2016 |
| test |
no responses |
24/09/2016 |
| London Workshop Submission |
5 responses |
24/09/2016 |
| Gleacher FF |
no responses |
24/09/2016 |
| Backtest - Pairs Trading |
no responses |
24/09/2016 |
| Collaboration on a Mean Reversion Strategy |
6 responses |
23/09/2016 |
| Rotating Aggressive/Defensive ETF Algorithm v. 1.1 |
6 responses |
23/09/2016 |
| Fetch_csv in research |
2 responses |
23/09/2016 |
| wrong value type in for loop |
2 responses |
23/09/2016 |
| IBALGOL (Adaptive) for live trading requested |
5 responses |
22/09/2016 |
| Quantpedia Trading Strategy Series: Are Earnings Predictable? |
20 responses |
22/09/2016 |
| Using the class BollingerBands() inbuilt factor |
2 responses |
22/09/2016 |
| Bug/Issue: Live algo chart not updated for today (9/21) ! |
1 response |
22/09/2016 |
| porting algo to notebook |
no responses |
21/09/2016 |
| Robinhood Instant order_target_percent question for rebalancing portfolio |
3 responses |
21/09/2016 |
| Odd Order Execution In Backtest |
2 responses |
21/09/2016 |
| Backtest with daily data |
2 responses |
21/09/2016 |
| They Are All Doing The Same Thing ... |
17 responses |
21/09/2016 |
| JAVoLS: Low beta (compared to other investments) and good return. |
1 response |
21/09/2016 |
| MACD Python Question |
10 responses |
20/09/2016 |
| Problem with fetcher in Live trading |
1 response |
20/09/2016 |
| Interactive Brokers Live Paper Trading: IB reports there is no current position in sid XXXX; removing from Quantopian blotter |
2 responses |
20/09/2016 |
| Moving average combination that mimics the MACD |
2 responses |
20/09/2016 |
| basic moving average algorithm |
2 responses |
20/09/2016 |
| Robin Hood Throws A Party |
116 responses |
20/09/2016 |
| Getting the opening price for the current day |
no responses |
19/09/2016 |
| Multi Stock Equity Long Short Trailing Stop Loss |
3 responses |
19/09/2016 |
| BAD SPY print for 9/15/16 on morning of 9/19/16 |
no responses |
19/09/2016 |
| XLF Special Dividend of XLRE |
1 response |
19/09/2016 |
| Backtest/Live Trading Using too much Capital |
1 response |
19/09/2016 |
| About daily returns. |
1 response |
19/09/2016 |
| Dual momentum with volatility |
3 responses |
19/09/2016 |
| The King Forgot His Shorts |
10 responses |
19/09/2016 |
| How to run an algorithm with different parameters |
no responses |
19/09/2016 |
| turning off warnings |
1 response |
19/09/2016 |
| error - TimeoutException: Call to before_trading_start timed out |
13 responses |
18/09/2016 |
| Dealing with CannotOrderDelistedAsset or Cash become NaN in research backtest |
no responses |
18/09/2016 |
| Robinhood periodically requires login |
5 responses |
18/09/2016 |
| The close price from get_pricing() is different from the close price from Pipeline |
4 responses |
18/09/2016 |
| ValueError: The truth value of a DataFrame is ambiguous. Use a.empty, a.bool(), a.item(), a.any() or a.all(). HELP!!! |
no responses |
18/09/2016 |
| Problem launching algorithms intraday |
no responses |
17/09/2016 |
| Backtests are the same even though I change code |
2 responses |
17/09/2016 |
| SMA crossover for the day |
no responses |
17/09/2016 |
| contest vs backtest beta |
no responses |
17/09/2016 |
| When do you deem a strategy statistically significant? And when do you deem a strategy is no longer significant? |
no responses |
17/09/2016 |
| Lectures are down? |
no responses |
17/09/2016 |
| Custom factor problem |
8 responses |
17/09/2016 |
| Market Direction Signal |
2 responses |
17/09/2016 |
| Tracking order details |
2 responses |
16/09/2016 |
| Non-Pipeline algorithms |
8 responses |
16/09/2016 |
| Updated Terms of Use and Privacy Policy |
1 response |
16/09/2016 |
| Soon: Upgrade to pandas 0.18 |
2 responses |
16/09/2016 |
| Pipeline Datasets - How to Create? |
6 responses |
16/09/2016 |
| How would we know if Quantopian stole someone's algorithms? |
4 responses |
16/09/2016 |
| Get Your Early Bird Tickets to QuantCon Singapore! |
no responses |
16/09/2016 |
| j0b0t v3: S&P500 w/ Leverage -- RSI, STOCH, MACD with pretty good returns! |
3 responses |
16/09/2016 |
| Long/Short PEAD with News Sentiment and the Street's Consensus |
24 responses |
15/09/2016 |
| Successful Algorithms implemented to LIVE TRADE |
1 response |
15/09/2016 |
| Zipline TypeError: Cannot compare type 'Timestamp' with type 'tuple' |
4 responses |
15/09/2016 |
| Research Minute Data |
1 response |
15/09/2016 |
| Looking for signs of life |
4 responses |
14/09/2016 |
| LIVE TRADING ISN't WORKING with IB |
1 response |
14/09/2016 |
| Chaining of Quantopian backtests programmatically. |
1 response |
14/09/2016 |
| Inconsistent backtest results with identical code. |
5 responses |
14/09/2016 |
| Options data availability |
no responses |
14/09/2016 |
| How to display current portfolio positions |
2 responses |
14/09/2016 |
| Encountering troubles using np.corrcoef as a CustomFactor in Research |
no responses |
14/09/2016 |
| MACD UPRO |
no responses |
13/09/2016 |
| MACD OKE |
no responses |
13/09/2016 |
| Writing algos for time frames other than 1m and 1d |
4 responses |
13/09/2016 |
| Calculate MA as of yest close, then trade today at open |
5 responses |
13/09/2016 |
| Simple Machine Learning Example |
44 responses |
13/09/2016 |
| TTM? Any progress? |
9 responses |
13/09/2016 |
| CustomFactor RSI n-days ago |
1 response |
13/09/2016 |
| SCIPY Available Version |
1 response |
13/09/2016 |
| Extracting symbols from Series |
4 responses |
12/09/2016 |
| Question about using adjusted close price. |
4 responses |
12/09/2016 |
| TWLO Backtest from 07/11/2016 to 09/02/2016 |
no responses |
12/09/2016 |
| Announcing: Mergers and Acquisitions available through Pipeline |
7 responses |
12/09/2016 |
| Eliminate financials (or some sector)? |
2 responses |
12/09/2016 |
| Shorting volatility ETFs |
4 responses |
12/09/2016 |
| Why the RSI values are so different between those from buil-in factor RSI and those talib.RSI() ? |
12 responses |
12/09/2016 |
| How do I screen securities by the date they started trading? |
2 responses |
12/09/2016 |
| Monthly rebalance with a daily stop loss |
no responses |
12/09/2016 |
| VIX strategy running into a memory problem. Can anybody help? |
no responses |
12/09/2016 |
| Pyfolio Output to TIF or PDF |
no responses |
11/09/2016 |
| Can someone write me a script for testing co-integration between two securities? |
no responses |
11/09/2016 |
| LIVE TRADING |
no responses |
11/09/2016 |
| Average of open, high, low, close prices for the HMA - Hull Moving Average |
3 responses |
11/09/2016 |
| batch_transform correction |
no responses |
11/09/2016 |
| Importing custom data |
1 response |
11/09/2016 |
| Market Beta Calculation? |
1 response |
11/09/2016 |
| Take a position at close and square it off it at a price. |
1 response |
11/09/2016 |
| I'm new can someone help me, by collab? |
1 response |
10/09/2016 |
| Help! I'm trying to adjust my leverage by using SMA |
no responses |
10/09/2016 |
| Notebook: Conditionally selecting N rows of pd data to plt |
3 responses |
10/09/2016 |
| GOOG and GOOGL price history |
no responses |
10/09/2016 |
| Accessing today's data (or yesterday's on the weekend) in the backtester |
6 responses |
10/09/2016 |
| How to get prices of securities from Tokyo Stock Exchange? |
no responses |
10/09/2016 |
| Changing default log.info() standard message timezone |
1 response |
10/09/2016 |
| Algo Help |
no responses |
10/09/2016 |
| Time Period Button Help! |
1 response |
10/09/2016 |
| Anyone have ideas or seen good papers on how to predict/model broad economic trends, interest rates, etc? |
3 responses |
09/09/2016 |
| Robinhood integration order failure? |
no responses |
09/09/2016 |
| Bad VIX fetch from CBOE on 9/9/2016? |
4 responses |
09/09/2016 |
| Bollinger %B Strategy Code Help Needed |
1 response |
09/09/2016 |
| Live trading not tracking backtesting |
no responses |
09/09/2016 |
| ExponentialWeightedMovingAverage inside CustomFactors |
4 responses |
09/09/2016 |
| Trading Stocks/Forex with % trailing stop indicator |
no responses |
09/09/2016 |
| get_pricing() Returning Incorrect Time Stamps? |
1 response |
09/09/2016 |
| Quantpedia Trading Strategy Series: Reversals during Earnings Announcements |
22 responses |
08/09/2016 |
| Gradient of MA |
no responses |
08/09/2016 |
| Developing Solid Strategies |
no responses |
08/09/2016 |
| Moving Average Trading System |
3 responses |
08/09/2016 |
| Quantopian Workshop in Singapore on September 24th |
no responses |
08/09/2016 |
| Fetcher History - Calculate Moving Average |
10 responses |
08/09/2016 |
| Test |
no responses |
08/09/2016 |
| Help making algo run faster |
6 responses |
07/09/2016 |
| Earnings drift with Estimize |
39 responses |
07/09/2016 |
| How to get GOOG price data before 2014? |
no responses |
07/09/2016 |
| Economic data release from web |
1 response |
07/09/2016 |
| The Quest for Capacity: Optimizing Sharpe Ratio under Varying Capital Levels |
18 responses |
07/09/2016 |
| Way to correctly fetch 1 min intervals csv data? |
2 responses |
07/09/2016 |
| Bollinger Bands, Pipeline, and StockTwits |
no responses |
07/09/2016 |
| The Payoff Matrix |
36 responses |
06/09/2016 |
| Transaction Volume |
1 response |
06/09/2016 |
| Using Monthly Data and Fetcher |
4 responses |
06/09/2016 |
| example algo showcasing usage of minute data with the new feature Q500US |
1 response |
06/09/2016 |
| Getting data by time |
1 response |
06/09/2016 |
| Partner Needed with Math Skills |
no responses |
06/09/2016 |
| VIX/VXV Pipeline Data Critical Issue (closing prices incorrect) (help?) |
23 responses |
06/09/2016 |
| Calculating slippage for SPY |
no responses |
05/09/2016 |
| Question about "History" function. |
no responses |
05/09/2016 |
| HelloWorld |
no responses |
05/09/2016 |
| how to use MACD ? |
no responses |
05/09/2016 |
| Replicating the most popular Hedge Fund ETF |
no responses |
05/09/2016 |
| pipeline to get the top N who has gained the most last day |
3 responses |
04/09/2016 |
| Difference in moving average values algorithm performance |
2 responses |
04/09/2016 |
| Issues when replicating code from the book "Mastering pandas in Finance". zipline KeyError: 'cost' |
no responses |
04/09/2016 |
| Reducing draw downs in Long-Short Strategy |
4 responses |
04/09/2016 |
| Is it possible to get US GDP to Market Capitalization Ratio & Shiller PE ratio? |
3 responses |
04/09/2016 |
| Remarks about my Trading Strategy |
4 responses |
03/09/2016 |
| big blue |
no responses |
03/09/2016 |
| How much capital is assigned to a strategy? |
9 responses |
03/09/2016 |
| and now drawdown looks to be broken |
3 responses |
03/09/2016 |
| Quantopian Lecture Series: Plotting Data |
4 responses |
02/09/2016 |
| How do you buy a long position and a short position of the same security at the same time? |
3 responses |
02/09/2016 |
| In paper trading data.current() returns NaN for data loaded by fetch_csv |
1 response |
02/09/2016 |
| Order Execution Issues in Backtest |
no responses |
02/09/2016 |
| test |
no responses |
02/09/2016 |
| Cannot find preferred alpha, beta and sharpe ranges |
1 response |
02/09/2016 |
| How do you exit/close a long position only? |
5 responses |
02/09/2016 |
| Request: live trading mobile view |
1 response |
01/09/2016 |
| Request: Day trade tracking in backtest |
no responses |
01/09/2016 |
| research not loading |
no responses |
01/09/2016 |
| This is a 'for' loop in Python |
no responses |
01/09/2016 |
| Is (Will it be ) it possible (or perhaps in the near future) to develop and backtest intraday (holding period of <1 hour) trading strategies with Quantopian? |
no responses |
01/09/2016 |
| Questions about backtesting short sales |
2 responses |
01/09/2016 |
| Toronto Hackothon |
no responses |
01/09/2016 |
| Backtest of Mean reversion and momentum switching model |
1 response |
01/09/2016 |
| Level 2 strategy? |
2 responses |
01/09/2016 |
| everything |
4 responses |
01/09/2016 |
| September 1st Hackathon |
3 responses |
01/09/2016 |
| How is the price impact handled for illiquid securities? |
1 response |
01/09/2016 |
| backtester sharpe calculations |
12 responses |
01/09/2016 |
| Tearsheet question |
no responses |
01/09/2016 |
| Recording strategy KPI |
no responses |
01/09/2016 |
| Using an IB account that is a non-disclosed account |
1 response |
31/08/2016 |
| Pipeline filter on ETF |
6 responses |
31/08/2016 |
| How much Python knowledge is necessary? |
1 response |
31/08/2016 |
| Looking for some help |
1 response |
31/08/2016 |
| The Q500US and Q1500US |
56 responses |
31/08/2016 |
| Quantopian Friendly Broker Recommendations |
4 responses |
31/08/2016 |
| Callback Function on Filled Orders |
2 responses |
31/08/2016 |
| A Professional Quant Equity Workflow |
3 responses |
31/08/2016 |
| Tear sheet of a Live Algo |
5 responses |
30/08/2016 |
| Dividend Announcements, Ex-dates, and Payment Dates now available in Pipeline |
8 responses |
30/08/2016 |
| multiple algorithms via IB |
no responses |
30/08/2016 |
| Bug Fix for Sample Quantopian Code |
3 responses |
30/08/2016 |
| Dividend yield for ETF |
3 responses |
30/08/2016 |
| leveraged ETF |
no responses |
30/08/2016 |
| Backtest not reflecting stock performance |
8 responses |
30/08/2016 |
| Quantopian Workshop in Genoa on October 1st |
no responses |
29/08/2016 |
| Quantopian Workshop in London on September 24th |
no responses |
29/08/2016 |
| Quantopian, computation intensive algos always crash |
3 responses |
29/08/2016 |
| Placing an Order in Pipeline (Newbie Question) |
1 response |
29/08/2016 |
| Quandl Vix Via Pipeline |
1 response |
29/08/2016 |
| Z score based also |
no responses |
29/08/2016 |
| Introducing: Memory Usage Meter in Research |
10 responses |
29/08/2016 |
| Looking for someone to program in Quantopian |
no responses |
29/08/2016 |
| stoplimit order type not updating correctly. stop_reached not working |
no responses |
29/08/2016 |
| Starting out and having a little trouble with my first script. |
2 responses |
28/08/2016 |
| Translating Volume Oscillator for Market Collisions Algo |
1 response |
28/08/2016 |
| quantopian contest beta |
3 responses |
28/08/2016 |
| Fundamental Historical Data |
2 responses |
28/08/2016 |
| Getting the hang of Quantopian |
6 responses |
28/08/2016 |
| tear sheet share |
no responses |
27/08/2016 |
| Time-based orders |
7 responses |
27/08/2016 |
| regarding beta in leaderboard |
no responses |
27/08/2016 |
| How to find similar stocks? |
10 responses |
27/08/2016 |
| Quick Question |
no responses |
27/08/2016 |
| VWAP prices for backtesting |
no responses |
27/08/2016 |
| Quantopian Lecture Series: Autocorrelation and Autoregressive (AR) Models |
19 responses |
26/08/2016 |
| Implementation of Keller and Keunig's Protective Asset Allocation (PAA) |
3 responses |
26/08/2016 |
| Quantopian Lecture Series: VaR and CVaR (Expected Shortfall) |
6 responses |
26/08/2016 |
| How to detect potential PDT on Robinhood Instant? |
no responses |
26/08/2016 |
| Inconsistent algorithm execution in Quantopian |
1 response |
26/08/2016 |
| how to replace this deprecated code |
2 responses |
26/08/2016 |
| Fixed Income Data |
no responses |
26/08/2016 |
| axis=0 in Tutorials Getting Started: Lesson 6 3 |
no responses |
26/08/2016 |
| Question about the EventVestor dataset |
2 responses |
26/08/2016 |
| I need your suggestions , thx！ |
no responses |
25/08/2016 |
| MAVG |
no responses |
25/08/2016 |
| Request for features, for live trading |
no responses |
25/08/2016 |
| CBOE has duplicate dates in their VXMT and VXST series today. |
1 response |
25/08/2016 |
| Sortino Ratio Calculation-Possible Bug. |
4 responses |
25/08/2016 |
| Help a newbie with a Simple MACD |
no responses |
25/08/2016 |
| No orders went through to Robinhood today? |
3 responses |
25/08/2016 |
| Modified OLMAR (mean revert to a fair price instead of moving average) |
2 responses |
25/08/2016 |
| CVXpy and Quantopian |
no responses |
25/08/2016 |
| What is preventing Quantopian from ripping off the work of users? |
2 responses |
25/08/2016 |
| Do quantopian folks see our code? |
6 responses |
25/08/2016 |
| Problem with RollingPearsonOfReturns |
2 responses |
25/08/2016 |
| How does Quantopian Live Trading handle multiple algos that trade the same symbol |
1 response |
25/08/2016 |
| Min variance optimization - any experts please? |
1 response |
25/08/2016 |
| order_target_percent buying too much |
4 responses |
24/08/2016 |
| Trying to build first algorithm but can't get it to work, help much appreciated |
3 responses |
24/08/2016 |
| QuantCon 2016: Dual Momentum Strategy |
12 responses |
24/08/2016 |
| Unable to utilize free data: "UsageNotAllowed" |
2 responses |
24/08/2016 |
| Detecting Beta "Leakage"/"Drift" in a Strategy |
1 response |
24/08/2016 |
| QuantCon 2016 Video Releases |
no responses |
24/08/2016 |
| Callback Methods when Order is Executed |
3 responses |
24/08/2016 |
| RSI UPRO Algorithm |
13 responses |
24/08/2016 |
| Walking Dead. High returns (~400% CAGR) but super-volatile and brittle. Hunts for terrible companies that spike, shorts them. |
1 response |
24/08/2016 |
| Anyone successfully used ARIMA model? |
no responses |
24/08/2016 |
| first algo - screening for value and quality |
8 responses |
24/08/2016 |
| Dividend Ex-Date |
no responses |
23/08/2016 |
| Buy&Sell top 4 gainers |
1 response |
23/08/2016 |
| What is inside the quantopian quandl bundle? |
2 responses |
23/08/2016 |
| PFCF with Momentum Strategy |
8 responses |
23/08/2016 |
| Quandl down? |
6 responses |
23/08/2016 |
| How to make "asset year over year change" factor? |
1 response |
23/08/2016 |
| Hello, I want to know how to "industry neutralize" when I creat an Alpha Strategy? |
1 response |
23/08/2016 |
| Another version - Is worth deploying capital? |
12 responses |
23/08/2016 |
| Is this worth deploying capital? (2.5 sharpe) |
26 responses |
23/08/2016 |
| Best practices for comparing annual data |
4 responses |
23/08/2016 |
| SMA spread |
no responses |
22/08/2016 |
| Wild About Harry and his Permanent Portfolio |
4 responses |
22/08/2016 |
| Pipeline: Slope of regression |
no responses |
22/08/2016 |
| Leverage and beta |
1 response |
22/08/2016 |
| Feature request: Backtests: actual gain/loss logs |
1 response |
22/08/2016 |
| Custom Factor - Persistent Net Accruals Growth |
5 responses |
22/08/2016 |
| Trading Strategy: Dynamical Models of Stock Prices Based on Technical Trading Rules |
5 responses |
21/08/2016 |
| RobinHood not staying connected (live trading) |
4 responses |
21/08/2016 |
| run_pipeline in chunks and 2 bugs |
13 responses |
21/08/2016 |
| Looking at historical indicator crossover |
2 responses |
21/08/2016 |
| parameter adjustment using historical dara |
no responses |
21/08/2016 |
| Newbie struggling with first algorithm, help very much appreciated! |
1 response |
21/08/2016 |
| Please delete this post. |
1 response |
21/08/2016 |
| Moving average crossover codes buys throughout the crossover |
6 responses |
20/08/2016 |
| Modeling taxes into back-testing |
no responses |
20/08/2016 |
| Is python notebook have mpld3 modules? |
no responses |
20/08/2016 |
| Is Q down? |
1 response |
20/08/2016 |
| Algorithmic trading in danger? |
1 response |
20/08/2016 |
| Trouble within buying and selling all crossovers |
no responses |
19/08/2016 |
| Date TIME - Unable to subtract |
1 response |
19/08/2016 |
| Trading volume data inconsistency |
6 responses |
19/08/2016 |
| Calibration of ornstein uhlenbeck process |
no responses |
19/08/2016 |
| Personalized Portfolio of Investments in Electronic Trading |
5 responses |
18/08/2016 |
| IMPORTANT - prices don't match bloomberg adjusted prices |
5 responses |
18/08/2016 |
| stat arb - need help from a mathematically inclined person |
3 responses |
18/08/2016 |
| Output data to a file |
1 response |
18/08/2016 |
| Data mining for price patterns |
5 responses |
18/08/2016 |
| Algo logs the wrong dates and doesn't have accurate pricing |
1 response |
18/08/2016 |
| Can I short SPX Index? |
3 responses |
18/08/2016 |
| The Quantitative Value Algorithm in Pipelines: Dreams and Nightmares |
5 responses |
17/08/2016 |
| Buy in the morning, sell at close. |
11 responses |
17/08/2016 |
| get_pricing doesn't work in minute mode |
3 responses |
17/08/2016 |
| Fetch Fundamental Data (Stock beta) |
no responses |
17/08/2016 |
| Programming Opportunity |
no responses |
17/08/2016 |
| pipeline pair cointegration notebook (3700 cointegrated pairs) |
6 responses |
16/08/2016 |
| Web-based tool displaying distribution of returns + stats for securities? |
no responses |
16/08/2016 |
| Twitter API |
1 response |
16/08/2016 |
| Nasdaq Composite Index Available? |
no responses |
16/08/2016 |
| Social media |
2 responses |
16/08/2016 |
| Can you work with Quantopian using Python 3? |
2 responses |
16/08/2016 |
| QuantCon is Coming to Singapore! |
6 responses |
16/08/2016 |
| Another ETF decay algo |
no responses |
16/08/2016 |
| A weekly view of "A simple momentum rotation system for stocks" |
45 responses |
16/08/2016 |
| MA crossover help! |
no responses |
16/08/2016 |
| In live trading, how to allocate portion of capital to an algo? |
2 responses |
15/08/2016 |
| Buy all stocks priced at X, sell at Y |
no responses |
15/08/2016 |
| First Try "Algo". **Why isn't this allowed on contest??** |
20 responses |
15/08/2016 |
| 200.000+ algorithm |
2 responses |
15/08/2016 |
| Help with pipeline performance |
1 response |
15/08/2016 |
| Feedback Requested: Improvements to Quantopian's risk and performance calculations |
57 responses |
15/08/2016 |
| got some time to build a script for me? |
1 response |
15/08/2016 |
| MACD-chart using Quantopian record function |
no responses |
15/08/2016 |
| Python coding for BB algo |
no responses |
15/08/2016 |
| Live trading with multiple algorithms |
3 responses |
15/08/2016 |
| Symbols have swaps ? How I can look swaps for all symbols. |
3 responses |
15/08/2016 |
| How to find similar stocks? Please advise |
1 response |
15/08/2016 |
| Mean Variance with SPX Vol Restriction |
no responses |
15/08/2016 |
| Exploiting ETF Decay |
16 responses |
15/08/2016 |
| Is there a maintained list of basic algorithms & notebooks? |
1 response |
14/08/2016 |
| Canceled orders at end of day |
16 responses |
14/08/2016 |
| Suggestion: Award prizes for educational algorithms/notebooks |
no responses |
14/08/2016 |
| Idea: Quantopian Wiki |
no responses |
14/08/2016 |
| Are the ratios in the backtester annualized ? |
2 responses |
14/08/2016 |
| Is there a builtin way to pretty-print the entire Series / DataFrame in Notebooks |
1 response |
14/08/2016 |
| stationary subspace analysis |
6 responses |
14/08/2016 |
| What things am I doing wrong? Buying long on the drop. |
2 responses |
14/08/2016 |
| "The Single Greatest Predictor of Future Stock Market Returns" (average investor equity allocation) |
no responses |
14/08/2016 |
| Offline Data Access |
2 responses |
13/08/2016 |
| Import real-time external signals |
1 response |
13/08/2016 |
| G-AAPL - Opening Gap Strategy on Apple |
no responses |
13/08/2016 |
| How to log the current time? |
3 responses |
13/08/2016 |
| Checking net position |
4 responses |
13/08/2016 |
| 3D Plotting / Advanced data visualisation |
1 response |
13/08/2016 |
| Sorry - please delete this post. |
no responses |
13/08/2016 |
| Algo Closing None-existing Positions |
1 response |
13/08/2016 |
| Annoying behavior |
4 responses |
13/08/2016 |
| why my StopOrder doesn't work? |
1 response |
13/08/2016 |
| GitHub integration |
1 response |
13/08/2016 |
| QuantCon / Seminars on Youtube |
no responses |
13/08/2016 |
| How to limit orders to available cash? |
5 responses |
13/08/2016 |
| How do you debug pipelines? |
10 responses |
12/08/2016 |
| 'get_open_orders()' function that can return date/time and price traded? |
6 responses |
12/08/2016 |
| Pipeline of top dollar volume have symbols that all start with 'A'?? Smells fishy! |
4 responses |
12/08/2016 |
| Not sure how to pull multiple points from my dataframe into a new array -----beginner stuff |
1 response |
12/08/2016 |
| New Pipeline Features: Slicing and Correlation/Regression Methods |
5 responses |
12/08/2016 |
| Mean Reversion and Momentum Switching Model |
26 responses |
12/08/2016 |
| Having trouble creating an array |
1 response |
12/08/2016 |
| Value Error Confusion |
no responses |
12/08/2016 |
| Create/Import custom python libraries |
3 responses |
12/08/2016 |
| Task for all python experts |
3 responses |
12/08/2016 |
| "if not data.can_trade(stock):" to infer a delisted stock? |
1 response |
12/08/2016 |
| Possible backtester bug with reverse splits? |
16 responses |
12/08/2016 |
| Taking forever in Backtest! |
5 responses |
12/08/2016 |
| For whom are that Rules if referee do not follow them? |
1 response |
11/08/2016 |
| Transaction Details inconsistent with context.portfolio.portfolio_value and Daily Returns? |
2 responses |
11/08/2016 |
| Split handled incorrectly in portfolio |
2 responses |
11/08/2016 |
| Referencing Index or ETF Membership |
3 responses |
11/08/2016 |
| Need help with Pipeline |
1 response |
11/08/2016 |
| Removing this line improves speed of backtest dramatically |
no responses |
11/08/2016 |
| long backtests & "Warning: Unresponsive Script" |
7 responses |
11/08/2016 |
| leaderboard update? |
1 response |
10/08/2016 |
| Pandas Rolling Linear Regression |
2 responses |
10/08/2016 |
| Quantopian Tutor Requested |
2 responses |
10/08/2016 |
| Opinions?? |
no responses |
10/08/2016 |
| MA Crossover to Adjust Leverage |
no responses |
10/08/2016 |
| Multiple pipelines? |
14 responses |
10/08/2016 |
| sid in research doesn't work? |
2 responses |
10/08/2016 |
| Stock & Bond Risk Parity |
5 responses |
10/08/2016 |
| Identifying trending portfolios |
no responses |
10/08/2016 |
| Price Change and Unusual Volume near Earnings |
1 response |
10/08/2016 |
| Most diversified portfolio + leveraged ETFs |
1 response |
10/08/2016 |
| About live trading using IB Api |
no responses |
10/08/2016 |
| Newbie question |
3 responses |
09/08/2016 |
| Zero beta using SPXS 3x Bear ETF |
no responses |
09/08/2016 |
| Insurance companies |
no responses |
09/08/2016 |
| Contest 14 Winner: Frederik Strikert |
3 responses |
09/08/2016 |
| Missing Splits in Live Trading: VXX and TVIX (Aug. 9, 2016) |
7 responses |
09/08/2016 |
| Cannot connect to Research |
1 response |
09/08/2016 |
| Contest 20 Leaderboard Update? |
3 responses |
09/08/2016 |
| ATTN: TVIX and VXX reverse split today and LIVE TRADING STILL HAS THE BUG |
3 responses |
09/08/2016 |
| SMA 200/50 crossover for AMZN |
5 responses |
09/08/2016 |
| Using sid() fails from notebook |
4 responses |
09/08/2016 |
| Build a CustomFactor EMA and MACD? |
4 responses |
09/08/2016 |
| Pipeline returning Nan |
4 responses |
09/08/2016 |
| Pairs Trading |
no responses |
09/08/2016 |
| Going long and short are both giving negative returns |
2 responses |
09/08/2016 |
| Coding Question, Theory vs Practice |
no responses |
09/08/2016 |
| Help with custom factor |
2 responses |
08/08/2016 |
| Displaying Data for Correlations in Research Mode |
no responses |
08/08/2016 |
| Cumulative Product: Lecture 3 Introduction to NumPy |
1 response |
08/08/2016 |
| Pipeline for a list of stocks |
2 responses |
08/08/2016 |
| Strange orders |
14 responses |
08/08/2016 |
| Can not connect to IB's paper trading account |
2 responses |
08/08/2016 |
| ATTN: TVIX Traders |
1 response |
08/08/2016 |
| where can I find option data? |
2 responses |
08/08/2016 |
| Mean reversion experiment |
4 responses |
08/08/2016 |
| Moving average Help |
1 response |
08/08/2016 |
| Just ... wow! |
7 responses |
07/08/2016 |
| Custom Benchmark or 2nd Portfolio |
1 response |
07/08/2016 |
| Help Please Moving Average Robinhood |
3 responses |
07/08/2016 |
| Reviewing trades from live trading/forward testing? |
1 response |
07/08/2016 |
| New to Quantopian help fixing api and compatible with robinhood |
1 response |
07/08/2016 |
| Execution based on Fundamental ratios |
2 responses |
07/08/2016 |
| I cannot get past this |
3 responses |
07/08/2016 |
| is volume_limit cap for back-test only? |
5 responses |
07/08/2016 |
| What does this do? |
1 response |
07/08/2016 |
| zipline: Where does the quantopian-quandl bundle data actually sits in my mac? |
4 responses |
07/08/2016 |
| zipline: Issue while creating custom bundle to bring Yahoo data |
3 responses |
07/08/2016 |
| Quantopian should seriously consider some commercial optimization software |
no responses |
07/08/2016 |
| Anyone good at optimization - please help |
10 responses |
07/08/2016 |
| Taking forever in backtest! Need some help |
1 response |
07/08/2016 |
| CCI Indicator manually coded |
2 responses |
06/08/2016 |
| Chipy Hackathon: Long Short Portfolio |
no responses |
06/08/2016 |
| Chipy - Hackathon - Factor Tearsheet |
no responses |
06/08/2016 |
| How to get the data from the CCI indicator? |
no responses |
06/08/2016 |
| get_pricing in wrong timezone |
1 response |
06/08/2016 |
| Trying to develop a simple ATR breakout strategy on a 15min timeframe. |
2 responses |
06/08/2016 |
| Backtesting and log returns |
no responses |
05/08/2016 |
| RSI2 screener |
4 responses |
05/08/2016 |
| "Hierarchical Risk Parity: Comparing various Portfolio Diversification Techniques" disappeared? |
3 responses |
05/08/2016 |
| Quantopian Lecture Series: Introduction to NumPy |
1 response |
05/08/2016 |
| Request for momentum signals |
1 response |
05/08/2016 |
| Key Error Equity |
2 responses |
05/08/2016 |
| Sydney Hackathon 6 August 2016 - Guidelines |
no responses |
05/08/2016 |
| Get the previous value of indicator |
no responses |
05/08/2016 |
| LP (limited partnership) filtering |
1 response |
05/08/2016 |
| [Beginner] Need help understanding code |
2 responses |
05/08/2016 |
| Help with Mean Average Devision Algorithmn |
2 responses |
05/08/2016 |
| difference in portfolio_value vs. equity_with_loan when live trading |
2 responses |
05/08/2016 |
| When Should You Build Your Own Backtester? |
no responses |
05/08/2016 |
| Alphabet and Berkshire Appearing Twice in Top 10 Mkt Cap Filter |
2 responses |
04/08/2016 |
| Quantopian Lecture Series: Introduction to Python |
4 responses |
04/08/2016 |
| June Contest Rules Update: It's All About That Beta* |
62 responses |
04/08/2016 |
| Low Vol Strategy Cheapness/Expensiveness |
2 responses |
04/08/2016 |
| News and Market Data fees in live trading |
no responses |
04/08/2016 |
| MAAS |
4 responses |
04/08/2016 |
| Help Needed: TypeError: 'instancemethod' object has no attribute '__getitem__' |
2 responses |
04/08/2016 |
| All Weather Optimize Portfolio |
1 response |
04/08/2016 |
| Newbie with zipline |
2 responses |
04/08/2016 |
| Quantopian Lecture Series: Discrete and Continuous Random Variables |
no responses |
03/08/2016 |
| I have the rules and have implemented it manually with a high success rate; I do not know how to code! |
2 responses |
03/08/2016 |
| Data |
1 response |
03/08/2016 |
| conditional trade within same minute bar? |
8 responses |
03/08/2016 |
| Request for reference materials on economically-linked securities |
no responses |
03/08/2016 |
| Machine Learning |
no responses |
03/08/2016 |
| Download Data from PipeLine? |
1 response |
03/08/2016 |
| Partial Filled Orders |
5 responses |
03/08/2016 |
| Mistake in notebook |
2 responses |
03/08/2016 |
| The Breadth Thrust (Dr. Martin Zweig) |
2 responses |
03/08/2016 |
| Can daily data cut it? |
2 responses |
03/08/2016 |
| MA crossover on weekly price data. |
4 responses |
03/08/2016 |
| Simulation of (non-marketable) limit orders |
19 responses |
03/08/2016 |
| All Weather Optimize |
no responses |
03/08/2016 |
| RMI and TSI algo |
no responses |
03/08/2016 |
| Robinhood: not enough buying power |
5 responses |
03/08/2016 |
| I'm a great trader...but a horrible coder... |
2 responses |
02/08/2016 |
| Outdated data code |
1 response |
02/08/2016 |
| "I trained rats to trade -- and win -- on Wall Street" |
1 response |
02/08/2016 |
| Idea - 11MA/MACD (Robinhood support) |
no responses |
02/08/2016 |
| CBOE Vol Futures Data |
no responses |
02/08/2016 |
| Distributions of returns by asset in research |
5 responses |
02/08/2016 |
| USEquityPricing data |
1 response |
02/08/2016 |
| Midday Losers |
2 responses |
02/08/2016 |
| Higher and lower returns by industry |
1 response |
02/08/2016 |
| Short Stock Availability with IB |
3 responses |
02/08/2016 |
| Reference the row number in a function??? |
2 responses |
02/08/2016 |
| Fun with Algo's |
no responses |
01/08/2016 |
| From Index to Sid |
7 responses |
01/08/2016 |
| Great paper on overfitting your backtests |
3 responses |
01/08/2016 |
| Hull Moving Average/Top Percentage Gainers Algo |
no responses |
01/08/2016 |
| Can't Access Minute Data research/notebooks |
4 responses |
01/08/2016 |
| Simplest trading system - First algorithm |
6 responses |
01/08/2016 |
| All Seasons Portfolio (Tony Robbins + Ray Dalio) Implementation |
no responses |
01/08/2016 |
| Hull Moving Average/Top Percentage Gainers Algo |
6 responses |
01/08/2016 |
| How to code CustomFactor using historical fundamentals? |
3 responses |
01/08/2016 |
| Limit the amount of capital (current exposure) or active trades across multiple symbols during a backtest |
2 responses |
01/08/2016 |
| Resource limits in algorithm backtest? |
3 responses |
31/07/2016 |
| Research and IDE data do not match - Stocktwits/Twitter/Psychsignal |
6 responses |
31/07/2016 |
| Simple Pipleline RSI Example - Beginner Question |
5 responses |
31/07/2016 |
| New orders filled without of my control |
4 responses |
31/07/2016 |
| A reverse buy/sell strategy |
9 responses |
31/07/2016 |
| Quantopian Lecture Series: Fundamental Factor Models fix? |
1 response |
31/07/2016 |
| Is there a full example |
3 responses |
31/07/2016 |
| Run code once, access data and context |
1 response |
31/07/2016 |
| 2016-7-30 NYC Workshop |
6 responses |
30/07/2016 |
| Pipeline in Research Notebook: Getting a "NotImplementedError - Traceback (most recent call last)" Error |
5 responses |
30/07/2016 |
| v |
no responses |
30/07/2016 |
| How do I access historical fundamental data? |
2 responses |
30/07/2016 |
| Dynamic universe |
1 response |
29/07/2016 |
| local_csv hangups |
2 responses |
29/07/2016 |
| Contest - Less than 10 million |
5 responses |
29/07/2016 |
| Quantcon 2016: Sustainable Active Investing |
5 responses |
29/07/2016 |
| missing split - NKE |
1 response |
29/07/2016 |
| Add price action to Zacks Earnings Surprise pipeline |
3 responses |
29/07/2016 |
| Data.can_trade- Trouble with the "Asset" Argument |
1 response |
29/07/2016 |
| TypeError: ufunc 'isnan' not supported for the input types when calculating Weights |
2 responses |
28/07/2016 |
| pipeline - indexing to select range of ranked stocks? |
5 responses |
28/07/2016 |
| Simple Moving Average N Days ago |
4 responses |
28/07/2016 |
| Pattern Day Trade |
4 responses |
28/07/2016 |
| Quantopian Account to Receive Signals. |
2 responses |
28/07/2016 |
| Weird profit test |
7 responses |
28/07/2016 |
| name 'context' is not defined in research notebook |
1 response |
28/07/2016 |
| Moving Average Crossover with Pipeline |
2 responses |
28/07/2016 |
| Feature Request - Fill all orders for backtests |
3 responses |
27/07/2016 |
| BUG: data_frequency='minute' broken in research env |
5 responses |
27/07/2016 |
| Estimation of expected returns |
3 responses |
27/07/2016 |
| Newbie - Construct a Sector Performance Dataframe |
1 response |
27/07/2016 |
| Totally new--having trouble backtesting |
5 responses |
27/07/2016 |
| Mean Reversion Tweaks |
1 response |
27/07/2016 |
| Q Data Exposures |
6 responses |
27/07/2016 |
| Pipeline VIX |
3 responses |
27/07/2016 |
| Rookie question: how to store the price in variable (and not the rest of the information) |
2 responses |
27/07/2016 |
| Chavez SaaS Index: Betting on the Cloud |
no responses |
27/07/2016 |
| Does Code Run in Internet Explorer? |
2 responses |
27/07/2016 |
| high alpha mean reversion algorithm |
2 responses |
27/07/2016 |
| Example Markowitz Portfolio notebook uses old zipline API |
8 responses |
27/07/2016 |
| Capital preservation via 3:30 Ramp approach |
2 responses |
27/07/2016 |
| Rotating ETF Algo [Broken] |
21 responses |
27/07/2016 |
| Big News for the Quantopian Community: Managing External Capital |
55 responses |
27/07/2016 |
| Can't figure out why my Pipeline-Algo isn't working |
2 responses |
27/07/2016 |
| Time Limit in Before_Trade_Start |
6 responses |
27/07/2016 |
| create dataframe based on data.history? |
3 responses |
26/07/2016 |
| RE: Bloomberg - How Does This Hedge-Fund Manager Make So Much Money? |
8 responses |
26/07/2016 |
| Implementable Earnings Trading? |
10 responses |
26/07/2016 |
| Contest 19: +345% annual returns |
2 responses |
26/07/2016 |
| Feedback on price change code |
1 response |
26/07/2016 |
| Selecting a Benchmark - Long/Short Strategies |
4 responses |
26/07/2016 |
| Error in notebook when get_pricing for minute data |
2 responses |
26/07/2016 |
| EBIT vs Operating Income |
no responses |
26/07/2016 |
| market timing strategy |
no responses |
26/07/2016 |
| New Clearing Member Category at CME |
no responses |
26/07/2016 |
| Questions on Implementation of My Strategy |
1 response |
26/07/2016 |
| Can't get correct company for duplicate symbol at a given date |
no responses |
25/07/2016 |
| ATTENTION People Live-Trading VIXY (possibly UVXY too)! |
6 responses |
25/07/2016 |
| using a specific list of securities in pipeline |
9 responses |
25/07/2016 |
| log display shows minutes? |
1 response |
25/07/2016 |
| From MQL4 to Quantopian |
2 responses |
25/07/2016 |
| BUG: 'PanelDailyBarReader' object has no attribute '_sessions' - since yesterday |
1 response |
25/07/2016 |
| Quarterly values vs TTM |
no responses |
25/07/2016 |
| Trailing stop in dynamic stock universe |
no responses |
24/07/2016 |
| Standard error of the Spearman rank correlation coefficient in Quantopian's tearsheet |
no responses |
24/07/2016 |
| Eventvestor - Earnings Calendar that is actually useable? Would like to subscribe! |
1 response |
24/07/2016 |
| Applying Deep Learning to Enhance Momentum Trading Strategies in Stocks: 45.93% annual return |
55 responses |
24/07/2016 |
| How far back is ideal for backtesting? |
3 responses |
24/07/2016 |
| Minimum Variance: closed-form solution |
1 response |
24/07/2016 |
| Pipeline failure |
5 responses |
23/07/2016 |
| Robinhood questions |
2 responses |
23/07/2016 |
| Premium EvenVestor Earnings Calendar - Bug |
2 responses |
23/07/2016 |
| new user: buying and selling help |
1 response |
23/07/2016 |
| KeyError on pipeline tutorial lesson 5 |
9 responses |
23/07/2016 |
| Stopping handle_data |
3 responses |
23/07/2016 |
| Quantopian Lecture Series: Statistical Moments and Normality Testing |
no responses |
22/07/2016 |
| local_csv() Returns Runtime Exception |
1 response |
22/07/2016 |
| Is it possible to get the SMA-value of n-days ago by using the built-in factor 'SimpleMovingAverage'? |
no responses |
22/07/2016 |
| Problem by building my own Factor EBIT_EV |
3 responses |
22/07/2016 |
| Parabolic SAR Using TA-Lib |
9 responses |
22/07/2016 |
| Quantopian Lecture Series: Variance |
no responses |
21/07/2016 |
| Quantopian Lecture Series: Means |
no responses |
21/07/2016 |
| Combining Mean Reversion Theory + Days to Cover (short interest) |
no responses |
21/07/2016 |
| Getting errors in RollingLinearRegressionOfReturns |
1 response |
21/07/2016 |
| Value + Momentum ish |
no responses |
21/07/2016 |
| Why does the bar_count in data.history affect my RSI calculation using TA-Lib? |
5 responses |
21/07/2016 |
| CIO's blog post |
1 response |
20/07/2016 |
| TA-lib mean reversion signal |
no responses |
20/07/2016 |
| I need a developer to make my strategy/algorithm |
no responses |
20/07/2016 |
| statsmodel robust regression blocked? |
7 responses |
20/07/2016 |
| Pipeline custom factor not working correctly |
1 response |
20/07/2016 |
| Screen stocks for price and volume indicators on the minute timeframe? |
3 responses |
20/07/2016 |
| Dividend Growth Stocks - Financed by Equity Issuance? |
2 responses |
20/07/2016 |
| Any one interested to develop a strategy - On fixed cost and Delivery Terms |
no responses |
20/07/2016 |
| Porting a scikit-learn model from the Research environment to the Algorithms environment |
7 responses |
20/07/2016 |
| Market Making's Troubling Tails |
5 responses |
20/07/2016 |
| OBV custom factor |
2 responses |
19/07/2016 |
| Top Dog Mean Reverts |
17 responses |
19/07/2016 |
| NumerAI log loss calculation |
no responses |
19/07/2016 |
| Issues with Placing Orders Every Minute |
2 responses |
19/07/2016 |
| Possible bug in paper trading? |
3 responses |
19/07/2016 |
| Odd output - Most basic algo |
4 responses |
19/07/2016 |
| Quantopian Feature requests |
1 response |
19/07/2016 |
| XIV/VXX Pair Trade |
no responses |
18/07/2016 |
| Long/Short Earnings Sentiment Trading Strategy |
45 responses |
18/07/2016 |
| data.history called for multiple stocks - fail |
no responses |
18/07/2016 |
| Price of Security 'n' Days Ago from Within Pipeline |
9 responses |
18/07/2016 |
| dividend yield of an ETF as variable |
1 response |
18/07/2016 |
| XIV/VXX Backtest |
no responses |
17/07/2016 |
| Pipeline Output Error - Help Please :) |
2 responses |
17/07/2016 |
| Unable to sort from rank |
2 responses |
17/07/2016 |
| First strategy tested: RSI Weighted Mean Crossover |
3 responses |
17/07/2016 |
| technical indicators Alphas help |
2 responses |
17/07/2016 |
| Referencing fundamentals from multiple periods |
no responses |
17/07/2016 |
| Boston Advanced Workshop Submission Thread |
2 responses |
16/07/2016 |
| Simple System US Markets back to 1870 |
22 responses |
16/07/2016 |
| Preview Google CSV |
no responses |
16/07/2016 |
| The Ludicrous Fallacy of Financial Bloggers |
5 responses |
16/07/2016 |
| trying to pipe twitter data |
4 responses |
16/07/2016 |
| Framework for strategies that trade relatively infrequently |
4 responses |
16/07/2016 |
| order_target_percent dry run |
6 responses |
15/07/2016 |
| Trying to backtest an algorithm using pipeline in Research |
3 responses |
15/07/2016 |
| example of code that bogs down browser when loading long backtests |
no responses |
15/07/2016 |
| Contest 13 Winner: Timothy Fletcher |
no responses |
15/07/2016 |
| ADP National Employment Report |
no responses |
15/07/2016 |
| Contest 12 Winner: Albert R. |
no responses |
15/07/2016 |
| Quantopian Lecture Series: Linear Regression |
16 responses |
15/07/2016 |
| Coder looking to collaborate. |
1 response |
15/07/2016 |
| Quantopian Hackathon July 17th |
1 response |
15/07/2016 |
| Who are contests 12 & 13 winners? |
8 responses |
15/07/2016 |
| Capacity-Speed-Memory Question for Quantopian IT |
18 responses |
15/07/2016 |
| notebook share |
no responses |
15/07/2016 |
| IDA Seminar - Final |
7 responses |
15/07/2016 |
| What are the steps to prove a quantitative trading strategy? |
2 responses |
15/07/2016 |
| QuantCon 2016: Peculiarities of Volatility by Dr. Ernest Chan |
14 responses |
14/07/2016 |
| Problem with using result of query in another query |
2 responses |
14/07/2016 |
| Suspicious benchmark |
1 response |
14/07/2016 |
| Problem with the earnings calendar (EventVestor) |
15 responses |
14/07/2016 |
| Algo Execution |
3 responses |
13/07/2016 |
| Quantopian Lecture Series: Hypothesis Testing |
8 responses |
13/07/2016 |
| How were 2nd quarter results for the Quantopian Hedge Fund? |
no responses |
13/07/2016 |
| How do you know if you have a good algorithm? |
1 response |
13/07/2016 |
| Ultimate Black Swans |
3 responses |
13/07/2016 |
| Pairs trading - Recalculating correlation |
3 responses |
13/07/2016 |
| The Gold King And His Knights |
198 responses |
13/07/2016 |
| plethora of values |
no responses |
13/07/2016 |
| Long and short at the same time |
2 responses |
13/07/2016 |
| Contract programmer located |
no responses |
13/07/2016 |
| Quantopian Lecture Series: Confidence Intervals (Professor Collaboration) |
4 responses |
12/07/2016 |
| "The Greatest Dichotomy"? |
29 responses |
12/07/2016 |
| Versioning of Algorithms |
4 responses |
12/07/2016 |
| Quantopian Lecture Series: The Art of Not Following the Market |
14 responses |
12/07/2016 |
| Laguerre RSI Strategy |
no responses |
12/07/2016 |
| Modeling carry costs |
2 responses |
12/07/2016 |
| Can I close out all positions in an algorithm a few minutes before end of backtest period? |
5 responses |
12/07/2016 |
| Question regarding "Beta Hedging lecture 11" |
1 response |
12/07/2016 |
| Use my algorithm to trade with my own money? |
2 responses |
12/07/2016 |
| Switching gears from Stop Loss Percent / Stop Loss Absolute TO Trailing Stop Percent |
no responses |
12/07/2016 |
| Bottom Feeder Bandit |
3 responses |
12/07/2016 |
| How are the transactions in the full backtest calculated? |
1 response |
12/07/2016 |
| multiple open positions - how to close each position? |
no responses |
11/07/2016 |
| Getting multi-time window StochasticRSI data on Quantopian for stocks |
no responses |
11/07/2016 |
| Tear Sheet Help |
6 responses |
11/07/2016 |
| 10 million with 2.8 leverage (2 sharpe algo) |
20 responses |
11/07/2016 |
| help needed: Real slow pipeline |
5 responses |
11/07/2016 |
| Long/short events based trading strategy (share buybacks and earnings reports) |
6 responses |
11/07/2016 |
| ARPM BootCamp and Python Day in NYC in August |
no responses |
11/07/2016 |
| Adding trailing stop loss to Long-Short model |
1 response |
11/07/2016 |
| Gdx Analysis for Monday July 11th |
no responses |
10/07/2016 |
| DUST Analysis for Monday July 11th |
no responses |
10/07/2016 |
| Sector ETF Min-Variance Portfolio with T+3 Rule applied |
no responses |
10/07/2016 |
| about filter: Top Loser/Winners |
2 responses |
10/07/2016 |
| "Has Quantopian become all you had hoped it would be?" Strikes back |
1 response |
10/07/2016 |
| Errors while importing Google Documents - Needed Help |
no responses |
10/07/2016 |
| Dynamic vs Static portfolio selection |
3 responses |
10/07/2016 |
| NYC July Workshop Thread |
5 responses |
09/07/2016 |
| Market Making Algo |
11 responses |
09/07/2016 |
| Using VIX and VXV data |
1 response |
09/07/2016 |
| How to filter by stocks without a dividend using the pipeline? |
3 responses |
09/07/2016 |
| Parameterized Mean Reversion Algo |
1 response |
09/07/2016 |
| ###PipeLine OutPut |
no responses |
09/07/2016 |
| Unleveraged ETF Symbol List Grouped by Issuer (Feel Free to Add) |
2 responses |
08/07/2016 |
| Historical data on ETF holdings? |
no responses |
08/07/2016 |
| Pipeline RSI factor |
1 response |
08/07/2016 |
| Stopping an algorithm should automatically cancel all open orders placed by the algo |
no responses |
08/07/2016 |
| Pipeline Feature Request: Percentage rank |
1 response |
08/07/2016 |
| Event Study Tearsheet |
27 responses |
08/07/2016 |
| Stocksplit adjustment in Quantopian data |
3 responses |
08/07/2016 |
| How to create a pipeline in which the ETF is filtered? |
no responses |
08/07/2016 |
| How to build a customer factor of Volatility? |
5 responses |
08/07/2016 |
| Upgraded to Quantopian 2 and tweaked the code a little |
no responses |
08/07/2016 |
| Backtesting / paper trading using low volume etfs |
2 responses |
08/07/2016 |
| Contest 20 Rules Changes: $10m Capital Base, New Entry Required |
18 responses |
07/07/2016 |
| Notebook kernel dies with morningstar data??? |
1 response |
07/07/2016 |
| Learning SDEs in Python |
7 responses |
07/07/2016 |
| InterfaceError Connection Already Closed? |
3 responses |
07/07/2016 |
| Buy Down Sell Up For List Of Stocks |
no responses |
07/07/2016 |
| 101 Trading Ideas / Silver and Gold |
8 responses |
07/07/2016 |
| Zipline error |
3 responses |
07/07/2016 |
| Historical Pipeline Factor Values |
2 responses |
07/07/2016 |
| An interesting visualization of the kelly criterion |
10 responses |
07/07/2016 |
| Contest 19: No one in the top 10 has higher returns |
6 responses |
06/07/2016 |
| TA-Lib for Pipeline |
11 responses |
06/07/2016 |
| The Tradeable500US is (almost) here! |
64 responses |
05/07/2016 |
| Stop Multiples Question |
no responses |
05/07/2016 |
| VXX/XIV Pair Trade Algo |
2 responses |
05/07/2016 |
| Upcoming changes to Quandl datasets in Pipeline (VIX, VXV, etc.) |
6 responses |
05/07/2016 |
| Pipeline mask and current open help request |
1 response |
05/07/2016 |
| Cash per Share, Debt to Equity and the Search for Free Money |
27 responses |
05/07/2016 |
| Quantopian Workshop in Dallas on July 23rd |
no responses |
05/07/2016 |
| Quantopian Workshop in Boston on July 16th |
no responses |
05/07/2016 |
| data issues in Research - get_fundamentals() |
1 response |
05/07/2016 |
| Momentum with Limit Orders for One Stock |
3 responses |
05/07/2016 |
| Custom Filter for Stocks in a list |
1 response |
04/07/2016 |
| Rob's Notebook #1 Mon 7/4/16 2:15pm |
no responses |
04/07/2016 |
| Fetch_CSV questions |
1 response |
04/07/2016 |
| Beginner Question regarding CustomFactors |
5 responses |
04/07/2016 |
| Applying Meucci’s Checklist to Portfolio Construction |
13 responses |
04/07/2016 |
| A problem when migrating Quantopian 1 codes to Quantopian 2 codes for ta-lib |
1 response |
03/07/2016 |
| Issue calculating EMA in opening minutes |
2 responses |
03/07/2016 |
| Enabling vim mode in the IDE |
4 responses |
03/07/2016 |
| Integrating Live Excel Feed Into Quantopian |
no responses |
03/07/2016 |
| Historic Factors |
2 responses |
02/07/2016 |
| Quantopian Singapore Backtest |
3 responses |
02/07/2016 |
| Problem creating sell order |
1 response |
02/07/2016 |
| Missing split adjustments for LBTY_B & LBTY_K? |
2 responses |
01/07/2016 |
| MACD algo can't work on IB paper trading account |
no responses |
01/07/2016 |
| no Daily mode, really? |
3 responses |
01/07/2016 |
| Long only Need help with Screen totally stuck! |
4 responses |
01/07/2016 |
| Is Quantopian looking for LTCM style algos? |
12 responses |
01/07/2016 |
| Convexity of price curve - curve fitting or non-linear regression |
3 responses |
01/07/2016 |
| Rejoining after long time. Lot of changes... |
3 responses |
01/07/2016 |
| compensation & leverage - how does it work? |
1 response |
01/07/2016 |
| Lecture 24 Ranking Universes by Factors - a few questions to ask |
3 responses |
01/07/2016 |
| Anyone make a Nostradamus Bot? |
no responses |
01/07/2016 |
| Calculating Beta |
1 response |
01/07/2016 |
| First time Poster: Initializing backtest...... |
4 responses |
30/06/2016 |
| New York Workshops on July 9th and July 30th |
no responses |
30/06/2016 |
| Quantopian Lecture Series: Overfitting |
7 responses |
30/06/2016 |
| Specify trade execution price from custom price data |
1 response |
30/06/2016 |
| Well I think I made a mistake |
1 response |
30/06/2016 |
| How to get RSI in 30 minutes time frame? |
5 responses |
29/06/2016 |
| Pipeline Tutorial |
5 responses |
29/06/2016 |
| Quantopian Lecture Series: Ranking Universes by Factors |
1 response |
29/06/2016 |
| Pipeline, morningstar asset_classification |
2 responses |
29/06/2016 |
| TA-Lib pattern recognition |
1 response |
29/06/2016 |
| Short a list of companies with financial difficulties |
no responses |
29/06/2016 |
| Is anyone interested in discussing NeuralNets? |
no responses |
29/06/2016 |
| Live algo results not updating since y'day |
4 responses |
29/06/2016 |
| zscore factor |
6 responses |
29/06/2016 |
| First-Time Poster - Question About Get.History For Stat Arb |
1 response |
29/06/2016 |
| Restricting pipeline universe of stocks? |
1 response |
29/06/2016 |
| HELP! The truth vale of a series is ambiguous. Use a.empty, a.bool().... |
1 response |
29/06/2016 |
| algo didn't trade per scheduled function? |
2 responses |
29/06/2016 |
| NoFurtherDataError |
2 responses |
28/06/2016 |
| Interactive Brokers Prime Brokerage |
no responses |
28/06/2016 |
| Anyone else having problems with morningstar customfactors? |
8 responses |
28/06/2016 |
| Quantopian Workshop in Singapore on 2nd of July |
no responses |
28/06/2016 |
| Pairs trading and other new perosn question |
no responses |
28/06/2016 |
| Error while plotting AAPL returns data |
1 response |
28/06/2016 |
| Historical Fundamental Data |
1 response |
27/06/2016 |
| Wrong error: "Maximum Algorithms Submitted" |
3 responses |
27/06/2016 |
| Range bars and OnBarUpdateEvent |
no responses |
27/06/2016 |
| Sample with initial stop loss that then converts to a trailing stop loss after certain point |
2 responses |
27/06/2016 |
| exit after n-days? |
4 responses |
27/06/2016 |
| S&P 500 Algo |
1 response |
27/06/2016 |
| order_target(stock, 0.0) isn't selling shares |
2 responses |
27/06/2016 |
| Custom Commission |
no responses |
26/06/2016 |
| History Function with a Timeframe Delay |
1 response |
26/06/2016 |
| Simple All Weather Portfolio by Ray Dalio |
32 responses |
25/06/2016 |
| Important Message |
no responses |
25/06/2016 |
| Help with top % gainers |
2 responses |
25/06/2016 |
| Sydney Workshop Thread |
6 responses |
25/06/2016 |
| How to get the list of IPOs? |
2 responses |
25/06/2016 |
| PyCon SG Quant Finance Workshop |
10 responses |
25/06/2016 |
| System Parameter Permutation (aka parameter optimization or rerunning backtests) |
no responses |
24/06/2016 |
| Live trading - initialize run daily - issues |
1 response |
24/06/2016 |
| Run a function immediately after initialize is complete? |
no responses |
24/06/2016 |
| Beta 0 strategy - Backtesting stucked |
2 responses |
24/06/2016 |
| Maintenance Outage on Sunday |
no responses |
24/06/2016 |
| Quantopian crowd-sourced but not crowd-funded? |
no responses |
24/06/2016 |
| 150 day dividend growth model |
1 response |
24/06/2016 |
| Brexit Thread |
7 responses |
24/06/2016 |
| zipline tradingcalendar causing error |
8 responses |
24/06/2016 |
| Got pyspark? |
2 responses |
23/06/2016 |
| Percent of Volume in Backtests? |
no responses |
23/06/2016 |
| Help with converting data[stock].datetime |
1 response |
23/06/2016 |
| context.portfolio.portfolio_value (of N days ago) |
6 responses |
23/06/2016 |
| Moving Average based strategy, looking for insight! |
3 responses |
23/06/2016 |
| Reorganize history into 30-minute increments |
5 responses |
23/06/2016 |
| A simple Long-only Value Investing without Momentum |
no responses |
23/06/2016 |
| Risk Parity // All Weather Portfolio |
9 responses |
23/06/2016 |
| Quandl VIX spike of 7200 on 2016-03-18 |
4 responses |
22/06/2016 |
| Quantopian preparing to manage external money |
1 response |
22/06/2016 |
| Simplest algorithm xlp, rpg, tlt |
no responses |
22/06/2016 |
| longer backtest results |
no responses |
22/06/2016 |
| Getting historical info for data fetched from Quandl |
2 responses |
22/06/2016 |
| Lanzcos filtering |
no responses |
22/06/2016 |
| Rogue Machine Intelligence and A New Kind of Hedge Fund |
5 responses |
22/06/2016 |
| cannot live-trade algo more than once? |
1 response |
21/06/2016 |
| Got bond prices? |
3 responses |
21/06/2016 |
| Pipeline filter for inclusion in an index (SPY500, QQQ, etc.) |
4 responses |
21/06/2016 |
| Any way to suppress "YYYY-MM-DD WARN Your order for XX shares of XYZ failed to fill by the end of day and was canceled." ? |
8 responses |
21/06/2016 |
| What's Popular: The 10 Most Frequently Cloned Backtests Over the Last 2 Months |
3 responses |
21/06/2016 |
| Need help for go live trade after building the model |
1 response |
21/06/2016 |
| Yearly rebalance with quality and value investing |
4 responses |
21/06/2016 |
| Percent Drawdown |
no responses |
21/06/2016 |
| Pyfolio ERROR |
2 responses |
21/06/2016 |
| Training Incomplete - covers the basics well but not the actual signal generation |
13 responses |
21/06/2016 |
| TypeError: get_fundamentals() got an unexpected keyword argument 'range_specifier' |
1 response |
21/06/2016 |
| Feature matrix generation with future price |
1 response |
21/06/2016 |
| Long XIV if con tango |
no responses |
20/06/2016 |
| Need help with a Pairs trading algo - bad at coding! |
17 responses |
20/06/2016 |
| Successful Algorithm: 50% return 1 year, needs migration help |
3 responses |
20/06/2016 |
| Research IDE |
2 responses |
20/06/2016 |
| looking to team up with quant |
2 responses |
20/06/2016 |
| How to access stock prices post sell |
1 response |
20/06/2016 |
| Question on history and moving averages |
no responses |
20/06/2016 |
| How is 10% fair? |
2 responses |
20/06/2016 |
| How to improve this fairly simple Bollinger Band Implemenation? |
1 response |
19/06/2016 |
| A complete newbie asks a question on how to find the minutely tab. |
2 responses |
18/06/2016 |
| Trying to pass data.history to talib.macd, is that wrong? |
1 response |
18/06/2016 |
| article - SEC approves IEX as exchange |
no responses |
18/06/2016 |
| access to specific Tweeter tweets |
no responses |
18/06/2016 |
| many intermittent crashes/errors when running backtests |
10 responses |
18/06/2016 |
| No Trade in Backtest - Help |
14 responses |
17/06/2016 |
| Research Env - Zipline symbols() Error - 'NoneType' object has no attribute 'symbols' |
2 responses |
17/06/2016 |
| Sector Filter Template |
no responses |
17/06/2016 |
| Code Development Project |
no responses |
17/06/2016 |
| State of trend following |
1 response |
17/06/2016 |
| Problem resolved |
no responses |
17/06/2016 |
| Can Tearsheet be use with use with google docs |
1 response |
17/06/2016 |
| Help? Seeking resource for historic minute level candles? |
no responses |
16/06/2016 |
| Help with creating a 30-minute chart strategy for the RSI |
1 response |
16/06/2016 |
| Getting started |
1 response |
16/06/2016 |
| Having trouble getting started |
9 responses |
16/06/2016 |
| how to run an ADF test to a multiple time series on python ? |
no responses |
16/06/2016 |
| Fundamentals fundamentally broken |
17 responses |
16/06/2016 |
| Anyone else willing to share their longer term backtests? |
46 responses |
16/06/2016 |
| Shorting |
20 responses |
16/06/2016 |
| Pipeline Classifiers are Here! |
18 responses |
15/06/2016 |
| Combining Data Sources for Alpha Resolution |
no responses |
15/06/2016 |
| np.linalg.lstsq , Error: DLASCL parameter number 4 had an illegal value |
no responses |
15/06/2016 |
| Algorithm trading most shorted and least shorted stocks. |
1 response |
15/06/2016 |
| Buy Yom Kippur, Sell Passover (Best 6 Months Strategy) |
1 response |
15/06/2016 |
| CEO Change + Sentiment Signal |
5 responses |
15/06/2016 |
| Stock Periodicity: Best Fit Sine Wave |
no responses |
15/06/2016 |
| The Simplest Algorithm |
17 responses |
15/06/2016 |
| Plug and Play Algorithm Builder? |
1 response |
15/06/2016 |
| Quantopian tutorial algorithm gives MemeoryError |
no responses |
15/06/2016 |
| Japanese market algo to be fixed |
1 response |
14/06/2016 |
| To sell or not to sell in moving averages-pe ratio algorithm |
no responses |
14/06/2016 |
| bitcoin trading |
no responses |
14/06/2016 |
| whether there is any trading algo that gives idealistic returns in every situation also can anybody tell me about using ai with stock trading? |
10 responses |
14/06/2016 |
| Trouble closing out all position with 1Million |
no responses |
14/06/2016 |
| newbie ordering questions |
4 responses |
14/06/2016 |
| Earliest date for fundamental data? |
no responses |
14/06/2016 |
| Quantopian Lecture Series: Introduction to Research |
5 responses |
13/06/2016 |
| Trying to understand data.history with regard to EMA calculations |
3 responses |
13/06/2016 |
| SimpleMovingAverage Cross Help |
5 responses |
13/06/2016 |
| Can't subclass zipline.finance.commission.PerShare |
2 responses |
13/06/2016 |
| Faster history building ? |
4 responses |
13/06/2016 |
| What do the rank() and mean(axis=1) mean by DataFrame? |
no responses |
13/06/2016 |
| How to filter out the stocks from a sector in building customer factor? |
13 responses |
13/06/2016 |
| Getting order time |
2 responses |
13/06/2016 |
| Hey Everyone - I wanna learn. Yes, I'm serious. |
7 responses |
13/06/2016 |
| Algo won't start? |
2 responses |
13/06/2016 |
| Creating a New Factor in a Pipeline |
no responses |
12/06/2016 |
| Fundamental Backests and the Pipeline |
1 response |
12/06/2016 |
| Have a strategy but no knowledge of programming |
no responses |
12/06/2016 |
| Short volume, short interest as trading signals |
no responses |
12/06/2016 |
| Hedging against fluctuating exchange rates |
no responses |
12/06/2016 |
| Why GOOG_L? |
no responses |
12/06/2016 |
| What methods do you know of to combine multiple signals? |
1 response |
12/06/2016 |
| Strategies to order varieties of shares with tight stop losses and taking advantage of Robinhood's 0$ commission? |
no responses |
12/06/2016 |
| Learning resources |
4 responses |
12/06/2016 |
| (Partial) implementation of Quantitative Value algorithm |
28 responses |
11/06/2016 |
| Why the pe_ratio are different by using the cusotmer fundamendal factor and by get_fundamenal()? |
2 responses |
11/06/2016 |
| My Trading Algorithm requires real time options chain data |
2 responses |
11/06/2016 |
| Filter pipeline based on first trading date |
1 response |
11/06/2016 |
| Research Key Error when Analyzing Algo with Backtest ID |
no responses |
10/06/2016 |
| Disregard- or delete this post please |
no responses |
10/06/2016 |
| Forecasting Stock Returns With Big Data and Machine Learning |
3 responses |
10/06/2016 |
| Formula That Killed Wall Street |
6 responses |
10/06/2016 |
| It must be Eagleman |
1 response |
10/06/2016 |
| Logitbot: Using Big Data and Machine Learning to Forecast stock Returns |
15 responses |
10/06/2016 |
| Database Management |
no responses |
10/06/2016 |
| Help for a newby (mean reversion) |
7 responses |
10/06/2016 |
| Datasource request: Commitment of traders |
4 responses |
10/06/2016 |
| How to use probability distribution for trading ? new to quantitative based trading , kind guidance needed |
no responses |
10/06/2016 |
| A question about building customer fundamental factor |
3 responses |
10/06/2016 |
| Don't know how to code, but curious about testing 4 indicators |
no responses |
09/06/2016 |
| price discrepancy |
no responses |
09/06/2016 |
| Filter on boolean |
3 responses |
09/06/2016 |
| Chrome hides top of page when inspecting at breakpoint |
no responses |
09/06/2016 |
| JAVolS: Just Another Volatility Strategy... |
125 responses |
09/06/2016 |
| Quantopian Open. Are You forgot about it? |
8 responses |
09/06/2016 |
| Contest correlation badge |
2 responses |
09/06/2016 |
| Anyone done this before? Need help! |
no responses |
09/06/2016 |
| [Feature Request] Add notes to backtests |
no responses |
08/06/2016 |
| Algorithm Help |
2 responses |
08/06/2016 |
| Help with buying stocks |
4 responses |
08/06/2016 |
| A question to calculating the 'market cap' in Lecture:Fundamental Factor Models |
3 responses |
08/06/2016 |
| mean reversion |
8 responses |
08/06/2016 |
| Need help to understand series() |
no responses |
08/06/2016 |
| Why I can't use the "import pandas.io.data as web"? |
1 response |
08/06/2016 |
| SPY / TLT minimum variance optimization |
1 response |
08/06/2016 |
| Pipeline Help with Recreating ETF |
no responses |
08/06/2016 |
| Volatility |
7 responses |
07/06/2016 |
| short selling and cash management |
no responses |
07/06/2016 |
| Can I use a web service? |
no responses |
07/06/2016 |
| TA-LIB - Some Pattern Recognition functions don't work correctly |
no responses |
07/06/2016 |
| Is it possible to backtest using non US based equities and ETFs? |
1 response |
07/06/2016 |
| Quantopian Lecture Series: Long/Short Traditional Value Case Study |
1 response |
07/06/2016 |
| Feedback Request: Moving Average Crossover with Trailing Stop |
5 responses |
07/06/2016 |
| Sentdex's Quantopian Tutorials Updated (by me) for Quantopian 2: Algorithm 4 Videos 14-17 |
no responses |
07/06/2016 |
| Backtesting Long/Short Market Neutral Z-Score Strategy with Custom Factors and Custom Stock Universe |
2 responses |
07/06/2016 |
| Converting to new Data (Old formula depreciated) help please! |
4 responses |
07/06/2016 |
| How to filter out the foreign company securities? |
2 responses |
07/06/2016 |
| Limits to fundamental data on Notebook? |
no responses |
06/06/2016 |
| Sentdex's Quantopian Tutorials Updated (by me) for Quantopian 2: Algorithm 3 Videos 8-11 |
no responses |
06/06/2016 |
| Is there a way to prevent orders from being cancelled at the end of the day? |
3 responses |
06/06/2016 |
| Bug copying a simple algo from IDE to Research, running 1 minute data |
no responses |
06/06/2016 |
| Dividend Adjustment potential Issue |
no responses |
06/06/2016 |
| Wrong Sharpe Ratio calculation in backtests |
no responses |
06/06/2016 |
| Using data.history in initialize |
3 responses |
06/06/2016 |
| How to account for live trading cash transfer? |
no responses |
06/06/2016 |
| Moving Average Crossover Rolling Optimization |
no responses |
06/06/2016 |
| Ta-Lib Anaconda problems with importing. |
no responses |
05/06/2016 |
| Pipeline Help |
8 responses |
05/06/2016 |
| Interactive Brokers Market Data on Quantopain ? |
no responses |
05/06/2016 |
| Resampling question |
no responses |
05/06/2016 |
| The Importance of the Gold:Silver Ratio |
3 responses |
05/06/2016 |
| My first test program, XIV |
7 responses |
05/06/2016 |
| Is USEquityPricing dividend-adjusted, split-adjusted? |
no responses |
05/06/2016 |
| Sell by specified dates.. |
no responses |
05/06/2016 |
| Bug - missing split price adjustment. |
13 responses |
05/06/2016 |
| Getting Pipeline to Work With MorningStar earnings_ratios |
2 responses |
04/06/2016 |
| help with deprecated warnings while selling insurance against a crash |
1 response |
04/06/2016 |
| Is it possible to check the delayed correlation relationship between different stock markets (e.g. NASDAQ V.S. TWSE)? |
1 response |
04/06/2016 |
| Using the backtest analyis notebook for an assignment at UNI |
2 responses |
03/06/2016 |
| Predicting Price Movements via Regimes and Machine Learning |
6 responses |
03/06/2016 |
| Looking for an experienced and talented programmer to partner with to code up a manual trading system that has been 80% successful for large moves |
4 responses |
03/06/2016 |
| Sentdex's Quantopian Tutorials Updated (by me) for Quantopian 2: Algorithm 2 Videos 4-7 |
6 responses |
03/06/2016 |
| bug? ordering RGI |
9 responses |
03/06/2016 |
| Pass Training Data from MySQL table as Tuples in Python Variable |
no responses |
03/06/2016 |
| Accessing aws s3 |
1 response |
03/06/2016 |
| Multiple Pairs Trading Strategy |
6 responses |
03/06/2016 |
| Web Scraper for Live Trading Algorithm Performance |
1 response |
03/06/2016 |
| Trouble making a program that buys an equal amount of two etfs |
7 responses |
03/06/2016 |
| I am confused how to use Quantopian and Zipline |
4 responses |
02/06/2016 |
| Quantopian Lecture Series: Integration, Cointegration, and Stationarity |
4 responses |
02/06/2016 |
| Sentdex's Quantopian Tutorial Updated (by me) for Quantopian 2: Algorithm 1 Videos 1-3 |
5 responses |
02/06/2016 |
| Why Hedge? |
4 responses |
02/06/2016 |
| Quantopian research - Bactesting with local data |
no responses |
02/06/2016 |
| 30-minutes bars trading strategy |
1 response |
02/06/2016 |
| unexpected date time behavior |
2 responses |
02/06/2016 |
| How to use Earnings Announcements in your strategies |
31 responses |
01/06/2016 |
| IB relative order not triggered |
5 responses |
01/06/2016 |
| Is minutely bid/ask price/volume data available? If not, will it be available in the future? |
no responses |
01/06/2016 |
| Working with Calendar Days vs Trading Days? |
1 response |
01/06/2016 |
| There seems to be a bug |
3 responses |
01/06/2016 |
| Pandas Help |
3 responses |
01/06/2016 |
| Google Tensorflow Package addition |
17 responses |
31/05/2016 |
| Pulling daily VIX index values |
1 response |
31/05/2016 |
| Volume data difference between Q and IB |
no responses |
31/05/2016 |
| Missing morningstar fundamentals? Work-around? |
2 responses |
31/05/2016 |
| How to pass assign optimized weights to a pipeline object? |
no responses |
31/05/2016 |
| get_fundamentals help in backtester |
1 response |
30/05/2016 |
| Accessing data object, sid function, and more within an IPython notebook? |
1 response |
30/05/2016 |
| Capturing NBB and NBO with IB paper trading |
2 responses |
30/05/2016 |
| Fundamentals data in research (notebook) does not remotely match company 10K/Qs available online |
5 responses |
30/05/2016 |
| Determine the Return of a Particular Stock |
no responses |
30/05/2016 |
| Splitting columns in multiple-output factors |
no responses |
30/05/2016 |
| Do I need to filter for publically traded stocks on Robinhood? |
no responses |
30/05/2016 |
| Timing Code |
1 response |
30/05/2016 |
| Notebook to test a portfolio of algorithms |
7 responses |
30/05/2016 |
| Debugger Issue: is the namespace restricted in the debugger? |
4 responses |
30/05/2016 |
| custom factors and screening with pipe.set_screen() |
1 response |
29/05/2016 |
| Setting trading limits |
no responses |
29/05/2016 |
| Gold Long Short |
7 responses |
29/05/2016 |
| Plot candlesticks in research environment |
no responses |
29/05/2016 |
| Stat.Arb : Need help with understanding and developing |
no responses |
29/05/2016 |
| Has anyone had success using a genetic trading algorithm |
2 responses |
29/05/2016 |
| Can't change backtest data frequency. |
5 responses |
29/05/2016 |
| Setting Order Limits |
no responses |
29/05/2016 |
| Strange undefined errors around some tickers |
no responses |
28/05/2016 |
| Sector ETF with OLMAR |
1 response |
28/05/2016 |
| First Algorithm - Using Pipeline - How do I create an order? |
3 responses |
28/05/2016 |
| Beginner needs help! |
1 response |
28/05/2016 |
| Pairs Trading algorithm |
no responses |
27/05/2016 |
| Random Forest algorithm |
no responses |
27/05/2016 |
| Signal Processing algorithm |
1 response |
27/05/2016 |
| New Correlation and Linear Regression Factors |
21 responses |
27/05/2016 |
| Simple ML algo |
4 responses |
27/05/2016 |
| Am I crazy or is the only tutorial available the "Getting Started" one? |
4 responses |
27/05/2016 |
| Bug Fix: Commission Implementation |
7 responses |
27/05/2016 |
| How to reduce the max-drawdown? |
2 responses |
27/05/2016 |
| Four wide market? |
no responses |
27/05/2016 |
| Coding Strategey |
no responses |
26/05/2016 |
| Can I use Bloomberg data in Quantopian via the Bloomberg API? |
4 responses |
26/05/2016 |
| IB paper trading |
2 responses |
26/05/2016 |
| Regarding slippage |
8 responses |
26/05/2016 |
| Check if there is an open order before order is placed if not ignore |
4 responses |
26/05/2016 |
| "Chimp" algorithm: 100 randomly selected S&P 500 stocks, equal-weight, buy and hold forever |
9 responses |
26/05/2016 |
| momentum 2015-may2016 |
no responses |
25/05/2016 |
| Mixing quality, value, and momentum factors |
4 responses |
25/05/2016 |
| How can I "extract" a single value from a pandas series? |
no responses |
25/05/2016 |
| Price of filled order when using LimitOrder |
no responses |
25/05/2016 |
| 'Gap and go' intraday - Hi, does somebody implemented this strategy? |
1 response |
25/05/2016 |
| the order book |
3 responses |
25/05/2016 |
| Shares Outstanding for ETF |
2 responses |
25/05/2016 |
| Random_Forest_Sandipayan |
no responses |
24/05/2016 |
| Include call to external code or upload executable |
2 responses |
24/05/2016 |
| data.fetcher_assets doesn't work |
3 responses |
24/05/2016 |
| Array being zeroed out, looking for help determining why |
no responses |
24/05/2016 |
| Can I download the results of a full backtest? |
3 responses |
24/05/2016 |
| Problem with closing prices |
3 responses |
24/05/2016 |
| data.fetcher_assets issue |
13 responses |
24/05/2016 |
| Bug in running minute backtest in research? |
no responses |
24/05/2016 |
| Pipeline set_screen by sid? |
8 responses |
24/05/2016 |
| Pair_Trading_Sandipayan |
2 responses |
24/05/2016 |
| Signal Processing |
3 responses |
24/05/2016 |
| All orders fail to fill |
3 responses |
23/05/2016 |
| 3x ETFs During Market Drops - SPXL/TMF Rebalance Strat |
no responses |
23/05/2016 |
| Backtest data ill-adjusted, is this a bug? |
3 responses |
23/05/2016 |
| Daily historical portfolio returns as a signal |
1 response |
23/05/2016 |
| Trying to figure out Buy Stop orders - are they supported? |
1 response |
23/05/2016 |
| Simple MA Crossover Algorithm |
no responses |
23/05/2016 |
| Calculating the highest and lowest price of the holding period |
no responses |
23/05/2016 |
| Pipeline - Bollinger Bands CustomFactor using TA-Lib or Manually Calculated? |
1 response |
22/05/2016 |
| Reasonability of 2-year beta test |
no responses |
22/05/2016 |
| ODSC Workshop Post |
no responses |
22/05/2016 |
| Moving average displace? |
no responses |
22/05/2016 |
| Estimize data question |
1 response |
22/05/2016 |
| Portfolio Management with Quantopian |
1 response |
21/05/2016 |
| How to get last week's data |
6 responses |
21/05/2016 |
| Help with MACD |
3 responses |
21/05/2016 |
| Help importing data (interest rates) |
1 response |
21/05/2016 |
| SMA for 15 minute bars |
5 responses |
21/05/2016 |
| Calculation of correlation in pipeline |
4 responses |
21/05/2016 |
| How often does Portfolio.positions update? |
no responses |
21/05/2016 |
| Best way to implement RSI without using talib |
2 responses |
21/05/2016 |
| High Low Daily data wrong ?! |
4 responses |
20/05/2016 |
| Migration from quantopian 1 to quantopian 2 help |
7 responses |
20/05/2016 |
| Need Quantopian freelancer. |
no responses |
20/05/2016 |
| Updating pipeline every minute using handle_data |
4 responses |
20/05/2016 |
| Now we have Quantopian 2, but the document is not up-to-date! |
no responses |
20/05/2016 |
| Pipeline Custom Factor Volume |
1 response |
20/05/2016 |
| status for portfolio positions |
no responses |
20/05/2016 |
| Intraday Trading ETF's Robinhood instant |
2 responses |
19/05/2016 |
| Quantopian Lecture Series: Updated Beta Hedging Notebook |
no responses |
19/05/2016 |
| Contest 11 Winner: Kevin Quilliam |
no responses |
19/05/2016 |
| Pipeline Trading Universe - Best Practice |
15 responses |
19/05/2016 |
| Fundamental Factor Model: Framework ? |
1 response |
19/05/2016 |
| Contest 10 Winner: Taylor Smith |
2 responses |
19/05/2016 |
| useful community functions? |
no responses |
19/05/2016 |
| Getting Started with Quandl |
2 responses |
19/05/2016 |
| Is there a way to prevent performance from being calculated while my algorithm is gathering two yrs of stats prior to first trade? |
2 responses |
19/05/2016 |
| Q2 History function optimization |
no responses |
19/05/2016 |
| Redefinition of Unused Compute |
1 response |
18/05/2016 |
| multiple filters for blaze expression? |
1 response |
18/05/2016 |
| Calculating DPO |
4 responses |
18/05/2016 |
| Accern Alphaone long-short strategy with earnings avoidance |
1 response |
18/05/2016 |
| Alpha Factor based off of News Sentiment with Accern |
8 responses |
18/05/2016 |
| Long-only Trading Strategy with NLP derived Social Media Sentiment - Tear Sheet Attached |
11 responses |
18/05/2016 |
| News Sentiment Pipeline Factors with Sentdex |
3 responses |
18/05/2016 |
| News & Blog Sentiment Pipeline Factors with Accern |
14 responses |
18/05/2016 |
| Updated earnings sentiment strategy with multiple earnings calendar sources |
no responses |
18/05/2016 |
| Resampling data inside pipeline |
no responses |
18/05/2016 |
| bad data reporting? |
no responses |
18/05/2016 |
| IDA Seminar |
no responses |
18/05/2016 |
| IDA Seminar |
1 response |
18/05/2016 |
| Stock name in CustomFactor |
1 response |
17/05/2016 |
| How to implement moving average of a pipeline factor? |
10 responses |
17/05/2016 |
| Help Talib TSI |
no responses |
17/05/2016 |
| what are realistic backtest % return results? |
no responses |
17/05/2016 |
| An Empirical Algorithmic Evaluation of Technical Analysis |
37 responses |
17/05/2016 |
| put notebooks into folders in research |
1 response |
17/05/2016 |
| Strategy selecting the best end of day Sharpe ratio |
4 responses |
17/05/2016 |
| IDA - Flawed ETFs |
2 responses |
17/05/2016 |
| IDA - Pairs trading |
4 responses |
17/05/2016 |
| Is there simple way to get historical fundamental data? |
no responses |
17/05/2016 |
| Ask Q: Competition weightings |
8 responses |
17/05/2016 |
| fetch_csv and context |
6 responses |
17/05/2016 |
| Creating an algorithm to buy, sell-short stocks based on Interactive Broker 1- or 3-minute bars |
9 responses |
17/05/2016 |
| Trading right before stocks go down, and selling right before they start to go up doesn't work as I hoped |
3 responses |
16/05/2016 |
| Help With Trailing Stop Implementation |
3 responses |
16/05/2016 |
| USEquityPricing split adjusted close prices |
2 responses |
16/05/2016 |
| How to calculate daily return? |
5 responses |
16/05/2016 |
| Python Language issue/question |
2 responses |
16/05/2016 |
| 'Long Biggest Loser' Algorithm and Problem with 'get_open_orders(...)' |
3 responses |
16/05/2016 |
| Reading Quantopian lectures without cloning? |
3 responses |
16/05/2016 |
| buy an upward cross of ma, sell a downward cross |
1 response |
15/05/2016 |
| Does quantopian provide industrial average fundamental data? |
no responses |
15/05/2016 |
| Google's TensorBoard as a Zipline dashboard |
1 response |
15/05/2016 |
| At what specific time does "before_trading_start" run? |
6 responses |
15/05/2016 |
| Help adapting Robinhood Instant sample algorithm to intraday |
1 response |
15/05/2016 |
| Stock split and Warnings. |
15 responses |
15/05/2016 |
| May 14th Hackathon Submission |
1 response |
14/05/2016 |
| May 14th Quantopian Hackathon Rules, Guidelines, and Materials |
5 responses |
14/05/2016 |
| String Columns Now Available in Pipeline |
5 responses |
13/05/2016 |
| Implementing the Three Arrows algorithm. MA, MACD and Stochastic |
no responses |
13/05/2016 |
| Help Getting Started |
no responses |
13/05/2016 |
| Estimize Whitepaper strategy |
no responses |
13/05/2016 |
| How do I get prices for fundamental data sids in Research? |
1 response |
13/05/2016 |
| Duplicate Orders on 4 May 2016 for CMG stock only |
1 response |
13/05/2016 |
| Is there any way to do expensive computations? |
4 responses |
13/05/2016 |
| New to Quantopian. Need comment on simple XIV/TLT Strategy |
3 responses |
13/05/2016 |
| unable to start any back tests |
2 responses |
12/05/2016 |
| Rookie error - selling |
3 responses |
12/05/2016 |
| help understanding current 'open', 'high', 'low', and 'close' |
3 responses |
12/05/2016 |
| Prado Hierarchical Capital Allocation |
no responses |
12/05/2016 |
| New Feature: Multiple Output Pipeline Custom Factors |
9 responses |
12/05/2016 |
| Custom factor TAlib array problems |
1 response |
12/05/2016 |
| Catastrophic Failure(~150% drawdown) on mean-reversion algo |
11 responses |
12/05/2016 |
| Where do I start. |
3 responses |
12/05/2016 |
| Doing pipeline calculations only on a number of stocks/assets |
7 responses |
12/05/2016 |
| Archimedean |
no responses |
12/05/2016 |
| Investing on Quantopian |
4 responses |
12/05/2016 |
| Short volume, short interest as trading signals |
no responses |
12/05/2016 |
| How should I structure my csv file to simply upload a list of tickers that I want to trade? |
no responses |
12/05/2016 |
| What happened to the backtest in Q2? |
7 responses |
11/05/2016 |
| How to refresh the portfolio right after buy or sell stock? |
no responses |
11/05/2016 |
| Fetch_csv question, why can't I access the new signal after fetch_csv? |
2 responses |
11/05/2016 |
| Platform for developing both Python and CPython |
no responses |
11/05/2016 |
| get_fundamentals() on first trading day of the quarter (pls help!) |
1 response |
11/05/2016 |
| How Gain is Calculated |
no responses |
10/05/2016 |
| Combining and Ranking Documentation Question |
6 responses |
10/05/2016 |
| Top Volume within a Price Range |
3 responses |
10/05/2016 |
| Stochastic long-term strategy |
no responses |
10/05/2016 |
| How to get current data's datetime using Quantopian 2 API |
4 responses |
10/05/2016 |
| Historical Averages for Custom Fundamental Metrics |
1 response |
10/05/2016 |
| Is it possible to set exclude day in date_rule? |
2 responses |
10/05/2016 |
| Pricing securities based on their industries |
no responses |
10/05/2016 |
| 9000+ Securities Momentum based strategy - 1 mo holding period |
no responses |
10/05/2016 |
| Way of printing the close price of a candlestick? |
no responses |
09/05/2016 |
| What is 'Current Price' for a specific day |
no responses |
09/05/2016 |
| Is it possible to get the historical PE of S&P and DOWs etc.? |
1 response |
09/05/2016 |
| SIDs for futures trading quantopian 2 |
2 responses |
09/05/2016 |
| Unable to replicate daily mode signal in minute mode |
1 response |
08/05/2016 |
| Quantopian open. Stability Factor. How to fix it. |
5 responses |
08/05/2016 |
| Book data, Bar data and Q2 default slippage model. |
no responses |
08/05/2016 |
| Last minute bars are not avalable in data.history |
1 response |
08/05/2016 |
| does anyone know how to put a trail stop on each position? |
no responses |
08/05/2016 |
| how do i create and append to an array? (i cant figure out the scipy page) |
1 response |
08/05/2016 |
| Backtest getting better fills at higher initial capital |
7 responses |
08/05/2016 |
| API to access risk free rate (e.g. 10 year treasury rate) |
4 responses |
08/05/2016 |
| Confusion about how to get minute data |
2 responses |
08/05/2016 |
| feature request: allow time range in history request. |
4 responses |
08/05/2016 |
| Store a property or variable in memory? |
2 responses |
08/05/2016 |
| add_history bug in research environment |
15 responses |
07/05/2016 |
| Creating a trading strategy on 3 Minute data, 30-Minute and 180 Minute data |
no responses |
07/05/2016 |
| std of a list |
4 responses |
07/05/2016 |
| Q paper - All that Glitters Is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms |
76 responses |
07/05/2016 |
| How to determine fist trading date of the month (pls help!) |
1 response |
07/05/2016 |
| schedule_function at Quarter Start |
1 response |
07/05/2016 |
| Asset Allocation portfolio! |
no responses |
07/05/2016 |
| FUNDAMENTALS - KEY ERROR 0 |
no responses |
07/05/2016 |
| Cloned an old algo, trying to migrate it |
no responses |
06/05/2016 |
| Kalman Filters Best Practices |
34 responses |
06/05/2016 |
| technical questions regarding loading of data and ram limit on backtests. |
13 responses |
06/05/2016 |
| Iterating over a list of securities, having trouble with sid(id) |
1 response |
06/05/2016 |
| Quantopian Lecture Series DRAFT: Hypothesis Testing |
no responses |
06/05/2016 |
| Feature request: allow adding note to backtest |
6 responses |
06/05/2016 |
| [deleted] |
no responses |
06/05/2016 |
| Pyfolio tear sheet - Expectancy Cone projection |
no responses |
06/05/2016 |
| CFD |
4 responses |
06/05/2016 |
| hmmlearn package |
3 responses |
06/05/2016 |
| NaN values in stock data |
2 responses |
06/05/2016 |
| [deleted] |
1 response |
06/05/2016 |
| Masking Pipeline Factors - New Feature! |
6 responses |
05/05/2016 |
| Enhancement Requests |
no responses |
05/05/2016 |
| Need help with creating a EMA crossover algorithm |
no responses |
05/05/2016 |
| handle_data(context, data) to fetch hourly data.... |
8 responses |
04/05/2016 |
| Creating a new strategy with pipeline factors [QuantCon presentation] |
10 responses |
04/05/2016 |
| Fetch_csv doesn't work for my file (no Date column) - any alternatives? |
no responses |
04/05/2016 |
| Error with talib |
1 response |
04/05/2016 |
| Sydney Quantopian Workshop on June 18th |
no responses |
04/05/2016 |
| Bug Specifics |
3 responses |
04/05/2016 |
| understanding the slippage model |
2 responses |
04/05/2016 |
| How To Buy on specific time of day.? |
9 responses |
04/05/2016 |
| Quantopian 2 :( Help!!! |
2 responses |
04/05/2016 |
| Help getting print list of stocks that were queried by get_fundamentals |
1 response |
04/05/2016 |
| Possible recurring bug in backtest. 20% loss. |
4 responses |
03/05/2016 |
| Fetch program not working for paper trading - help please! |
5 responses |
03/05/2016 |
| Problems with new fetcher and lack of universe in quantopian 2.0 |
no responses |
03/05/2016 |
| content |
no responses |
03/05/2016 |
| Using multiple fundamental screens in notebook |
no responses |
03/05/2016 |
| Can I backtest my own CSV symbols? |
6 responses |
03/05/2016 |
| How to pipeline your current positions? |
1 response |
03/05/2016 |
| Master thesis ideas |
5 responses |
03/05/2016 |
| 18.5 returns |
1 response |
03/05/2016 |
| Using CustomFactors in CustomFactors and passing in numerical values in CustomFactors |
5 responses |
03/05/2016 |
| Don't know how to "record" data frame |
1 response |
03/05/2016 |
| Brainstorming MACD analysis conditions and need your ideas! |
no responses |
03/05/2016 |
| Rotating Sector ETFs Based On 15 Day or 1 Month Performace |
5 responses |
03/05/2016 |
| how to pick top N & bottom N using pipeline? |
4 responses |
03/05/2016 |
| hello |
no responses |
02/05/2016 |
| RSI Strategy |
1 response |
01/05/2016 |
| VIX trading algorithm return 150% a year over past 5 years but has 50% drawdown from 2015 meltdown |
398 responses |
01/05/2016 |
| Native code to get vix and vix futures data? |
7 responses |
01/05/2016 |
| What am I missing when comparing backtest data against Yahoo Finance? |
3 responses |
01/05/2016 |
| Trying to tame the memory error beast. |
19 responses |
30/04/2016 |
| Seeking help to write a short trading algorithm for VIX ETFs |
3 responses |
30/04/2016 |
| loading static data without fetch_csv |
3 responses |
30/04/2016 |
| Long short pair trading |
1 response |
30/04/2016 |
| Shorting VXX based on VIX Future's contango |
75 responses |
30/04/2016 |
| Converting Lists to DataFrame |
no responses |
30/04/2016 |
| data.can_trade ERROR |
4 responses |
30/04/2016 |
| What is a factor? |
1 response |
29/04/2016 |
| Algorithm tips/gotchas thread |
1 response |
29/04/2016 |
| How would I go about screening stocks that have fallen 20% or more in the past day? What about 5 days? |
1 response |
29/04/2016 |
| Pair Trading : Having some issue with understanding the St.Dev and Profit relationship |
3 responses |
29/04/2016 |
| before_trading_start - times out in Q2 |
1 response |
29/04/2016 |
| Technical indicators on a big stock universe |
no responses |
29/04/2016 |
| Help using get_fundamentals (beginner) |
1 response |
29/04/2016 |
| data.history(context.my_stock, "price", bar_count=30, frequency="1d") |
1 response |
29/04/2016 |
| GTC Orders? |
no responses |
29/04/2016 |
| Seeking Help: Custom Factor |
no responses |
28/04/2016 |
| recording integers displays floats (bug?) |
no responses |
28/04/2016 |
| Good-Til-Canceled (GTC) Orders |
4 responses |
28/04/2016 |
| Deciles and percentiles -- how to use and how to get |
no responses |
28/04/2016 |
| How to identify number of the days since: the highest close, second highest close, and third highest close |
2 responses |
28/04/2016 |
| replicating set_universe with pipeline in Quantopian 2 |
2 responses |
28/04/2016 |
| Folders for Algos |
8 responses |
28/04/2016 |
| Robinhood tire-kicking algo |
4 responses |
28/04/2016 |
| only nasdaq exchange |
5 responses |
28/04/2016 |
| Get OHLC with get_pricing |
no responses |
27/04/2016 |
| High Sharpe Weekly Strategy |
7 responses |
27/04/2016 |
| 2016 QuantCon Hackathon Winner: Luke Lee |
1 response |
27/04/2016 |
| QuantCon Hackathon Guide |
4 responses |
27/04/2016 |
| Using Fundamentals in the Pipeline |
2 responses |
27/04/2016 |
| questions regarding Quantopian paper trading contest |
1 response |
27/04/2016 |
| Nashville / Central TN Quantopian users group |
1 response |
27/04/2016 |
| O'Shaughnessy's What works on Wall Street |
3 responses |
27/04/2016 |
| TypeError: 'float' object has no attribute '__getitem__' |
no responses |
27/04/2016 |
| Help with Pyplot Figure |
no responses |
27/04/2016 |
| Help starting in Research |
1 response |
27/04/2016 |
| Check for recent IPOs |
7 responses |
26/04/2016 |
| getting historical data for date range? |
no responses |
26/04/2016 |
| Beginner - Trying to access historical returns of particular securities to perform OLS Regression |
5 responses |
26/04/2016 |
| Contest Leaderboards not updating since Q2 cutover? |
no responses |
26/04/2016 |
| universe maximum limit |
1 response |
26/04/2016 |
| Q2: using as is prices vs adjusted prices issue |
2 responses |
26/04/2016 |
| Get VIX value of the current day in backtest |
7 responses |
26/04/2016 |
| Accessing content of algo.context from algo = TradingAlgorithm(initialize=initialize, handle_data=handle_data) |
no responses |
26/04/2016 |
| Quantcon 2016 Videos |
10 responses |
26/04/2016 |
| Day of the week affect and anomalies |
no responses |
25/04/2016 |
| backtest shows loss of 76% in a day. bug? |
6 responses |
25/04/2016 |
| Backtest keeps running through the same day |
1 response |
25/04/2016 |
| orders, fills and notifications.. |
no responses |
25/04/2016 |
| len(Context.portfolio.position) keeps increasing indefinitely |
1 response |
25/04/2016 |
| Use data.history to extract price for certain period of time |
1 response |
25/04/2016 |
| Request: Add disclaimer to backtest graphs without commissions |
6 responses |
25/04/2016 |
| Quick and dirty way to find tops and bottoms of time series |
7 responses |
24/04/2016 |
| o.k. to place orders in before_trading_start? |
1 response |
24/04/2016 |
| Suppose you ignored any sensible advice ... |
3 responses |
24/04/2016 |
| Help with pipeline |
1 response |
24/04/2016 |
| Satellite imaging and credit card sales data |
no responses |
24/04/2016 |
| How to speed up get_fundamentals in monthly rebalancing? |
1 response |
24/04/2016 |
| Problem with Splits - Need help |
no responses |
24/04/2016 |
| Anyone else experiencing really poor app performance with Q2? |
22 responses |
24/04/2016 |
| Any way to automate backtests? (Looking for bias) |
6 responses |
24/04/2016 |
| Economic hypothesis to accompany all future algos posted.. |
6 responses |
23/04/2016 |
| How to test algos that use data feeds that do not go back far enough to test against a market crash? |
no responses |
23/04/2016 |
| How to include universe of stock in a security list |
no responses |
23/04/2016 |
| how to sell |
no responses |
23/04/2016 |
| Multi-stock Gap Trading Strategy |
1 response |
23/04/2016 |
| Retrieving Data History on Current Positions |
7 responses |
23/04/2016 |
| get_pricing() multiple securities |
2 responses |
23/04/2016 |
| Alternative Strategy for a Moderate Portfolio |
10 responses |
23/04/2016 |
| installing zipline error |
3 responses |
23/04/2016 |
| Data source for CEO / board member names? |
1 response |
23/04/2016 |
| Quantopian Lecture Series: Multiple Linear Regression |
8 responses |
22/04/2016 |
| Q2 migration - how to handle data[stock].Metric? |
2 responses |
22/04/2016 |
| When to use data.can_trade |
12 responses |
22/04/2016 |
| Zipline on Quantopian 2 |
3 responses |
22/04/2016 |
| Robinhood - Looking for Help |
no responses |
22/04/2016 |
| Community Algorithms Migrated to Quantopian 2 |
8 responses |
22/04/2016 |
| Can you guys help me to migrate to Quantopian 2 |
no responses |
22/04/2016 |
| data.can_trade(assets) - when to use it? |
2 responses |
22/04/2016 |
| how to schedule a function to run within before_trading_start? |
6 responses |
22/04/2016 |
| Q2 - why not support starting algo at 9:30 am open? |
no responses |
22/04/2016 |
| Q2 memory allocation - should it be higher? |
no responses |
22/04/2016 |
| order_target_percent error |
2 responses |
22/04/2016 |
| data object - can it be augmented? |
no responses |
22/04/2016 |
| before_trading_start() - what simulation date applies for adjustments? |
2 responses |
22/04/2016 |
| Importation of custom/3rd party libraries |
no responses |
22/04/2016 |
| daily volume value, just before the close |
5 responses |
22/04/2016 |
| Debug is Very Useful!, But.... |
2 responses |
22/04/2016 |
| UnboundLocalError: local variable 'CFTA' referenced before assignment |
2 responses |
22/04/2016 |
| Unable to fetch CSV, my_universe doesn't seem to be called |
3 responses |
22/04/2016 |
| Slow Backtest |
2 responses |
22/04/2016 |
| Slouching toward Quantopian 2, dragging Q1 along |
4 responses |
22/04/2016 |
| memory error - 20 days of minute bars for all stocks |
3 responses |
21/04/2016 |
| error when ordering all stocks |
no responses |
21/04/2016 |
| When will all EventVestor data be available in backtester? |
6 responses |
21/04/2016 |
| Most Cloned Algos List |
1 response |
21/04/2016 |
| Variables for Assets |
2 responses |
21/04/2016 |
| iPad support in Quantopian 2 |
1 response |
21/04/2016 |
| SMA Q2 update problem |
5 responses |
21/04/2016 |
| Q2 - Where does before_trading_start code belong in a daily algo? |
3 responses |
21/04/2016 |
| Best way to learn Q2 (and Pipeline) |
2 responses |
21/04/2016 |
| Quantopian Tutorials |
36 responses |
21/04/2016 |
| Quantopian 2 partial fills |
10 responses |
20/04/2016 |
| Welcome to Quantopian 2 |
45 responses |
20/04/2016 |
| Pretty new to Python as well as Quantopian. Is this a decent backtest? |
no responses |
20/04/2016 |
| Earnings Drift with Accern Data - Collaboration Request |
3 responses |
20/04/2016 |
| Available Cash |
no responses |
20/04/2016 |
| Zipline problems with data.history |
2 responses |
20/04/2016 |
| Estimate # of available stocks for short-selling |
no responses |
20/04/2016 |
| Difference between context and data |
1 response |
20/04/2016 |
| How long will the free trading last? |
no responses |
20/04/2016 |
| Zero Commission Algorithmic Trading - Robinhood & Quantopian |
135 responses |
19/04/2016 |
| Caculating Win/Loss Ratio |
no responses |
19/04/2016 |
| Best way to compare relative SMAs over time |
1 response |
19/04/2016 |
| What does it mean when a order is held? |
3 responses |
19/04/2016 |
| What is the sid of "CBOE Interest Rate 10 Year T Note"? (TNX) |
2 responses |
19/04/2016 |
| On Pairs Trading |
1 response |
19/04/2016 |
| Fetch_CSV Error With CSV File in Quandl and Google docs |
2 responses |
19/04/2016 |
| Having 10 longs and 10 shorts every trading session |
no responses |
19/04/2016 |
| Cannot import attribute within module read_csv |
2 responses |
19/04/2016 |
| How soon will QuantConn 2016 slides be posted? |
no responses |
19/04/2016 |
| PB Value Trading Strategy for Micro Cap Stocks |
no responses |
19/04/2016 |
| How can a Factor be defined to produce a DataFrame instead of a Series? |
1 response |
18/04/2016 |
| schedule function dont seem to work? doesnt seem to show the correct trading time? |
2 responses |
18/04/2016 |
| Extremely simple buy around payday |
2 responses |
18/04/2016 |
| Pipeline and zipline |
no responses |
18/04/2016 |
| mean reversion - extracting factors with maximum explanatory power |
1 response |
18/04/2016 |
| Interpreting Monthly Sharpe Values |
no responses |
18/04/2016 |
| How to get the historical fundamental datas? |
6 responses |
18/04/2016 |
| Calling stocks from pipeline output |
9 responses |
17/04/2016 |
| Princeton Quant Trading Conference Workshop |
10 responses |
17/04/2016 |
| Duplicate orders via order_target and order_target_percent |
1 response |
17/04/2016 |
| delete |
no responses |
17/04/2016 |
| research - The kernel appears to have died. It will restart automatically. |
2 responses |
17/04/2016 |
| "Something Went Wrong" while trying to deploy live algorithm |
4 responses |
17/04/2016 |
| Long-Term Momentum Strategy Using Smoothed RSI |
10 responses |
17/04/2016 |
| Shout-out and thanks to Quantopian Community! |
1 response |
16/04/2016 |
| Using Quantopian with Fetched Forex data |
no responses |
16/04/2016 |
| Box M test to compare covariance matrices across time |
2 responses |
16/04/2016 |
| PE Ratio Difference For Stock Pair Selection for Co-integration Trading |
no responses |
16/04/2016 |
| First test- get price,moving average then plot |
no responses |
16/04/2016 |
| If I have a "running" algorithm and I make a change, what happens? |
no responses |
16/04/2016 |
| Realistic Return Rates and Back-Test Numbers |
9 responses |
16/04/2016 |
| Benzinga earnings data |
2 responses |
15/04/2016 |
| Data set request: NYSE margin debt and insider holdings |
no responses |
15/04/2016 |
| Limitations to history |
no responses |
15/04/2016 |
| When going live through IB account, get_environment('arena') returns 'live' instead of 'IB' |
1 response |
15/04/2016 |
| Very slow fundamental access with pipeline |
1 response |
15/04/2016 |
| Yesterday's Top Gainers - Requesting Help |
no responses |
15/04/2016 |
| Trouble retrieving factors from stored pipeline output |
no responses |
15/04/2016 |
| Getting the Leaderboard score |
1 response |
14/04/2016 |
| How to tell the cash effect of a transaction? |
no responses |
14/04/2016 |
| Missing entry after contest 10, 11 |
1 response |
14/04/2016 |
| Matt's Breadth Indicator |
2 responses |
14/04/2016 |
| Is this another way to handle Robinhood's 3 day rule for cash settlement? |
3 responses |
14/04/2016 |
| Micromanage Pair Trading Algorithm |
1 response |
14/04/2016 |
| Broker equivocation |
no responses |
14/04/2016 |
| research platform down? |
no responses |
14/04/2016 |
| Certain MorningStar Fundamentals not available in pipeline |
1 response |
14/04/2016 |
| Seeking help on a simple ROC strategy |
no responses |
14/04/2016 |
| Help referencing a security return at a previous time point |
no responses |
14/04/2016 |
| Dollar Neutral Long/Short Strategy |
no responses |
14/04/2016 |
| Strategies using risk factors |
3 responses |
14/04/2016 |
| ETF that follow similar patterns to XIV, EDV and TMF |
1 response |
13/04/2016 |
| using Pipeline on predefined list of stocks |
no responses |
13/04/2016 |
| schedule_function() does not run |
no responses |
13/04/2016 |
| Designing a multi-strategy portfolio in Zipline for Quantopian |
4 responses |
13/04/2016 |
| Bizarre algo behaviour only two times in a 14 year backtest |
9 responses |
13/04/2016 |
| Passing minute pricing in for loop |
1 response |
13/04/2016 |
| Conditional Sorting |
3 responses |
13/04/2016 |
| Automatically exporting Zipline code (multiple files) to Quantopian-compatible code |
8 responses |
13/04/2016 |
| Filtering universe using Beta calculation |
1 response |
12/04/2016 |
| Different backtest results with different starting cash |
2 responses |
12/04/2016 |
| Is there a way to re-run your Pipeline and update_universe during the trading day (i.e. outside of before_trading_start)? |
no responses |
12/04/2016 |
| How to optimize Mean Reversion Strategies? |
no responses |
12/04/2016 |
| Updating the universe minute by minute |
no responses |
12/04/2016 |
| External Signals |
3 responses |
12/04/2016 |
| In Sample vs. Out of Sample in Pyfolio |
no responses |
12/04/2016 |
| Error when creating a Classifier from profitability_grade |
1 response |
12/04/2016 |
| Referring to price data at specific times |
2 responses |
12/04/2016 |
| mean reversion |
1 response |
12/04/2016 |
| Importing data set into backtester? |
no responses |
12/04/2016 |
| New to Quantopian - help with using two data frames to determine buy / sell orders |
5 responses |
12/04/2016 |
| Python 101 DataFrame question. |
1 response |
12/04/2016 |
| How to get the day of week for an item returned from history. |
1 response |
12/04/2016 |
| Why doesn't this work? |
no responses |
11/04/2016 |
| Getting top 10% of traded stocks |
2 responses |
11/04/2016 |
| buy/sell order volume algorithm |
no responses |
11/04/2016 |
| I have found the history price isn't accuracy |
no responses |
11/04/2016 |
| buy Fri sell Mon |
2 responses |
11/04/2016 |
| Historic fundamentals |
2 responses |
11/04/2016 |
| Pyfolio Leverage - Simple Question |
2 responses |
11/04/2016 |
| Need help with update_universe |
5 responses |
10/04/2016 |
| NYC Advanced Workshop |
5 responses |
10/04/2016 |
| Live Trading: counter-trades |
3 responses |
10/04/2016 |
| Pipeline Filtering Example |
no responses |
10/04/2016 |
| Long-Term S&P index Investing Question |
8 responses |
10/04/2016 |
| Pipeline CustomFactor datetime indexed data |
no responses |
10/04/2016 |
| Optimizer |
1 response |
10/04/2016 |
| F-Squared from 2002 |
no responses |
10/04/2016 |
| For those that attended quantcon or watched online |
1 response |
10/04/2016 |
| Using price and moving average to execute every 3% gain on initial position - long short... momentum... or is it mean reversion... lol |
4 responses |
10/04/2016 |
| Statistical risk factors beta exposure zero strategy |
4 responses |
10/04/2016 |
| Take Quantopian 2 for a Test Drive |
49 responses |
09/04/2016 |
| custom pipeline factor with window_length > 1? |
3 responses |
09/04/2016 |
| Minute based RSI calculation |
1 response |
09/04/2016 |
| Sector Momentum Stratergy |
2 responses |
08/04/2016 |
| Debugging: "inputs are all NaN" randomly occurring |
1 response |
08/04/2016 |
| Chart Patterns |
4 responses |
08/04/2016 |
| No backtest results |
2 responses |
08/04/2016 |
| Please delete this post |
no responses |
08/04/2016 |
| How do I calculate the moving average from yesterday |
2 responses |
08/04/2016 |
| pipeline tutorial? |
5 responses |
08/04/2016 |
| Example implementation of Bollinger Bands |
1 response |
08/04/2016 |
| Custom rebalance using date_rules |
3 responses |
08/04/2016 |
| Target algorithm results |
no responses |
08/04/2016 |
| Rebalance quarterly, monthly |
5 responses |
08/04/2016 |
| Using pipeline to select securities based on today's price |
no responses |
08/04/2016 |
| Is there a more detailed documentation? |
no responses |
08/04/2016 |
| Are orders executed asynchronously? |
no responses |
08/04/2016 |
| Issues with Algo Logic? |
1 response |
07/04/2016 |
| How to find buy and sell order volumes for a given stock |
2 responses |
07/04/2016 |
| losing all funds immediately in backtest |
5 responses |
07/04/2016 |
| What is wrong? |
7 responses |
07/04/2016 |
| Seeking Help |
no responses |
07/04/2016 |
| Execution of moving average slope idea |
2 responses |
07/04/2016 |
| schedule update_universe? |
12 responses |
07/04/2016 |
| How is max Drawdown calculated in Quantopian? |
no responses |
07/04/2016 |
| Question regarding stop orders on paper trading |
no responses |
06/04/2016 |
| Newbie: Learning Timing with Limits |
no responses |
06/04/2016 |
| Pipeline: Long/Short Cross-Sectional Template |
16 responses |
06/04/2016 |
| Quantopian Lecture Series: Position Concentration Risk |
3 responses |
06/04/2016 |
| Quantopian Lecture Series: Skewness and Kurtosis |
no responses |
06/04/2016 |
| Quantopian Lecture Series: Long-Short Equity Strategies |
3 responses |
06/04/2016 |
| Quantopian Lecture Series: ARCH, GARCH, and GMM |
26 responses |
06/04/2016 |
| Quantopian Lecture Series: Maximum Likelihood Estimation |
1 response |
06/04/2016 |
| Quantopian Lecture Series: Fundamental Factor Models |
1 response |
06/04/2016 |
| Quantopian Lecture Series: Factor Risk Exposure |
no responses |
06/04/2016 |
| Quantopian Lecture Series: Arbitrage Pricing Theory |
2 responses |
06/04/2016 |
| Quantopian Lecture Series: Kalman Filters |
39 responses |
06/04/2016 |
| Quantopian Lecture Series: Instability of Regression Coefficients |
2 responses |
06/04/2016 |
| Quantopian Lecture Series: Violation of Regression Model Assumptions |
1 response |
06/04/2016 |
| Quantopian Lecture Series: This Time You're More Wrong |
26 responses |
06/04/2016 |
| Quantopian Lecture Series: You Don't Know How Wrong You Are |
5 responses |
06/04/2016 |
| Updated Pairs Trading Lecture: Now With Less Wind Resistance |
4 responses |
06/04/2016 |
| Quantopian Lecture Series: Updated Spearman Rank Correlation Notebook |
no responses |
06/04/2016 |
| Quantopian Lecture Series: The Good, the Bad, and the Correlated |
23 responses |
06/04/2016 |
| New variable at different points in time |
no responses |
06/04/2016 |
| set_commission, set_slippage |
5 responses |
06/04/2016 |
| Using an orderbook algo to analyse a trade log like collective2 VIX DayTrader |
2 responses |
06/04/2016 |
| Robinhood Trading: EMAs, SMAs and beyond |
no responses |
06/04/2016 |
| Comments on Backtests |
2 responses |
06/04/2016 |
| Cancelling Orders Error Or Misuse |
no responses |
05/04/2016 |
| Sample backtesting |
no responses |
05/04/2016 |
| How could I get the sum of market_cap based on country? |
no responses |
05/04/2016 |
| How Can I Implement a ETF Strategy Using Sharpe & Pipeline? |
4 responses |
05/04/2016 |
| Using multiple symbols |
no responses |
05/04/2016 |
| Seeking help for trading in Robinhood Instant Account |
1 response |
05/04/2016 |
| Question on Leverage: Does Quantopian Engine account for the cost of borrowing money (interest rate) when leveraging ? |
2 responses |
05/04/2016 |
| group_by Function |
no responses |
05/04/2016 |
| Record just a single point? |
no responses |
05/04/2016 |
| Volume Limited Orders |
1 response |
04/04/2016 |
| Long Term Investment Algorithm |
1 response |
04/04/2016 |
| Rolling Correlation |
no responses |
04/04/2016 |
| Bootstrapping |
6 responses |
04/04/2016 |
| Backtesting - forward vs backward |
4 responses |
04/04/2016 |
| Who's Live Trading and How Are You Doing? |
5 responses |
04/04/2016 |
| module request scipy.sparse.linalg.eigs |
no responses |
04/04/2016 |
| Limit Order Error |
1 response |
04/04/2016 |
| SIRI and ENDP missing morningstar fundamentals |
no responses |
03/04/2016 |
| skip x number of data |
no responses |
03/04/2016 |
| Identifying statistical mis-pricing |
3 responses |
03/04/2016 |
| Some QQQ dividends missing |
3 responses |
03/04/2016 |
| Simple Stocks, Bond, Gold reblance strategy with low drawdown |
1 response |
03/04/2016 |
| long-short mean reversion attempt |
5 responses |
02/04/2016 |
| No data for GOOG 2014-03-14 to 2014-03-26 |
1 response |
02/04/2016 |
| Detect new fundamentals in Research |
4 responses |
02/04/2016 |
| error - pd.set_option('mode.use_inf_as_null',True) |
no responses |
02/04/2016 |
| long vs short position |
3 responses |
02/04/2016 |
| Get Fundamentals in Research Returns 500 INTERNAL SERVER ERROR |
3 responses |
01/04/2016 |
| Price data errors in RSX |
no responses |
01/04/2016 |
| Available Cash |
no responses |
01/04/2016 |
| Getting different Sharpe ratio values from backtest and research tear sheet. |
no responses |
01/04/2016 |
| Pipeline API Feature Request: retrive single data points instead of a full array of data (window_length) |
1 response |
01/04/2016 |
| Swaption Vol Cube Arbitrage |
2 responses |
01/04/2016 |
| Comparing today's factor results versus previous days' factor results |
no responses |
01/04/2016 |
| is slippage a silly idea? |
11 responses |
01/04/2016 |
| Day vs Minute Backtest Results |
2 responses |
01/04/2016 |
| Bad morningstar.valuation.shares_outstanding value for HQCL |
2 responses |
01/04/2016 |
| Code security question |
2 responses |
01/04/2016 |
| Algo developers |
2 responses |
01/04/2016 |
| Anyone here... interested in Forex? and how to use fetcher and its file size limitations. |
no responses |
31/03/2016 |
| Coding a custom indicator (RSI-EMA) |
16 responses |
31/03/2016 |
| Quick backtest scheduled function times seem wrong |
1 response |
31/03/2016 |
| buy or sell on after x no. of days |
no responses |
30/03/2016 |
| where to get free or cheap survivor bias free data? |
4 responses |
30/03/2016 |
| Can I setup a new stock using my own local data and do backtesting ? |
no responses |
30/03/2016 |
| Event Study: The Rising Impact Of Earnings On Stock Returns |
2 responses |
30/03/2016 |
| Trading Live With IB second by second |
1 response |
30/03/2016 |
| Am I understanding this correctly? |
no responses |
30/03/2016 |
| Significant 1-Minute Backtester Data Issue |
10 responses |
30/03/2016 |
| python code for point&Figure charting /Rules |
1 response |
30/03/2016 |
| How to incoporate algorithms for backtesting |
no responses |
29/03/2016 |
| Explain meaning of first demo backtest |
no responses |
29/03/2016 |
| Position Object Questions |
8 responses |
29/03/2016 |
| Best custom benchmark to use for market-neutral strategies? |
1 response |
28/03/2016 |
| Index/Sector ETF MA Crossover |
1 response |
28/03/2016 |
| time series of factor exposures - please help |
1 response |
28/03/2016 |
| Looking for a programmer to code a strategy |
no responses |
28/03/2016 |
| Window Lengths |
1 response |
27/03/2016 |
| Holding Period |
no responses |
27/03/2016 |
| Context, Data and Dataframes (and help. please. pretty please) |
1 response |
26/03/2016 |
| Winning Percentage |
no responses |
26/03/2016 |
| Indian Market data- Backtesting |
no responses |
26/03/2016 |
| overnight processing of large data sets |
2 responses |
26/03/2016 |
| Buying at a certain time each month |
no responses |
26/03/2016 |
| This is charles-demo |
no responses |
25/03/2016 |
| access to Research page |
no responses |
25/03/2016 |
| cancel partially filled order at the end of day |
no responses |
25/03/2016 |
| pyfolio create_full_tear_sheet problem in research |
1 response |
25/03/2016 |
| Help converting Pine (TradingView) & ThinkOrSwim Language code into strategy |
no responses |
25/03/2016 |
| Back test Probelm |
no responses |
25/03/2016 |
| Is there any way to check FDA filings/approvals at the moment? |
1 response |
25/03/2016 |
| Crossover Function |
no responses |
25/03/2016 |
| Using Bollinger Bands with Pipeline to detect strong reaction to earnings |
no responses |
24/03/2016 |
| test post |
no responses |
24/03/2016 |
| Fetch own symbol ? |
no responses |
24/03/2016 |
| Using Fetcher |
no responses |
24/03/2016 |
| Dummy Universe for off-days |
no responses |
23/03/2016 |
| Can I make API or database calls within the quantopian platform |
1 response |
23/03/2016 |
| The Social Media Trader Mood Series Pt. 2: Research Design |
no responses |
23/03/2016 |
| Quantopian Paper Trading Question |
2 responses |
23/03/2016 |
| Technical Analysis Indicators |
7 responses |
23/03/2016 |
| Is it posssible to plot the second RECORD? |
7 responses |
23/03/2016 |
| Possible Issue with Estimize Data? |
5 responses |
23/03/2016 |
| Seeking help: Import securities from a list |
no responses |
23/03/2016 |
| Algorithm making unwanted transactions despite log showing otherwise |
6 responses |
23/03/2016 |
| Nanex NXcore |
1 response |
23/03/2016 |
| Simple Transforms |
3 responses |
23/03/2016 |
| Pipeline with single factor times out :( |
4 responses |
23/03/2016 |
| Filter is no longer created from factor comparison |
5 responses |
22/03/2016 |
| How do I unsubscribe from these emails? |
2 responses |
22/03/2016 |
| Market sentiment measure - NYSE percent of stocks above their 200 moving average |
no responses |
22/03/2016 |
| ES Previous Day High Low Open Close Data in CSV |
no responses |
22/03/2016 |
| Scale Zipline for large `data` a la Quantopian |
6 responses |
22/03/2016 |
| Pipeline Help : first filter and then compute. |
no responses |
22/03/2016 |
| Why the surge to implement social media data companies over economic data? |
5 responses |
22/03/2016 |
| QuantCon 2016 Agenda |
2 responses |
22/03/2016 |
| Problems to define the trading universe |
no responses |
22/03/2016 |
| Pipeline only for specific industry codes |
1 response |
22/03/2016 |
| I want to build a correlation moving average |
4 responses |
22/03/2016 |
| Runtime error |
no responses |
22/03/2016 |
| ML CSV question |
no responses |
21/03/2016 |
| Problem with initial trading amount |
no responses |
21/03/2016 |
| How to liquidate postions at market close? |
no responses |
21/03/2016 |
| Simple conditional buy/sell edit to MA strategy |
no responses |
21/03/2016 |
| Help with crossover strategy based on sector risk reversal |
no responses |
21/03/2016 |
| what is bar count in history really mean? |
2 responses |
21/03/2016 |
| Quantopian Newbie Question Back testing using user prepared CSV files |
4 responses |
20/03/2016 |
| Tearsheet Analysis of a LS portfolio: Worth of Q fund? |
1 response |
20/03/2016 |
| Backtest ID |
2 responses |
20/03/2016 |
| Simple VOOG, TLT and TVIX tail hedge re-balanced monthly |
4 responses |
20/03/2016 |
| Looking for a Quantopian tutor |
4 responses |
20/03/2016 |
| Help Change Simple Moving Average to an Exponential Moving Average |
3 responses |
19/03/2016 |
| First Quantopian Algorithm: low beta strategy |
no responses |
19/03/2016 |
| How to select stocks from my csv file fetcher |
3 responses |
19/03/2016 |
| Taiwan Workshop |
3 responses |
19/03/2016 |
| Weird runtime error with order_target_percent |
3 responses |
18/03/2016 |
| Measuring Momentum |
no responses |
18/03/2016 |
| code error help |
2 responses |
18/03/2016 |
| Quantopian in the news (brief mention on BBC) |
no responses |
18/03/2016 |
| Oil Shares Pair Trade based on Kalman Filter & Mahalanobis Distance |
3 responses |
18/03/2016 |
| 100-to-1 split missing |
no responses |
18/03/2016 |
| Looking for strategies that really work in real money term |
no responses |
18/03/2016 |
| Code/Math improvement for MAD optimization: LS Portfolio |
no responses |
18/03/2016 |
| unknown invalid syntax |
no responses |
18/03/2016 |
| Backtest data errors |
2 responses |
18/03/2016 |
| Help with Moving Average Crossover strategy |
no responses |
17/03/2016 |
| Attempting to create a Directional Trend Index? |
no responses |
17/03/2016 |
| Beneish Score (accounting manipulation) as Pipeline Factor: MemoryError |
2 responses |
17/03/2016 |
| talib MACD errors driving me crazy. |
5 responses |
17/03/2016 |
| Why |
3 responses |
17/03/2016 |
| Constraint for limiting long/short exposure: Portfolio Optimization |
no responses |
17/03/2016 |
| Opening Momentum Algo Help |
no responses |
17/03/2016 |
| BETA Calculation Method |
2 responses |
17/03/2016 |
| Hurst Maximizing Portfolio |
1 response |
17/03/2016 |
| Can't get security object from position |
2 responses |
17/03/2016 |
| Having pipeline run at market close? |
5 responses |
16/03/2016 |
| Rebalance using Robinhood |
18 responses |
16/03/2016 |
| Newb Moving Average/Standard Dev Question |
no responses |
16/03/2016 |
| Help required with update_universe |
no responses |
16/03/2016 |
| Average Directional Index - Would appreciate some ideas on how I can improve returns |
no responses |
15/03/2016 |
| Tell me what ya think |
no responses |
15/03/2016 |
| backtest 2 |
no responses |
15/03/2016 |
| momentum first backtest |
no responses |
15/03/2016 |
| Printing/publishing backtest results |
3 responses |
15/03/2016 |
| Sample Mean Reversion Algorithm - Hello, World |
no responses |
15/03/2016 |
| Why I can't use the order(sid(mysid), 20)? |
3 responses |
15/03/2016 |
| Split Adjustment Issue with EEQ, ATRO |
no responses |
15/03/2016 |
| Appreciate help implementing my strategy |
2 responses |
15/03/2016 |
| How do I get the VIX data from the pipeline? |
9 responses |
14/03/2016 |
| Cancel Unfilled Open Orders After A Specified Time |
3 responses |
14/03/2016 |
| Is it possible to easily get vx futures data? |
no responses |
14/03/2016 |
| Am I using history() incorrectly? |
no responses |
14/03/2016 |
| long-short mean reversion |
no responses |
13/03/2016 |
| How to iterate over positions and sell some of them? |
1 response |
13/03/2016 |
| Quantiacs? |
1 response |
13/03/2016 |
| error in USEquityPricing data? |
1 response |
13/03/2016 |
| Looking for Co-developer on a trading algorithm using binary clusters |
1 response |
13/03/2016 |
| What are the difference between Paper live trading & Brokerage live trading - Pls suggest |
1 response |
13/03/2016 |
| Long/Short strategy |
no responses |
13/03/2016 |
| BUY and SELL LimitOrder within a minute timeframe |
5 responses |
13/03/2016 |
| error using eventvestor |
1 response |
12/03/2016 |
| Value Momentum and Trend following |
7 responses |
12/03/2016 |
| Setting Universe in Initialize |
1 response |
12/03/2016 |
| Anomalous EDV ordering behavior |
2 responses |
11/03/2016 |
| Problem with a simple day average algorithm |
1 response |
11/03/2016 |
| Checking for KeyError: Equity |
2 responses |
11/03/2016 |
| Momentum with kelly strategy |
2 responses |
11/03/2016 |
| get data as vector instead of scalar? |
2 responses |
11/03/2016 |
| possible to simulate inputs to pipeline in the research platform? |
9 responses |
11/03/2016 |
| Need help in understanding Sample Momentum Algorithm |
1 response |
11/03/2016 |
| can't get notebook on lecture series |
16 responses |
11/03/2016 |
| Trailing Stop Help |
no responses |
10/03/2016 |
| set_commission Function |
no responses |
10/03/2016 |
| Detailed info on algo performance |
no responses |
10/03/2016 |
| Collaboration on algorithm testing |
no responses |
10/03/2016 |
| Save ouput got from pipeline |
3 responses |
09/03/2016 |
| Live Minutely Data - New to Quantopian |
2 responses |
09/03/2016 |
| Quantopian data bug ! daily close pricing wrong ? |
no responses |
09/03/2016 |
| Current Prices |
no responses |
09/03/2016 |
| Writing a desktop application |
1 response |
09/03/2016 |
| Pipeline timeout issues |
3 responses |
09/03/2016 |
| code for getting minute data into before_trading_start |
4 responses |
09/03/2016 |
| Negative EV trading |
3 responses |
08/03/2016 |
| Robinhood Live Trading Update: Stop Waiting 3 Days with Robinhood Instant |
46 responses |
08/03/2016 |
| Factor Tear Sheet |
15 responses |
08/03/2016 |
| API Question |
2 responses |
08/03/2016 |
| catching algoerror 2211 |
no responses |
08/03/2016 |
| Int and Boolean Types In Pipeline |
7 responses |
08/03/2016 |
| QuantCon 2016 Keynote Speaker Announced: Dr. Emanuel Derman |
no responses |
08/03/2016 |
| QuantCon 2016: Early Bird Tickets Available Now |
1 response |
08/03/2016 |
| Help please! |
no responses |
08/03/2016 |
| Before Trade Starts On First Day Of Algo Deployment |
3 responses |
08/03/2016 |
| Install zipline on win-64 |
20 responses |
08/03/2016 |
| Pipeline values don't match history() |
10 responses |
08/03/2016 |
| [Notebook] Generic events statistics |
no responses |
07/03/2016 |
| Where are Futures data? |
1 response |
07/03/2016 |
| Changes to how you use earnings calendar data |
no responses |
07/03/2016 |
| Tech sector strategy with SPY hedge and earnings call avoidance |
1 response |
07/03/2016 |
| Fitoussi-BONUS |
no responses |
07/03/2016 |
| COT Reports & Leveraged WTI ETFs |
no responses |
07/03/2016 |
| Commitment of Traders report on Oil ETF Performance |
2 responses |
07/03/2016 |
| When is Robinhood going to offer leverage trading? |
no responses |
06/03/2016 |
| Is the information ratio reported in Pyfolio correct? |
3 responses |
06/03/2016 |
| fetch_csv multiple columns - Always picking the last one |
1 response |
06/03/2016 |
| Add current positions to universe |
3 responses |
06/03/2016 |
| Reliability of fundamental data |
1 response |
05/03/2016 |
| Seeking Assistance in Building a Simple Indicator |
2 responses |
05/03/2016 |
| Looking for assistance in creating an indicator. |
no responses |
05/03/2016 |
| Understanding Open / Close Price Orders |
6 responses |
05/03/2016 |
| How to pick functions and parameters based on heat map |
no responses |
05/03/2016 |
| News Sentiment and News Volume based impulsive buying strategy |
no responses |
05/03/2016 |
| Manually adding stocks to Pipeline |
3 responses |
05/03/2016 |
| Paired-Switching for Tactical Portfolio Allocation |
no responses |
04/03/2016 |
| The "Transaction Details" is differ from what the algorithm "wants" |
no responses |
04/03/2016 |
| QuantCon Hackathon & Advanced Algo Trading Workshop on Sunday, April 10th |
7 responses |
04/03/2016 |
| What's your opinion on this Algorithmic trading service? |
1 response |
04/03/2016 |
| Equal Risk Contribution S&P Sector Portfolio (ERC) |
1 response |
04/03/2016 |
| Errors with insufficient information |
1 response |
04/03/2016 |
| Wow this is impressively mediocre |
no responses |
04/03/2016 |
| Join a panel for Quantopian users in Chicago! |
2 responses |
04/03/2016 |
| Contest: comparing apple to apple |
no responses |
04/03/2016 |
| Meta Strategy |
no responses |
04/03/2016 |
| Pyfolio - a few basic questions |
19 responses |
04/03/2016 |
| TURJEMAN - BONUS |
no responses |
03/03/2016 |
| FLEURANCE Bonus |
no responses |
03/03/2016 |
| New (Introduction) |
1 response |
03/03/2016 |
| COLASANTI - Bonus |
no responses |
03/03/2016 |
| Sharing code for different algorithms |
4 responses |
03/03/2016 |
| How to get all the fundamental data of a stock? |
1 response |
03/03/2016 |
| Why so much available cash after using order_target_percent(stock, 1.0)? |
6 responses |
03/03/2016 |
| Top Divided |
3 responses |
03/03/2016 |
| Getting trading days in research |
no responses |
03/03/2016 |
| Bollinger Bands Permutations |
1 response |
03/03/2016 |
| Quantopian Tutorial Series |
29 responses |
02/03/2016 |
| API for retrieving paper-trading results? |
no responses |
02/03/2016 |
| Intraday Pair Trading |
1 response |
02/03/2016 |
| Indexing Mistake |
2 responses |
02/03/2016 |
| Is it possible to track separate lots for the same security? |
7 responses |
02/03/2016 |
| Singapore Workshop on March 21st and 22nd |
no responses |
02/03/2016 |
| Fundamental data not available in backtesting |
4 responses |
02/03/2016 |
| Sharing an Image |
6 responses |
02/03/2016 |
| Having trouble creating trading signals with Pipeline |
3 responses |
01/03/2016 |
| How to filter equity types or classes in Pipeline? |
13 responses |
01/03/2016 |
| How to use multiple filters with pipe.set_screen ? |
5 responses |
01/03/2016 |
| before_trading_start price values not as expected. |
5 responses |
01/03/2016 |
| context.portfolio_value |
no responses |
01/03/2016 |
| first algo test using vix for market timing |
no responses |
01/03/2016 |
| Worlds best algorithm? |
8 responses |
01/03/2016 |
| week in month date_rules |
no responses |
01/03/2016 |
| Algo: Momentum using EMA and STOCH |
no responses |
29/02/2016 |
| Confused over order_target_percent. |
5 responses |
29/02/2016 |
| Calculating Gaps and HOD/LOD |
2 responses |
29/02/2016 |
| Organizing Algorithms with Folders |
4 responses |
29/02/2016 |
| Quantopian Interactive Brokers Connection Bug |
1 response |
29/02/2016 |
| NYC Workshop Hackathon |
3 responses |
28/02/2016 |
| np.lib.stride_tricks.as_strided support |
6 responses |
28/02/2016 |
| How do I add price to pipeline? |
2 responses |
28/02/2016 |
| No trades with large stock universe |
no responses |
28/02/2016 |
| Backtesting based on rank in SP500 |
7 responses |
28/02/2016 |
| check if symbol is ETF or stock? |
4 responses |
28/02/2016 |
| Implementation of tax simulation |
no responses |
27/02/2016 |
| history API available in before_trading_start? |
10 responses |
27/02/2016 |
| Guys Do you know work around "If some one working with Investment banking they cant trade market freely I mean there is lots of constraints like holding 30 days etc" |
no responses |
27/02/2016 |
| Q: How do you filter Pipeline output by SID/Ticker? |
5 responses |
26/02/2016 |
| New Data Available in Algorithms and Research |
16 responses |
26/02/2016 |
| Dynamic Target Percent Issue (?) |
no responses |
26/02/2016 |
| Does Quantopian framework has built in library for Support Vector Machine? |
1 response |
26/02/2016 |
| NYSE Stocks: Can't place orders |
no responses |
26/02/2016 |
| Custom Factor - ATR |
9 responses |
26/02/2016 |
| Delisted Securities Now Removed from Portfolio |
21 responses |
26/02/2016 |
| Helping out a beginner (pipeline ranking) |
6 responses |
26/02/2016 |
| MarketCap Issue Using Pipeline for Real Money Trading |
3 responses |
25/02/2016 |
| Using TA-Lib Functions in Pipeline |
no responses |
25/02/2016 |
| Does anyone have any experince using patent data to inform you algorithms? |
1 response |
25/02/2016 |
| USO/GLD (Oil/Gold) Pairs Trading Algo using real price of Gold |
1 response |
24/02/2016 |
| New user, simple algorithm, weird result |
3 responses |
24/02/2016 |
| Stop loss in gap strategy |
4 responses |
24/02/2016 |
| Sydney Quantopian Workshop on March 26th |
no responses |
24/02/2016 |
| Going about writing a P/E-based algo? |
3 responses |
24/02/2016 |
| Quantopian's First Discretionary Capital Allocations |
46 responses |
24/02/2016 |
| Pipeline VIX data wrong? |
2 responses |
24/02/2016 |
| Get_backtest() / Pyfolio not working in research |
3 responses |
24/02/2016 |
| Would someone mind sharing competition winning algo just for reference ? |
2 responses |
24/02/2016 |
| IB paper trading - password not accepted. |
2 responses |
24/02/2016 |
| Brainstorming Trading Strategy |
no responses |
24/02/2016 |
| ERROR - Help? |
2 responses |
24/02/2016 |
| Basic long/short margin question |
4 responses |
23/02/2016 |
| Crowdsourcing Genetic Algorithm Ideas |
no responses |
23/02/2016 |
| Calculating moving averages |
1 response |
23/02/2016 |
| mark 15 minute high of the day |
3 responses |
23/02/2016 |
| Basic 200SMA Algorithm |
3 responses |
23/02/2016 |
| QuantCon 2016: Special Discount for Our Community |
2 responses |
23/02/2016 |
| How do you check for valid symbols in Quantoptian? |
1 response |
23/02/2016 |
| [seeking help] syntax error |
1 response |
23/02/2016 |
| Can't figure out even a simple example of using Stocktwits basic data stocktwits_limited_free |
2 responses |
22/02/2016 |
| NYC Workshop this Sunday |
no responses |
22/02/2016 |
| Are the 'pe ratio' wrong? Or my code has error? |
8 responses |
22/02/2016 |
| The pe_ratio are wrong? Or my code are wrong? |
no responses |
22/02/2016 |
| Online Long/Short Fundamental Equity Strategy |
no responses |
22/02/2016 |
| Removing a security from a custom universe |
no responses |
22/02/2016 |
| Scheduler overide beyond 1 month? |
6 responses |
21/02/2016 |
| Backtest: What happens to an acquired company? |
2 responses |
20/02/2016 |
| Q Fund Question |
3 responses |
20/02/2016 |
| Simple Ideas for a Mean Reversion Strategy with Good Results |
no responses |
19/02/2016 |
| Numerai - hedge fund machine learning crowdsourced contest |
3 responses |
19/02/2016 |
| Stocks missing split adjustment |
21 responses |
19/02/2016 |
| Order Through Robin hood vs Order Target Value? |
no responses |
19/02/2016 |
| How to extract a timeseries for a single stock from the data returned from history |
no responses |
19/02/2016 |
| Filter out ADRs/GDRs and non-primary shares in pipeline. (HELP) |
1 response |
19/02/2016 |
| IDE improvement requests |
2 responses |
19/02/2016 |
| Limit Orders Not Backtesting Properly? |
5 responses |
19/02/2016 |
| Algorithm tutor needed |
2 responses |
18/02/2016 |
| problem isolating sid values to enter into the order function |
no responses |
18/02/2016 |
| Pipeline for fundamentals timing out |
no responses |
18/02/2016 |
| New error message: NotAllowedInLiveWarning: The fundamentals attribute valuation.shares_outstanding is not yet allowed in broker-backed live trading |
15 responses |
18/02/2016 |
| Robin hood Holding Money |
5 responses |
18/02/2016 |
| I need a help with schedule_function |
1 response |
18/02/2016 |
| Help with Open vs. Prev Low/High Algo |
no responses |
18/02/2016 |
| MACD Disappoints |
5 responses |
18/02/2016 |
| Pipeline and Real Money Trading: any guidelines on what we need to screen out? |
1 response |
18/02/2016 |
| Get_pricing data freshness? |
no responses |
18/02/2016 |
| Price and volatility on oil |
2 responses |
18/02/2016 |
| Risk-less Strategies |
19 responses |
18/02/2016 |
| RSI Disappoints |
1 response |
18/02/2016 |
| Contest 8 Winner: Robert Shanks |
17 responses |
17/02/2016 |
| Penny Stock Trading with Robinhood |
5 responses |
17/02/2016 |
| Getting incorrect values from before_trading_start() |
no responses |
17/02/2016 |
| Lower lows for previous 3 days in pipeline API |
3 responses |
17/02/2016 |
| Shifting Csv Data - Simple Question |
2 responses |
17/02/2016 |
| All time New High |
4 responses |
17/02/2016 |
| Error with set_screen() |
1 response |
17/02/2016 |
| Is it possible to import external return data into pyfolio? |
10 responses |
16/02/2016 |
| Contest 8 result ? |
4 responses |
16/02/2016 |
| Optimal Determination of Minimum Variance Sets |
no responses |
16/02/2016 |
| How do I change moving average from days to minutes? |
1 response |
16/02/2016 |
| Quantopian Tutorial: Lesson 3 - Basic Fundamentals with Piotroski Score, Growth Stocks, and Uptrending Volatile Small Cap Algorithms |
39 responses |
16/02/2016 |
| Quantopian Tutorial with Portfolio Rebalance Algorithm: Lesson 2 - Universe, Fetcher, and Schedule_function |
16 responses |
16/02/2016 |
| Quantopian Tutorial with Sample Momentum Algorithm - Lesson 1: The basics of the IDE |
24 responses |
16/02/2016 |
| Start time trading |
4 responses |
16/02/2016 |
| Pipeline Now Available in Real Money Trading |
13 responses |
16/02/2016 |
| algo testing |
1 response |
16/02/2016 |
| Rebalancing less frequently than 1 month (HELP) |
5 responses |
16/02/2016 |
| R Integration |
no responses |
16/02/2016 |
| SPY/TLT rotation strategy - help much appreciated |
2 responses |
16/02/2016 |
| Pipeline: force stocks inclusion regardless of screening |
no responses |
16/02/2016 |
| Make algorithm faster? (bollinger bands) |
no responses |
16/02/2016 |
| Possible Quantopian bug: I have a position inside my position |
4 responses |
15/02/2016 |
| initial capital minute data |
no responses |
15/02/2016 |
| Strategy mix |
no responses |
15/02/2016 |
| Schedule_function for annual fundamentals-based rebalance? |
no responses |
15/02/2016 |
| The notebook of Pair Trading in the Quantopian Lecture is missing |
3 responses |
15/02/2016 |
| Moving Average Backtest Questions |
no responses |
14/02/2016 |
| Size limit to context object? |
1 response |
14/02/2016 |
| Filtering 'OTCPK' does nothing fyi |
no responses |
14/02/2016 |
| How to find companies that reported earnings N days ago? |
3 responses |
14/02/2016 |
| Saving trained sklearn models for live trading? |
1 response |
13/02/2016 |
| Shorting stocks - special margin, lending rates, etc |
2 responses |
13/02/2016 |
| HOW DO HEDGE FUNDS KEEP THEIR CODE SECURE AND EXECUTE FASTEST POSSIBLE? |
4 responses |
13/02/2016 |
| Code question regarding Pipeline data and custom factors |
2 responses |
13/02/2016 |
| Extracting List Data Into Hashable Type |
1 response |
13/02/2016 |
| quant art - for fun |
no responses |
12/02/2016 |
| QuantCon 2016: Emanuel Derman, Marcos López de Prado, Ernie Chan & More! |
no responses |
12/02/2016 |
| AttributeError: 'float' object has no attribute 'shift' |
1 response |
12/02/2016 |
| How to remove delisted stock symbols from history()? |
1 response |
12/02/2016 |
| How To Reference A Recorded Variable |
1 response |
11/02/2016 |
| Momentum and Markowitz: a Golden Combination |
6 responses |
11/02/2016 |
| Days to earnings in research platform |
1 response |
11/02/2016 |
| Stocks On The Move by Andreas Clenow |
176 responses |
11/02/2016 |
| A professional's strategy development process |
no responses |
11/02/2016 |
| The 101 Alphas Project |
60 responses |
11/02/2016 |
| Anyone for hire? |
1 response |
11/02/2016 |
| A tearsheet analysis, 10-months OOS, for fun and discussion. |
no responses |
11/02/2016 |
| beginner question on before_trading_start |
1 response |
11/02/2016 |
| Paris Assas Class 2016 Hackpetition |
54 responses |
11/02/2016 |
| is ta-lib thread safe |
no responses |
11/02/2016 |
| Can you access the Benchmark in coding? |
8 responses |
11/02/2016 |
| ZigZag implementation example |
3 responses |
11/02/2016 |
| TypeError: 'Timestamp' object is not iterable |
no responses |
11/02/2016 |
| Effective Pipeline calculation time out? |
no responses |
11/02/2016 |
| How do stop-loss orders affect trading strategy performance? |
no responses |
11/02/2016 |
| real dumb question about order function |
2 responses |
11/02/2016 |
| Sparsity in fundamental data metrics |
2 responses |
10/02/2016 |
| How to Pass Information for Backtest in Research Notebook? |
1 response |
10/02/2016 |
| How to filter exchange_id in Pipeline |
4 responses |
10/02/2016 |
| NYC Quantopian Workshop on February 28th |
no responses |
10/02/2016 |
| Making average 4-5% return in a month,irrespective of market movement. |
1 response |
10/02/2016 |
| Is there a way to backup algorithms and NBs? |
no responses |
10/02/2016 |
| error trying to run plot of kalman filter for my own trading product |
no responses |
10/02/2016 |
| All Seasons Strategy - from Tony Robbins' interview with Ray Dalio |
1 response |
09/02/2016 |
| Backtesting to 6 months of live trading - a tearsheet analysis |
9 responses |
09/02/2016 |
| Pipeline API Backtest in Research Environment |
2 responses |
09/02/2016 |
| TradeZero |
no responses |
09/02/2016 |
| Crossing moving averages and signal types |
no responses |
09/02/2016 |
| Short Term Reversion with Smart Portfolio Construction |
10 responses |
09/02/2016 |
| It seems that no trades are occurring, and I can't figure out why. |
1 response |
09/02/2016 |
| Calling the kalman filter function with data from history function |
no responses |
08/02/2016 |
| Backtest failing constantly and randomly |
17 responses |
08/02/2016 |
| Pipeline down? |
1 response |
08/02/2016 |
| Schedule Function Loop? |
no responses |
08/02/2016 |
| My first backtest based on EBIT/EV |
no responses |
08/02/2016 |
| New on Quantopian, first algo nort working as I thought it would. |
no responses |
08/02/2016 |
| Basic (I think) Question About Variables |
3 responses |
08/02/2016 |
| Exporting data to csv |
6 responses |
08/02/2016 |
| Question about how often program runs and how it works. |
3 responses |
07/02/2016 |
| Bug Encountered with my first algorithm |
no responses |
07/02/2016 |
| Python to VBA |
no responses |
07/02/2016 |
| Filtering Boolean Operators |
3 responses |
07/02/2016 |
| Looking for a simple example to gain forward motion |
1 response |
07/02/2016 |
| Some Stats in Quantopian |
5 responses |
07/02/2016 |
| Create Universe Based On Price From Pipeline Results |
no responses |
07/02/2016 |
| Custom factor for days since IPO date |
10 responses |
06/02/2016 |
| Help with Optimisation |
no responses |
06/02/2016 |
| Quantopian Workshop in London |
6 responses |
06/02/2016 |
| minimum variance w/ constraint |
69 responses |
06/02/2016 |
| simulate a 3x etf |
3 responses |
06/02/2016 |
| Seeking Help: Selecting What to Buy |
1 response |
06/02/2016 |
| Quantopian/Reuters: How Mass Shootings & Politics Boost Gun Shares |
13 responses |
05/02/2016 |
| Rolling Regression Window Size issue |
no responses |
05/02/2016 |
| Notebook If Statements, Simple Question |
2 responses |
05/02/2016 |
| get all symbols under given index |
10 responses |
04/02/2016 |
| Estimating spreads from OHLC |
no responses |
04/02/2016 |
| Robinhood Question---Available trading cash |
2 responses |
04/02/2016 |
| Uncorrelated Return Stream Model |
no responses |
04/02/2016 |
| Testing Earnings Date triggers with Fetcher |
4 responses |
04/02/2016 |
| from quantopian with love |
1 response |
04/02/2016 |
| Backtesting doesn't work |
5 responses |
04/02/2016 |
| Over-rebalancing |
2 responses |
03/02/2016 |
| The Truth Value of DataFrame Is Ambiguous |
4 responses |
03/02/2016 |
| Error Message Mysteries |
no responses |
03/02/2016 |
| Impossible to follow change in fundamentals (e.g. change in inventory / sales) over time with get_fundamentals? |
3 responses |
03/02/2016 |
| For Robinhood trading |
117 responses |
03/02/2016 |
| Seeking Help to Check if Strategy is Correctly Coded |
3 responses |
03/02/2016 |
| Skewness and kurtosis |
3 responses |
03/02/2016 |
| Introducting myself and first question: is Bloomberg useful? |
3 responses |
03/02/2016 |
| Why not showing the contest entry backtest graphs? |
1 response |
03/02/2016 |
| getting the weekly high of a stock |
3 responses |
02/02/2016 |
| build algorithm does not work every time |
1 response |
02/02/2016 |
| prices are different between quantopian an other sources |
2 responses |
02/02/2016 |
| When Will .Open Be Fixed? |
11 responses |
02/02/2016 |
| Python Newbie needs help understanding why orders aren't executing (nevermind figured it out, but post won't delete!) |
no responses |
02/02/2016 |
| What is Time Frame of Fundamentals Data? |
8 responses |
02/02/2016 |
| Returns factor needs tweaking |
13 responses |
01/02/2016 |
| How to Change Initial Capital in Research Environment |
no responses |
01/02/2016 |
| A couple of algo ideas from a newbie |
4 responses |
01/02/2016 |
| Problem in calculating percentile score of current value compared to its history |
3 responses |
01/02/2016 |
| an issue with fundamentals.valuation_ratios.total_yield data |
1 response |
31/01/2016 |
| Help me. I don't know what to do?? |
4 responses |
31/01/2016 |
| Backtesting daily minute data? |
2 responses |
31/01/2016 |
| Get all tradable symbols at any historic date - Research API |
1 response |
31/01/2016 |
| order in the future |
4 responses |
30/01/2016 |
| RSI multiple securities |
3 responses |
30/01/2016 |
| Is The Bear Market Back? Here Is Google's Answer |
2 responses |
30/01/2016 |
| How To Utilize Pipeline For 8000+ Securities? |
2 responses |
30/01/2016 |
| Any University of Houston students working through Quantopian? |
no responses |
30/01/2016 |
| Algo stops after a while with error "Exception: inputs are all NaN" |
no responses |
30/01/2016 |
| Best EBIT/TEV from each sector |
2 responses |
30/01/2016 |
| Understanding the main chart |
no responses |
30/01/2016 |
| Missing Sentiment Data? |
9 responses |
30/01/2016 |
| Seeking help: Error " Argument has incorrect type" |
7 responses |
29/01/2016 |
| APT&Pairs Trading by PCA between SPY and 10 US market sectors |
3 responses |
29/01/2016 |
| Fortune Mag article... |
5 responses |
29/01/2016 |
| Industry and Sector Information |
2 responses |
29/01/2016 |
| PIPELINE - Stocks up 4% and greater |
12 responses |
29/01/2016 |
| Mean Reversion from SPX |
no responses |
29/01/2016 |
| 5 minute mode? |
5 responses |
29/01/2016 |
| Help With Adaptive RSI Algorithm |
3 responses |
29/01/2016 |
| Value Weighted Index Algo |
1 response |
28/01/2016 |
| Excluding/including certain stocks from orders in a multiple security algo |
2 responses |
28/01/2016 |
| First Algorithm |
2 responses |
28/01/2016 |
| How To Filter Stocks By Price And Percent Gain |
6 responses |
28/01/2016 |
| Online updates of Kalman filters with inhomogeneous (non-equal-time-step) observations |
3 responses |
28/01/2016 |
| Article about Spencer (and Michael) - Congrats! |
no responses |
28/01/2016 |
| totally simple question about batch transform and history - from the help file |
3 responses |
28/01/2016 |
| Unable to use Estimize Consensus Estimates in Backtester |
1 response |
28/01/2016 |
| Round-trip trade analysis |
32 responses |
28/01/2016 |
| Concept of Project |
2 responses |
28/01/2016 |
| Research platform bug? |
9 responses |
28/01/2016 |
| Research and Development Factor Models |
no responses |
28/01/2016 |
| Help with buying and selling ETF based on MACD of SPY. |
no responses |
27/01/2016 |
| Paris Algo Trading Workshop on the 10th of February |
5 responses |
27/01/2016 |
| BlackRock Residuals Analysis |
1 response |
27/01/2016 |
| Help: Algo does not send orders |
8 responses |
27/01/2016 |
| OLMAR with Fundamentals and Momentum Ranking |
1 response |
27/01/2016 |
| Quantopian Lecture Series: Long-Short Equity Algorithm |
76 responses |
27/01/2016 |
| How to use Fetcher to get Bitcoin prices? |
no responses |
26/01/2016 |
| Merging Custom Pipeline() Computation with Get_Fundamentals? |
1 response |
26/01/2016 |
| Sklearn library version out of date? |
6 responses |
26/01/2016 |
| problem with sentdex data |
4 responses |
26/01/2016 |
| For Shaun |
1 response |
25/01/2016 |
| London Algo Trading Workshop on the 6th of February |
1 response |
25/01/2016 |
| BlackRock Training Portfolio Exposure Hackathon |
12 responses |
25/01/2016 |
| Important Study Confirms Non-Linear Evidence of Causal Effects of Social Media on Market Prices using PSYCHSIGNAL dataset |
1 response |
25/01/2016 |
| Struggling with Relative Strength |
13 responses |
25/01/2016 |
| Cannot access fundamental data from research platform - 500 internal server error |
1 response |
25/01/2016 |
| can not connect to IB account |
3 responses |
25/01/2016 |
| Is there are a public library for useful trading algos to start with? |
6 responses |
24/01/2016 |
| How to Build a Pairs Trading Strategy on Quantopian? |
93 responses |
24/01/2016 |
| How to read previous trading day's minute volume and price (open and close)? |
1 response |
24/01/2016 |
| Missing run_pipeline in research API? |
3 responses |
23/01/2016 |
| Request for Pointers: Stocks portfolio - Daily long only adjustment for trending stocks in list |
1 response |
23/01/2016 |
| Research notebook ImportError: No module named algorithm |
2 responses |
23/01/2016 |
| Has Quantopian become all you had hoped it would be? |
35 responses |
23/01/2016 |
| NYC Workshop Post |
no responses |
23/01/2016 |
| Market Structure |
no responses |
23/01/2016 |
| 11,823,387.9% return in a single year |
2 responses |
23/01/2016 |
| Algo disqualified: backtest took too long |
7 responses |
23/01/2016 |
| How to Print or Log Specific Factors and Values |
3 responses |
22/01/2016 |
| Window length limit |
3 responses |
22/01/2016 |
| Missing from leaderboard |
3 responses |
22/01/2016 |
| Raw History request |
2 responses |
22/01/2016 |
| Quantopian hedge fund - how's it going? |
5 responses |
22/01/2016 |
| Single stock Beta calculation? |
1 response |
22/01/2016 |
| Momentum strategy using volatility and volume |
8 responses |
21/01/2016 |
| BlackRock Workshop Momentum Strategies |
6 responses |
21/01/2016 |
| Buying and holding SPY returns different results from Benchmark SPY |
6 responses |
21/01/2016 |
| TVIX split historical adjustment |
5 responses |
21/01/2016 |
| BlackRock Workshop: Introduction to Research Notebook |
11 responses |
21/01/2016 |
| Connection Error raised when trying to get_fundamentals in research |
4 responses |
21/01/2016 |
| Unexplained number of stocks |
2 responses |
21/01/2016 |
| Non-Trading (Do Not Trade) option |
5 responses |
21/01/2016 |
| Post Deleted No more answer needed. |
2 responses |
21/01/2016 |
| Why does "long/short on recently good/bad stocks " strategy perform so bad? |
6 responses |
21/01/2016 |
| Fetch list of symbols after market open |
7 responses |
21/01/2016 |
| BlackRock Uncorrelated Challenge |
9 responses |
20/01/2016 |
| Interesting idea: cross-sectional bootstrapping for factor models |
4 responses |
20/01/2016 |
| Can you add a feature "liked" list for community users |
3 responses |
20/01/2016 |
| Millisecond Trading |
3 responses |
20/01/2016 |
| Good back test result today! |
1 response |
20/01/2016 |
| How to record and plot the average holding period |
6 responses |
19/01/2016 |
| html scrape with pandas |
3 responses |
19/01/2016 |
| Fundamental data in pipeline not updated in 2008-2010 |
5 responses |
19/01/2016 |
| Short-term treasury as an asset |
7 responses |
19/01/2016 |
| Small mean reverting portfolios |
12 responses |
19/01/2016 |
| Curve Calculation |
2 responses |
19/01/2016 |
| Bug in Tutorial - Using Fundamental Data Notebook |
2 responses |
19/01/2016 |
| Pipeline Indexing Help |
2 responses |
18/01/2016 |
| Leaderboard Updates |
1 response |
18/01/2016 |
| Question about real money trading in Interactive Brokers |
1 response |
18/01/2016 |
| TypeError for stock 'MYLNG' : data[sec].price: TypeError: exceptions must be old-style classes or derived from BaseException, not NoneType |
1 response |
18/01/2016 |
| Accern sentiment data |
1 response |
18/01/2016 |
| How does the talib compute MACD ? Why the value is different ? |
4 responses |
18/01/2016 |
| Newb needs help |
3 responses |
17/01/2016 |
| Using CSV fetcher to set universe |
13 responses |
17/01/2016 |
| Dogs of the Dow |
7 responses |
17/01/2016 |
| Weather Data/Weather Forcasted Data. |
3 responses |
16/01/2016 |
| low-capital conservative algo for Robinhood? |
10 responses |
15/01/2016 |
| USEquityPricing Bug for Apple? |
1 response |
15/01/2016 |
| What did I do here?? |
4 responses |
15/01/2016 |
| NYC Quantopian Workshop on January 23rd |
no responses |
15/01/2016 |
| Get all active symbols at any historic date? |
2 responses |
15/01/2016 |
| Leverage shoots up on the Minute data mode |
5 responses |
14/01/2016 |
| Implementing cap weighting within pipeline? |
3 responses |
14/01/2016 |
| Market Open +390? |
2 responses |
14/01/2016 |
| is no-short pairs trading possible? |
4 responses |
14/01/2016 |
| Pipeline API orders |
2 responses |
14/01/2016 |
| Get Your Feet Wet Algorithm |
3 responses |
14/01/2016 |
| Market Size for Algo Trading |
no responses |
14/01/2016 |
| Pipeline CustomFactor: how to set a default value for custom parameters |
2 responses |
14/01/2016 |
| Pipeline in Research frozen for fundamental data |
4 responses |
14/01/2016 |
| How to move portfolio to specific ETF or Stock instead of cash |
1 response |
14/01/2016 |
| ATR Never Seems to Get Used |
1 response |
13/01/2016 |
| Feature request: in live trading dashboard, total account equity |
1 response |
13/01/2016 |
| Searching for a funtion |
1 response |
13/01/2016 |
| How to order one stock from a list of stocks? |
3 responses |
13/01/2016 |
| For my GMU BDP Class |
no responses |
13/01/2016 |
| Unable to Order |
3 responses |
13/01/2016 |
| Trying to understand Quantopian's data sets |
2 responses |
13/01/2016 |
| Will our algorithms ever get a time slot dedicated to intensive computation? |
no responses |
13/01/2016 |
| Nevsky's Taylor Blames Algos in Closing $1.5 Billion Hedge Fund |
2 responses |
13/01/2016 |
| Sort by daily winner/loser |
1 response |
13/01/2016 |
| SIDData confusion |
4 responses |
12/01/2016 |
| How does Quantopian do auto execution? |
1 response |
12/01/2016 |
| Creating New Algo |
1 response |
11/01/2016 |
| Interesting read on equity factors |
no responses |
11/01/2016 |
| Live Webinar: Using News Sentiment in Your Algorithm on January 13th at 2pm ET |
1 response |
11/01/2016 |
| Backtesting needed for basic ETF strategy |
1 response |
11/01/2016 |
| order_target_percent(); doubts |
2 responses |
11/01/2016 |
| Text Alerts |
7 responses |
11/01/2016 |
| How to Handle Large Initial Computations |
2 responses |
11/01/2016 |
| ECN meaning in market |
1 response |
11/01/2016 |
| Single Stock Algo |
4 responses |
11/01/2016 |
| Looking for help on first Algo |
3 responses |
11/01/2016 |
| Help for my first algorithm ! |
1 response |
10/01/2016 |
| Track values |
1 response |
10/01/2016 |
| Get yesterday's stock returns |
1 response |
10/01/2016 |
| Can't figure out why I am making a loss with a simple algo |
7 responses |
10/01/2016 |
| Track Record of "The Crystal Ball" Trading Strategy |
1 response |
10/01/2016 |
| confusion over when can a stock be ordered? |
5 responses |
10/01/2016 |
| fetch_csv partial information |
3 responses |
10/01/2016 |
| Liquidating |
no responses |
10/01/2016 |
| Dealing with partial fills / low liquidity? (Sync, async, order modification pains) |
12 responses |
10/01/2016 |
| The Crystal Ball |
1 response |
10/01/2016 |
| Quantopian Workshop San Francisco 2016 Tearsheets |
3 responses |
10/01/2016 |
| Dealing with stock splits |
1 response |
09/01/2016 |
| Optimized value of Beta and $ nuetrality in short/long portfolio - Intersting article |
1 response |
09/01/2016 |
| How can I test different values for a variable in one run? |
3 responses |
09/01/2016 |
| Individual Exchange Volume |
1 response |
09/01/2016 |
| My First Script - simple yet effective I suppose |
3 responses |
09/01/2016 |
| Unable to reconcile return on equity?? |
no responses |
09/01/2016 |
| Stopping the algorithm? |
2 responses |
09/01/2016 |
| Trying to return the weight of a stock in the portfolio adds it into the portfolio |
2 responses |
09/01/2016 |
| Need Help - MOMO strategy |
1 response |
09/01/2016 |
| get_backtest throws NoSuchAlgorithm exception |
no responses |
09/01/2016 |
| Quantopian Algorithm, EMA and RSI Indicators |
19 responses |
08/01/2016 |
| Anyone knows if Quantopian has a plan to add Futures or Options historical minute data feed recently ? |
1 response |
08/01/2016 |
| Stale contest results |
3 responses |
08/01/2016 |
| Stale VIX pipeline feed? |
12 responses |
08/01/2016 |
| IDE code completion and tooltips? |
2 responses |
08/01/2016 |
| What's the difference between logging vs printing? |
2 responses |
08/01/2016 |
| Buy at open, sell at close |
10 responses |
08/01/2016 |
| How to get current position to update to zero after selling all positions? |
3 responses |
07/01/2016 |
| Implementing Frog in the Pan algorithm from Alpha Architects |
14 responses |
07/01/2016 |
| Quantified Strategy buy at open, sell on close, .. why am I getting different results in Quantopian...? |
13 responses |
07/01/2016 |
| Adventures outside Quantopian |
4 responses |
07/01/2016 |
| [podcast] Interview with James Thomas, Director of Research for Headlands Technologies, LLC |
no responses |
07/01/2016 |
| An implementation of the Robust Asset Allocation Strategy from Alpha Architects |
18 responses |
06/01/2016 |
| SEF: No liquidity?? |
4 responses |
06/01/2016 |
| Open Invitation to Collaborate |
no responses |
06/01/2016 |
| Will fetcher eventually be allowed for use in Quantopian Open? |
6 responses |
06/01/2016 |
| Price data glitch due to splits? (EEQ) |
6 responses |
06/01/2016 |
| No NumPy argpartition? |
1 response |
06/01/2016 |
| How do I get the stop order to work? |
no responses |
05/01/2016 |
| Can someone help me get my stop-order to work? |
4 responses |
05/01/2016 |
| Bokeh module in Research |
1 response |
05/01/2016 |
| Research: Help - Why are my orders not being filled? |
no responses |
05/01/2016 |
| Is it my Python code problem or IDE problem? |
1 response |
05/01/2016 |
| Valuation ratios error |
6 responses |
05/01/2016 |
| Quantopian Intro to Algo Trading Workshop in San Francisco this Saturday |
no responses |
04/01/2016 |
| Storing fundamental data and using in paper/live trading |
3 responses |
04/01/2016 |
| Quantopian Algo Trading Workshop in Mountain View, CA on January 3rd |
no responses |
04/01/2016 |
| Issue with Stock EEQ? |
1 response |
04/01/2016 |
| Could you please confirm these key points about Quantipian / Zipline (and update FAQ?) |
4 responses |
04/01/2016 |
| Positions and orders - are those tracked by Zipline or pulled from IB account during live trading? |
2 responses |
04/01/2016 |
| Contest Results Plot |
13 responses |
04/01/2016 |
| Find Coder to Assist |
7 responses |
03/01/2016 |
| Quantopian Mt. View Workshop Exercise Notebook |
2 responses |
03/01/2016 |
| Picking stocks based on the Kelly Criterion |
3 responses |
03/01/2016 |
| exception handling help. |
3 responses |
03/01/2016 |
| Using pipeline to make list of stocks |
4 responses |
03/01/2016 |
| Does get_pricing frequency method support weekly and monthly? |
1 response |
03/01/2016 |
| Buy SPY Single |
3 responses |
03/01/2016 |
| Simple Cubic Model Beats S&P 500 |
no responses |
03/01/2016 |
| Error: TimeoutException: Too much time spent in handle_data call |
4 responses |
02/01/2016 |
| Replicate Buy-on-Gap strategy in the book Algorithmic Trading |
6 responses |
02/01/2016 |
| Sector "Value" Strategy |
1 response |
02/01/2016 |
| Security in history but not in data? |
2 responses |
02/01/2016 |
| Using a set of state variables in a user Defined CustomFactor |
6 responses |
02/01/2016 |
| Trouble Building Custom Factors that Return Strings |
8 responses |
02/01/2016 |
| Possible bug in update universe function |
no responses |
02/01/2016 |
| How to replicate shorting VXX? |
9 responses |
02/01/2016 |
| I am very keen to learn about how to make an algorithm! |
3 responses |
01/01/2016 |
| Use if sid() with vairable security id |
3 responses |
01/01/2016 |
| Saving State and Recovering from Failure |
1 response |
01/01/2016 |
| wrong stock price data for backtesting |
2 responses |
01/01/2016 |
| Pandas Version |
8 responses |
01/01/2016 |
| minute backtest doesn't work |
no responses |
01/01/2016 |
| help with robinhood |
no responses |
01/01/2016 |
| Possible bug in get_open_orders() |
1 response |
01/01/2016 |
| Identifying Non Farm Payrolls (first friday of each month) |
9 responses |
01/01/2016 |
| How to fix my for-loop to order one stock at a time? |
2 responses |
01/01/2016 |
| minute backtest not working, while daily works |
3 responses |
31/12/2015 |
| Multi-factor weighted ranking |
1 response |
31/12/2015 |
| What is triggering this stop order? |
1 response |
31/12/2015 |
| Problem placing a stop order |
2 responses |
31/12/2015 |
| How to load existing backtests into Research? |
5 responses |
31/12/2015 |
| Using multiple source files for algorithms |
12 responses |
31/12/2015 |
| Does updating universe based on pipeline results ignore the current assets in the porftolio? |
2 responses |
31/12/2015 |
| Why am i over and under trading? |
3 responses |
31/12/2015 |
| Data Inaccuracies |
3 responses |
31/12/2015 |
| Strange happenings with dropna() and history |
2 responses |
31/12/2015 |
| Unable to Submit Algorithm to Contest |
10 responses |
30/12/2015 |
| Way to "Mass/Bulk" Indent in coding |
2 responses |
30/12/2015 |
| Possible to create an intraday opening range breakout strategy? |
4 responses |
30/12/2015 |
| Quantopian & Canadian Retirement Accounts (RRSP & TFSA) |
7 responses |
30/12/2015 |
| Backtesting Data : 12/29/2015 data not available ? |
7 responses |
30/12/2015 |
| Finding Unusual Volume |
1 response |
30/12/2015 |
| Custom Industry Factor Issue |
5 responses |
30/12/2015 |
| QuantsGiveBack (NYC algo trading networking event at Google) |
no responses |
30/12/2015 |
| NEWBIE HELP |
4 responses |
29/12/2015 |
| Active Trading - Security Questions |
10 responses |
29/12/2015 |
| Querying fundamentals for a number of securities |
2 responses |
29/12/2015 |
| Returning multiple values in Pipeline CustomFactor |
2 responses |
29/12/2015 |
| SEC report on August 24th |
no responses |
29/12/2015 |
| use of random? |
7 responses |
29/12/2015 |
| Call other alogorithms from scheduler - ScheduleChild |
6 responses |
29/12/2015 |
| Pipeline appears to freeze under heavy load calculating historical rate of returns |
3 responses |
29/12/2015 |
| Logging something on the last day of backtest |
6 responses |
29/12/2015 |
| TypeError: 'float' object is not iterable |
2 responses |
29/12/2015 |
| How to translate codes written inside quantopian to codes run in zipline? |
no responses |
29/12/2015 |
| How much Long/Short? |
1 response |
28/12/2015 |
| Strange.. Results... HEATMAP WEEKDAYS.. |
2 responses |
28/12/2015 |
| Performance Analysis and Risk Analysis |
5 responses |
28/12/2015 |
| Trying to determine probability of a value x's occurrence given a mean and std.dev of a normal dist. |
5 responses |
28/12/2015 |
| Creating a custom factors that runs every minute |
1 response |
28/12/2015 |
| interactive vs pipeline ? |
1 response |
27/12/2015 |
| How to access fetched data using `context` and `data` inside `handle_data` ? |
1 response |
27/12/2015 |
| what is the equivalent function to `history()` for calculating indicators outside `handle_data`? |
6 responses |
27/12/2015 |
| what does context.stock exactly contain inside? |
1 response |
27/12/2015 |
| Quantopian is not buying and selling when I tell it to. |
2 responses |
27/12/2015 |
| How to create a pipeline custom factor that returns country_id? |
2 responses |
27/12/2015 |
| Is there a successful and clear way to setup Visual Studio 2015? |
no responses |
26/12/2015 |
| Simple Strategy of Buy and Sell |
no responses |
26/12/2015 |
| Dilemma in research.. |
1 response |
26/12/2015 |
| bringing in outside data |
1 response |
26/12/2015 |
| Index problem when calling history() |
3 responses |
25/12/2015 |
| First attempt at fundamental algo. Having some problems. |
1 response |
25/12/2015 |
| What time of the day the handle_data() in the IDE is executed in daily mode? |
4 responses |
24/12/2015 |
| [Research Environment] Security Violations(s): Accessing sm.distributions |
1 response |
24/12/2015 |
| Why does my algo go short when I use target_percentage on daily candles? |
5 responses |
23/12/2015 |
| Pipeline in research notebook fails on last step |
2 responses |
23/12/2015 |
| New to all of this! |
1 response |
23/12/2015 |
| Leverage Issue |
1 response |
23/12/2015 |
| Set benchmark not as stock. |
2 responses |
23/12/2015 |
| CDII and NP split adjustment wrong in both pipeline and get_pricing |
1 response |
23/12/2015 |
| Pipeline in Research: what are the run time limits? |
3 responses |
23/12/2015 |
| HTTPError: 500 Server Error: INTERNAL SERVER ERROR in Research Notebook when calling get_fundamentals |
3 responses |
23/12/2015 |
| Recent Market |
1 response |
23/12/2015 |
| ETF Arbitrage |
5 responses |
22/12/2015 |
| TimeoutException: Call to before_trading_start timed out |
1 response |
22/12/2015 |
| Any algo made it to the Q fund yet? |
5 responses |
22/12/2015 |
| Issues Faced in Going Live |
8 responses |
22/12/2015 |
| Code Structuring Advice |
9 responses |
22/12/2015 |
| Using Accern and Quandl Data in your algorithms |
6 responses |
22/12/2015 |
| Trading VIX - Quandl Data Now In Pipeline For Backtesting And Live Trading |
38 responses |
22/12/2015 |
| pandas problem |
no responses |
22/12/2015 |
| Next ex-div date available as data ? |
1 response |
22/12/2015 |
| (Help) How to get benchmark history data in strategy? |
1 response |
22/12/2015 |
| Exponentially Weighted Moving Average & Standard Deviation in Pipeline |
12 responses |
22/12/2015 |
| Twitter API/library integration |
3 responses |
22/12/2015 |
| Robinhood Algo |
2 responses |
21/12/2015 |
| Analyzing Pipeline Performance In Depth |
3 responses |
21/12/2015 |
| Remove ETF from algorithm |
3 responses |
21/12/2015 |
| Sample Mean Reversion |
3 responses |
21/12/2015 |
| gap closing - help for universe |
5 responses |
21/12/2015 |
| I'm new to Quantopian, Algorithm over leveraging? |
1 response |
21/12/2015 |
| importing multivariate_normal from scipy.stats |
2 responses |
21/12/2015 |
| Can I Code the Following Strategy Type in Quantopian? |
1 response |
21/12/2015 |
| Best Sector Backtest |
no responses |
21/12/2015 |
| what we cannot do with external data in quantopian compared to internal data? |
1 response |
20/12/2015 |
| How to apply `mavg` to my own data, given external data is loaded? |
6 responses |
20/12/2015 |
| Logging time of intraday trades, in EST timezone? |
2 responses |
20/12/2015 |
| fetch_csv sample code seems not working ??? |
2 responses |
19/12/2015 |
| Tradable Securities |
3 responses |
19/12/2015 |
| Logging API, useful at all? |
no responses |
19/12/2015 |
| QuantInsti Lecture Algorithm |
no responses |
19/12/2015 |
| The Data available for strategy development @Quantopian is necessary, but is it sufficient? |
no responses |
19/12/2015 |
| Genetic Algorithms on Quantopian? |
1 response |
18/12/2015 |
| How to sell fixed number of given stock? |
3 responses |
18/12/2015 |
| Index Data? |
no responses |
18/12/2015 |
| Algo borrows funds despite using order_percent |
1 response |
18/12/2015 |
| Is there.. a complete list of directory of ETF and ETN... covered by quantopian...? |
6 responses |
18/12/2015 |
| Problem with fetch_csv when loading multiple signals. |
11 responses |
18/12/2015 |
| Help with Time - <Solved> |
5 responses |
18/12/2015 |
| Algo stops trading after a while |
1 response |
17/12/2015 |
| A Simple Momentum Rotation System for Stocks |
134 responses |
17/12/2015 |
| research down? |
4 responses |
17/12/2015 |
| Help I can't access my research page... |
1 response |
17/12/2015 |
| TypeError: Too much time spent in handle_data call |
no responses |
17/12/2015 |
| *Help Needed* Single Stock Portfolio using Dual Momentum |
1 response |
17/12/2015 |
| get sid from equity object |
2 responses |
16/12/2015 |
| Question regarding pipeline and using for loops |
5 responses |
16/12/2015 |
| (Help) How to use get_fundamental in Pipeline? |
1 response |
16/12/2015 |
| How to use schedule_function to run every X days? |
3 responses |
16/12/2015 |
| Looking for thoughts on how to boost my returns... |
1 response |
15/12/2015 |
| Need some help on trade at open vs. trade at close |
3 responses |
15/12/2015 |
| What is the Backtest period for the contest? |
1 response |
15/12/2015 |
| Live trading vs Backtesting |
1 response |
15/12/2015 |
| Bug in minute mode |
1 response |
15/12/2015 |
| My first Pipeline: How to find stocks with consecutive higher lows? low[-4] < low[-3] < low[-2] < low[-1] |
15 responses |
15/12/2015 |
| Week Number |
1 response |
14/12/2015 |
| Does quantopian have cover orders? Or how can we simulate them? |
1 response |
14/12/2015 |
| Overleveraging on short sales? |
no responses |
14/12/2015 |
| Leaderboard update |
4 responses |
14/12/2015 |
| Where is the api documentation about "def analyze(context, perf)"? |
3 responses |
14/12/2015 |
| Market order to sell short... but no shares? |
4 responses |
14/12/2015 |
| Imported Data troubles |
1 response |
14/12/2015 |
| Fundamentals: Updating Universe |
4 responses |
14/12/2015 |
| How to track Google stock with their stock split and then name change? |
1 response |
14/12/2015 |
| Why won't this algo run? |
4 responses |
13/12/2015 |
| A question about beta |
no responses |
13/12/2015 |
| Error in fundamental data? |
8 responses |
13/12/2015 |
| How to calculate an edge based on Odds and Risk Ratio? |
no responses |
13/12/2015 |
| Accern for backtesting and live trading? |
1 response |
12/12/2015 |
| Quantopian Lecture Series: Basic Pairs Trading (Updated) |
no responses |
12/12/2015 |
| Minimum Trading logic for Contest Entry? |
1 response |
11/12/2015 |
| Setting Stop Loss in Pair Trading |
15 responses |
11/12/2015 |
| SEC moves to kill leveraged ETFs |
11 responses |
11/12/2015 |
| Hide Not Slide Order Type |
2 responses |
11/12/2015 |
| Vectorised Hurst Exponent Estimator |
1 response |
11/12/2015 |
| Set top N large cap universe (e.g. S&P 500) |
1 response |
11/12/2015 |
| What exactly does update_universe() do? |
3 responses |
11/12/2015 |
| Robinhood vs IB |
3 responses |
10/12/2015 |
| Announcing Bay Area Workshops |
no responses |
10/12/2015 |
| Announcing the Quantopian Workshops |
56 responses |
10/12/2015 |
| How to assign a name for each full backtest |
5 responses |
10/12/2015 |
| mistake |
no responses |
10/12/2015 |
| Model/beta 'slippage' in dynamic spread mean reversion models |
no responses |
10/12/2015 |
| Simple data collecting question |
1 response |
10/12/2015 |
| Mean Reversion for The Little Guy |
9 responses |
10/12/2015 |
| Is this actually an Intraday trading algorithm??? |
no responses |
09/12/2015 |
| Newbie question - can this be done? |
1 response |
09/12/2015 |
| sklearn version |
22 responses |
09/12/2015 |
| pipeline, daily data and live trading? Is this possible? |
no responses |
09/12/2015 |
| Pair Trading |
1 response |
09/12/2015 |
| pattern finder |
5 responses |
08/12/2015 |
| TaLib CDL, Candle Indicators |
2 responses |
08/12/2015 |
| Algorithm disqualified for Quantopian's shifting goal posts |
3 responses |
08/12/2015 |
| Pair Trading |
1 response |
08/12/2015 |
| percent returns does not match |
5 responses |
07/12/2015 |
| Recession Tracker |
3 responses |
07/12/2015 |
| Pyfolio |
6 responses |
07/12/2015 |
| Valuation based market timing |
12 responses |
07/12/2015 |
| Why does my algorithm perform worse with StopOrder? |
6 responses |
07/12/2015 |
| How to filter stocks based on both fundamental and technical data? |
1 response |
07/12/2015 |
| Trying to replicate: Pair Trading International ETF by Schizas et al. (see free pdf) |
1 response |
07/12/2015 |
| SPY, SH & TLT w/ constrained optimizer |
16 responses |
06/12/2015 |
| Load daily returns into pyfolio from csv |
no responses |
06/12/2015 |
| my NB on fundamental factors |
15 responses |
06/12/2015 |
| Average Volume indicator? |
1 response |
06/12/2015 |
| Multi-armed Bandit |
18 responses |
06/12/2015 |
| Replicating live trading by closing all open orders at EOD? |
3 responses |
05/12/2015 |
| full code |
3 responses |
05/12/2015 |
| Need help on this Magic Formula Investing code |
no responses |
05/12/2015 |
| How big of a data you have uploaded to Quantopian with fetch_data recently? |
3 responses |
05/12/2015 |
| How to place a limit sell once buy is filled |
2 responses |
05/12/2015 |
| Finance Programming Jobs for Undergraduate Degree |
1 response |
04/12/2015 |
| KeyError |
no responses |
04/12/2015 |
| Live trading concern |
8 responses |
04/12/2015 |
| What is the difference between context.stocks and data inside the handle_data function? |
5 responses |
04/12/2015 |
| RSI and EMA return types |
no responses |
04/12/2015 |
| Beginner - Created my own moving average Algorithm |
2 responses |
04/12/2015 |
| It's either not iterating properly or its not logging properly, any suggestions? |
3 responses |
04/12/2015 |
| best performer vs worst performer problem |
2 responses |
03/12/2015 |
| Custom CSV File loading has different market close time than Quantopian history function |
2 responses |
03/12/2015 |
| Newbie trying to research trading ideas using Quantopian |
2 responses |
03/12/2015 |
| Paper trading... |
3 responses |
03/12/2015 |
| Returns on Algorithms remain at 0% for 2 days - Not sure what I'm doing wrong!? |
14 responses |
02/12/2015 |
| Backtest settings |
3 responses |
02/12/2015 |
| Bad backtesting data? |
7 responses |
02/12/2015 |
| How to export processed data after running algorithms? |
5 responses |
02/12/2015 |
| Can we schedule when to run the pipeline? |
1 response |
02/12/2015 |
| How do I get a count of high prices over a target value for each stock in before_trading_start? |
2 responses |
02/12/2015 |
| Raising funds for investment strategy |
11 responses |
01/12/2015 |
| Filter from set_universe? |
2 responses |
01/12/2015 |
| Trading SPY based on the slope (zscore of) and the HiLo index of the SPY components (Tradeable?) |
35 responses |
01/12/2015 |
| Substitute batch_transform for history |
no responses |
01/12/2015 |
| event dates as filter in Pipeline in Research? |
2 responses |
01/12/2015 |
| sector performance notebook |
3 responses |
01/12/2015 |
| QuantLib |
1 response |
01/12/2015 |
| Can I get a help with this logic? |
3 responses |
01/12/2015 |
| FOMC Meeting Strategy (fixed dates, shorter backtest) |
no responses |
01/12/2015 |
| Why does trying to get the closing price of VXX any farther back than 20 days give me bad numbers? |
2 responses |
01/12/2015 |
| Market open trend indicator |
4 responses |
30/11/2015 |
| rekt |
no responses |
30/11/2015 |
| wenk |
no responses |
30/11/2015 |
| Why is this error happening? "AttributeError: 'SIDData' object has no attribute 'IsInside'" |
1 response |
30/11/2015 |
| The Pipeline API is not yet available for broker-integrated live trading? |
6 responses |
30/11/2015 |
| test |
no responses |
30/11/2015 |
| "Fed leaks" article backtest |
no responses |
30/11/2015 |
| Buying at the open and selling at the close |
2 responses |
29/11/2015 |
| minimum variance portfolio w/ S&P 500 sector ETFs and TLT |
5 responses |
29/11/2015 |
| Shorting 2008 Crash |
1 response |
29/11/2015 |
| Amibroker |
1 response |
29/11/2015 |
| I changed the Zero Commission Algorithmic Trading - Quantopian and Robinhood but its not trading any more |
1 response |
29/11/2015 |
| How to determine best stock from list? |
4 responses |
29/11/2015 |
| why is "context.portfolio.positions[sid].cost_basis" not working? |
1 response |
29/11/2015 |
| Feature request: Backtest Organization |
2 responses |
29/11/2015 |
| error: "all the input array dimensions except for the concatenation axis must match exactly" |
1 response |
28/11/2015 |
| Delay between price by code vs. backtest graph |
1 response |
28/11/2015 |
| Possible Flaw in Quantopian Day Trading Logic or Just My Ignorance |
4 responses |
28/11/2015 |
| MOC Imbalance |
1 response |
27/11/2015 |
| leverage ratio just going up even when no trading happened. |
6 responses |
27/11/2015 |
| quantopian always execute order at the next bar's close price? |
2 responses |
27/11/2015 |
| Which Index as benchmark is possible to have? |
1 response |
26/11/2015 |
| Problem loading custom csv file in Zipline/Quantopian |
1 response |
26/11/2015 |
| Improved Fundamentals Documentation |
no responses |
26/11/2015 |
| Unable to use pipeline filters in research environment |
2 responses |
26/11/2015 |
| Data source for dark pool trading volume |
no responses |
26/11/2015 |
| trailing stop loss runtime error |
4 responses |
26/11/2015 |
| Pipeline in Research - Build, Test and Visualize your Factors & Filters |
17 responses |
25/11/2015 |
| T+3 rule, when will I be able to use my funds? |
2 responses |
25/11/2015 |
| Help using talib in a Custom Factors in Pipelines - it might be a BUG - - Exception: inputs are all NaN |
4 responses |
25/11/2015 |
| How to speed up pipeline calculations |
6 responses |
25/11/2015 |
| Inaccurate Prices |
1 response |
25/11/2015 |
| avoiding stocks that will be delisted |
6 responses |
25/11/2015 |
| cvxopt optimization |
13 responses |
25/11/2015 |
| Anyone up for starting a Skype group? |
1 response |
25/11/2015 |
| Sell all Positions and Move to Cash based on P/E Ratio of a Specific Stock or ETF |
1 response |
25/11/2015 |
| How to add max share price in the Robin Hood example? |
1 response |
24/11/2015 |
| Missing split adjustment |
3 responses |
24/11/2015 |
| Anyone want to collaborate on some test Algorithm ideas? |
6 responses |
24/11/2015 |
| Custom Factor - Kaufman's Efficiency Ratio |
5 responses |
24/11/2015 |
| Value of the skip month for momentum strategies |
3 responses |
24/11/2015 |
| How to exclude leveraged ETFs from pipeline results? |
8 responses |
24/11/2015 |
| I am unable to launch research platform? |
2 responses |
24/11/2015 |
| Is this worth investing? |
15 responses |
24/11/2015 |
| Fetcher - Mainting Past Data/Intellectual property rights of CSV data. |
no responses |
24/11/2015 |
| How do I set_benchmark in zipline in a research notebook? |
1 response |
24/11/2015 |
| Pipeline vs get_fundamentals |
5 responses |
23/11/2015 |
| Holding SPY overnight = most returns with half the drawdown |
3 responses |
23/11/2015 |
| Open Price |
2 responses |
23/11/2015 |
| from pydoc import help |
2 responses |
23/11/2015 |
| piotroski long/short using pipeline |
7 responses |
23/11/2015 |
| Noob question.... "def before_trading_start(context, data):" |
2 responses |
23/11/2015 |
| Quantopian market place? |
1 response |
22/11/2015 |
| RSX gap up/down |
no responses |
22/11/2015 |
| Pipeline set_screen method - Does it round of numbers? |
2 responses |
22/11/2015 |
| Efficient method to Get returns over a past period? |
3 responses |
22/11/2015 |
| Yahoo ETF Database |
no responses |
22/11/2015 |
| ValueError: The truth value of a Series is ambiguous. |
2 responses |
21/11/2015 |
| Custom Factors? S&P 500? |
2 responses |
21/11/2015 |
| pipeline: what does it mean 'today' |
7 responses |
21/11/2015 |
| Schedule function error |
1 response |
21/11/2015 |
| Contest hedging? |
no responses |
21/11/2015 |
| syntax, runtime, trailing stop and Incompatible History Frequency |
no responses |
21/11/2015 |
| refining results from the pipeline |
4 responses |
21/11/2015 |
| Contest 12 Rules Changes: More Entries, More Winners, $1m Capital Base |
40 responses |
20/11/2015 |
| Fundamentals - Deferred Tax Assets |
3 responses |
20/11/2015 |
| Cannot copy Getting Started notebook |
1 response |
20/11/2015 |
| Statistical arbitrage - minimize variance ratio |
7 responses |
20/11/2015 |
| Accessing CSV Fetch data troubles |
1 response |
20/11/2015 |
| Custom Factors and out variable - Local variable 'out' is assigned to but never used |
5 responses |
20/11/2015 |
| Finding point of current Trend |
no responses |
19/11/2015 |
| OLMAR w/ Optimizer |
7 responses |
19/11/2015 |
| Algorithms |
1 response |
19/11/2015 |
| NP - March 2008 |
2 responses |
19/11/2015 |
| How to get share of the stock in portfolio? |
2 responses |
19/11/2015 |
| NYSE to eliminate "stop orders" from February |
1 response |
19/11/2015 |
| Backtest intraday strategy with daily bar data |
2 responses |
19/11/2015 |
| Filter Pipeline initially - Optimise the Pipeline to work on a subset of the universe optimally? |
3 responses |
19/11/2015 |
| NameError: name 'get_pricing' is not defined |
7 responses |
19/11/2015 |
| Pipeline - Import Datasets |
6 responses |
18/11/2015 |
| Day trading algorithms? |
no responses |
18/11/2015 |
| Using Research Notebook -- Error |
5 responses |
17/11/2015 |
| getopenorder() is keep growing. I am not sure how to understand this |
6 responses |
17/11/2015 |
| Bloomberg article: Six Strange Things That Have Been Happening in Financial Markets |
5 responses |
17/11/2015 |
| Can the fetcher be used for minute level data? |
1 response |
17/11/2015 |
| Elaine Lynch Algorithm |
no responses |
16/11/2015 |
| Ciara Mullane Algorithm |
no responses |
16/11/2015 |
| Niamh Lyons Algorithm |
no responses |
16/11/2015 |
| Adaptive Asset Allocation algorithms |
10 responses |
16/11/2015 |
| What in the world? |
5 responses |
16/11/2015 |
| Identifying cointegrated pairs in a Sector |
no responses |
16/11/2015 |
| I am looking for a top programmer to work with a University mathematician. |
1 response |
16/11/2015 |
| Add a value to a list everyday |
3 responses |
16/11/2015 |
| Pair trading notebook |
3 responses |
16/11/2015 |
| Pipeline: check for inf and na values |
11 responses |
15/11/2015 |
| Parabolic SAR |
no responses |
15/11/2015 |
| how to get open/close price and volume for 5 min bars? |
4 responses |
15/11/2015 |
| Solved. |
no responses |
15/11/2015 |
| Something wrong in Fundamental Data? |
1 response |
15/11/2015 |
| Contest update |
2 responses |
14/11/2015 |
| Short UGAZ / DGAZ threshlold rebalancing |
2 responses |
14/11/2015 |
| A fund for high risk/high return |
no responses |
14/11/2015 |
| Stochastic Crossover with 2x ETFs and low drawdown |
3 responses |
14/11/2015 |
| How to use ta.EMA? |
2 responses |
14/11/2015 |
| x |
2 responses |
14/11/2015 |
| Need Help with First Algorithm - Small Cap Stock Picking Strategy |
5 responses |
13/11/2015 |
| bob |
no responses |
13/11/2015 |
| Sharpe Ratio in Backtest Result differs from than one in Pyfolio |
9 responses |
13/11/2015 |
| Quantopian fund risk exposure |
1 response |
13/11/2015 |
| Stoploss Help |
1 response |
13/11/2015 |
| how do I backtest google |
2 responses |
13/11/2015 |
| Best Python for Windows 10? |
1 response |
13/11/2015 |
| First Post |
1 response |
12/11/2015 |
| BELM - Possible faulty data |
3 responses |
12/11/2015 |
| Andrew's Median Line (Pitch Fork) |
no responses |
12/11/2015 |
| Sector average values |
4 responses |
12/11/2015 |
| Why some functions used in quanotopian missing in zipline? |
1 response |
12/11/2015 |
| Backtester buttons ? |
3 responses |
12/11/2015 |
| pair trading BABA vs YHOO |
2 responses |
12/11/2015 |
| Betting System Strategies |
4 responses |
12/11/2015 |
| Support and resistance levels for Equities |
2 responses |
11/11/2015 |
| iPython Notebook Plot Formatting Quantopian Style |
1 response |
11/11/2015 |
| Live and working IB trading system for Equities |
1 response |
11/11/2015 |
| Where is the BIG LIST OF INDICATORS? |
2 responses |
11/11/2015 |
| Future price |
1 response |
11/11/2015 |
| Daily vs. Minutely confusion? |
3 responses |
11/11/2015 |
| Set start date? |
1 response |
11/11/2015 |
| How are orders executed in Quantopian? |
1 response |
11/11/2015 |
| Help: Using pyfolio with zipline in a notebook? |
10 responses |
11/11/2015 |
| Why would a single trade at the beginning not equal the benchmark? |
3 responses |
10/11/2015 |
| kalman filters parameters help |
3 responses |
10/11/2015 |
| Is there anyway I could sell any buys exactly after 2 years? |
6 responses |
10/11/2015 |
| what is the symbol of the Dow Jones industrial 30 ?? and what is the symbol of Nasdaq 100? i cant find it |
1 response |
10/11/2015 |
| Ranking well has its rewards |
no responses |
10/11/2015 |
| Back tester speed |
2 responses |
10/11/2015 |
| How to get "current" price in a scheduled function |
8 responses |
10/11/2015 |
| ETF symbols with Reorg Events generate ERROR Messages |
2 responses |
10/11/2015 |
| use quantopian as a personal robo for asset rebalancing |
1 response |
10/11/2015 |
| XIV/VXX pair trade |
5 responses |
09/11/2015 |
| Calc a Slope |
2 responses |
09/11/2015 |
| How do I... optimize for the best study period |
5 responses |
09/11/2015 |
| Before_Trading_Start making it run every year |
1 response |
09/11/2015 |
| sgn function |
1 response |
09/11/2015 |
| What parts of Zipline can you import into a research Notebook? |
no responses |
09/11/2015 |
| Does Quantopian support Java? |
3 responses |
09/11/2015 |
| Low Beta strategy: Pairs vs Portfolio for medium capital ptf size (and Money Management) |
1 response |
09/11/2015 |
| Taxes and gamma hedging |
no responses |
09/11/2015 |
| Custom Pipeline factor - how to access close ndarray with each asset? |
12 responses |
08/11/2015 |
| running different algos in the same paper account? |
3 responses |
08/11/2015 |
| A couple questions about the basics- a buy and sell, same day strategy |
no responses |
08/11/2015 |
| How to compute the probabilities for all of the trades of the strategy? |
10 responses |
07/11/2015 |
| Futures Data timeline |
13 responses |
07/11/2015 |
| nan in USEquityPricing.close |
1 response |
07/11/2015 |
| Family Office / Strategy fund |
1 response |
07/11/2015 |
| Can you test covariance on Quantopian? |
1 response |
07/11/2015 |
| Sample Strategies |
2 responses |
07/11/2015 |
| Pre-market data and daily manual symbol selection |
1 response |
07/11/2015 |
| Getting csv file without Dropbox Pro |
4 responses |
06/11/2015 |
| Contest update |
no responses |
06/11/2015 |
| demo for spyder and python3 |
1 response |
06/11/2015 |
| Quantopian Lecture Series: Updated Spearman Rank Correlation Notebook |
no responses |
05/11/2015 |
| Getting rid of bad data, Not exactly sure |
2 responses |
05/11/2015 |
| Use of mavg() |
2 responses |
05/11/2015 |
| Quantopian Lecture Series: Updated Risk Factor Exposure Notebook |
no responses |
05/11/2015 |
| Quantopian Lecture Series: Risk Factor Exposure |
5 responses |
05/11/2015 |
| Momentum Rotation issue with repetition period |
1 response |
05/11/2015 |
| VWAP confusion |
2 responses |
05/11/2015 |
| European data? |
4 responses |
05/11/2015 |
| Eurozone markets data & live trading in I.B. accounts based in euros |
2 responses |
05/11/2015 |
| Piotroski Score + Aroon Indicator |
23 responses |
05/11/2015 |
| Multiple / Overlapping Portfolios |
1 response |
05/11/2015 |
| Questions on Beta Hedging Example of Quantopian Lecture Series |
6 responses |
05/11/2015 |
| Fixing Leverage, Really high towards end of backtest |
2 responses |
04/11/2015 |
| Beginner help to create PB ratio algorithm |
1 response |
04/11/2015 |
| Ranked Universe & Long-Short Equity Strategy |
2 responses |
04/11/2015 |
| local_csv how to upload and access? |
3 responses |
04/11/2015 |
| No connection to research |
3 responses |
04/11/2015 |
| What is the ".rank" supposed to do? |
3 responses |
04/11/2015 |
| Contest Questions |
4 responses |
04/11/2015 |
| Does order_target(sid, 0) close a short position? |
1 response |
03/11/2015 |
| Bollinger bands with Pipeline...Is there an example? |
no responses |
03/11/2015 |
| ETF rebalance monthly based on momentum |
21 responses |
03/11/2015 |
| Update the Open leaderboard please!!! |
3 responses |
03/11/2015 |
| How do I find junk stocks which can be shorted. . . |
1 response |
03/11/2015 |
| Float short / Short interest |
4 responses |
03/11/2015 |
| Contest 3 Algo |
2 responses |
03/11/2015 |
| Quantopian and Hedge Funds |
4 responses |
03/11/2015 |
| Accessing External Data |
1 response |
02/11/2015 |
| Identifying industry average values for fundamentals |
10 responses |
02/11/2015 |
| Analyze Mutual Fund Performance - Using Pyfolio |
2 responses |
02/11/2015 |
| Owl Ultra |
1 response |
02/11/2015 |
| BarData is using previous date info - fetch_csv |
1 response |
02/11/2015 |
| Did I break something? [Beginner] |
3 responses |
02/11/2015 |
| Python code optimization |
2 responses |
02/11/2015 |
| Rebalancing Fails when Live Trading |
4 responses |
02/11/2015 |
| FundSeeder |
6 responses |
02/11/2015 |
| Options And Other Assets |
3 responses |
01/11/2015 |
| 3000% returns over 4 years - Where am I going wrong? |
4 responses |
01/11/2015 |
| build error "The Efficient Frontier: Markowitz Portfolio optimization in Python" code |
1 response |
01/11/2015 |
| Worthy of Q fund? |
9 responses |
01/11/2015 |
| Help about ETF moving average technic |
2 responses |
01/11/2015 |
| Meb Faber The CAPE Ratio Doesn’t Work |
no responses |
01/11/2015 |
| Meb Faber 10-month Versus 40-week Versus 200-day SMA |
no responses |
01/11/2015 |
| Identifying the stock's annual earnings announcement date |
2 responses |
31/10/2015 |
| Restricting the exchange houses in fundamental analysis |
6 responses |
31/10/2015 |
| TA-lib SAR Help |
no responses |
31/10/2015 |
| Fundamental Long/short help? |
5 responses |
30/10/2015 |
| Feature request: inception/start date in sid mouse-hover |
no responses |
30/10/2015 |
| Help with TALIB in Research |
2 responses |
30/10/2015 |
| Impossible!!! - Quantopian, can you confirm if the calcs here are correct? |
4 responses |
30/10/2015 |
| Help with Research |
4 responses |
29/10/2015 |
| Help with errors please. |
6 responses |
29/10/2015 |
| Remove algo from contest without stopping |
1 response |
29/10/2015 |
| Filtering out instances of multiple securities using get_fundamentals() - MSFT example |
3 responses |
29/10/2015 |
| Algo for investing a fixed amount monthly |
no responses |
28/10/2015 |
| Is there a way to stream live tick data form IB into Quantopian account? |
1 response |
28/10/2015 |
| Manipulating input for Moving Average (mavg) function from days to minutes |
7 responses |
28/10/2015 |
| Interactive Brokers transaction cost analysis, RelativeOrder, exchange rebates, market data |
4 responses |
28/10/2015 |
| Getting some new 'KeyError' lately + algo disqualified. |
4 responses |
28/10/2015 |
| Winton stock market challenge on Kaggle |
no responses |
28/10/2015 |
| Anyone found a substantial momentum effect? |
78 responses |
27/10/2015 |
| Restarting a contest-algo |
no responses |
27/10/2015 |
| Research - creating tear sheet fails,- need help |
1 response |
27/10/2015 |
| I am new |
1 response |
27/10/2015 |
| Reducing Beta without shorting? |
4 responses |
26/10/2015 |
| Python noob question - how can I create a parameterized CustomFactor in Pipeline? |
3 responses |
26/10/2015 |
| tqqq pair trading with SPY 200-3 sma crossover |
no responses |
26/10/2015 |
| Custom Factor question |
3 responses |
25/10/2015 |
| support other languages? |
2 responses |
25/10/2015 |
| "Building Algorithem" (Backtesting to debug) using Pipeline |
1 response |
25/10/2015 |
| what is data? |
2 responses |
25/10/2015 |
| long/short OLMAR hack |
27 responses |
25/10/2015 |
| Honest opinion... How does this look? |
no responses |
25/10/2015 |
| cython supported in algos? |
3 responses |
25/10/2015 |
| Where to do heavy computations? |
2 responses |
25/10/2015 |
| Shorting 3x ETFs with regular rebalancing |
5 responses |
24/10/2015 |
| Shorting Leveraged ETFs pair with re-balancing threshold |
7 responses |
24/10/2015 |
| UGAZ is not udjusted for split |
16 responses |
24/10/2015 |
| Pipeline Now Available in Paper Trading and the Quantopian Open |
4 responses |
23/10/2015 |
| set_symbol_lookup_date |
5 responses |
23/10/2015 |
| How might one code to look for a reversal of direction in the RSI? |
1 response |
23/10/2015 |
| New Feature - get_live_results() |
6 responses |
23/10/2015 |
| data from morningstar |
1 response |
23/10/2015 |
| Detect stock split |
2 responses |
23/10/2015 |
| Custom csv info |
3 responses |
23/10/2015 |
| Has anyone written a monte carlo simulation of backtest returns for Research? |
1 response |
22/10/2015 |
| Event Study - Trading on Negative News & Blog Article Sentiment |
22 responses |
22/10/2015 |
| Tea with Bestie x PyLadies Taiwan Workshop - Hackathon |
17 responses |
22/10/2015 |
| Looking to Buy ETFs based on RSI Ranking and SPY Moving Averages |
1 response |
22/10/2015 |
| Interesting Returns... 20000% (RE: Newbie Mistake) |
2 responses |
22/10/2015 |
| Long Short Pipeline Multi-Factor |
51 responses |
21/10/2015 |
| Three new built-in data sets now available on Quantopian |
no responses |
21/10/2015 |
| New Feature: Search for Backtests, Notebooks |
2 responses |
21/10/2015 |
| Demark Indicators Backtested! |
3 responses |
21/10/2015 |
| PipeLine Calculating Beta |
20 responses |
21/10/2015 |
| Webinar: Behind the Pipeline API - A Technical Q&A with Scott Sanderson |
1 response |
21/10/2015 |
| Dividend Bug Fixed in Pipeline Algorithms |
4 responses |
21/10/2015 |
| Help with backtest results |
3 responses |
21/10/2015 |
| Bayesian Conditional Cointegration |
no responses |
21/10/2015 |
| Adding Calculated Values into a list |
1 response |
21/10/2015 |
| Feature request: add some entry datetimes to positions |
2 responses |
20/10/2015 |
| order delay |
1 response |
20/10/2015 |
| Slicing of history() |
2 responses |
20/10/2015 |
| How to get Previous day mavg |
2 responses |
20/10/2015 |
| set_universe - tickers changing, positions still opened |
4 responses |
20/10/2015 |
| Find Daily Gainers or Losers |
2 responses |
20/10/2015 |
| Getting nonsensical results on minutized trading with bracketed trades |
2 responses |
20/10/2015 |
| Order at a specific time of day |
2 responses |
19/10/2015 |
| Help! Syntax problems? |
2 responses |
19/10/2015 |
| Accounting for Hard to borrow fees |
1 response |
19/10/2015 |
| Designing an Optimal Piotroski F-score |
2 responses |
19/10/2015 |
| Data availability |
3 responses |
19/10/2015 |
| Fidelity or Interactive Broker ?? |
3 responses |
19/10/2015 |
| Spreading get_fundamentals or pipeline securities basket across several days |
10 responses |
19/10/2015 |
| Some curiosities about the Q hedge fund |
no responses |
19/10/2015 |
| Bootstrapping volatility-standardized asset weights |
17 responses |
18/10/2015 |
| CSV Fetcher import multiple stocks issue |
2 responses |
18/10/2015 |
| Stop loss never get filled |
no responses |
18/10/2015 |
| Access logs in Research |
2 responses |
18/10/2015 |
| Executing a pipeline on a fetched universe expands the universe |
8 responses |
18/10/2015 |
| Backtest: Winner & Loser trades |
no responses |
18/10/2015 |
| Help plot monthly returns heatmap. |
2 responses |
18/10/2015 |
| Additional Tag request: "bug?" |
no responses |
18/10/2015 |
| Pipeline API vs get_fundamentals discrepancy |
8 responses |
18/10/2015 |
| Live trading with IB: any plan for additional currencies? |
3 responses |
18/10/2015 |
| Research responsiveness |
3 responses |
18/10/2015 |
| No log? why? |
1 response |
17/10/2015 |
| Live Trading Algo Performance Skewed by Cash Transfer |
10 responses |
16/10/2015 |
| I'm continuously failing orders and I'm not sure why |
1 response |
16/10/2015 |
| Contest 11 Rules Change: There Is No Change |
3 responses |
16/10/2015 |
| Just starting |
1 response |
16/10/2015 |
| Custom Pipeline factors beginner |
2 responses |
16/10/2015 |
| Twittersphere About to Become an ETF |
no responses |
16/10/2015 |
| difference between start date and start of trading of security? |
no responses |
15/10/2015 |
| Symbol ITUB - Data Error on 7/13/2015 ? |
no responses |
15/10/2015 |
| Bad Data for Symbol GGP from 4/16/2009 - 3/4/2010 |
4 responses |
15/10/2015 |
| Trading Strategy Ideas: FMA 2015 Papers |
26 responses |
15/10/2015 |
| How to get historical fundamental data with the Pipeline API? |
3 responses |
15/10/2015 |
| Help with the for/if loops and history data used in those.... |
3 responses |
15/10/2015 |
| Back-testing: A Useful Tool or "Financial Charlatanism"? |
1 response |
15/10/2015 |
| long-short strategy with the same amount of money? |
3 responses |
15/10/2015 |
| Using Pipeline with CustomFactor |
9 responses |
15/10/2015 |
| OHLC data |
1 response |
15/10/2015 |
| Why is LimitOrder filling like a MarketOrder ? |
2 responses |
14/10/2015 |
| Why is this selling and reselling and reselling despite order_target method |
4 responses |
14/10/2015 |
| Finding stocks that opened with a gap of X% |
10 responses |
14/10/2015 |
| Either I can't do math or Quantopian can't |
8 responses |
14/10/2015 |
| SPY closes: Yahoo v. Quantopian history |
2 responses |
14/10/2015 |
| Pipeline to filtering out financial stocks? |
1 response |
14/10/2015 |
| Different benchmark that the SPY |
1 response |
14/10/2015 |
| Help with Algorithm, so stuck |
6 responses |
14/10/2015 |
| Question regarding data storage |
1 response |
13/10/2015 |
| EMA spread thingy |
no responses |
13/10/2015 |
| Pipeline backtesting vs before_trading_start timeouts |
8 responses |
13/10/2015 |
| Computing the Fama-French Factors with Pipeline |
25 responses |
13/10/2015 |
| my first post |
no responses |
13/10/2015 |
| order on fetched csv |
1 response |
13/10/2015 |
| filtering symbols where percent changes are greater than some threshold |
1 response |
13/10/2015 |
| Perpetually-growing universe when using pipeline? |
no responses |
12/10/2015 |
| Running multiple backtest using outside script |
2 responses |
12/10/2015 |
| NP March 12-13, 2008 - Possible value typo? |
1 response |
12/10/2015 |
| Research environment data source |
1 response |
12/10/2015 |
| Meet Andreas, Winner of Contest 9 (October Prize) |
4 responses |
12/10/2015 |
| pipeline for market level stats |
3 responses |
12/10/2015 |
| Just made my first working algo! The pairs trading thesis is looking up. |
3 responses |
12/10/2015 |
| Annualizing a Sharpe vs. Sortino Ratio |
2 responses |
12/10/2015 |
| Calculating multiple related Custom Factors efficiently |
2 responses |
12/10/2015 |
| Calculating Custom Factor ebitda |
3 responses |
11/10/2015 |
| store and historical EOD data |
2 responses |
11/10/2015 |
| before_trading_start() - does not run first day of backtest? |
9 responses |
11/10/2015 |
| Can we rely on zipline inside our algos? |
1 response |
11/10/2015 |
| Cointegration test don't match with Lectures example |
10 responses |
11/10/2015 |
| test of before_trading_start() time-out |
1 response |
11/10/2015 |
| Multiple strategies combined into one |
2 responses |
11/10/2015 |
| Loading additional and multiple data for simulation |
4 responses |
11/10/2015 |
| Point-in-time volume based universe for strategy |
2 responses |
11/10/2015 |
| Add symbols/sids into data universe from list object |
25 responses |
11/10/2015 |
| How to get ask/bid price and size for a certain time of day? |
3 responses |
11/10/2015 |
| Confusion between data/context [New to Quantopian] |
2 responses |
10/10/2015 |
| Question on ATR Example - Timing and execution of orders at market open |
1 response |
10/10/2015 |
| range of floats? |
2 responses |
10/10/2015 |
| Pandas resample question |
2 responses |
10/10/2015 |
| How do I find annual returns of a backtest in research? |
4 responses |
10/10/2015 |
| newbie debugging- print statement |
1 response |
10/10/2015 |
| Dollar Volume Pipeline |
4 responses |
09/10/2015 |
| The Pipeline API, Dividends and Splits - What You Need to Know |
7 responses |
09/10/2015 |
| Questions on trading cointegrated pairs |
33 responses |
09/10/2015 |
| Getting Started with Data from the Quantopian Store |
no responses |
09/10/2015 |
| Question on "pyfolio" |
4 responses |
09/10/2015 |
| Only look trigger when price is above the 20 SMA |
4 responses |
09/10/2015 |
| Newbie Question: pipe.set_screen() TyperError |
8 responses |
09/10/2015 |
| Is schedule_function asynchronous or not? |
6 responses |
09/10/2015 |
| Reinventing fetch_csv() for Zipline: Pandas code to add to Yahoo data? |
7 responses |
09/10/2015 |
| Errors in fundamental data |
5 responses |
08/10/2015 |
| Beginner Trouble--Can't get current price of equity in array |
1 response |
08/10/2015 |
| Minimum portfolio turnover required? |
3 responses |
08/10/2015 |
| Fundamental history based algo |
11 responses |
08/10/2015 |
| Help understanding trading activity for value strategy |
no responses |
08/10/2015 |
| Harvard STAT107 Parzen HW |
no responses |
08/10/2015 |
| Reminder: webinar showcasing the Pipeline API streams in 3 hours |
2 responses |
08/10/2015 |
| Separating algo performance from portfolio results |
3 responses |
08/10/2015 |
| How to look up a Stock’s Short Interest with Python |
19 responses |
08/10/2015 |
| top performers - tutorial |
2 responses |
08/10/2015 |
| Why is leverage not part of backtest metrics or graphs? |
7 responses |
08/10/2015 |
| Newbie trading question: How do you deal with slippage when designing strategies? |
2 responses |
07/10/2015 |
| Pipeline - Mean Reversion Example |
11 responses |
07/10/2015 |
| Morningstar Data Accuracy |
2 responses |
07/10/2015 |
| Scoring Changes for the April Quantopian Open |
31 responses |
07/10/2015 |
| July Contest Rules Update: Get Hedged |
47 responses |
07/10/2015 |
| Kinda shocked. Does any algo make money? |
12 responses |
07/10/2015 |
| Close several positions once the reach of a target |
4 responses |
07/10/2015 |
| calculation of the pipeline() |
2 responses |
07/10/2015 |
| official API Doc code, doesn't run in Algorithms |
1 response |
07/10/2015 |
| carry trade |
3 responses |
07/10/2015 |
| Linking Research output to fetch_csv input |
6 responses |
07/10/2015 |
| Security violation using numpy.ix_ ? |
3 responses |
07/10/2015 |
| %time magic in Research |
1 response |
07/10/2015 |
| Randomly sampling get_fundamentals results and memory problem |
10 responses |
07/10/2015 |
| How to incorporate multiple filters with pipe.set_screen? |
2 responses |
07/10/2015 |
| What market data is available? |
1 response |
06/10/2015 |
| Introducing the Pipeline API |
96 responses |
06/10/2015 |
| example: buy every morning, sell every afternoon |
no responses |
06/10/2015 |
| Function continuation between time intervals or trade events |
1 response |
06/10/2015 |
| Help Appreciated - over leverage |
1 response |
06/10/2015 |
| BT-4 |
1 response |
06/10/2015 |
| Modifying a simple day trading algorithm |
3 responses |
06/10/2015 |
| How to avoid order to be filled in multiple blocks of shares? |
5 responses |
05/10/2015 |
| BT-3 |
1 response |
05/10/2015 |
| possible bug. cost_basis showing very different from tick price |
5 responses |
04/10/2015 |
| Previous Contest's winners performance |
2 responses |
04/10/2015 |
| history function (suddenly) not working? or feed data scrambled? |
11 responses |
04/10/2015 |
| Quantopian open October Prize 2015 Best 50 metrics |
no responses |
04/10/2015 |
| Quantopian open scoring factors ranks |
15 responses |
04/10/2015 |
| ArgCheck throwing exception when scheduling bound closures |
6 responses |
04/10/2015 |
| Trouble with Shorting the SPY |
6 responses |
04/10/2015 |
| Need websites that sell good algos |
no responses |
04/10/2015 |
| How to get last day of month? |
2 responses |
03/10/2015 |
| New member with questions about contest rules |
6 responses |
03/10/2015 |
| How to fully print a large object? |
2 responses |
03/10/2015 |
| long short sector neutral strategy based on fundamentals |
11 responses |
03/10/2015 |
| October Prize #1 Algo disqualified - Worthy of the Q fund ? |
9 responses |
03/10/2015 |
| DGZ a leveraged ETF? |
7 responses |
03/10/2015 |
| How to use zipline.utils.factory.load_from_yahoo (Adjusted = False or True)? |
3 responses |
03/10/2015 |
| The Process of Naming The September Prize Winner |
9 responses |
03/10/2015 |
| The Process of Naming The October Prize Winner |
16 responses |
03/10/2015 |
| October Prize Winner: Andreas R |
6 responses |
03/10/2015 |
| Sample Man Reversion Algorithm 2 |
1 response |
02/10/2015 |
| Contest Performance |
4 responses |
02/10/2015 |
| 210% returns from the Mean Reversion Algorithm |
3 responses |
02/10/2015 |
| Difference in Buy/Sell price when FixedSlippage(spread=0.0) |
3 responses |
02/10/2015 |
| Confused about use of panels on research platform |
1 response |
01/10/2015 |
| Viable Distributions to Model Asset Prices |
4 responses |
01/10/2015 |
| How to Build a Momentum Based Trading Strategy Live Webinar: Today at 12pm ET |
no responses |
01/10/2015 |
| Investing in Female CEOs - sector neutral, a different benchmark and new data |
26 responses |
01/10/2015 |
| Q fund - how much money lined up & when will it be deployed? |
4 responses |
01/10/2015 |
| Feature request: split backtest time frame in multiple equally long time frames |
3 responses |
01/10/2015 |
| Feature request: (Research) add API to get the list of available backtests for an algorithm |
1 response |
01/10/2015 |
| Historical Data Help |
4 responses |
01/10/2015 |
| Tracking stock execution level |
1 response |
01/10/2015 |
| Is success random? |
2 responses |
30/09/2015 |
| Introducing 20+ New Data Feeds on Quantopian |
9 responses |
30/09/2015 |
| WorldQuant's: WebSim |
no responses |
30/09/2015 |
| Looping through stocks universe inside initialize function |
7 responses |
29/09/2015 |
| BT-2 |
2 responses |
29/09/2015 |
| Major difference between contest and paper Sortino for the same algo. Why? |
5 responses |
29/09/2015 |
| 【HELP】I'm a new quanter, is there some courses to help me ? |
4 responses |
29/09/2015 |
| point-in-time list, NASDAQ stocks by market cap? |
3 responses |
29/09/2015 |
| Trading strategy worthy of Q fund ? |
12 responses |
29/09/2015 |
| BT-1 |
no responses |
29/09/2015 |
| New to Programming in general need help figuring out logic |
2 responses |
29/09/2015 |
| Quantopian Newbie Question - determining object types in the IDE |
2 responses |
29/09/2015 |
| How to determine if a day is the last trading day of the month? |
6 responses |
28/09/2015 |
| How to find historical returns? |
4 responses |
27/09/2015 |
| ETF fundamental data |
8 responses |
27/09/2015 |
| Research parameter optimization question |
2 responses |
27/09/2015 |
| Intraday examples |
1 response |
26/09/2015 |
| Earnings Calls |
5 responses |
26/09/2015 |
| Help organizing stocks. |
6 responses |
26/09/2015 |
| Live Trading Returns Analysis - Simple |
no responses |
26/09/2015 |
| Multiple Time Frames Algos |
11 responses |
26/09/2015 |
| Live Portfolio Allocation algorithm |
2 responses |
26/09/2015 |
| Very simple programming question |
3 responses |
26/09/2015 |
| Beginner Trouble (Fundamental Data) |
4 responses |
25/09/2015 |
| Planned events dates in Q |
2 responses |
25/09/2015 |
| Full Winners' Returns Data Now Available |
9 responses |
25/09/2015 |
| All Live Stream Ticket Sales for QuantCon 2016 will be Donated to Code.org |
no responses |
25/09/2015 |
| Algo Grading 101 Webinar Now Available |
no responses |
25/09/2015 |
| Beginner that needs help! - heiken ashi |
3 responses |
25/09/2015 |
| Where are the morningstar sector codes listed? |
3 responses |
25/09/2015 |
| Cornell Hackathon 2015 - Contest Algorithm |
11 responses |
25/09/2015 |
| Need help with coding stat.arb [basci] |
5 responses |
25/09/2015 |
| Winners Page Missing February and March winners? |
2 responses |
25/09/2015 |
| Do libraries exist to calculate market velocity? |
1 response |
24/09/2015 |
| Gap ups and first 5 mins of day |
5 responses |
24/09/2015 |
| Re: Today's webinar / Market neutral and statistical arb starts |
4 responses |
24/09/2015 |
| Feature request: Get the list of all community posts I am listening to |
1 response |
24/09/2015 |
| Passing history frequency as string variable problem |
2 responses |
24/09/2015 |
| Newbie question about stock universe |
1 response |
24/09/2015 |
| Recommended Stop Loss Strategy |
1 response |
24/09/2015 |
| Feature request in backtest: daily returns graph with both algo and benchmark (like performance graph) |
1 response |
24/09/2015 |
| My Algo, please critique; 9% return, 2.01 sharpe, 1.5% draw |
1 response |
23/09/2015 |
| Live Webinar with Dr. Jess Stauth Tomorrow at 12pm ET: Algo Grading 101 |
2 responses |
23/09/2015 |
| Morningstar's Financial Health Grade always 'None' in Algorithms but... |
3 responses |
23/09/2015 |
| Can I visualize my fetcher_data in algorithms like in research mode? |
1 response |
23/09/2015 |
| Is something like this worthy of Q fund? |
24 responses |
23/09/2015 |
| What are ideal/practical best return, drawdown values? |
2 responses |
23/09/2015 |
| Research Data Directory, Community Data, Fetcher and Courtesy |
2 responses |
22/09/2015 |
| Free chapters of O'Reilly Python for Data Science |
no responses |
22/09/2015 |
| Poor man's VIX/VVIX |
3 responses |
22/09/2015 |
| Research Platform documentation |
1 response |
22/09/2015 |
| Contest winner's page messed up |
5 responses |
22/09/2015 |
| Trend follow algo |
72 responses |
22/09/2015 |
| cannot fetch fundamental data |
2 responses |
22/09/2015 |
| Cannot connect to research in safari |
14 responses |
22/09/2015 |
| Cubs Strategy |
3 responses |
22/09/2015 |
| Correlations between volume and price in pairs trading |
1 response |
21/09/2015 |
| Quantopian Lecture Series: Fundamental Factor Models |
10 responses |
21/09/2015 |
| Combination of BollingerBand (BB), Moving Average Convergence Divergence (MACD) and Relative Strength Index (RSI) |
4 responses |
21/09/2015 |
| Equivolume Bars/Hurst Exponents |
10 responses |
21/09/2015 |
| Algo data frequency... |
4 responses |
20/09/2015 |
| First impressions on the quality of the Morningstar fundamental data on Quantopian |
4 responses |
20/09/2015 |
| Logging at end of back test only? |
2 responses |
20/09/2015 |
| Market Bias Indicator |
5 responses |
19/09/2015 |
| hedge fund comments |
26 responses |
18/09/2015 |
| Something wrong with winners page |
10 responses |
18/09/2015 |
| How can you be in the May contest but not the October contest? |
1 response |
18/09/2015 |
| Quantopian Talks at Strata: Special Discount for our Community |
no responses |
18/09/2015 |
| Quantopian Lecture Series: Spearman Rank Correlation |
8 responses |
18/09/2015 |
| Does Quantopian support Day-trading ? |
4 responses |
18/09/2015 |
| October Contest Changes: Monthly Prize Payouts, More 6-month Contests |
29 responses |
18/09/2015 |
| help: how to write the Algorithms from the Zero but know little python...? |
3 responses |
18/09/2015 |
| Feature request: current locale vs stock exchange timezone selection |
3 responses |
18/09/2015 |
| First Stab at a Bracket Order Approach for day traders |
no responses |
18/09/2015 |
| why the jumps? |
2 responses |
17/09/2015 |
| leaderboard not being updated? |
1 response |
17/09/2015 |
| Algo Grading 101: How to Evaluate your Algorithm’s Performance and Risk Characteristics Webinar on Sep 24 at 12pm ET |
1 response |
17/09/2015 |
| Buy at month end and sell at month begin |
17 responses |
17/09/2015 |
| External Data (API and Files) @Quantopian |
1 response |
17/09/2015 |
| Using Python Machine-Learning packages |
5 responses |
17/09/2015 |
| New to futures/options market, need some help |
1 response |
17/09/2015 |
| feature request: diff notebooks |
4 responses |
16/09/2015 |
| Trade Timing Issue With Talib MACD Sample |
3 responses |
16/09/2015 |
| Newbie Questions (please be merciful) |
2 responses |
16/09/2015 |
| Problem about fetch_csv |
9 responses |
16/09/2015 |
| looking for email for James Jack |
1 response |
16/09/2015 |
| Momentum Trading Extremely Volatile |
1 response |
16/09/2015 |
| Scheduling Function using minute data |
4 responses |
16/09/2015 |
| External Databases |
no responses |
16/09/2015 |
| Adustable Timeframe Algo |
2 responses |
16/09/2015 |
| Is there something wrong ? |
1 response |
16/09/2015 |
| New comer's puzzle...XD |
2 responses |
16/09/2015 |
| Trading strategy: Re-weight the components of an ETF |
3 responses |
16/09/2015 |
| Re: Converting a 'day based' simulation to 'minute based sim' |
1 response |
15/09/2015 |
| Live Papertrading @Quantopian? |
1 response |
15/09/2015 |
| Fundamental Accounting Data @Quantopian/ Python by API |
1 response |
15/09/2015 |
| Interest Rates and Fed Watching - The Side Stories |
1 response |
15/09/2015 |
| Trading at the open and at the close |
no responses |
15/09/2015 |
| Young grasshopper to Quantopian and everything related |
7 responses |
15/09/2015 |
| Algo works with SPY but no other stock. Error - Runtime exception: IndexError: invalid index to scalar variable. |
4 responses |
14/09/2015 |
| How to fetch_csv in handle_data? |
8 responses |
14/09/2015 |
| Q live trading transactions don't add up |
2 responses |
14/09/2015 |
| How to Build a Long-Short Equity Strategy Webinar on 9/17 at 12pm ET |
no responses |
14/09/2015 |
| Long Price Action Algo |
2 responses |
14/09/2015 |
| Algo's cumulative returns differ for benchmarks |
3 responses |
14/09/2015 |
| This is my first algorithm |
1 response |
14/09/2015 |
| Allocation of Long and Short positions? |
2 responses |
13/09/2015 |
| A new quant needs some help |
2 responses |
13/09/2015 |
| Inverse ETFs & Hedging |
1 response |
13/09/2015 |
| Short float |
6 responses |
12/09/2015 |
| Unable to acces fetcher data: sid issue? |
no responses |
12/09/2015 |
| Buy/Sell at open price of next period instead of closing price |
3 responses |
12/09/2015 |
| scipy minimize example |
no responses |
12/09/2015 |
| Trading "realtime" possible to backtest in Q'topian? |
1 response |
12/09/2015 |
| data integrity issue? |
1 response |
12/09/2015 |
| pd.rolling_max() throw attribute error |
5 responses |
12/09/2015 |
| Writing a thesis on pair trading strategies. Should I use Quantopian for research? |
9 responses |
12/09/2015 |
| SMA Trouble (Minute) |
2 responses |
12/09/2015 |
| How to know if an equity will be removed from the market? |
2 responses |
12/09/2015 |
| Hedgefund analyst looking for algo partner |
1 response |
11/09/2015 |
| Universal portfolios |
18 responses |
11/09/2015 |
| Intelli-sense on research platform |
1 response |
11/09/2015 |
| Trying to use Moving Average on minute data |
8 responses |
11/09/2015 |
| Weird behaviour - AAPL undefined |
3 responses |
11/09/2015 |
| What prices does Q backtester apply on intra day trading? |
10 responses |
11/09/2015 |
| Backtest issue - appears as though buying one position but selling another |
1 response |
11/09/2015 |
| Definition of a good Stat Arb |
4 responses |
11/09/2015 |
| Best way to check trade status? |
4 responses |
11/09/2015 |
| Best algorithm ever so far, recommendation |
4 responses |
10/09/2015 |
| MISSING Corporate Action (dividends/spinoffs) for EBAY/GOOG_L render historical technicals erroneous |
1 response |
10/09/2015 |
| Pythonic (Numpy, pandas, quantopian FrameWork) examples for porting R-algos ? |
no responses |
10/09/2015 |
| Simple Research Strategy |
2 responses |
10/09/2015 |
| Analyzing trades on old stocks (now defuct / acquired) |
no responses |
10/09/2015 |
| Can I "delay" the benchmark start? |
10 responses |
10/09/2015 |
| Adding additional cash to IB live trading account distorts dashboard stats |
no responses |
10/09/2015 |
| Novice looking to put together a gap strategy - any takers? |
9 responses |
10/09/2015 |
| New Features: Forum Tagging, Improved Search, and Interesting Posts |
6 responses |
10/09/2015 |
| Data infrastructure |
10 responses |
10/09/2015 |
| Trading strategy - experiment with covariance and cross sectional mean |
3 responses |
10/09/2015 |
| Buggy Pricing Data on SBLK? |
6 responses |
10/09/2015 |
| matplotlib in Research - changing colormaps? |
5 responses |
10/09/2015 |
| Need help for basic DOW 30 stock rotation strategy |
2 responses |
09/09/2015 |
| Trading once a month |
3 responses |
09/09/2015 |
| Probability State Indicator (PSI) |
13 responses |
09/09/2015 |
| Where is the cash going? |
1 response |
09/09/2015 |
| Assistance with this algo would be appreciated |
4 responses |
09/09/2015 |
| Getting Error : Something went wrong. Go back to the home page |
5 responses |
09/09/2015 |
| Getting get_open_orders() to work |
4 responses |
09/09/2015 |
| Cannot open algorithms or backtesting |
5 responses |
09/09/2015 |
| Problem with peg_ratio in fundamentals |
10 responses |
08/09/2015 |
| need quantopian freelancer |
10 responses |
08/09/2015 |
| Anyone doing live trading on Interactive Brokers ? |
14 responses |
08/09/2015 |
| Market Panic: Parameter-Optimized Strategy for Lay Investors |
3 responses |
08/09/2015 |
| Github Integration |
3 responses |
07/09/2015 |
| Float from outstanding shares. |
4 responses |
07/09/2015 |
| LOOK-AHEAD BIAS : Point-in-Time Fundamental Data in Research |
3 responses |
07/09/2015 |
| Applying Strategy to Multiple Stocks - FAIL |
8 responses |
07/09/2015 |
| How can I find the sid of a given stock? |
8 responses |
07/09/2015 |
| New to the forum, is that possible to get history for one or two specific stocks? |
2 responses |
07/09/2015 |
| data for live trading with IB account |
1 response |
07/09/2015 |
| Nice Collection of Mean Reversion Papers |
no responses |
07/09/2015 |
| Why am I getting a runtime error with this simple csv? |
4 responses |
07/09/2015 |
| How to program a backtest? |
2 responses |
06/09/2015 |
| Passing through different methods |
3 responses |
06/09/2015 |
| Should order_target_percent(X, 1.0) sell all shares of non-X stock? |
3 responses |
06/09/2015 |
| Google and Morningstar Symbols for Nasdaq 100, Nasdaq Composite |
2 responses |
06/09/2015 |
| Publishing Date of Financial Statements (US Stocks) |
2 responses |
06/09/2015 |
| First algo, would like some feedback - volatility weighting |
2 responses |
06/09/2015 |
| How is Leverage calculated by Quantopian? |
1 response |
06/09/2015 |
| Potential bug on Quantopian Research: Wrong time data in research get_pricing for minute frequency |
1 response |
06/09/2015 |
| Create 5 min bar with x period ATR . Help please |
3 responses |
05/09/2015 |
| End of month schedule = start of the next month? |
2 responses |
05/09/2015 |
| Cant connect to research? |
9 responses |
05/09/2015 |
| Converting non-stationary stock data to stationary |
2 responses |
05/09/2015 |
| Trading Interactive Brokers Model Portfolio |
8 responses |
04/09/2015 |
| Markowitz Optimization |
3 responses |
04/09/2015 |
| Do Technicals beat Fundamentals? This paper seems to show some insight |
no responses |
04/09/2015 |
| P/B Data Error |
2 responses |
04/09/2015 |
| worthy of Q fund? |
75 responses |
04/09/2015 |
| Pardon my newbness, question on algorithm - SPY volatility |
2 responses |
04/09/2015 |
| Collaborations |
no responses |
04/09/2015 |
| Question on Stochastics Parameters |
1 response |
03/09/2015 |
| Research platform get_pricing() limits ??? Running into problem loading all daily data for analysis |
2 responses |
03/09/2015 |
| Minute Level Data Question |
1 response |
03/09/2015 |
| A Beginner Question - trading only $2500? |
11 responses |
03/09/2015 |
| Does the range_specifier in get_fundamentals() in research platform work? |
1 response |
03/09/2015 |
| Replication of backtest results in Research environment |
3 responses |
03/09/2015 |
| Clarification, please |
3 responses |
03/09/2015 |
| other markets? |
2 responses |
03/09/2015 |
| How to Pick Intraday Market Direction – The 80% Rule |
13 responses |
03/09/2015 |
| Please help me. I am new - compile error |
1 response |
03/09/2015 |
| VWAP Calculation is wrong |
no responses |
03/09/2015 |
| Multi-Strategy portfolio |
1 response |
02/09/2015 |
| Contest - Static Performance Results |
3 responses |
02/09/2015 |
| How to Calculate Total Return? |
3 responses |
02/09/2015 |
| A Simple Downside Protection Model |
11 responses |
02/09/2015 |
| Stop-loss and limit orders |
3 responses |
02/09/2015 |
| [Resolved myself] My algorithm doesn't buy positions in the first run |
3 responses |
02/09/2015 |
| How do you do accurate and current filtering based EV_TO_EBITDA |
1 response |
02/09/2015 |
| symbol conflict |
2 responses |
02/09/2015 |
| Could I use my own data source? |
1 response |
02/09/2015 |
| SGX FTSE A50 futures |
1 response |
02/09/2015 |
| New To Quant Finance |
4 responses |
02/09/2015 |
| Problem with csv_fetcher |
5 responses |
01/09/2015 |
| Next contest deadline: October 1st, 9:30AM Eastern |
2 responses |
01/09/2015 |
| September Prize Winner: Pravin Bezwada |
18 responses |
01/09/2015 |
| Python IDE: Viewing variable state, running code line by line etc |
2 responses |
01/09/2015 |
| Market Panics: To Sell or Not to Sell? |
3 responses |
01/09/2015 |
| Stop loss Strategy |
1 response |
01/09/2015 |
| New here |
3 responses |
01/09/2015 |
| Having trouble updating DOW constituents |
2 responses |
31/08/2015 |
| Logging negative buys and positive sells |
no responses |
31/08/2015 |
| Losing more than 100% in backtest |
4 responses |
31/08/2015 |
| Bayesian analysis of backtest results |
1 response |
31/08/2015 |
| Feature request: backtest list shows risk metrics |
3 responses |
31/08/2015 |
| Lagging quandl data |
no responses |
31/08/2015 |
| Amount of Positions |
1 response |
31/08/2015 |
| Predicting Future Returns of Trading Algorithms: Bayesian Cone |
2 responses |
31/08/2015 |
| QQQ market open trade, with 3X long/short QQQ ETFs as indicators |
3 responses |
30/08/2015 |
| A Non-Convex Optimization Work Around/Avoiding Local Minima |
3 responses |
30/08/2015 |
| New User - Looking to build strategy using VIX and VXV - Is it possible to get this daily data |
3 responses |
30/08/2015 |
| Long only value momentum strategy with filter - first algo |
9 responses |
30/08/2015 |
| How to execute an order with stop limit for 2 different stocks at the same time? |
no responses |
30/08/2015 |
| mean reverting excess returns (OLMAR idea) |
7 responses |
30/08/2015 |
| Quantopian Toolbelt |
1 response |
29/08/2015 |
| Leverage of 3X and Reg T |
1 response |
29/08/2015 |
| Problems with Print Preview and PDF download in Research |
2 responses |
29/08/2015 |
| data sources - backtesting vs. live trading? |
9 responses |
29/08/2015 |
| Does rebalancing generally "work" ? |
1 response |
29/08/2015 |
| Any help with why this is not trading? |
5 responses |
28/08/2015 |
| quantopian release dates |
no responses |
28/08/2015 |
| Quantiopian Bug? works on research Vs fails on backtest |
2 responses |
28/08/2015 |
| New Feature: before_trading_start Now Takes data Parameter |
6 responses |
28/08/2015 |
| Backtest hanging |
1 response |
28/08/2015 |
| Need help with calculating sector specific z-score |
3 responses |
28/08/2015 |
| web response time? |
5 responses |
28/08/2015 |
| How to get "1 hour" frequency in history(bar_count, frequency, field)? |
5 responses |
28/08/2015 |
| RSI Strategy |
9 responses |
28/08/2015 |
| Is daily rebalancing a valid strategy? |
1 response |
28/08/2015 |
| talib documentation |
1 response |
27/08/2015 |
| Notebook: All Fundamentals Database Fields |
3 responses |
27/08/2015 |
| Std Dev of Price Difference - How to ? |
2 responses |
27/08/2015 |
| How to create a simple rebalancer |
3 responses |
27/08/2015 |
| How To: Buy security if price passes certain +% threshold from opening price or previous day's closing price |
no responses |
27/08/2015 |
| ETF intraday indicative values? |
no responses |
27/08/2015 |
| which algorithms did well during the aug 2015 correction? |
52 responses |
27/08/2015 |
| Division on two positives gives negative ! |
3 responses |
27/08/2015 |
| Daily Score Strategy |
no responses |
27/08/2015 |
| Congrats guys.... |
1 response |
27/08/2015 |
| Cancel_orders is not working as expected |
6 responses |
26/08/2015 |
| execution time out THEN too much time spend in handle_data call |
no responses |
26/08/2015 |
| Better contest algos if provided minute-by-minute price visualization in the backtest performance chart |
1 response |
26/08/2015 |
| Question on get_fundamentals and history restrinctions |
2 responses |
26/08/2015 |
| How to create function that returns "time since last crossover"? |
15 responses |
26/08/2015 |
| Can the Community get a Forum? |
5 responses |
26/08/2015 |
| new here - RSI/MACD inaccurate, how to test or fix? |
9 responses |
26/08/2015 |
| Free data source for intraday ETP indicative values? |
4 responses |
26/08/2015 |
| Time to run Backtest ? |
1 response |
26/08/2015 |
| How do I add the SPY in addition to my filter so I can make comparison using the history function? |
1 response |
26/08/2015 |
| I always get None for file_date or period_ending_date of earnings report |
1 response |
25/08/2015 |
| Limiting Leverage When I Have Multiple Signals on Same Day |
no responses |
25/08/2015 |
| How to access history volume by time? |
2 responses |
25/08/2015 |
| Order a Stock, then place a limit order ASAP |
5 responses |
25/08/2015 |
| Fundamentals by last update |
2 responses |
25/08/2015 |
| Maximizing Sharpe Ratio == Shorting Volatility |
9 responses |
25/08/2015 |
| Looking for a hell of a programmer |
no responses |
25/08/2015 |
| strategy not working correctly buying and selling too much.Suggestions and improvisations welcome |
no responses |
25/08/2015 |
| Adding Indicators in Research |
4 responses |
25/08/2015 |
| Why won't this print the stocks I queried? |
1 response |
25/08/2015 |
| live trading algo error |
12 responses |
24/08/2015 |
| How do different strategies handle days like August 24, 2015? |
no responses |
24/08/2015 |
| March Prize Algorithm Restart |
41 responses |
24/08/2015 |
| New Feature: Comprehensive Backtest Analysis (pyfolio) |
100 responses |
24/08/2015 |
| Contest Winners Results - Simon loses almost 5% today? |
9 responses |
24/08/2015 |
| Symbols of stocks returned by Fundamental Query |
3 responses |
24/08/2015 |
| Explanation of Daily Positions and Gains |
12 responses |
24/08/2015 |
| Scheduled Functions For Market Open and Close Run At The Same Time, Throwing Off Backtests |
2 responses |
24/08/2015 |
| https://www.quantopian.com/algorithm-builder |
4 responses |
24/08/2015 |
| log control question |
3 responses |
24/08/2015 |
| Best way for beginners to seek help |
4 responses |
24/08/2015 |
| Pyfolio -- a New Python Library for Performance and Risk Analysis |
no responses |
24/08/2015 |
| How do I get the historical Beta of a stock? |
3 responses |
23/08/2015 |
| Hedge with the VIX/VXV - Need Help |
3 responses |
23/08/2015 |
| Trailing stop loss! |
1 response |
23/08/2015 |
| Debugger window |
no responses |
23/08/2015 |
| Live trading data for futures |
1 response |
23/08/2015 |
| predict tomorrow price with machine learning(sklearn) |
3 responses |
23/08/2015 |
| Help needed for : Runtime exception: KeyError: Equity |
1 response |
23/08/2015 |
| Optimization Issue: Too much time are spent in handle_call |
10 responses |
23/08/2015 |
| dual_moving_average_with_cost |
1 response |
22/08/2015 |
| What can you say me about this result? |
6 responses |
22/08/2015 |
| First algorithm by MPL |
1 response |
22/08/2015 |
| Certian candles touching bollinger bands |
1 response |
22/08/2015 |
| Feature request : history frequency "1w" |
3 responses |
22/08/2015 |
| Equity Long-Short |
17 responses |
22/08/2015 |
| Morningstar portfolio with fundamental grades of A or B (Growth, Profit, and Financial Health) |
1 response |
21/08/2015 |
| Value template long-only w/ trend filter |
43 responses |
21/08/2015 |
| reuse code in different notebooks |
3 responses |
21/08/2015 |
| TimeoutException Help |
no responses |
21/08/2015 |
| Backtests with Fundamentals are pausing during "Initializing", then never trading anything |
no responses |
21/08/2015 |
| How can fetch_csv data be used in back testing? |
no responses |
21/08/2015 |
| What's on your bookshelf? |
10 responses |
21/08/2015 |
| Quantopian Broker Connection Services (?) agreement |
3 responses |
21/08/2015 |
| March Winner Dropped From Contest? |
2 responses |
21/08/2015 |
| Migrating an algo to Research |
1 response |
21/08/2015 |
| Upcoming Contest |
3 responses |
21/08/2015 |
| Help with live trading - Quantopian and IB platform |
6 responses |
21/08/2015 |
| MAD Portfolio - Optimizer Problem |
3 responses |
21/08/2015 |
| winning algo drops below $90K |
51 responses |
21/08/2015 |
| Sharpe ratio of 36.69 on Leaderboard!!!!!!! |
8 responses |
20/08/2015 |
| To run a backtest in research. |
5 responses |
20/08/2015 |
| Unexpected zipline behavior - order doesn't fill if volume = 0 |
2 responses |
20/08/2015 |
| Happy 3rd Birthday to Our Community! |
4 responses |
20/08/2015 |
| ascending vs descending in fundamental |
1 response |
20/08/2015 |
| General question: Futures on sectors |
3 responses |
20/08/2015 |
| order_target returns None |
4 responses |
20/08/2015 |
| Multiple get_fundamentals or an 'OR' for adding fundamentals on individual securities |
3 responses |
20/08/2015 |
| Using schedule_function every day BUT mondays. Possible? |
7 responses |
20/08/2015 |
| It's all about that META: An idea to crowd-source the contest scoring system |
5 responses |
20/08/2015 |
| Constant Rebalance Via Trigger - Simple Question |
4 responses |
19/08/2015 |
| Warren Buffett Market Crash Predictions: The Chart |
1 response |
19/08/2015 |
| Warren Buffett Market Crash Predictions |
no responses |
19/08/2015 |
| Contest winners - one month forward? |
10 responses |
19/08/2015 |
| Explain 'volume' property |
5 responses |
19/08/2015 |
| Contest results do not match backtest results? |
6 responses |
19/08/2015 |
| Free Trading Books Raffle (by Better System Trader podcast) |
2 responses |
19/08/2015 |
| Pair trading code problem |
3 responses |
19/08/2015 |
| Why historical prices of SPY is different from Yahoo Finance? |
2 responses |
18/08/2015 |
| pandas.set_option |
4 responses |
18/08/2015 |
| Is Zipline compatible with Tick by Tick data with n levels ? |
1 response |
18/08/2015 |
| Unable to correctly load data from csv file into zipline |
1 response |
18/08/2015 |
| The Quantopian Lecture Series: Notebooks, Backtests, and Video Lectures. All in One Spot. |
3 responses |
18/08/2015 |
| some questions about zipline |
1 response |
18/08/2015 |
| Any walk-forward framework... |
3 responses |
18/08/2015 |
| Backtesting framework unable |
6 responses |
18/08/2015 |
| Ranking System Computations |
3 responses |
18/08/2015 |
| Volatility Selling w/ Constant Proportion Portfolio Insurance |
1 response |
18/08/2015 |
| Newby at Coding multiple strategies..MA and RSI.. |
2 responses |
18/08/2015 |
| Development outside the scope of Quantopian |
2 responses |
18/08/2015 |
| Why Backtest results in daily and minute mode are so different? |
4 responses |
18/08/2015 |
| Converting an oscillator into an SMA? |
5 responses |
17/08/2015 |
| Is it possible to get historical P/E with get_fundamentals? |
3 responses |
17/08/2015 |
| How do I get this to return specific values? |
1 response |
17/08/2015 |
| When is handle_data() called? |
2 responses |
17/08/2015 |
| Replicating Private Equity Returns With Leveraged Small Value Stocks |
4 responses |
17/08/2015 |
| Beneish Model: Probability of Accounting Manipulation |
11 responses |
17/08/2015 |
| Dynamic values for symbol, symbols, and sid functions |
1 response |
17/08/2015 |
| Help explaining the Sample Mean Reversion Algo? |
1 response |
17/08/2015 |
| [Research] Is there a way to update universe inside an algo that is running? |
2 responses |
16/08/2015 |
| Why isnt this fetching the VIX for me? |
4 responses |
16/08/2015 |
| Get fundamental data for existing positions? |
6 responses |
16/08/2015 |
| Possible to segment price action by ticks? |
3 responses |
15/08/2015 |
| Why random portfolios appear to outperform benchmarks... |
11 responses |
15/08/2015 |
| Long read: decline of information asymmetry |
no responses |
15/08/2015 |
| Research Lectures in pdf |
1 response |
15/08/2015 |
| Is this the right way to execute loop and execute orders ? |
2 responses |
15/08/2015 |
| Question about short selling |
no responses |
14/08/2015 |
| Aug 17th is the deadline to enter for the February Prize |
no responses |
14/08/2015 |
| SPY constant volatility w/ dynamic leverage (Quantapolis) |
5 responses |
14/08/2015 |
| Trading 'WEAT' Based on Wheat Futures Commitment of Money Managers |
3 responses |
14/08/2015 |
| re: Pair Trade using a Risk Factor Model - analysis of 260k pairs |
1 response |
13/08/2015 |
| number of shares sold |
1 response |
13/08/2015 |
| Statistics: Beware Lag in Correlations |
2 responses |
13/08/2015 |
| VWAPBestEffort must start at least a minute after now -- why? |
3 responses |
13/08/2015 |
| Research: is there a function to save a CSV file? |
3 responses |
13/08/2015 |
| How do you combine multiple algos together? |
2 responses |
13/08/2015 |
| Scaling contest score by out of sample duration |
4 responses |
13/08/2015 |
| Noob question regarding orders |
no responses |
13/08/2015 |
| How do i access the values in my CSV? Right now nothing prints for current volume. |
no responses |
13/08/2015 |
| Why does Q Backtest trade on days when exchanges are closed? |
3 responses |
13/08/2015 |
| Introductions |
3 responses |
12/08/2015 |
| Quantapolis - Value Example (long-short) |
4 responses |
12/08/2015 |
| Set universe/context as a custom benchmark |
3 responses |
12/08/2015 |
| MAD Portfolio an alternative to Markowitz? |
55 responses |
12/08/2015 |
| Thoughts on the Goldman announcement |
20 responses |
12/08/2015 |
| help minimizing max drawdown and beta |
5 responses |
12/08/2015 |
| Kalman Filter multiple Pairs Trading |
6 responses |
12/08/2015 |
| some questions about the zipline source code |
1 response |
12/08/2015 |
| Intraday Fetcher |
5 responses |
12/08/2015 |
| No trades in a given minute and NaN values in history |
1 response |
12/08/2015 |
| Algorithmic Trading for University project |
4 responses |
12/08/2015 |
| zipline download |
2 responses |
12/08/2015 |
| How do I save a CSV file online so I can fetch it? |
1 response |
11/08/2015 |
| Accessing Index Constituents... |
4 responses |
11/08/2015 |
| Integrating R code |
4 responses |
11/08/2015 |
| I'm trying to check if RATIO is more than EMA_RATIO but throws me a logic error, any suggestions? |
1 response |
11/08/2015 |
| Fundamentals in zipline ? |
2 responses |
11/08/2015 |
| AttributeError: 'NoneType' object has no attribute 'get_history' |
18 responses |
11/08/2015 |
| Who needs value?! Absurd strategy herein |
7 responses |
11/08/2015 |
| ARMA problem |
7 responses |
11/08/2015 |
| The best of algos (still just learning) |
5 responses |
11/08/2015 |
| Not so bad... |
2 responses |
11/08/2015 |
| Cannot use only one sid in context.stocks |
1 response |
11/08/2015 |
| Upgrading seaborn library in Research environment |
4 responses |
10/08/2015 |
| A puzzle |
1 response |
10/08/2015 |
| Adapting an algorithm from working with one stock to working with many. |
3 responses |
10/08/2015 |
| Index Fisher |
no responses |
10/08/2015 |
| Webinar Invite: Developing Your Trading Strategies on Quantopian |
7 responses |
10/08/2015 |
| Is there any desire to create 'Seconds' data for the Quantopian community in the near future? |
2 responses |
10/08/2015 |
| Is it possible to get the history only for specific stocks in ones universe? |
1 response |
10/08/2015 |
| On ThinkOrSwim there all sorts of Indicator symbols that represent things like total new highs on the NYSE or percentage volume rising on the NASDAQ, is there any way to access that on Quantopian? |
5 responses |
10/08/2015 |
| Comparing 1m and 1d price data |
1 response |
10/08/2015 |
| How to use fetch_csv |
1 response |
10/08/2015 |
| Purpose for Rebalancing |
2 responses |
10/08/2015 |
| 5 Year Analysts Future Growth Rate |
4 responses |
10/08/2015 |
| WSJ article: "Quantopian pays users for the algorithms that perform best" |
6 responses |
10/08/2015 |
| Leaving Quantopian |
14 responses |
10/08/2015 |
| Request: little improvement to the code editor (Research and Algorithms) |
1 response |
10/08/2015 |
| Clearly benchmarking the costs of short selling on Interactive Brokers |
2 responses |
10/08/2015 |
| Quantopian hangs on "Authenticating with Interactive Brokers..." |
3 responses |
10/08/2015 |
| Can you code this simple thing ? |
3 responses |
10/08/2015 |
| Fundamentals help |
8 responses |
09/08/2015 |
| Percentage of ETF |
6 responses |
09/08/2015 |
| Writing simple algo |
14 responses |
09/08/2015 |
| I want this algorithm to only run handle_data every 5 minutes, or at least only make trades every five minutes. How can I do this? |
8 responses |
09/08/2015 |
| Nonsensical result from order_target_percent |
3 responses |
07/08/2015 |
| When I list specific stocks this algorithm runs fine, but when i run it after I use a get_fundamentals filter to get the S&P500 I get an error any idea why? |
4 responses |
07/08/2015 |
| Selecting ETFs |
2 responses |
07/08/2015 |
| order_target_percent() creating unusual leverage. |
3 responses |
07/08/2015 |
| Get the same performance on minute backtest as daily backtest |
2 responses |
07/08/2015 |
| Problem with coding how much to order based on plausable investment |
4 responses |
07/08/2015 |
| I'm trying to keep the cash positive and not be short any individual stocks, but to keep cash positive it ends up shorting one or multiple stocks. |
1 response |
07/08/2015 |
| Research -- Morningstar data -- how much history is there? |
3 responses |
07/08/2015 |
| Why is this algorithm still spending more money than I initialized if I set the leverage to one? |
3 responses |
06/08/2015 |
| Is Volatility in Fed Sentiment a Useful Signal? |
no responses |
06/08/2015 |
| Spencer wins the July edition of the Quantopian Open! |
no responses |
06/08/2015 |
| ML library version update and new library request |
7 responses |
06/08/2015 |
| How do I get this algorithm to make orders yet not just go crazy and over budget? |
11 responses |
06/08/2015 |
| Stop loss not working |
1 response |
06/08/2015 |
| calculating Talib.EMA over all stocks in Set_Universe? |
1 response |
05/08/2015 |
| Does TSLA follow the Price of Gas? Yes. |
9 responses |
05/08/2015 |
| Quantopian Open - Negative Max Drawdowns |
3 responses |
05/08/2015 |
| Developing Your Trading Strategy on Quantopian: Live Webinar on August 11th at 12pm EDT |
2 responses |
05/08/2015 |
| Beginner Trying to Program Complicated Code |
2 responses |
05/08/2015 |
| Is it possible to possible to run a test based on stock performance on the entire S&P500, and order it based on performance? |
1 response |
05/08/2015 |
| Monte-Carlo simulations of correlated portfolios -- the quest for uncorrelated return streams |
4 responses |
05/08/2015 |
| Beta Constrained Markowitz Minimum Variance Portfolio |
2 responses |
05/08/2015 |
| Parabolic SAR conditions |
1 response |
05/08/2015 |
| Real name only policy to prevent multiple accounts |
12 responses |
05/08/2015 |
| order_target_value question |
1 response |
05/08/2015 |
| Why is my algorithm so volatile and why does it have so much leverage? |
7 responses |
04/08/2015 |
| Weekly Price High |
2 responses |
04/08/2015 |
| Multi Sector OLMAR Strategy |
2 responses |
04/08/2015 |
| Does Federal Reserve Sentiment Predict Prices of Macro-Tracking ETFs? |
no responses |
04/08/2015 |
| Trading with the CNN Fear & Greed Index (Updated) |
1 response |
04/08/2015 |
| Quantopian Live Webinar on August 6th: "You Don't Know How Wrong You Are - Part 2" |
no responses |
04/08/2015 |
| Fundamentals Query |
1 response |
04/08/2015 |
| Contest Leaderboard : Clicking Download csv giving Something went wrong error? |
4 responses |
04/08/2015 |
| None values in Net Assets |
1 response |
04/08/2015 |
| style=StopLimitOrder and LimitOrder never trigger |
1 response |
03/08/2015 |
| Trouble with 500 securities limit |
2 responses |
03/08/2015 |
| How to store ratios for fundamental data. |
1 response |
03/08/2015 |
| InvalidSidCount: 0019 |
2 responses |
03/08/2015 |
| Use function sqrt(), floor() in the algorithm |
2 responses |
03/08/2015 |
| how to speed up my code |
7 responses |
03/08/2015 |
| Hedging USD exposure |
no responses |
03/08/2015 |
| IB historical data download |
no responses |
03/08/2015 |
| How to buy in the last minute of the last trading day of the week? |
6 responses |
03/08/2015 |
| Trouble with Time Resttictions on purchases |
11 responses |
02/08/2015 |
| Leverage |
6 responses |
02/08/2015 |
| Sharpest guy on the contest floor (July 2015) |
9 responses |
02/08/2015 |
| does the data in handle_data() only represent the asset's price? |
1 response |
02/08/2015 |
| Why does an order get processed and when can I see its fill price |
1 response |
02/08/2015 |
| Hacking-google-finance-in-pre-market-trading |
6 responses |
02/08/2015 |
| Wrong values of SPY returned |
3 responses |
02/08/2015 |
| Quantitative finance blogs |
no responses |
01/08/2015 |
| Feature Request: Backtest Description and risk metric comparison |
1 response |
01/08/2015 |
| What's wrong with my bar data values? |
3 responses |
31/07/2015 |
| Mysterious Extra Orders in Backtest |
2 responses |
31/07/2015 |
| using history() to calculate 60 and 20 minute moving averages |
1 response |
31/07/2015 |
| buy at 4pm when stock opens down 8% or more |
4 responses |
31/07/2015 |
| How to call the history method with all the bars ? |
3 responses |
31/07/2015 |
| 'Market On Open' orders / Poor Performance from Quantopian |
3 responses |
31/07/2015 |
| I don't know any python, how Quantopian works, and I have a very basic knowledge of the financial markets |
3 responses |
31/07/2015 |
| Seems like a bug in price data |
1 response |
31/07/2015 |
| Anyone knows how IB paper trading works? how realistic is it? |
2 responses |
31/07/2015 |
| "Waiting for logs...." forever in Live Trading - same problem for Quantopian live and IB paper trading |
3 responses |
31/07/2015 |
| How to filter based on more than one Morningstar Fundamental "Grade"? |
8 responses |
30/07/2015 |
| Strategy Advice using SVR |
2 responses |
30/07/2015 |
| Multiple pairs trading algorithm |
3 responses |
30/07/2015 |
| What stops Quantopian from providing Python 3 IDE? |
2 responses |
30/07/2015 |
| Complete Noob, where to start? |
4 responses |
30/07/2015 |
| Moving Average Algorithm |
1 response |
30/07/2015 |
| Quantopian Live Webinar Today at 12pm EDT: "You Don't Know How Wrong You Are" |
no responses |
30/07/2015 |
| filter < doesn't work while filter > does |
1 response |
30/07/2015 |
| SMA Crossover trading signal |
15 responses |
30/07/2015 |
| Proposal to make git available and share code -> the terminal access |
1 response |
30/07/2015 |
| Pair Trade with Cointegration and Mean-Reversion Tests |
30 responses |
30/07/2015 |
| How can i get the time of market close? |
1 response |
30/07/2015 |
| Add list of posts which you decided to 'listen' to profile |
5 responses |
29/07/2015 |
| New to this whole thing |
2 responses |
29/07/2015 |
| Any Hope for an Tradier API Intgration? |
2 responses |
29/07/2015 |
| Need to buy/sell in backtest to recognize paper profits? |
1 response |
29/07/2015 |
| Is 3D plotting possible in Quantopian Research? |
8 responses |
29/07/2015 |
| How many orders is Quantopian handling through IB ? |
3 responses |
29/07/2015 |
| To get fundamentals for top most liquid universe |
no responses |
29/07/2015 |
| Calculating Range for the last few days. |
6 responses |
29/07/2015 |
| Pairs Trading Strategy incorporating regime switching based on volatility |
2 responses |
29/07/2015 |
| Optimizing an algo to maximize contest score |
10 responses |
29/07/2015 |
| What has Twitter (TWTR) and Dutch tulips in the 17th century got in common? |
no responses |
29/07/2015 |
| Confusing Results |
3 responses |
28/07/2015 |
| Tracking Intraday Leverage |
3 responses |
28/07/2015 |
| Error in IDE: RuntimeWarning: All-NaN axis encountered |
1 response |
28/07/2015 |
| How to apply stochastic oscillator to all stocks in universe at once |
5 responses |
28/07/2015 |
| fetch_csv() date details: Live Trading vs Back Testing |
5 responses |
28/07/2015 |
| Keltners WIP |
2 responses |
28/07/2015 |
| Request: record(...) for more than 5 time series |
7 responses |
28/07/2015 |
| [Feature Request] Running SQL Queries on the Pricing Database from the Research Environment? |
1 response |
28/07/2015 |
| Updating the MPO Blog Post |
4 responses |
28/07/2015 |
| Odd result when querying fundamentals data by symbol |
1 response |
28/07/2015 |
| Questions on "order_target_percent" |
1 response |
28/07/2015 |
| Negative quantity of shares |
2 responses |
28/07/2015 |
| Problem with Talib EMA and history |
no responses |
28/07/2015 |
| Find biggest position in your portfolio |
no responses |
27/07/2015 |
| Anybody have a solid code framework for tracking/confirming when multiple orders are completed when using Schedule_Function?? |
3 responses |
27/07/2015 |
| Code/Mappings for fundamentals. |
4 responses |
27/07/2015 |
| TALIB Key Errors |
1 response |
27/07/2015 |
| feature request. a page listing the listening posts |
2 responses |
27/07/2015 |
| UPDATE: Front Running S&P 500 Index Funds |
no responses |
27/07/2015 |
| TALIB ADX |
9 responses |
27/07/2015 |
| Close position of a particular security and calculate the return |
4 responses |
27/07/2015 |
| Can I calculate SMA on Sectors in the Before Trading Starts function? |
2 responses |
27/07/2015 |
| Discrepancies in price data |
2 responses |
27/07/2015 |
| Q-Tip: How many days since a higher high (or lower low)? |
9 responses |
26/07/2015 |
| Perform sector neutral hedge |
21 responses |
26/07/2015 |
| Paper Trading Algorithms |
8 responses |
26/07/2015 |
| "RECORD" PROBLEM |
4 responses |
26/07/2015 |
| Algo correlations |
5 responses |
26/07/2015 |
| Trailing stop loss with multiple securities |
10 responses |
26/07/2015 |
| How to map SID into Symbol in the Research environment? |
8 responses |
25/07/2015 |
| To test a portfolio of strategies. |
no responses |
25/07/2015 |
| please help! Runtime exception: ValueError |
4 responses |
25/07/2015 |
| how to get data from multiple columns in a csv without use of batch_transform? |
2 responses |
25/07/2015 |
| Set_Universe, Calculate number of sids, Simple Question |
4 responses |
25/07/2015 |
| How many different stocks should I be trading? |
1 response |
24/07/2015 |
| Iterating Through Every SID to Screen all Stocks |
8 responses |
24/07/2015 |
| Problem Running Zipline on Research Platform |
9 responses |
24/07/2015 |
| Bad Leverage control (copied Earning Yield Algorithm) |
3 responses |
24/07/2015 |
| Quantopian Live Webinar: "You Don't Know How Wrong You Are" on July 30th 12pm EDT |
1 response |
24/07/2015 |
| Frankenstein algorithm |
6 responses |
24/07/2015 |
| Design patterns: Dealing with more than 500+ stocks in total? Can you use fetch_csv outside of 'initialize'? |
7 responses |
24/07/2015 |
| Split-Adjusted Prices Introduce A Look-Ahead Bias |
28 responses |
24/07/2015 |
| Buying more securities than I have cash with macd sample code |
1 response |
24/07/2015 |
| Stock ranking/screening Similar to Investor's Daily |
4 responses |
23/07/2015 |
| Why there are current values in History() ? |
3 responses |
23/07/2015 |
| Predictive Machine Learning Sentiment New/Blog Data for Retail Quants |
11 responses |
23/07/2015 |
| Trading Strategy: Factor Ranking with Insider BUYS |
4 responses |
23/07/2015 |
| WARN Logging limit exceeded; some messages discarded, why? |
4 responses |
23/07/2015 |
| How to split context.stocks into two equal sized arrays ? |
20 responses |
23/07/2015 |
| Russell 2000 - Statistical Arbitrage with Hedged Stock Pairs - Mean Reversion Strategy |
12 responses |
23/07/2015 |
| How to make algorithm based on opening price |
1 response |
23/07/2015 |
| why the close price is not match with the data from goole finance |
1 response |
23/07/2015 |
| Debugging within the Research Environment |
2 responses |
23/07/2015 |
| Sensitivity Analysis a.k.a. "Parameter Optimization" of Pair Trade Input Parameters |
15 responses |
23/07/2015 |
| Retrieving Beta/Alpha of backtest |
1 response |
22/07/2015 |
| KeyError help? |
1 response |
22/07/2015 |
| What Stop-Loss Should I Use? An Analysis. |
9 responses |
22/07/2015 |
| Facebook Return |
6 responses |
22/07/2015 |
| Simple MA CrossOver |
2 responses |
22/07/2015 |
| dont understand what get_fundamentals is returning / where are the docs? |
2 responses |
22/07/2015 |
| OLMAR Sector Specific |
3 responses |
22/07/2015 |
| August Contest Rules Update: New Prizes, Staying Hedged, Going Longer |
27 responses |
22/07/2015 |
| How does order target percent on negatives work? |
1 response |
22/07/2015 |
| ethereum, etherex, cryptocurrencies, etc. |
3 responses |
22/07/2015 |
| Rewrite from MQL to TWS language |
no responses |
21/07/2015 |
| Fetcher issues |
10 responses |
21/07/2015 |
| Range percentage for purchasing |
1 response |
21/07/2015 |
| Liquidity for Fund Selection |
2 responses |
21/07/2015 |
| Historical data issues |
19 responses |
21/07/2015 |
| What price is used when buying or selling? |
2 responses |
21/07/2015 |
| Issues with incremental cash use |
6 responses |
21/07/2015 |
| Volume Imbalance? |
3 responses |
21/07/2015 |
| Gebert-indicator |
4 responses |
20/07/2015 |
| The returns are somewhat unexpected |
3 responses |
20/07/2015 |
| why am i getting error update universe only allowed in before_start_trading function? seems nested to me? |
5 responses |
20/07/2015 |
| Can Q share sample hedge fund performance? |
7 responses |
20/07/2015 |
| What's the problem ? |
14 responses |
20/07/2015 |
| Not able to connect to research.. since yesterday... |
4 responses |
20/07/2015 |
| Example of prefilling data when using fetcher to warm up algo |
no responses |
20/07/2015 |
| KeyError with order_target_percent |
4 responses |
20/07/2015 |
| OLMAR Backtest Results |
1 response |
20/07/2015 |
| Not sure what's wrong with Algorithm |
4 responses |
20/07/2015 |
| How to determine if two dates are the same? (To prevent closing a position on the same day as entry) |
2 responses |
19/07/2015 |
| RSI Divergence Strategy |
3 responses |
19/07/2015 |
| Logical invest's maximum yield rotation |
5 responses |
19/07/2015 |
| Missing split adjustment? |
4 responses |
19/07/2015 |
| Vertical spread trading strategy |
2 responses |
19/07/2015 |
| Trailing stop |
6 responses |
19/07/2015 |
| [suggestion] get_environment() = 'research' for Research Environment |
1 response |
19/07/2015 |
| get_backtest() fuction |
4 responses |
19/07/2015 |
| Unexplained Leverage |
2 responses |
19/07/2015 |
| A Few Questions on Short Selling and Sell Orders |
12 responses |
18/07/2015 |
| How to get historical price between two dates? |
3 responses |
18/07/2015 |
| backtest 1 |
3 responses |
18/07/2015 |
| Using Fetcher... |
1 response |
18/07/2015 |
| Possible Beta Calculation Discrepancy? |
2 responses |
18/07/2015 |
| Quantopian backtest speed - does it vary by time of day, etc.? |
4 responses |
18/07/2015 |
| August Rule Updates? |
7 responses |
18/07/2015 |
| Plea for help |
4 responses |
18/07/2015 |
| Simple Basic question?... |
6 responses |
18/07/2015 |
| Limit order size to percent of volume |
1 response |
17/07/2015 |
| Simple Machine Learning Example Mk II |
44 responses |
17/07/2015 |
| Selecting stocks |
1 response |
17/07/2015 |
| [Bug Fix] Anomalous dividends in long-running backtests |
1 response |
17/07/2015 |
| [Request] Add anchors to live trading algorithms table |
2 responses |
17/07/2015 |
| Monte Carlo simulation of theoretical algos |
11 responses |
17/07/2015 |
| [research environment] Logging in the research environment |
2 responses |
17/07/2015 |
| data in Research still getting erased?? |
5 responses |
17/07/2015 |
| Tips for writing robust algorithms for the hedge fund |
21 responses |
16/07/2015 |
| Using Fetcher to load Pairs Data |
3 responses |
16/07/2015 |
| Entire order not executing |
1 response |
16/07/2015 |
| Front Running S&P 500 Index Funds |
7 responses |
16/07/2015 |
| Stop orders don't show up in the live trading dashboard? |
4 responses |
16/07/2015 |
| Clone-able Research Notebook Comparing Acquirer's Multiple and Magic Formula |
1 response |
16/07/2015 |
| Sample Talib Macd |
1 response |
16/07/2015 |
| Any interest in a Quantopian chat room (i.e. IRC)? |
9 responses |
16/07/2015 |
| [Research CLONABLE] Do you want parameter optimization? Click here to get started. [Heat Maps included] |
10 responses |
16/07/2015 |
| 52 Week High/Low Long/Short |
8 responses |
16/07/2015 |
| If someone could fix this while I sleep I will be eternally grateful |
1 response |
16/07/2015 |
| Basic performance stats |
3 responses |
16/07/2015 |
| fetch_csv API question |
12 responses |
16/07/2015 |
| list of all community forum posts to which I'm subscribed? |
1 response |
16/07/2015 |
| Fetching Multiple Stocks From Quandl or multiple CSV from different source is that possible?? |
no responses |
16/07/2015 |
| Quantopian Robinhood? |
18 responses |
16/07/2015 |
| Selling a Stock after MACD met a Threshold 2 Minutes in a Row |
no responses |
16/07/2015 |
| help w/ KeyError on BWS_WI |
1 response |
16/07/2015 |
| Why did my Algorithm Behave so Differently between Minute and Day data? |
3 responses |
16/07/2015 |
| Sector Rotation ETF Strategy |
8 responses |
15/07/2015 |
| Possible ways of structuring multiple IB accounts for separate algos and/or family |
no responses |
15/07/2015 |
| how do I select stock based on percent increase |
3 responses |
15/07/2015 |
| Iterating over price data? |
2 responses |
15/07/2015 |
| Distribution of Variance in Trade Volume is Log-Normal |
no responses |
15/07/2015 |
| Frustration Elimination Request: Add the ability to download log output as a file |
3 responses |
15/07/2015 |
| How is MACD calculated? |
1 response |
15/07/2015 |
| Running Algorithm Inside of For Loops to Optimize parameters |
2 responses |
15/07/2015 |
| CLONE from "In Search of Distress Risk", John Campbell, Jens Hilscher, and Jan Szilagyi " updated version" but different results... |
3 responses |
15/07/2015 |
| Can we get Shared Backtest in Research? |
1 response |
15/07/2015 |
| Best way to find community shared algorithms? |
2 responses |
15/07/2015 |
| How to get the low price, closing price, and high price of a given week? |
5 responses |
15/07/2015 |
| zipline with non-US equities |
10 responses |
14/07/2015 |
| Good and Bad Baskets as criteria for long/short positions. Repeat transaction problem |
2 responses |
14/07/2015 |
| First attempt at a trading algorithm. |
1 response |
14/07/2015 |
| China or Greece: What Matters More for U.S. Markets? |
7 responses |
14/07/2015 |
| Contest Stats Stale |
1 response |
14/07/2015 |
| Searching for Bond ETF's |
1 response |
14/07/2015 |
| How to create baskets of stocks for differential treatment |
2 responses |
14/07/2015 |
| great posts for people building complex multi dimensional trading models: |
1 response |
14/07/2015 |
| Runtime error |
5 responses |
14/07/2015 |
| Exiting at opening price greater than my entry price or stop out after 2.5% loss |
8 responses |
14/07/2015 |
| Hello! I have some problems with my code, that I'd like help on understanding. |
2 responses |
13/07/2015 |
| NYC Quant Meetup Tomorrow: free food & drinks for a great cause! |
no responses |
13/07/2015 |
| Modifying orders? |
4 responses |
13/07/2015 |
| Best "risk-off" assets? |
16 responses |
13/07/2015 |
| Live trading performance bug |
3 responses |
13/07/2015 |
| How do I add a comment to an existing post? Thanks! |
1 response |
13/07/2015 |
| Convert a list of stock symbols to sid - algo |
2 responses |
13/07/2015 |
| minute order bug |
3 responses |
13/07/2015 |
| Campbell, Hilscher, Szilagyi (CHS) Model - Probability of corporate failure - Update Version |
7 responses |
13/07/2015 |
| Only Trading One Stock |
3 responses |
13/07/2015 |
| Help |
2 responses |
13/07/2015 |
| Symbol List of All S&P 500 Companies |
7 responses |
13/07/2015 |
| For contest scoring, why does volatility matter if we already have Sharpe? |
5 responses |
12/07/2015 |
| New to quantopian-quick question |
2 responses |
12/07/2015 |
| Dual momentum now goes to cash if everything is down |
no responses |
12/07/2015 |
| Get trailing array of OHLC data? |
1 response |
12/07/2015 |
| reverse scale trading algorithm |
8 responses |
12/07/2015 |
| function like "history", but for fetch_csv data? |
13 responses |
12/07/2015 |
| My First Tearsheet - Low vol / constant growth strategy |
7 responses |
12/07/2015 |
| Load data from external source and place it on context as is |
2 responses |
12/07/2015 |
| Stock Universe CSVs |
4 responses |
11/07/2015 |
| Stock Universe |
4 responses |
11/07/2015 |
| Bollinger Band Algo |
1 response |
11/07/2015 |
| Experiments with GEM and Dual Momemtum |
3 responses |
11/07/2015 |
| RSI and MA model |
6 responses |
11/07/2015 |
| What is the symbol of nasdaq composite |
2 responses |
11/07/2015 |
| Get_Fundamentals Error |
3 responses |
11/07/2015 |
| How do use ATR calculaton on intraday algo |
2 responses |
10/07/2015 |
| Value Added by Employee as a Trading Signal |
no responses |
10/07/2015 |
| New to the community - Few very simple questions |
7 responses |
10/07/2015 |
| Quantopian Live Webinar: "The Good, the Bad, and the Correlated" on July 16th at 12pm EDT |
no responses |
10/07/2015 |
| IDE / Research Environment Incompatibility - symbols() |
2 responses |
10/07/2015 |
| Can the log window be maximized to full screen? |
7 responses |
10/07/2015 |
| Why is there a trade on 1/1/2015? |
2 responses |
10/07/2015 |
| error that I cannot solve |
3 responses |
10/07/2015 |
| How to get top losers using set_universe function |
1 response |
10/07/2015 |
| Contest beta is N/A, why is that? |
6 responses |
10/07/2015 |
| Research Cheat Sheet: easily move between the IDE and Research |
5 responses |
09/07/2015 |
| For Hedge Funds: Accern Alpha Stream News and Blog Algorithms and Data Samples |
8 responses |
09/07/2015 |
| What 's wrong with my end of day syntax? |
3 responses |
09/07/2015 |
| Question on the adfuller bug. |
no responses |
09/07/2015 |
| Update to Fundamental Database |
no responses |
09/07/2015 |
| for the VolaLovers: TradingTheOdds vxx-xiv strategy |
7 responses |
09/07/2015 |
| Quantopian India meetup |
11 responses |
09/07/2015 |
| Indian Residents trading in Live Market using IB and Quantopian |
2 responses |
09/07/2015 |
| Accessing amazon AWS S3 buckets |
no responses |
09/07/2015 |
| Minute backtest in reasearch |
2 responses |
09/07/2015 |
| Why set_universe contains the leveraged EFT's? |
8 responses |
09/07/2015 |
| Setting Universe to S&P 500 stocks using Fetcher |
8 responses |
09/07/2015 |
| How to make sure your contest algo is hedged |
10 responses |
08/07/2015 |
| Going live on IB with this algo.. any advice? |
10 responses |
08/07/2015 |
| Congratulations to June contest winner - Michael Van Kleeck |
7 responses |
08/07/2015 |
| Campbell, Hilscher, Szilagyi (CHS) Model - Probability of corporate failure |
53 responses |
08/07/2015 |
| Is it possibly to dynamically change the universe of stocks |
no responses |
08/07/2015 |
| Simulating S&P 500, Russell 1000, Russell 3000 in Research |
23 responses |
08/07/2015 |
| Implementation of the Probability of Bankruptcy by Campbell, Hilscher and Szilagyi (also described in the book "Quantitative Value") |
3 responses |
08/07/2015 |
| G |
1 response |
08/07/2015 |
| Standard Deviation of a Pair |
1 response |
08/07/2015 |
| SYSTEMS DOWN? |
6 responses |
08/07/2015 |
| Help Ranking stocks using TALIB functions |
2 responses |
08/07/2015 |
| Limit Order |
no responses |
08/07/2015 |
| Commission on trades |
1 response |
07/07/2015 |
| IB Pricing and Commission structure with Quantopian |
1 response |
07/07/2015 |
| Cannot Access Elements of A List - I can only get the first and last elements |
1 response |
07/07/2015 |
| A faster backtest? |
2 responses |
07/07/2015 |
| My attempt at Natural Gas trading algo |
24 responses |
07/07/2015 |
| "The Art of Not Following the Market" Live Webinar on July 9th at 12pm ET |
2 responses |
07/07/2015 |
| [Feature Request] Naming your Backtests |
6 responses |
07/07/2015 |
| How can I set equal weights for DollarVolumeUniverse? |
1 response |
07/07/2015 |
| How to export data as a csv |
1 response |
07/07/2015 |
| Shorting requirement for contest? |
1 response |
07/07/2015 |
| The gains on the daily P&L don't tie to the positions value at the end of the next day |
no responses |
07/07/2015 |
| How do I get the history for a stock not in my universe? |
3 responses |
07/07/2015 |
| Gap Up/Down Strategy |
4 responses |
07/07/2015 |
| Previous price (1-5 minute before current) |
2 responses |
06/07/2015 |
| Execution Algos |
2 responses |
06/07/2015 |
| Time Management for Orders |
2 responses |
06/07/2015 |
| Is there a risk management layer planned for Hedge Fund ? |
1 response |
06/07/2015 |
| Is the backtest IEX Order Routing price data different? |
2 responses |
06/07/2015 |
| Creating buy low sell high strategy |
7 responses |
06/07/2015 |
| Help & Feedback on Basic Algo |
2 responses |
06/07/2015 |
| Attempt 1 for Tuesday |
no responses |
06/07/2015 |
| What are major syntax errors in Quantopian?Multiple filters |
1 response |
05/07/2015 |
| Generic Feedback for values |
4 responses |
05/07/2015 |
| Beta to SPY |
10 responses |
05/07/2015 |
| Percent range slippage model -- USE order.amount - order.filled |
2 responses |
05/07/2015 |
| Incorrect Prices? |
5 responses |
05/07/2015 |
| Keyerror: Help |
8 responses |
05/07/2015 |
| Spurious NaNs in history() |
2 responses |
05/07/2015 |
| Why SVM does't work here? |
2 responses |
04/07/2015 |
| Creating slippage models which need to be calibrated? |
2 responses |
04/07/2015 |
| order_percent Still spending more than portfolio has! |
1 response |
04/07/2015 |
| Security.security_name -> asset_name ? |
4 responses |
03/07/2015 |
| Looking for a Golden Cross/Death Cross Algo |
2 responses |
03/07/2015 |
| Data/Pricing error in contest submission |
1 response |
03/07/2015 |
| [research question] Security replaced by Asset? |
8 responses |
03/07/2015 |
| New to this, selling without owning? |
5 responses |
03/07/2015 |
| fetch_csv - accessing previous day's fetched data |
4 responses |
03/07/2015 |
| Got Lucky and Unlucky at the same time . . . |
3 responses |
03/07/2015 |
| Check USD balance |
5 responses |
03/07/2015 |
| [Research Question] Shifting time axis for a series |
1 response |
02/07/2015 |
| Can I trade currency with Quantopian? |
1 response |
02/07/2015 |
| July Contest Entry says "In Review" still but is currently live trading |
no responses |
02/07/2015 |
| Is there a reliable way to exclude "when-issued" securities from fundamentals screens? |
6 responses |
02/07/2015 |
| How does the backtester calculate Sharpe Ratio ? |
2 responses |
02/07/2015 |
| Reconcile daily positions and gains and the total returns - please help |
1 response |
02/07/2015 |
| Feature Request: before_trading_start/after_trading_end events |
19 responses |
02/07/2015 |
| Unable to find executed price of buy order in SHORT Trade. |
no responses |
02/07/2015 |
| research environment feature requests |
2 responses |
02/07/2015 |
| Transaction cost problem ! |
no responses |
02/07/2015 |
| First Build |
no responses |
01/07/2015 |
| Restarting a live-trading IB algo |
3 responses |
01/07/2015 |
| Replacing cash with Bonds |
5 responses |
01/07/2015 |
| Research environment returns() method |
4 responses |
01/07/2015 |
| Only minor difference in total return between SMA and EMA crossover algorithm |
10 responses |
01/07/2015 |
| Feature Requests: Listening |
1 response |
01/07/2015 |
| Exponential moving average crossover!! HELP |
5 responses |
01/07/2015 |
| Question on how to write this part of my trading strategy.... |
1 response |
01/07/2015 |
| Feature request: Backtest dump in csv |
1 response |
01/07/2015 |
| How to get 90 day moving average in minute mode? |
5 responses |
01/07/2015 |
| Confusion regarding zipline functions in research environment and local, stand-alone notebook |
15 responses |
01/07/2015 |
| ICA on stock prices instead of returns |
no responses |
01/07/2015 |
| What is the problem with this code |
2 responses |
01/07/2015 |
| Meb Fabers' 3-Way system |
9 responses |
01/07/2015 |
| Quantopian Open, Final June Leaderboard is Delayed |
7 responses |
01/07/2015 |
| Help with back test - dividend inflow / outflow |
3 responses |
30/06/2015 |
| Referencing past trades in an algorithm. |
2 responses |
30/06/2015 |
| Another scoring bug? Different risk-free rates for each algo |
2 responses |
30/06/2015 |
| New to backtesting in python here, quick question |
6 responses |
30/06/2015 |
| Need help to under API --- order(stock_symbol, amount) |
3 responses |
30/06/2015 |
| June leaderboard scoring bug? |
7 responses |
30/06/2015 |
| Simple tutorial for quantopian? |
2 responses |
30/06/2015 |
| Why consistency score is flawed |
1 response |
30/06/2015 |
| Why test data only back to 2002? |
2 responses |
30/06/2015 |
| Stop Loss and Buy Stop Questions |
1 response |
30/06/2015 |
| questions re: VWAPBestEffort |
1 response |
30/06/2015 |
| Accessing dataframe of CSV from quandl |
2 responses |
30/06/2015 |
| Where are reason for Disqualification ? |
1 response |
30/06/2015 |
| Leadership board |
1 response |
29/06/2015 |
| Historical Constituents of S&P Index? (or other indexes: Nasdaq, Dow, etc.) |
8 responses |
29/06/2015 |
| How to easily convert symbols to sids |
5 responses |
29/06/2015 |
| ex-dividend date and P/L |
2 responses |
29/06/2015 |
| Defunct symbols - only "Something went wrong" |
4 responses |
29/06/2015 |
| My algo dropped but sharpe went up today? How is that possible? |
6 responses |
29/06/2015 |
| why are the log output and transaction details very different ??? |
1 response |
29/06/2015 |
| Does Quantopian have this features..? |
1 response |
29/06/2015 |
| Long/Short Cross-Sectional Momentum |
11 responses |
29/06/2015 |
| symbols -> SyntaxError: more than 255 arguments |
no responses |
28/06/2015 |
| What object does get_fundamentals return and how can I make one from a Q Security Object? |
2 responses |
28/06/2015 |
| Need help debugging the error. Appreciate any help |
4 responses |
28/06/2015 |
| Multi series of securites |
3 responses |
28/06/2015 |
| TAlib's AROON doesn't seem to be working |
1 response |
28/06/2015 |
| What about VXUP/VXDN? |
1 response |
28/06/2015 |
| Can Quantopian be a marketplace connecting investors and algo writers ? |
4 responses |
27/06/2015 |
| IDE Tip: CTRL/CMD click for multi-cursor editing |
3 responses |
27/06/2015 |
| average daily volume |
2 responses |
26/06/2015 |
| How do you test a customized portfolio of stocks? |
2 responses |
26/06/2015 |
| An experiment with independent component analysis |
5 responses |
26/06/2015 |
| Differences in stock info between Daily and Minute |
2 responses |
26/06/2015 |
| First Working Algo of My Own |
5 responses |
26/06/2015 |
| Resolved:trouble with OBV |
1 response |
26/06/2015 |
| Look Back For Max High/Low Within A Certain # Of Days |
4 responses |
25/06/2015 |
| conclusion: no ETF's in morningstar data. Prev title: List of ETF's from morningstar (or anywhere?) |
5 responses |
25/06/2015 |
| Very large order in thinly traded securities. |
1 response |
25/06/2015 |
| Data Snooping Bias Reminder |
no responses |
25/06/2015 |
| Getting data in Quantopian Research Notebook using Quandl |
4 responses |
25/06/2015 |
| Serious bug with monthly rebalance? |
7 responses |
25/06/2015 |
| reset contest algorithm? |
1 response |
25/06/2015 |
| Data Input |
1 response |
25/06/2015 |
| Fundamental Analysis |
1 response |
24/06/2015 |
| order_target_percent(stock, 0) can cause unexpected consequence - short position |
8 responses |
24/06/2015 |
| How can you compare variables different times? |
3 responses |
24/06/2015 |
| What Quantopian use as approximation of risk-free return to calculate Sharpe Ratio ? |
13 responses |
24/06/2015 |
| Seems to be something wrong with data |
2 responses |
24/06/2015 |
| How can I access past dates in CSV file. |
1 response |
24/06/2015 |
| Rolling mean range of intraday cross-section |
no responses |
24/06/2015 |
| Working Efficiently in the Quantopian IDE |
1 response |
23/06/2015 |
| Resample and Indicators |
5 responses |
23/06/2015 |
| Only one transaction, Need help re-balancing algorithm |
6 responses |
23/06/2015 |
| Relative Value or Market Neutral |
no responses |
23/06/2015 |
| Correlation |
1 response |
23/06/2015 |
| locals() is rejected. |
1 response |
23/06/2015 |
| Need help in finding the quantity. |
3 responses |
23/06/2015 |
| Need list of S&P 500 stocks |
3 responses |
23/06/2015 |
| Discrepancies in prices from Yahoo finances and price from Q |
2 responses |
23/06/2015 |
| The sid(id) method takes one parameter. |
1 response |
23/06/2015 |
| Number of shares purchased |
4 responses |
23/06/2015 |
| Intraday Average Range by Time of Day |
7 responses |
23/06/2015 |
| backtester output |
7 responses |
23/06/2015 |
| Having Problems with Fetcher and Python =( |
1 response |
22/06/2015 |
| Can anyone explain my low consistency calculation? |
1 response |
22/06/2015 |
| Bug in consistency score? |
11 responses |
22/06/2015 |
| Combining Multiple Strategies |
11 responses |
22/06/2015 |
| Live Webinar on 6/24/15 at 9am EDT - Crowd-sourced Alpha: The Search for the Holy Grail of Investing |
no responses |
22/06/2015 |
| Useful paper on mean reversion and optimisation |
no responses |
22/06/2015 |
| Trading costs and taxes |
no responses |
22/06/2015 |
| Borrow Costs & Stock to Borrow |
4 responses |
22/06/2015 |
| Seeking Feedback on Trading based on Sentiment Analysis + Intro |
13 responses |
21/06/2015 |
| Using PCA to trade a Long/Short basket |
4 responses |
21/06/2015 |
| Thrustable algorithm for Trading? Does anyone... |
2 responses |
21/06/2015 |
| Pandas query on finding position in history |
2 responses |
21/06/2015 |
| testidor |
3 responses |
21/06/2015 |
| Refering to indicators from previous bars |
1 response |
21/06/2015 |
| MAx drawdown 8% in 2007-2009 period and 235% return in 10yrs |
1 response |
21/06/2015 |
| How much sharpe ratio is good for algo ? |
no responses |
21/06/2015 |
| About the Quantopian Open Contest |
1 response |
21/06/2015 |
| resources to help rookies?? |
4 responses |
21/06/2015 |
| RSI in dynamics? |
6 responses |
20/06/2015 |
| Is there an easy way to blacklist a stock? |
4 responses |
20/06/2015 |
| How to select stocks Dynamicly |
4 responses |
20/06/2015 |
| How does Quantopian calculate sharpe? |
8 responses |
20/06/2015 |
| Applying TA-Lib BBANDS to a DataFrame |
1 response |
20/06/2015 |
| pe_ratio data is not right? |
11 responses |
19/06/2015 |
| Backtester details and lookahead bias |
12 responses |
19/06/2015 |
| Limiting Leverage |
5 responses |
19/06/2015 |
| More competition in the space! |
14 responses |
19/06/2015 |
| How do refer to previous days in algorithm |
5 responses |
19/06/2015 |
| Why orders can't be placed in before_trading_start method? |
4 responses |
19/06/2015 |
| Seasonal + Value |
5 responses |
19/06/2015 |
| Relative Strength and Absolute Momentum |
7 responses |
18/06/2015 |
| Meb Faber's Ivy Portfolio |
4 responses |
18/06/2015 |
| fetcher and schedule_function |
4 responses |
18/06/2015 |
| Absolute & Relative Momentum |
5 responses |
18/06/2015 |
| get_fundamentals returns empty in live trading |
2 responses |
18/06/2015 |
| Basket Sma Algo: Simple Question, Thanks |
2 responses |
18/06/2015 |
| Where is my 3rd entry for July? |
6 responses |
18/06/2015 |
| Funding for algo trade |
2 responses |
18/06/2015 |
| Live Webinar TODAY at 2pm EDT - Crowd-sourced Alpha: The Search for the Holy Grail of Investing |
7 responses |
18/06/2015 |
| Tradable instruments |
1 response |
18/06/2015 |
| Steady Vol (inspired by Jake and John Orford) |
11 responses |
18/06/2015 |
| Tearsheet Analysis of Algo Performance in our Research Environment |
47 responses |
17/06/2015 |
| Question on using history() to calculate percentage change |
7 responses |
17/06/2015 |
| 60 Day Best Performer (with History Function) |
6 responses |
17/06/2015 |
| How to view truncated result in debug panel? |
1 response |
17/06/2015 |
| Seasonal Algo |
20 responses |
17/06/2015 |
| News sentiment data for commodities |
2 responses |
17/06/2015 |
| Quantopian is down |
3 responses |
17/06/2015 |
| O'Shaugnessy "What works on wall street" |
23 responses |
17/06/2015 |
| Bio-Tech Trading Ideas |
1 response |
16/06/2015 |
| Historical Simple Moving Averages |
3 responses |
16/06/2015 |
| Volume and Moving Average Model |
1 response |
16/06/2015 |
| GiTHub |
no responses |
16/06/2015 |
| Retrieve order history info |
2 responses |
16/06/2015 |
| Got funding for Algo Trade |
15 responses |
16/06/2015 |
| Dataframe help |
4 responses |
16/06/2015 |
| A nice cheat sheet for new python developers... |
1 response |
15/06/2015 |
| Live Webinar on 6/18/15 at 2pm ET - Crowd-sourced Alpha: The Search for the Holy Grail of Investing |
4 responses |
15/06/2015 |
| Feature request: security universe with constantly updated S&P500 |
9 responses |
15/06/2015 |
| The efficient frontier: Markowitz portfolio optimization using cvxopt (repost; cloning of NB now enabled) |
18 responses |
15/06/2015 |
| questions on volatility index |
18 responses |
15/06/2015 |
| Need Help with Open Orders |
2 responses |
15/06/2015 |
| Need guidelines on backtesting |
2 responses |
15/06/2015 |
| Issue with StopOrder |
1 response |
14/06/2015 |
| Handling company acquisition |
10 responses |
14/06/2015 |
| First Pass Please Help |
5 responses |
13/06/2015 |
| clonable notebook example - looping over all Quantopian securities |
2 responses |
13/06/2015 |
| First Basic Testing Method (3% above average plus 30 day market activity) |
2 responses |
13/06/2015 |
| Different results for daily and per minute backtesting - for an algorithm that trades only once per month? |
3 responses |
13/06/2015 |
| cloned and tested |
no responses |
13/06/2015 |
| Trailing 5-year average Return on Invested Capital |
1 response |
13/06/2015 |
| Thalesians NYC - Tim Leung - Exchange-Traded Funds and Related Trading Strategies |
1 response |
13/06/2015 |
| research notebook clone test |
no responses |
12/06/2015 |
| Finding the best moving averages (now with cloning) |
2 responses |
12/06/2015 |
| Update: Pairs Trading Notebook (now with cloning) |
3 responses |
12/06/2015 |
| Update statarb using PCA (now with cloning) |
2 responses |
12/06/2015 |
| Futures are coming to Quantopian |
67 responses |
12/06/2015 |
| New Days Data |
3 responses |
12/06/2015 |
| To get Executed price. |
3 responses |
12/06/2015 |
| More Affordable Brokers for Q Users |
8 responses |
12/06/2015 |
| How do I implement "Wait" part? |
7 responses |
12/06/2015 |
| Feature Request: Combining multiple algos into a single backtest |
2 responses |
12/06/2015 |
| Searching a Universe |
7 responses |
12/06/2015 |
| How to find the "beta" of individual stocks? |
5 responses |
12/06/2015 |
| Looking for book suggestions |
7 responses |
12/06/2015 |
| Debugging anomalous dividends? |
14 responses |
12/06/2015 |
| Withdraw or add cash |
3 responses |
12/06/2015 |
| Tracking paid dividends |
2 responses |
11/06/2015 |
| Beginner (15 and 30-day cross MA model) |
1 response |
11/06/2015 |
| Hoping I'm on to something here. What do you guys think? |
3 responses |
11/06/2015 |
| What looks to be an excellent class on trading systems development! |
10 responses |
11/06/2015 |
| Female CEOs - A Sector Neutral Version - It's clone-able! |
no responses |
11/06/2015 |
| Passive funds are better then active? |
1 response |
11/06/2015 |
| Unable to acess the dictionary with time key values. |
6 responses |
11/06/2015 |
| Support for Korean Market? |
3 responses |
11/06/2015 |
| Bug in live trader, wrong closing price statistics. |
4 responses |
10/06/2015 |
| Stress Testing Algorithms? |
3 responses |
10/06/2015 |
| [feature request] Compare backtests |
4 responses |
10/06/2015 |
| Tying variables to stocks |
3 responses |
10/06/2015 |
| Why no leveraged ETFs on the contest - Can this be relaxed down the line? |
5 responses |
10/06/2015 |
| Where is the bug ? 466246.84% return . . ! |
6 responses |
10/06/2015 |
| Newbie question: Any Quantopian freelancers out there? |
1 response |
10/06/2015 |
| my [original] account gives a 500 on all pages..... |
13 responses |
10/06/2015 |
| ATR Issues |
2 responses |
10/06/2015 |
| Feature request: get_slippage |
4 responses |
09/06/2015 |
| Leaderboard |
2 responses |
09/06/2015 |
| Feature request: get_commission |
3 responses |
09/06/2015 |
| contest leaderboard bug fixed |
no responses |
09/06/2015 |
| OHLC and volume values inside one minute |
2 responses |
09/06/2015 |
| Building a Long/Short Value Investing Strategy: Acquirer's Multiple with SPY hedge |
2 responses |
09/06/2015 |
| --- Error Execution timeout. |
6 responses |
09/06/2015 |
| why still hedging with bonds? how do you hedge when shorting is out? |
3 responses |
09/06/2015 |
| Selling all of a stock not completing. Bug? |
2 responses |
09/06/2015 |
| Question for Contest Winners - Tips/Strategies that work |
4 responses |
08/06/2015 |
| Feature Request - IB Managed Accounts |
30 responses |
08/06/2015 |
| Diversification is for idiots? |
3 responses |
08/06/2015 |
| Cross Moving average of the protfolio returns |
1 response |
08/06/2015 |
| How could the ranking be improved? |
7 responses |
08/06/2015 |
| Is it possible to use custom indicators with Quantopian and store and download indicator values? |
1 response |
08/06/2015 |
| Finding the best moving averages (now with 2012 testing period) |
17 responses |
08/06/2015 |
| Concise algo all in one |
11 responses |
08/06/2015 |
| Anyone interested in coding this strategy? |
12 responses |
07/06/2015 |
| Newbie need help. |
6 responses |
07/06/2015 |
| Handful of Questions for New User |
4 responses |
07/06/2015 |
| Difference between research platform and back tester |
2 responses |
07/06/2015 |
| Head and shoulders |
no responses |
07/06/2015 |
| Newbie, this site is kind of a mindf*** |
2 responses |
07/06/2015 |
| Current price vs. last price |
4 responses |
07/06/2015 |
| Quantopian paid managers program |
11 responses |
07/06/2015 |
| Leverage Space Implementation |
no responses |
06/06/2015 |
| Finding the best moving averages (short, long) for cross-over trading strategy |
13 responses |
06/06/2015 |
| Good idea, but doesn't seem to work |
3 responses |
06/06/2015 |
| Just Curious! |
2 responses |
06/06/2015 |
| Anomalous appearance of cash during backtest. |
8 responses |
06/06/2015 |
| Portfolio Weights - Comparing OLPS algorithms on a diversified set of ETFs |
1 response |
06/06/2015 |
| RSI not matching when there is a stock split |
1 response |
06/06/2015 |
| Q-Tip: Relative Volume = (Today's Volume) / (Average Volume) |
no responses |
05/06/2015 |
| Beginner |
1 response |
05/06/2015 |
| On the stock market, nobody knows I'm a dog. How am I going into debt? |
6 responses |
05/06/2015 |
| ZipLine (KeyError: 'AAPL') |
no responses |
05/06/2015 |
| Updated statarb using PCA |
no responses |
05/06/2015 |
| Statistical arbitrage on returns using PCA |
14 responses |
05/06/2015 |
| Negative cash flow getting through fcf filters? |
4 responses |
05/06/2015 |
| Feature request: personal common code file |
8 responses |
05/06/2015 |
| How do I share a notebook from research platform with community for discussion? |
3 responses |
05/06/2015 |
| Feature request: Plotting in debug window |
no responses |
05/06/2015 |
| fundamental data in research platform |
6 responses |
05/06/2015 |
| Should I give priority to sharpe or alpha? |
7 responses |
05/06/2015 |
| Need help on back testing 25 most popular quantopian algorithm |
5 responses |
04/06/2015 |
| Quantopian vs QuantConnect |
24 responses |
04/06/2015 |
| What can I conclude from the Winners live performance ? |
16 responses |
04/06/2015 |
| Stock Equity Historical Price Database |
2 responses |
04/06/2015 |
| Are there any plans to improve speed of backtester? |
32 responses |
04/06/2015 |
| Momentum Strategy: zscore/sine wave |
7 responses |
04/06/2015 |
| How to buy only one stock from stock universe |
1 response |
04/06/2015 |
| Swing/ Day trade algorithm |
4 responses |
04/06/2015 |
| Ascending Channel Identification? |
1 response |
04/06/2015 |
| UPRO Prices in history() not split adjusted |
8 responses |
03/06/2015 |
| test |
3 responses |
03/06/2015 |
| Import different python libraries into IDE |
18 responses |
03/06/2015 |
| I am being impersonated! Beware personal messages alleged to come from Simon Thornington. |
3 responses |
03/06/2015 |
| Crowd sourced help docs |
1 response |
03/06/2015 |
| Feature request: Provide the ability to schedule multiple backtests with different parameters |
16 responses |
03/06/2015 |
| crowd representation on Quantopian board of directors? |
5 responses |
03/06/2015 |
| dealing with securities that expire? |
12 responses |
03/06/2015 |
| Integrating lots of algorithms into one portfolio |
2 responses |
03/06/2015 |
| Difference in June and July rankings |
2 responses |
03/06/2015 |
| strange fill times on paper trade (are these UTC times?) |
2 responses |
03/06/2015 |
| Mixture of Gaussians and Pymc3 |
3 responses |
02/06/2015 |
| A Carry Strategy with Portfolio Optimization |
9 responses |
02/06/2015 |
| Value Momentum Strategy |
25 responses |
02/06/2015 |
| Do I need to save my code in the Quantopian server? |
16 responses |
02/06/2015 |
| Validation of Quantopian backtester |
no responses |
02/06/2015 |
| Fractal index: the power tool that try to defeat S&P |
5 responses |
02/06/2015 |
| Beta calculation code. what is best, Standard, log or returns? |
5 responses |
02/06/2015 |
| How do I clone my own algorithm? |
6 responses |
02/06/2015 |
| pymc on Quantopian / the research platform ? |
3 responses |
02/06/2015 |
| Storing Daily Results |
3 responses |
02/06/2015 |
| Gamed / backtest overfitting algos in the contest? |
10 responses |
02/06/2015 |
| Pairs Trading with Error Correction Model |
no responses |
02/06/2015 |
| Performance difference between daily and minute backtest - Need help understanding why |
6 responses |
02/06/2015 |
| Contest has become very competitive |
19 responses |
01/06/2015 |
| Idea for a Natural Gas trading algo |
2 responses |
01/06/2015 |
| Buy/Sell MA30 |
2 responses |
01/06/2015 |
| Fetch SPY INDEX (INDEXCBOE:SPX)? |
no responses |
01/06/2015 |
| Help needed |
13 responses |
01/06/2015 |
| May/June leaderboard inconsistencies complicate stop/start decisions |
7 responses |
01/06/2015 |
| # of Trading Instruments for the Contest Winners |
4 responses |
31/05/2015 |
| Fundamentals Time Period? |
7 responses |
31/05/2015 |
| Weird behaviour of StopLoss |
7 responses |
31/05/2015 |
| Buying negative shares and selling positive shares? |
7 responses |
31/05/2015 |
| More Organised ? |
9 responses |
31/05/2015 |
| Why is my leverage exceeding 1? Please help |
3 responses |
31/05/2015 |
| I have an idea for options trading, who can do it? |
6 responses |
31/05/2015 |
| Anomalous behavior in initialize() regarding datetimes |
9 responses |
30/05/2015 |
| Cant access fetcher data |
no responses |
30/05/2015 |
| What is wrong with this code? |
1 response |
30/05/2015 |
| Question on porting workflow: (Zipline in Jupyter) -> (web IDE) |
1 response |
30/05/2015 |
| How do you develop your Quantopian algos |
12 responses |
30/05/2015 |
| maximize sharpe |
11 responses |
30/05/2015 |
| Order behavior |
1 response |
30/05/2015 |
| help importing collections->namedtuple |
2 responses |
30/05/2015 |
| June Leaderboard Updated |
4 responses |
29/05/2015 |
| Issue - Buy/Sell based on MA30 |
2 responses |
29/05/2015 |
| Long short portfolio optimization |
5 responses |
29/05/2015 |
| Momentum Indicators |
3 responses |
29/05/2015 |
| my first backest using mavg of 5 |
2 responses |
29/05/2015 |
| Modified Piotroski score on ev/ebitda sort |
13 responses |
28/05/2015 |
| Stuck trying to backtest with minute-level resolution |
2 responses |
28/05/2015 |
| Any Prop Firms Using Quantopian ? |
6 responses |
28/05/2015 |
| Experience with Technical Analysis Portfolios? |
1 response |
28/05/2015 |
| Lookup stock by common name? |
1 response |
28/05/2015 |
| Improved Search Features |
2 responses |
28/05/2015 |
| Are there any open resources for learning algo trading? |
2 responses |
28/05/2015 |
| Mapping quantopian symbols from CSV file |
no responses |
28/05/2015 |
| Match sid of stocks available in quantopian with csv imported |
4 responses |
28/05/2015 |
| Incorrect price data on CDII? |
4 responses |
28/05/2015 |
| Getting error "Markowitz portfolio optimization in Python" |
3 responses |
28/05/2015 |
| How do you keep your leverage under 3 to make your algorithm legible for the contest |
2 responses |
27/05/2015 |
| Is there an API for Weighted Moving average? |
3 responses |
27/05/2015 |
| Global Market Rotation Strategy - Easy to implement for high returns |
1 response |
27/05/2015 |
| need help ranking stocks |
3 responses |
27/05/2015 |
| HELP, COLLEGE FRESHMEN, WITH A GREAT DESIRE TO LEARN |
1 response |
27/05/2015 |
| morning star quantitative research ratios |
1 response |
27/05/2015 |
| Dividend payment dates payments |
3 responses |
26/05/2015 |
| EV/EBITDA Value, then momentum |
26 responses |
26/05/2015 |
| Issuing email notifications from within Quantopian |
3 responses |
26/05/2015 |
| rank stocks on fundamental scores |
3 responses |
26/05/2015 |
| Command Line Program - IB API |
3 responses |
26/05/2015 |
| Median Reversion Strategy for On-Line Portfolio Selection |
6 responses |
26/05/2015 |
| Is it possible to use Fetcher to fetch from yahoo for backtest and paper test? |
6 responses |
26/05/2015 |
| How to get a list of daily "Top Gainers" |
7 responses |
26/05/2015 |
| Back-test error |
1 response |
26/05/2015 |
| Getting Fundamentals data for a specific date |
2 responses |
25/05/2015 |
| Record/Display a Signal |
no responses |
25/05/2015 |
| Simple Moving Average Indicator to Buy or Short |
4 responses |
25/05/2015 |
| Suggestion for Backtest summary page |
1 response |
25/05/2015 |
| beta calculation, what parameters does Q use? |
1 response |
25/05/2015 |
| Python Indentation rules |
2 responses |
25/05/2015 |
| Risk Budgeting to improve performance. |
2 responses |
25/05/2015 |
| Fundamentals access only within Quantopian IDE? |
2 responses |
24/05/2015 |
| Great Shirt! |
1 response |
24/05/2015 |
| basic order execution algorithmfor my strategy! |
no responses |
24/05/2015 |
| Newbie needs some help, loops and arrays |
6 responses |
23/05/2015 |
| market-neutral and low-beta ETFs - use for Q Fund portfolio? |
1 response |
23/05/2015 |
| Research Environment - Can't use SYMBOLS function on more than 3 entries? |
2 responses |
23/05/2015 |
| Short sector momentum strategy - it doesn't work |
7 responses |
23/05/2015 |
| Question about Fetcher and universe |
3 responses |
23/05/2015 |
| commission. default used in contest? |
3 responses |
23/05/2015 |
| regress excess returns on XLE components |
12 responses |
22/05/2015 |
| Fetch short interest data for batch of Stocks and universe stocks |
3 responses |
22/05/2015 |
| Historical DataFrame to list |
2 responses |
22/05/2015 |
| FUTURES MARKET |
4 responses |
22/05/2015 |
| Binary Options. |
1 response |
22/05/2015 |
| Deciding when to exit from a profitable trade |
no responses |
22/05/2015 |
| Backtest does not run over proxy . . ! |
4 responses |
22/05/2015 |
| fetcher the only way to work with data from other websites? |
2 responses |
22/05/2015 |
| Quantopian Open low-beta algo |
12 responses |
22/05/2015 |
| Turtle Soup plus One - Need help |
2 responses |
21/05/2015 |
| My first Algorithm backtested BUT . . . |
1 response |
21/05/2015 |
| Realistic commission for live trading? |
3 responses |
21/05/2015 |
| London Community |
10 responses |
21/05/2015 |
| Hi from Newbie. . . |
3 responses |
21/05/2015 |
| Quick and dirty momentum strategy |
17 responses |
21/05/2015 |
| Results inconsistent with literature |
15 responses |
20/05/2015 |
| More Securities! Tradeable Universe Size Now Increased to 500 Securities |
2 responses |
20/05/2015 |
| VOO with dividend reinvestment |
3 responses |
20/05/2015 |
| did something changed in the fetcher code? Fetcher gives 404 on files that do exist |
4 responses |
20/05/2015 |
| Volume Spread Analysis Implementation |
6 responses |
19/05/2015 |
| Lots of ways to make money on Quantopian |
2 responses |
19/05/2015 |
| Very simple 2 sharpe algo on XLE components |
17 responses |
19/05/2015 |
| suggestion - allow users to link cloud computing accounts to Q |
1 response |
19/05/2015 |
| order_target_percent(sid,1) causes negative cash.... |
2 responses |
19/05/2015 |
| help w/ CVXOPT |
14 responses |
19/05/2015 |
| Backtest different from Contest backtest |
6 responses |
18/05/2015 |
| Q Ratio |
1 response |
18/05/2015 |
| Accern Market Neutral Sentiment Strategy (Neutralized Risk Exposure) |
2 responses |
18/05/2015 |
| debugger gives: Tree_expand: This object is no longer in scope |
3 responses |
18/05/2015 |
| Are trades private |
2 responses |
18/05/2015 |
| sortino 5.34 |
1 response |
18/05/2015 |
| data request, AD ratios |
3 responses |
17/05/2015 |
| minute backtest not working with research platform |
6 responses |
16/05/2015 |
| Bayesian conditional cointegration. |
3 responses |
16/05/2015 |
| Extend history() to include date/time |
2 responses |
16/05/2015 |
| Simon? A regular person? I don't think so... |
3 responses |
16/05/2015 |
| %%zipline - invalid syntax |
2 responses |
15/05/2015 |
| Why is this in second place? |
6 responses |
15/05/2015 |
| Bar spread average |
1 response |
15/05/2015 |
| What is wrong with Quantopian Backtest? |
1 response |
15/05/2015 |
| [Framework] Modular Framework for trading algorithms |
2 responses |
15/05/2015 |
| Sample algorithm question: Fundamental Data Algorithm |
3 responses |
15/05/2015 |
| Api question: what is universe |
6 responses |
15/05/2015 |
| why some libraries does not work in the notebook? |
4 responses |
15/05/2015 |
| mavg() function seem slow |
10 responses |
14/05/2015 |
| Was anyone in Quantopian contacted by potential employer like hedge fund or so? |
no responses |
14/05/2015 |
| ETF issue? |
4 responses |
14/05/2015 |
| time of day dependence? |
8 responses |
14/05/2015 |
| very weird behavior what happened ?!!?!?!?!?(selling more than buying)34% return in 2 months |
5 responses |
13/05/2015 |
| HFT strategies |
2 responses |
13/05/2015 |
| Historical fundamentals data: problem with live trading |
6 responses |
13/05/2015 |
| Found Something What Do I Do |
2 responses |
13/05/2015 |
| Mishandled Google Split? |
6 responses |
13/05/2015 |
| Quantopian platform - what's needed to run a $10B hedge fund? |
54 responses |
13/05/2015 |
| Contest data |
8 responses |
12/05/2015 |
| Is it possible to add leverage for back testing? |
5 responses |
12/05/2015 |
| What average trade (like 0.1%) is realistic for quantopian strategy? |
12 responses |
12/05/2015 |
| Problem with ATR |
3 responses |
11/05/2015 |
| Definition of Volatility in Backtest Results |
2 responses |
11/05/2015 |
| How to implement keltner channels? |
1 response |
11/05/2015 |
| From rank-and-chop to factor model with reduced turnover, resources? |
2 responses |
11/05/2015 |
| How is shorting and the brokerage costs of shorting modeled in the portfolio |
4 responses |
11/05/2015 |
| Benchmark dividends |
2 responses |
11/05/2015 |
| creating new universe every day |
1 response |
11/05/2015 |
| How do I get into the Managers Program? |
7 responses |
11/05/2015 |
| Can I get an algo to run in minute mode as if it were in daily mode? |
1 response |
11/05/2015 |
| Set_universe doesn't include stocks that are in your portfolio |
1 response |
11/05/2015 |
| Turtle Trading Strategy Experience with Stocks and ETFs thread in Quantopian |
no responses |
11/05/2015 |
| trade mutual fund |
1 response |
10/05/2015 |
| help w/ fetcher |
10 responses |
10/05/2015 |
| Function: returns() not behaving as expected |
16 responses |
10/05/2015 |
| Newby |
2 responses |
10/05/2015 |
| What are the best technical indicators for entry and exit position for a momentum strategy? |
2 responses |
09/05/2015 |
| Update universe question |
4 responses |
09/05/2015 |
| managing securities that get de-listed? |
3 responses |
08/05/2015 |
| Contest scoring for algo with out of sample returns <= 0 |
4 responses |
08/05/2015 |
| Volume Profile code? |
6 responses |
08/05/2015 |
| Kalman Filtering |
1 response |
08/05/2015 |
| Kalman Filter attempt (I'm obviously doing something wrong, and would love some help) |
1 response |
08/05/2015 |
| Sorting Returns |
4 responses |
08/05/2015 |
| Figures for performance measures |
no responses |
08/05/2015 |
| Prohibit trading for a stock when close to earnings |
3 responses |
08/05/2015 |
| Runtime exception: IndexError: list index out of range |
2 responses |
08/05/2015 |
| Should leveraged ETF's be banned from the Open? |
32 responses |
07/05/2015 |
| How to Build a Stat Arb Strategy on Quantopian? |
35 responses |
07/05/2015 |
| Read price data by start and end date |
2 responses |
07/05/2015 |
| Looking for an experienced developer |
1 response |
07/05/2015 |
| More inexplicable errors? |
10 responses |
07/05/2015 |
| Multiple Indicators Combined |
9 responses |
07/05/2015 |
| Sample TSLA-2010->2011 by the minute |
no responses |
06/05/2015 |
| Exiting a position based on time held |
2 responses |
06/05/2015 |
| pre-market-open computational window? |
2 responses |
06/05/2015 |
| Fetcher and time shift (improving Q examples?) |
no responses |
06/05/2015 |
| Algorithm ordering more than portfolio value |
no responses |
06/05/2015 |
| Sample Algorithm on TSLA, by the day |
no responses |
06/05/2015 |
| 1st time, wow! |
3 responses |
06/05/2015 |
| Bug/Inconsistent Backtest Results |
6 responses |
06/05/2015 |
| Date Misalignment |
no responses |
05/05/2015 |
| Genetic Algorithm to predict best SMA to trade off of |
17 responses |
05/05/2015 |
| I really wish they allowed the use of leveraged ETFs (7.18 sharpe, 13.65 sortino, -0.02 beta, 0.01 volatility) |
23 responses |
05/05/2015 |
| Automated Leverage System |
1 response |
05/05/2015 |
| Is there any "Algorithm Stopped" event, to gracefully exit? |
16 responses |
05/05/2015 |
| Is there a way to persist the context, so that it could be re-loaded if a live algorithm is stopped and restarted? |
8 responses |
05/05/2015 |
| Is there a way to connect to IB only when needed to trade? |
4 responses |
05/05/2015 |
| Accessing period risk metrics with zipline? |
1 response |
05/05/2015 |
| using Zipline with a local setup meets a problem |
1 response |
05/05/2015 |
| Any material to start the trading algorithm? |
2 responses |
05/05/2015 |
| My Backtests don't start...Please help! |
1 response |
05/05/2015 |
| Forecasting Model in Excel and R!!! (Key words - MAPE, Hierarchical Time Series Model) |
no responses |
04/05/2015 |
| Trying to understand the order object. |
no responses |
04/05/2015 |
| Slope of moving average line, also futures symbols? |
1 response |
04/05/2015 |
| How stable is stability calculation? |
10 responses |
03/05/2015 |
| To successful quants, how’d you get there? |
no responses |
03/05/2015 |
| Help! My backtests don't complete! |
4 responses |
03/05/2015 |
| Research Notebook Access |
4 responses |
03/05/2015 |
| Ranking System based on Trading Volume/Shares Outstanding |
11 responses |
03/05/2015 |
| I need to feed data into my Algorithm every Monday before the open. |
2 responses |
02/05/2015 |
| How consistent is consistency factor? |
7 responses |
02/05/2015 |
| Zipline Data Feed |
7 responses |
02/05/2015 |
| Test Algos with stock other than Apple. |
no responses |
02/05/2015 |
| Research notebook |
1 response |
01/05/2015 |
| Simple Factor Timing Using Sharpe Ratio |
3 responses |
01/05/2015 |
| Limitations of Fetcher |
4 responses |
01/05/2015 |
| historical eps |
1 response |
01/05/2015 |
| Jeff Koch takes the April Quantopian Open, Wins $100,000 IB Account |
6 responses |
01/05/2015 |
| Using quantopian with own data |
3 responses |
01/05/2015 |
| Lunar phase strategy revisited |
1 response |
01/05/2015 |
| What is the Slippage Model On Here? |
2 responses |
01/05/2015 |
| Random Forest Classification |
5 responses |
30/04/2015 |
| Avoiding the Twitter Leak with Accern Sentiment Indicators |
3 responses |
30/04/2015 |
| Research has a Jupyter login username/password? |
2 responses |
30/04/2015 |
| Fetch_csv during live trading |
5 responses |
30/04/2015 |
| Periodic universe update with fetch_csv |
1 response |
30/04/2015 |
| Order slicer and dicer |
no responses |
30/04/2015 |
| NaN Error i can not solve |
2 responses |
30/04/2015 |
| IPython textbook on Kalman & Bayesian filters |
1 response |
30/04/2015 |
| Encountering a strange build error |
4 responses |
29/04/2015 |
| What is the point of view of the quantopian community regarding technical indicator ? |
24 responses |
29/04/2015 |
| IB Proprietary Trading Account - mechanics of linking sub-accounts to Quantopian algos? |
32 responses |
29/04/2015 |
| Buy When there is blood on the street |
2 responses |
29/04/2015 |
| How to sell entire portfolio? |
1 response |
29/04/2015 |
| How to limit the number of trades in one day for my algorithm |
4 responses |
29/04/2015 |
| Time varying bid-ask spread. |
7 responses |
28/04/2015 |
| Discretizing a continuous variable to build a dataset for classification |
2 responses |
27/04/2015 |
| cannot concatenate 'str' and 'NoneType' objects |
1 response |
27/04/2015 |
| Get rid of multiple share classes in fundamentals query |
5 responses |
27/04/2015 |
| Fear, Greed, Volatility and Opportunity |
1 response |
27/04/2015 |
| Mean Reversion with a Variance Threshold |
14 responses |
27/04/2015 |
| run_algo.py doesn't exist |
1 response |
27/04/2015 |
| Cant find SID for a fund |
2 responses |
26/04/2015 |
| fundamental query only returns 1 stock - please help |
3 responses |
26/04/2015 |
| Any way to record more than 5 vars? |
7 responses |
26/04/2015 |
| First algo - a question about portfolio history |
10 responses |
26/04/2015 |
| Quantopian in Chicago on 6/3 |
1 response |
25/04/2015 |
| Long Risk Reversal (split strike) |
no responses |
25/04/2015 |
| Building a comprehensive downturn / Recession alert system. - Long term community help needed |
9 responses |
25/04/2015 |
| Request: real world strategy scoring metric |
4 responses |
25/04/2015 |
| Example (simple): SMA proportioned positions |
no responses |
24/04/2015 |
| Missed a split in BIS in 2012? |
no responses |
24/04/2015 |
| Transaction costs affect % return |
5 responses |
24/04/2015 |
| get_pricing in research, what is it fetching from Yahoo Finance? |
2 responses |
24/04/2015 |
| cardinality constrained mean reversion - proof of concept |
49 responses |
24/04/2015 |
| RSI Mean |
1 response |
24/04/2015 |
| My algorithm ranking not showing in the Leaderboard |
5 responses |
24/04/2015 |
| Week Day w/ PD |
3 responses |
24/04/2015 |
| Request for CVXPY in Quantopian |
17 responses |
24/04/2015 |
| Spot-futures pricing model (with time to maturity and volatility) |
no responses |
24/04/2015 |
| illegal Quantopian/IB algo? |
18 responses |
24/04/2015 |
| Scaling alters performance |
4 responses |
24/04/2015 |
| Quantopian real-money live trading algo - is it still running? |
2 responses |
24/04/2015 |
| none of my algos are making any trades in the competition |
5 responses |
24/04/2015 |
| What happens when you bait HFT |
2 responses |
24/04/2015 |
| SID translation table given ticker |
2 responses |
24/04/2015 |
| Logging limit exceeded |
3 responses |
24/04/2015 |
| Young quant in need of assistance |
10 responses |
24/04/2015 |
| Can I learn to code by just using Quantopian? |
10 responses |
24/04/2015 |
| Going live with IB checklist? |
7 responses |
23/04/2015 |
| Comparing OLPS algorithms (OLMAR, UP, et. al.) on ETFs |
39 responses |
23/04/2015 |
| Unreasonable Return Rates? |
2 responses |
23/04/2015 |
| New here: How do I change the instrument used in a backtest? |
2 responses |
23/04/2015 |
| POTENTIAL IDEA |
8 responses |
23/04/2015 |
| Dividends Ex-Date |
no responses |
22/04/2015 |
| Stop-loss order as a function of peak price. |
2 responses |
22/04/2015 |
| Novice programmer wanting to get clarification |
1 response |
22/04/2015 |
| ive No idea what this means |
2 responses |
22/04/2015 |
| Trader Arrested in Manipulation That Contributed to 2010 ‘Flash Crash’ |
22 responses |
22/04/2015 |
| Version 2, Proposal for Dividend-Adjusted Prices |
12 responses |
22/04/2015 |
| IB market scanner access in backtesting and trading |
no responses |
22/04/2015 |
| Stop Orders not going through |
4 responses |
22/04/2015 |
| Great Thalesians tomorrow for those of you in NYC |
no responses |
21/04/2015 |
| How to Recreate the CNN Fear and Greed Index |
10 responses |
21/04/2015 |
| Accern Event-Driven (Earnings Focused) News and Blog Backtest Results (PDF Report Attached) |
16 responses |
21/04/2015 |
| Research: Questions and wishes |
4 responses |
21/04/2015 |
| Improve returns and reduce risk by Opportunity rebalancing |
3 responses |
21/04/2015 |
| How to liquidate all positions? |
6 responses |
21/04/2015 |
| Crowd-Sourced Stock Sentiment Using StockTwits |
46 responses |
21/04/2015 |
| Research notebook of Thomas' work on probabilistic modelling of algo posteriors? |
6 responses |
20/04/2015 |
| May leaderboard in the contest |
1 response |
20/04/2015 |
| Stop-Limit sell orders not triggering on Limit |
1 response |
20/04/2015 |
| Difference between P/L & Unrealized ( Live Trading) |
3 responses |
20/04/2015 |
| debugger keeps on giving TypeError: iteration over a 0-d array on data..... |
3 responses |
20/04/2015 |
| mean reversion with variance threshold - help needed |
19 responses |
19/04/2015 |
| Print an array after the backtest completes |
9 responses |
19/04/2015 |
| How are short fails handled in live trading? |
29 responses |
19/04/2015 |
| Candlestick Condensed from TASC Feb 2015 |
1 response |
19/04/2015 |
| Age limit for Qoantopian Open? |
1 response |
19/04/2015 |
| What it is the easiest way to get daily Profit/Loss for portfolio ? |
8 responses |
19/04/2015 |
| How do I get the close_price to work on before_start_trading? |
1 response |
18/04/2015 |
| Input files |
1 response |
18/04/2015 |
| How to balance the portfolio for research purposes? |
2 responses |
18/04/2015 |
| Weird behavior with "before_trading_start" |
4 responses |
18/04/2015 |
| Analysis of minute bar trading volumes of the ETFs SPY & SH |
7 responses |
18/04/2015 |
| Can anyone help me translate my idea? |
3 responses |
18/04/2015 |
| Proposed New Default Slippage and Commissions |
26 responses |
17/04/2015 |
| First results from sample algo |
1 response |
17/04/2015 |
| Immediate Order Cancellation |
2 responses |
17/04/2015 |
| Substitute for VXX |
5 responses |
17/04/2015 |
| How do you Cancel All Open Orders (on a Friday afternoon) ? |
3 responses |
17/04/2015 |
| Heatmap of Returns by Day of Week |
9 responses |
17/04/2015 |
| Request for VXX data is returning the wrong data. |
1 response |
17/04/2015 |
| Messing around with SPY vs SH volume profiles (h/t Grante Kiehne and Michael Van Kleeck) |
1 response |
17/04/2015 |
| Simple Algo using percent gains over past 2 weeks |
2 responses |
17/04/2015 |
| How to find available cash? |
1 response |
17/04/2015 |
| Modified Heatmap Based on Grant Kiehne's Example |
3 responses |
17/04/2015 |
| Will someone please help me write a very simple algo. |
4 responses |
16/04/2015 |
| Problem: Using history function with alternating universe |
1 response |
16/04/2015 |
| Mean reversion and autoregression |
4 responses |
16/04/2015 |
| Status non-tradeable Futures/Indices in blotter... (new feature) |
10 responses |
16/04/2015 |
| research platform - how to get a nice heatmap? |
13 responses |
16/04/2015 |
| How to store a calculated % change list for future use? |
2 responses |
16/04/2015 |
| Poor man's "Risk Premia and the VIX Term Structure" |
11 responses |
16/04/2015 |
| Scrape the web for new datasets with kimono |
19 responses |
16/04/2015 |
| How To: Store Current Day's Open Price |
5 responses |
15/04/2015 |
| VIX index data on Yahoo is wrong |
1 response |
15/04/2015 |
| Pairs Trading Algorithm |
7 responses |
15/04/2015 |
| Algorithm Gone Haywire ! |
3 responses |
15/04/2015 |
| how to use schedule_function in Quantopian Research? |
3 responses |
15/04/2015 |
| Fundamentals now available for real money trading |
2 responses |
15/04/2015 |
| 9 Mistakes Quants Make That Cause Backtests to Lie |
no responses |
15/04/2015 |
| Feature request: algo code snapshot attached to backtests |
7 responses |
14/04/2015 |
| Fetch data on stocks coming from fundamentals |
1 response |
14/04/2015 |
| QuantCon 2015 Replay: Videos and Presentations Available |
no responses |
14/04/2015 |
| History() function help |
2 responses |
14/04/2015 |
| Data in Research just disappeared? |
1 response |
14/04/2015 |
| Details on pre-startup "algo verification" phase, prior to debugger running, prior to fundamentals running |
3 responses |
14/04/2015 |
| The tiniest of forum UI changes - include original poster |
1 response |
13/04/2015 |
| Proposed Feature Change: Dividend-Adjusted Prices |
5 responses |
13/04/2015 |
| Testing accuracy of .resample('1W') for weekly history dataframe |
9 responses |
13/04/2015 |
| Live Trading - Regression Coefficients |
4 responses |
13/04/2015 |
| The Logical Invest “Hell On Fire” |
7 responses |
13/04/2015 |
| View total Backtest Commissions without writing lengthy code |
1 response |
13/04/2015 |
| CSV Fetch not working |
6 responses |
13/04/2015 |
| Making Plots Bigger |
2 responses |
13/04/2015 |
| The Logical Invest Enhanced Bond Rotation Strategy |
4 responses |
13/04/2015 |
| Can one revert to an algorithm version? Source code history tracking? |
4 responses |
13/04/2015 |
| My execution algorithm- and some ideas to improve it. |
2 responses |
13/04/2015 |
| SPY profit year-to-date |
5 responses |
12/04/2015 |
| Research platform is pretty neat! |
9 responses |
12/04/2015 |
| Why MPT is still in use? |
23 responses |
11/04/2015 |
| Good? |
3 responses |
11/04/2015 |
| strange fundamental data |
2 responses |
11/04/2015 |
| Stock Screener for Value Investing |
7 responses |
11/04/2015 |
| Help with creating a feature set for a machine learning algo |
4 responses |
11/04/2015 |
| Portfolio allocation example with order target percent |
9 responses |
11/04/2015 |
| An attempt at momentum |
1 response |
11/04/2015 |
| Categories |
1 response |
11/04/2015 |
| How to know if the next day it is a trading day? |
2 responses |
11/04/2015 |
| Implementing talib correlation indicator , need help |
5 responses |
10/04/2015 |
| Execution simulation |
4 responses |
10/04/2015 |
| Function call on testing completion |
2 responses |
10/04/2015 |
| Future premium on the ES |
5 responses |
10/04/2015 |
| Is set_universe usable? |
3 responses |
10/04/2015 |
| Exit securities which no longer trade |
14 responses |
10/04/2015 |
| Schedule biweekly not working.- Start and every 15 days |
4 responses |
10/04/2015 |
| Can I update a contest algorithm? |
2 responses |
09/04/2015 |
| Pandas Multiplication not working |
11 responses |
09/04/2015 |
| Value Investing with a Multi-factor Fundamentals Template |
17 responses |
09/04/2015 |
| UnderstandingSample tutorial 1 Momentum algorithm syntax |
no responses |
09/04/2015 |
| KeyError symbol error -- date MUST be in %y-%m-%d format |
8 responses |
09/04/2015 |
| Enter the Quantopian Open to get Early Access to the Research Platform! |
1 response |
09/04/2015 |
| websites for data (was mentioned on this site before) |
2 responses |
08/04/2015 |
| Looking for a programmer with experience in Quantopian |
1 response |
08/04/2015 |
| can i run 2 different programms at the same time. |
8 responses |
08/04/2015 |
| Intraday Trading Issue |
4 responses |
08/04/2015 |
| If I were Q, I would... |
9 responses |
08/04/2015 |
| Psychological impact of an underwater algo |
16 responses |
07/04/2015 |
| Accern News and Blog Backtest Results using Quantopian (Link to PDF Report attached) |
30 responses |
07/04/2015 |
| Importing Transactions into Backtester |
3 responses |
07/04/2015 |
| Quantopian Open and Backtest score |
no responses |
07/04/2015 |
| Research Paper to use Quantopian results |
3 responses |
07/04/2015 |
| Buying stocks based on stock news! |
2 responses |
07/04/2015 |
| Runtime error due to timeout in Quantopian Open |
28 responses |
07/04/2015 |
| Heston Model |
no responses |
07/04/2015 |
| RISK ON /RISK OFF Algo |
11 responses |
06/04/2015 |
| Quantopian Open-like Contests |
no responses |
06/04/2015 |
| Value Investing in Quantopian: Comparing the Acquirer’s Multiple to the Magic Formula |
53 responses |
06/04/2015 |
| Issue with open_price |
3 responses |
06/04/2015 |
| Function that is not called crashes backtest, returns() will not work either |
5 responses |
06/04/2015 |
| Code for back testing data through CSV |
2 responses |
06/04/2015 |
| Can we use 'record' function to plot portfolio equity? |
3 responses |
06/04/2015 |
| How fast can you get market data |
16 responses |
05/04/2015 |
| How to sell only if current price is higher than previous purchase price |
10 responses |
05/04/2015 |
| how to invoke zipline strategy from another python file |
1 response |
05/04/2015 |
| Does the benchmark reflect reinvested dividends of the benchmark security? |
9 responses |
05/04/2015 |
| Help with CSV |
1 response |
04/04/2015 |
| For all of you aspiring quants out there |
2 responses |
03/04/2015 |
| Screening out "unrelated business taxable income" stocks using the fundamental screener? |
6 responses |
03/04/2015 |
| In need of a Quant Veterens / Genious advice / Help |
no responses |
03/04/2015 |
| Fundamentals in research platform |
3 responses |
03/04/2015 |
| In need of a Quant Veterens / Genious advice / Help |
6 responses |
03/04/2015 |
| Feature Request: Annual Returns |
15 responses |
03/04/2015 |
| Should prices really be split adjusted? AKA commission bug |
16 responses |
03/04/2015 |
| Strange transactions - please help |
4 responses |
03/04/2015 |
| Momentum trading |
11 responses |
03/04/2015 |
| Fetching symbols, not found? |
6 responses |
03/04/2015 |
| simple fetch_csv |
1 response |
02/04/2015 |
| Trying to build a simple mean reversion algo |
1 response |
02/04/2015 |
| Deleting a test algorithm that is live trading |
2 responses |
02/04/2015 |
| Pair Trade using a Risk Factor Model |
10 responses |
01/04/2015 |
| Help with the MACD sample code |
4 responses |
01/04/2015 |
| Dynamic Leverage Calculation |
4 responses |
01/04/2015 |
| Relative orders in backtest bug |
8 responses |
01/04/2015 |
| Error |
5 responses |
01/04/2015 |
| How to implement algo to other trading website |
9 responses |
01/04/2015 |
| Simon Thornington Wins the March Quantopian Open, Captures $100,000 Account |
9 responses |
01/04/2015 |
| Website changes, hard to find running algos? |
3 responses |
31/03/2015 |
| How to use CSV data |
2 responses |
31/03/2015 |
| Do you want to connect your E*TRADE account to Quantopian? Join our Pilot Program |
27 responses |
31/03/2015 |
| Event Study Template in QRP |
no responses |
31/03/2015 |
| How to reproduce Daily with min simulation |
3 responses |
31/03/2015 |
| test |
no responses |
31/03/2015 |
| Question regarding: set_max_position_size and setting it dynamically. |
3 responses |
31/03/2015 |
| A experiment with momentum |
7 responses |
31/03/2015 |
| How to code the turtle trading rules |
5 responses |
30/03/2015 |
| IB Canada also work with quantopian?? |
2 responses |
30/03/2015 |
| Research Platform Data |
3 responses |
30/03/2015 |
| Stocks introduced each year (QRP/Seaborn) + error |
3 responses |
30/03/2015 |
| get_fundamentals/query from a research notebook |
7 responses |
30/03/2015 |
| Can we save data into file in research and use it in an backtest/live algorithm.? |
8 responses |
30/03/2015 |
| Can we see the actual strategy equity curves in the forum instead of having to click the topics like the old way? |
3 responses |
30/03/2015 |
| Calmar ratio and R Squared |
2 responses |
29/03/2015 |
| Investment Stategy based on 200d moving average |
1 response |
29/03/2015 |
| Chart legend record keys -- where'd they go? |
1 response |
29/03/2015 |
| Bug in Debugger? |
3 responses |
29/03/2015 |
| Question |
1 response |
29/03/2015 |
| Attribute Error : Need help |
2 responses |
28/03/2015 |
| analysis of entire Quantopian database, using Quantopian Research Platform |
no responses |
28/03/2015 |
| Great Manual Trading System To Code |
2 responses |
28/03/2015 |
| Help me with my thesis. |
14 responses |
27/03/2015 |
| How to ensure that stock holding dont exceed my cash |
2 responses |
27/03/2015 |
| finding all available sids in the database using the Quantopian research platform |
3 responses |
27/03/2015 |
| Backtest a unique news and blog dataset from Accern |
no responses |
27/03/2015 |
| Old algorithms not cloning |
3 responses |
27/03/2015 |
| Integrating Price Predictions with Portfolio Optimization |
6 responses |
27/03/2015 |
| Lazy Portfolio - Poor Performance |
3 responses |
27/03/2015 |
| Question on the History Function in debugger mode |
3 responses |
27/03/2015 |
| First attempt at pairs trading |
6 responses |
26/03/2015 |
| Remalancing ETFs yearly |
2 responses |
26/03/2015 |
| How to write an algo to keep leverage under three? |
5 responses |
26/03/2015 |
| Request: Improved Community Forum |
10 responses |
26/03/2015 |
| Changing the appearance of the backtest chart |
1 response |
26/03/2015 |
| research notebook error - "WARNING: Loader: No benchmark data found for date range..." |
6 responses |
26/03/2015 |
| Seems to be an error when ordering some stocks |
4 responses |
25/03/2015 |
| suggestion: adding learn_period |
13 responses |
25/03/2015 |
| Quantopian Paper Trading : Fills are way off |
5 responses |
25/03/2015 |
| Protection / hedging from increasing interest rates |
5 responses |
25/03/2015 |
| Getting an error |
2 responses |
25/03/2015 |
| My first algo, am I on the right path? |
2 responses |
24/03/2015 |
| Feature Request :Multi - Strategy Backtesting |
2 responses |
24/03/2015 |
| simple OLMAR w/ optimizer & get_fundamentals |
12 responses |
24/03/2015 |
| New to Quantopian |
4 responses |
24/03/2015 |
| Updated Clone of a Clone of Meb Faber's Timing Model |
no responses |
24/03/2015 |
| Quantopian research platform - comments & questions |
96 responses |
24/03/2015 |
| research platform notebook error |
2 responses |
24/03/2015 |
| Testing Gap Fade Strategy on Multiple Stocks |
3 responses |
24/03/2015 |
| why 'nans' in output of research notebook? |
1 response |
24/03/2015 |
| inputs NaN |
1 response |
24/03/2015 |
| Interesting article on IEX challenges |
7 responses |
23/03/2015 |
| New to Quantopian |
1 response |
23/03/2015 |
| Two questions about simple fundamentals algorithm |
1 response |
23/03/2015 |
| Help with simple error? |
6 responses |
23/03/2015 |
| Rebalance using a percentage hurdle |
18 responses |
23/03/2015 |
| Scheduled functions vs handle_data |
2 responses |
23/03/2015 |
| Error： 'query' only permitted within initialize function |
1 response |
23/03/2015 |
| How many shares do I currently own? |
2 responses |
23/03/2015 |
| Universe in Fetch CSV doesn't seem to be clearing well |
no responses |
22/03/2015 |
| New to Quantopian |
12 responses |
22/03/2015 |
| Screening for ETFs |
1 response |
22/03/2015 |
| There seems to be a problem with the morningstar fundamental data api |
2 responses |
21/03/2015 |
| Running the Unit Tests in Zipline |
2 responses |
21/03/2015 |
| Starting Out |
2 responses |
21/03/2015 |
| When do mere mortals get access to the Research Platform |
13 responses |
21/03/2015 |
| RPV |
no responses |
21/03/2015 |
| research notebook w/ error |
5 responses |
21/03/2015 |
| test sharing research notebook to see what happens |
12 responses |
21/03/2015 |
| HELP: Simple Heiken Ashi momentum trader |
6 responses |
21/03/2015 |
| Context extended (dynamic property) style: Acceptable? |
1 response |
20/03/2015 |
| Quantopian research platform question - filter on ETFs, then perform analysis? |
3 responses |
20/03/2015 |
| Using Eclipse and Pydev, getting "unresolved import: order_target" error |
4 responses |
20/03/2015 |
| First Algo! Using Regression, Volume, and Standard Deviation |
11 responses |
20/03/2015 |
| Platform upgrade tonight |
5 responses |
20/03/2015 |
| Schedule Function Question |
1 response |
20/03/2015 |
| What is a run time Error 32 - Broken Pipe? |
20 responses |
19/03/2015 |
| Directed Acyclic Graph DAG - research strategy |
30 responses |
19/03/2015 |
| ETA for fix to marketcap bug in morning star data? |
2 responses |
19/03/2015 |
| How to save a machine learning algo results for live trading? |
4 responses |
19/03/2015 |
| Leverage simulation in backtest |
2 responses |
19/03/2015 |
| I am a Newbie & help needed: How to code a buy and take profit trading algoritm using MA |
2 responses |
19/03/2015 |
| simple momentum trade |
5 responses |
19/03/2015 |
| With options on tlt or other etfs |
1 response |
19/03/2015 |
| Trading Strategy: Moving Average Mean Reversion |
9 responses |
18/03/2015 |
| Inside day |
6 responses |
18/03/2015 |
| How to judge Nan? |
2 responses |
18/03/2015 |
| The Dividend Calculation looks VERY WRONG |
12 responses |
18/03/2015 |
| How to do global optimization |
3 responses |
18/03/2015 |
| Is there a way to track and graph the difference between the benchmark return and model returns ? |
1 response |
18/03/2015 |
| Syntax Help on Schedule Function |
4 responses |
17/03/2015 |
| Moving Avg Crossover |
no responses |
17/03/2015 |
| Sell stock with two mintues until close time |
2 responses |
17/03/2015 |
| Trade log export |
2 responses |
17/03/2015 |
| Minimum variance using daily vs min backtesting |
7 responses |
17/03/2015 |
| How do I gett a true opening price (price right before market opens)? |
1 response |
17/03/2015 |
| Where from Q get prices for live paper trading? |
17 responses |
17/03/2015 |
| minimum variance portfolio using get_fundamentals() |
9 responses |
17/03/2015 |
| Couple suggested debug enhancements - Date & time of run time error & debug watch list of variable values |
3 responses |
17/03/2015 |
| dynamic universe |
3 responses |
16/03/2015 |
| sorting entire universe according to 12 month momentum |
8 responses |
16/03/2015 |
| mapping quantopian sid/ ticker <<--->> isin,cusip whatever |
4 responses |
16/03/2015 |
| Technical Analysis |
5 responses |
16/03/2015 |
| Help |
1 response |
16/03/2015 |
| Simple system |
5 responses |
16/03/2015 |
| How to sell a security 2 minutes until close time? |
1 response |
16/03/2015 |
| How would one compare today's first half hour volume to average first half hour volume? |
2 responses |
15/03/2015 |
| Quantopian Open Hackathon Algorithms |
2 responses |
15/03/2015 |
| Sentiment Analysis Algo |
3 responses |
15/03/2015 |
| Equity returns following extreme VIX & WVF movements: collaboration algo |
4 responses |
15/03/2015 |
| Filter price before getting fundamentals |
2 responses |
15/03/2015 |
| Hourly data & 4H backtest? |
no responses |
14/03/2015 |
| How to query on price? |
2 responses |
14/03/2015 |
| view buy and sell signals on the chart and table |
4 responses |
14/03/2015 |
| Backtesting the trading of different stocks per day |
2 responses |
14/03/2015 |
| how will algo backtest results differ from trading results |
5 responses |
14/03/2015 |
| Algorithmic trading and Short sales |
4 responses |
14/03/2015 |
| Using both fundamental and technical analysis |
7 responses |
13/03/2015 |
| Your opinion on the latest community pages look and feel |
16 responses |
13/03/2015 |
| SQLAlchemy (Fundamental Data) - order_by involving arithmetic operations and multiple columns |
5 responses |
13/03/2015 |
| PI : tomorrow morning, while at QuantCon, celebrate PI |
no responses |
13/03/2015 |
| Schedule_function help |
2 responses |
13/03/2015 |
| new to quantopian: looking for functionality |
5 responses |
13/03/2015 |
| Roadmap regarding additional datasources and instruments? |
6 responses |
13/03/2015 |
| Contest correlation calculation? |
7 responses |
12/03/2015 |
| Algo re-buying trailing stop loss idea? |
1 response |
12/03/2015 |
| Strategy for avoiding "double response" |
2 responses |
12/03/2015 |
| enterprise_value/market_cap not current in fundamental data |
no responses |
12/03/2015 |
| Fund managers continue to underperform |
no responses |
12/03/2015 |
| Quantopian Open Contest question |
1 response |
12/03/2015 |
| Hackathon for Quantopian Open in NYC on March 15 (Sunday) |
no responses |
12/03/2015 |
| Can I use all NYSE and NASDAQ stocks in my algo and use a screening function once per month / two weeks ? |
3 responses |
12/03/2015 |
| First post, K filter across as many stocks as you want |
5 responses |
12/03/2015 |
| Fundamentals data offline |
4 responses |
11/03/2015 |
| Fetcher and live outside minute based data source |
7 responses |
11/03/2015 |
| Confused... Please help |
12 responses |
11/03/2015 |
| Invalid Syntax? |
3 responses |
11/03/2015 |
| About writing programms and DB connection. |
1 response |
11/03/2015 |
| ROC ( Rate of change) |
2 responses |
11/03/2015 |
| Unadjusted stock data |
8 responses |
11/03/2015 |
| A question on statistical operation with the pandas data frame from get_fundamentals |
5 responses |
10/03/2015 |
| uwti |
6 responses |
10/03/2015 |
| CSSAnalytics - A Simple Tactical Asset Allocation Portfolio with Percentile Channels |
35 responses |
10/03/2015 |
| All NaN Slice & Axis encountered |
2 responses |
10/03/2015 |
| Range of contest scores |
1 response |
10/03/2015 |
| Difference between Minute and Day backtesting |
2 responses |
09/03/2015 |
| QuantCon live stream campaign |
8 responses |
09/03/2015 |
| The efficient frontier: Markowitz portfolio optimization in Python using cvxopt |
68 responses |
09/03/2015 |
| Portfolios of Stocks Based on Volume/Moving Average Ratio |
no responses |
09/03/2015 |
| Mean Reversion Strategy for Stock Volume (Part 1) |
no responses |
09/03/2015 |
| Hey im new to this |
2 responses |
09/03/2015 |
| The Efficient Frontier: Markowitz Portfolio Optimization in Python |
2 responses |
09/03/2015 |
| How to invest in funds |
1 response |
08/03/2015 |
| another random forest example |
no responses |
08/03/2015 |
| fundamental data - discrepency /questions |
4 responses |
08/03/2015 |
| 17553% return |
2 responses |
08/03/2015 |
| WARN numpy/lib/nanfunctions.py:319: RuntimeWarning: All-NaN slice encountered |
7 responses |
08/03/2015 |
| Zipline: Troubles manually running trading algorithm |
4 responses |
07/03/2015 |
| Variable always returning NaN? |
no responses |
07/03/2015 |
| Trade earnings report with Whisper numbers |
no responses |
07/03/2015 |
| Automated backtesting |
7 responses |
07/03/2015 |
| Reading external parameter files |
1 response |
07/03/2015 |
| How do I manually remove a symbol from my custom universe? |
1 response |
07/03/2015 |
| SPY dividends |
4 responses |
06/03/2015 |
| Keller/Butler - A Century of Generalized Momentum: Elastic Asset Allocation (EAA) |
37 responses |
06/03/2015 |
| Future plans for derivatives? |
1 response |
06/03/2015 |
| Not able to recall stock sid or symbol from context.portfolio.positions for closing current position |
1 response |
06/03/2015 |
| Treasury Return For Calculating Sharpe Question |
3 responses |
06/03/2015 |
| New to Quantopian. I have a list of stocks in a CSV file I want to buy. How do I backtest this? |
1 response |
06/03/2015 |
| Z Score - moving average |
11 responses |
06/03/2015 |
| Reversing a losing strategy and still losing? |
2 responses |
06/03/2015 |
| Recommended books on finance? |
3 responses |
05/03/2015 |
| Help on Momentum-Reversion Algo |
4 responses |
05/03/2015 |
| QuantCon Agenda |
2 responses |
05/03/2015 |
| Preferences for Backtest Lower Subgraphs? |
1 response |
05/03/2015 |
| order_target_percent |
29 responses |
05/03/2015 |
| Using history(), how do I take a specific number from that? |
3 responses |
05/03/2015 |
| Time Delay on live trading |
2 responses |
05/03/2015 |
| Quantopian Office Hours on Friday March 6 at 11AM EST |
no responses |
04/03/2015 |
| Data for Correlation Matrix |
3 responses |
04/03/2015 |
| Why is my code not executing these orders? |
2 responses |
04/03/2015 |
| Who's coming to QuantCon? |
4 responses |
04/03/2015 |
| Research: An Update to Investing in Women-led Companies |
9 responses |
04/03/2015 |
| Using our own data sources |
1 response |
04/03/2015 |
| cloned "Multiple Securities" program does not build |
1 response |
04/03/2015 |
| Array Transforms |
6 responses |
03/03/2015 |
| How can I get the 200 largest company tickers from NASDAQ to update monthly? |
8 responses |
03/03/2015 |
| What's the appropriated way to give rating to any trading system? |
1 response |
03/03/2015 |
| Why can't I call history in before_trading_start()? |
1 response |
03/03/2015 |
| how to get zipline work within a proxy network |
1 response |
02/03/2015 |
| Fundamentals now available for Quantopian Open, Quantopian paper trading |
29 responses |
02/03/2015 |
| Datetime compare with string |
1 response |
02/03/2015 |
| Moving averages |
3 responses |
02/03/2015 |
| zipline question |
5 responses |
02/03/2015 |
| MACD-Mean-Reversion Strategy encountering KeyErrors with specific securities |
3 responses |
02/03/2015 |
| How to use scipy and optimize |
3 responses |
02/03/2015 |
| Starting with not so much $ |
12 responses |
01/03/2015 |
| Has anyone translated Wouter and Butler's new Elastic Asset Allocation model into python script? |
3 responses |
01/03/2015 |
| How to create a symbol from string? |
19 responses |
01/03/2015 |
| avoiding de-listing of securities |
7 responses |
01/03/2015 |
| Close all current Positions and cancel their limit and stop orders (for one open position) |
1 response |
01/03/2015 |
| Python Help: Sample Fundamentals 1 Algo |
2 responses |
01/03/2015 |
| Need Help Porting Profitable "Honey Badger" Python Script to Quantopian |
11 responses |
01/03/2015 |
| Schedule Function Problem |
6 responses |
01/03/2015 |
| Symbols() with dictionary as input for a clean rotation strategy code |
2 responses |
01/03/2015 |
| volume spike purchasing formula |
17 responses |
28/02/2015 |
| Default commission model very different from IB fees |
17 responses |
28/02/2015 |
| ValueError: cannot convert float NaN to integer |
1 response |
28/02/2015 |
| Differences between Minute and Daily Backtests |
5 responses |
28/02/2015 |
| Overreaction |
9 responses |
28/02/2015 |
| Help with scipy.optimize error? |
2 responses |
27/02/2015 |
| Sample algo for weekly picks of 3-4 symbols based on ranking/sort of 15 symbols |
7 responses |
27/02/2015 |
| array operation with numpy ndarray |
2 responses |
27/02/2015 |
| Quantopian Open: One Races to the Finish Line, Another Starting Gun Goes Off |
10 responses |
27/02/2015 |
| Universe Changes breaking backtest indicators |
2 responses |
26/02/2015 |
| ATR looking back n days using talib |
2 responses |
26/02/2015 |
| Using weather as a trading signal |
7 responses |
26/02/2015 |
| protection for fetch data |
no responses |
26/02/2015 |
| Looking for minimum price during a period of time and it's datetime |
5 responses |
26/02/2015 |
| DIY HFT Algobot |
15 responses |
26/02/2015 |
| Research: Stepping through Crowdsourced Earnings Data with Estimize |
no responses |
25/02/2015 |
| Is it possible to use other Python Libraries alongside the Quantopian API? |
2 responses |
25/02/2015 |
| Books to learn coding |
3 responses |
25/02/2015 |
| Quantopian Open: Twitter Updates |
6 responses |
25/02/2015 |
| How to use 100% Total Margin Live-Trading with Interactive Brokers |
1 response |
25/02/2015 |
| What is wrong with my syntax? All I changed was the stocks to buy. |
3 responses |
25/02/2015 |
| Real automated trades |
4 responses |
24/02/2015 |
| Automated signals instead of trading |
14 responses |
24/02/2015 |
| Adding drag from monthly minimum/margin |
3 responses |
24/02/2015 |
| optimization library other than scipy.optimize? |
no responses |
23/02/2015 |
| New Trading Guard to Exclude Leveraged ETFs from Algo Universe |
8 responses |
23/02/2015 |
| Why is my algo trading on Sundays? |
1 response |
23/02/2015 |
| 'portfolio.pnl' Calculation Error? Example provided... |
7 responses |
23/02/2015 |
| Data or backtesting engine bug |
13 responses |
22/02/2015 |
| Why don't stop losses execute? |
9 responses |
22/02/2015 |
| the example problem |
2 responses |
22/02/2015 |
| Why does the number of positions (and leverage) creep up for this algorithm? |
8 responses |
22/02/2015 |
| Excellent Quantitative Economics reference website |
5 responses |
21/02/2015 |
| [Update 6/14] How to conduct your own event study using Research |
4 responses |
20/02/2015 |
| Sneak Peek: Using a Quantopian Research Notebook to Analyze Share Buyback Data |
15 responses |
20/02/2015 |
| VIX Futures Strategy / Trouble Importing .csv |
2 responses |
20/02/2015 |
| backtesting of sector stocks |
3 responses |
20/02/2015 |
| This code is calling a stock on a date that has already passed |
4 responses |
20/02/2015 |
| Is it possible enable full logs or access them somehow? |
1 response |
19/02/2015 |
| Mini-Tutorial: Ordinary Least Squares with Pandas and Matplotlib |
no responses |
19/02/2015 |
| Simple Mean Reversion (UIUC FEC Workshop) |
5 responses |
19/02/2015 |
| Parameter tuning |
2 responses |
19/02/2015 |
| How do I reduce drawdown and volatility |
6 responses |
19/02/2015 |
| How to get opening price info before the bell |
6 responses |
18/02/2015 |
| Backtesting Project |
1 response |
18/02/2015 |
| Meb Faber's Global Tactical Asset Allocation (GTAA) strategy |
10 responses |
18/02/2015 |
| Quantopian Open: Example algorithm to control leverage |
12 responses |
18/02/2015 |
| I am not sure why I am unable to call the last trade price. |
3 responses |
18/02/2015 |
| Jonathan Kinlay on Developing Statistical Arbitrage Strategies Using Cointegration |
1 response |
16/02/2015 |
| Implementation of Camarilla Points |
no responses |
16/02/2015 |
| Good sources of academic papers on algorithmic trading strategies |
1 response |
15/02/2015 |
| mean reversion w/ scipy.optimize.minimize |
32 responses |
15/02/2015 |
| Quantopian Order Object Problem - no 'direction' attribute? |
4 responses |
14/02/2015 |
| Partial least squares experiment with transaction costs |
3 responses |
14/02/2015 |
| Is default commission realistic? |
1 response |
14/02/2015 |
| The fundamentals filter not allowed in live trading? |
4 responses |
14/02/2015 |
| Creating custom Simple Moving Averages? |
1 response |
14/02/2015 |
| Does Quantopian have a playground feature? |
2 responses |
14/02/2015 |
| QuantCon 2015 - Venue Change! |
no responses |
13/02/2015 |
| Level 2 |
2 responses |
13/02/2015 |
| Trying on for size: a technical framework |
14 responses |
13/02/2015 |
| Qauntopian and Wolfram Mathematica: Getting Started and Interfacing |
2 responses |
13/02/2015 |
| An experiment with partial least squares (without transaction costs) |
1 response |
13/02/2015 |
| Does anyone knows if to_cvs from pandas works? |
5 responses |
13/02/2015 |
| The biggest little perfections on Quantopian |
2 responses |
12/02/2015 |
| Rebalancing in Real-money Live-Trading: first sell and then buy or the other way round? |
4 responses |
12/02/2015 |
| How to dig a hole looking for GLD |
4 responses |
12/02/2015 |
| Research: Investing in Women-led Fortune 1000 Companies |
20 responses |
11/02/2015 |
| Anyone got a VWAP execution sub-algorithm to work around Quantopian slippage model? |
16 responses |
11/02/2015 |
| Real-money live trading, what is your recommended account type on IB? |
6 responses |
11/02/2015 |
| Quantopian community and kudos |
8 responses |
11/02/2015 |
| exchange auction period and transaction costs |
2 responses |
11/02/2015 |
| Trading strategy for bitcoin: Only buy/sell if after fees never lose more than initial investment? |
8 responses |
11/02/2015 |
| How is the paper trading returns calculated? |
1 response |
10/02/2015 |
| More than 200 stocks in Quantopian |
1 response |
10/02/2015 |
| fetch_csv() called from a function that gets invoked from initialize() - doesn't work |
1 response |
10/02/2015 |
| Options Trading |
2 responses |
09/02/2015 |
| cant' buy VTHRX |
3 responses |
09/02/2015 |
| Hull Moving Average |
11 responses |
09/02/2015 |
| What are Good Bear Market Strategies? |
5 responses |
08/02/2015 |
| Algorithm Price Drop Help |
1 response |
08/02/2015 |
| Calculating rolling regression coefficients of a DataFrame |
21 responses |
07/02/2015 |
| Long only results in short positions |
8 responses |
07/02/2015 |
| Reading In a CSV |
14 responses |
07/02/2015 |
| Using external Python packages along side the Quantopian API? |
4 responses |
07/02/2015 |
| New rules and modifications for the march contest? |
1 response |
07/02/2015 |
| How do I convert minute bars into 15 minute bars? |
7 responses |
07/02/2015 |
| New to Algo trading, looking for a mentor |
2 responses |
07/02/2015 |
| Help on Q IDE Type Error - Only length-1 arrays can be converted to Python scalars |
8 responses |
06/02/2015 |
| Minute backtest differs greatly from Daily backtest |
5 responses |
06/02/2015 |
| What's the best way to get started? |
6 responses |
06/02/2015 |
| How can I create a custom universe? |
3 responses |
06/02/2015 |
| 15-minute delayed live trading - orders cancelled at end of day? |
3 responses |
06/02/2015 |
| Intraday data |
7 responses |
05/02/2015 |
| Error: Execution Timeout |
31 responses |
05/02/2015 |
| How to code resistance areas? |
3 responses |
05/02/2015 |
| Constants |
1 response |
05/02/2015 |
| Q-open and "AlgorithmError: SymbolNotFound: 0048 Symbol 'SKH' was not found." |
1 response |
03/02/2015 |
| History method inside initialize |
1 response |
03/02/2015 |
| Changing Keys for Sids |
1 response |
03/02/2015 |
| Is the contest being gamed? |
110 responses |
03/02/2015 |
| Dynamic universe confounds series .iloc[-1] |
3 responses |
03/02/2015 |
| Assigning Valuation Instead of Filtering |
16 responses |
03/02/2015 |
| Struggling With Fundamentals Filtering & Position Changes |
5 responses |
03/02/2015 |
| Is there any way to Speed Up Backtesting |
6 responses |
03/02/2015 |
| Quantopian Open |
8 responses |
03/02/2015 |
| How to buy stock at a specific time? |
4 responses |
02/02/2015 |
| Walk Forward Optimization - Is there plan in the work? |
2 responses |
02/02/2015 |
| Is Hedging Allowed at Quantopian? |
2 responses |
02/02/2015 |
| February Contest Submissions Closed, March Submissions Are Open! |
4 responses |
02/02/2015 |
| Testing Market Stop - Stop Filling on Low Ficticious Price - AAPL |
2 responses |
02/02/2015 |
| SID for market indices? |
1 response |
02/02/2015 |
| Leverage |
3 responses |
01/02/2015 |
| Inaccurate max drawdowns on no trade days/periods |
15 responses |
01/02/2015 |
| sid method |
2 responses |
01/02/2015 |
| Will quantopian hold? |
7 responses |
01/02/2015 |
| How would you program this algorithm? |
6 responses |
01/02/2015 |
| struggling with fetcher.... pls help |
1 response |
01/02/2015 |
| IDE functionality |
2 responses |
01/02/2015 |
| Who is going to the QuantCon? |
20 responses |
01/02/2015 |
| More fun with zScore. Ranked, sliced and served lukewarm |
4 responses |
01/02/2015 |
| backtest on multiple pairs trading - after cointegration analysis in R |
9 responses |
31/01/2015 |
| A "framework" to manage bracket orders (with SL, TP) and additional features (TrailingStop, BreakEven, Expiration) and advanced statistics |
6 responses |
31/01/2015 |
| Unexpected fills from limit orders |
15 responses |
31/01/2015 |
| Trading Dual-Class Stocks |
1 response |
31/01/2015 |
| Get "Method Not Allowed" when trying to fetch csv from URL |
2 responses |
30/01/2015 |
| Saving and Build Algorithm: Backtesting after code changes |
5 responses |
30/01/2015 |
| Auto-save failed |
1 response |
30/01/2015 |
| How do I find a SID for market indexes such as SOX / Apply History method with multiple SIDs? |
1 response |
30/01/2015 |
| Pricing data date time index shifted 5 hours - now starting at 1431 versus 931 this morning? |
2 responses |
29/01/2015 |
| Quantopian Hackathon Sample Algos |
no responses |
29/01/2015 |
| How To Determine Time In Market? |
2 responses |
29/01/2015 |
| Why isn't bootstrapping implemented to enhance backtest results? |
3 responses |
28/01/2015 |
| Q-Open submitted strategy: curve-fit and leveraged |
7 responses |
28/01/2015 |
| end of day |
5 responses |
28/01/2015 |
| What am I doing wrong? |
5 responses |
28/01/2015 |
| would I ever get fills? Semi HF trade between crude and USO (United States Oil Fund ETF) |
2 responses |
28/01/2015 |
| result |
no responses |
27/01/2015 |
| Inconsistent variable data in debugger |
1 response |
27/01/2015 |
| Quantopian Open - variable backtest length, backtest length as an additional metric |
7 responses |
26/01/2015 |
| Please help in adding stuffs into my code. |
1 response |
26/01/2015 |
| Newb question; trouble accessing fundamental data in handle_data? dataframe indexing? |
2 responses |
26/01/2015 |
| Simple MultiIndicator Trading |
2 responses |
26/01/2015 |
| Statistical Weight Adjustment |
1 response |
26/01/2015 |
| Difficulty getting created columns out of 'fetched' data |
6 responses |
26/01/2015 |
| Is it possible to calculate the ratio of two securities ? |
10 responses |
25/01/2015 |
| How can I improve my algorithms? |
2 responses |
25/01/2015 |
| Moving averages of the same stock |
1 response |
25/01/2015 |
| Adding on |
no responses |
25/01/2015 |
| Volume slippage and limit orders |
2 responses |
25/01/2015 |
| Failed Market Orders with Specific Tickers |
4 responses |
25/01/2015 |
| Looks like a data anomaly. Spike in price from $1.7 to $17 for BNS in 2002 |
2 responses |
25/01/2015 |
| Quantopian software release time cycle ? |
1 response |
24/01/2015 |
| use of random values in an algo? |
16 responses |
24/01/2015 |
| What do symbols ending in "WI" indicate? |
3 responses |
24/01/2015 |
| Yahoo/Quantopian: Using Y-adj as signal for swtich |
no responses |
24/01/2015 |
| YAHOO and FETCH : comparing Q and Y for 12-mth rolling return |
no responses |
23/01/2015 |
| Reverse Momentum Trading |
1 response |
23/01/2015 |
| Quantopian Open Leaderboard! |
26 responses |
23/01/2015 |
| Anyone have an example algo for finding a classic double bottom? |
1 response |
23/01/2015 |
| MT4->Quantopian : iClose iMA iWPR iATR |
no responses |
23/01/2015 |
| Looking for loopholes In seemingly stable algo |
3 responses |
23/01/2015 |
| Stop Loss and Take Profit |
1 response |
23/01/2015 |
| how can I convert unfilled limit orders to market orders? |
8 responses |
23/01/2015 |
| How can I use `fetch_csv` to load my data and make it available to the `history` function? |
4 responses |
23/01/2015 |
| Returns |
39 responses |
23/01/2015 |
| Extending security properties off of data -- expando style |
no responses |
23/01/2015 |
| Correlation Threshold Algorithm with a hint of #Fundamentals |
no responses |
23/01/2015 |
| before_trading_start - does it time-out? |
9 responses |
23/01/2015 |
| Newbie Seeking Help With First Algo |
5 responses |
22/01/2015 |
| Suggestion for algorithms page |
1 response |
22/01/2015 |
| Bracketed limit / stop orders, and expando testing |
2 responses |
22/01/2015 |
| Quantopian Open rank |
2 responses |
22/01/2015 |
| 5 years fundamental ratios always None |
2 responses |
22/01/2015 |
| Covariance Estimation via Random Matrix Theory |
5 responses |
22/01/2015 |
| LimitOrder : why does using LO get me into negative cash |
3 responses |
22/01/2015 |
| Dividend Data |
4 responses |
21/01/2015 |
| Is there any chance to automate an export data for additional analysis? |
4 responses |
21/01/2015 |
| How can I export all the transaction details and complete log output in a text or excel file ? |
5 responses |
21/01/2015 |
| My first algo |
1 response |
21/01/2015 |
| Swing Trading Algorithm |
1 response |
21/01/2015 |
| AttributeError: 'Security' object has no attribute 'mavg' |
1 response |
21/01/2015 |
| Acquirer's Multiple, Based on "Deep Value" #Fundamentals |
36 responses |
21/01/2015 |
| Is this strategy BS or do I do something wrong? |
1 response |
21/01/2015 |
| History not working in before_trading_start |
9 responses |
21/01/2015 |
| Strange fill prices |
2 responses |
21/01/2015 |
| Semi-monthly rebalancing |
3 responses |
20/01/2015 |
| wrong ETF rankings because price data does not include dividends (big problem for bonds) |
7 responses |
20/01/2015 |
| GoMurica Algorithm |
no responses |
20/01/2015 |
| TypeError with dict? |
2 responses |
20/01/2015 |
| Leveraged ETF exclusion from Quantopian open |
3 responses |
20/01/2015 |
| Bollinger Band empty average |
5 responses |
20/01/2015 |
| Noob with an idea in need of help. |
6 responses |
20/01/2015 |
| How to exclude leveraged ETFs from universe |
32 responses |
19/01/2015 |
| How many algorithms are in the contest? |
8 responses |
19/01/2015 |
| EV_TO_EBITDA Vs Calculated EV_TO_EBITDA differs. Why ? |
6 responses |
19/01/2015 |
| Rebalancing algorithm |
1 response |
19/01/2015 |
| big cash balances sitting in a brokerage |
2 responses |
19/01/2015 |
| How to loop through multiple securities? |
1 response |
18/01/2015 |
| Tian's Pair Trading Strategy |
no responses |
18/01/2015 |
| Get first date of backtest for fetch_csv |
1 response |
18/01/2015 |
| shillers PE - need access to CPI information - Any suggestions |
3 responses |
18/01/2015 |
| Store and retrieve local data during algorithm operation? |
7 responses |
17/01/2015 |
| How can I improve this algo? |
2 responses |
17/01/2015 |
| Understanding Fetcher; Runtime exception: Key Error |
14 responses |
17/01/2015 |
| Setting a Stop Loss and Sell Limit at the same time? |
6 responses |
17/01/2015 |
| Backtest Calculation Speed on 1 Minute Data |
5 responses |
17/01/2015 |
| Hope is not a strategy |
7 responses |
17/01/2015 |
| "period_ending_date" and historical fundamental data (quarterly/yearly) |
17 responses |
16/01/2015 |
| capital limits of a long / short portfolio in Quantopian Open challenge |
4 responses |
16/01/2015 |
| Fund Selection Criteria: Returns Stability Calculation |
no responses |
16/01/2015 |
| We are now accepting submissions for the Quantopian Open |
11 responses |
16/01/2015 |
| Problems with Ordering - Positions Are off by Huge Amounts |
1 response |
15/01/2015 |
| best way to query fundamentals for a specific symbol? |
16 responses |
15/01/2015 |
| Backtest works in Daily mode but not in minute mode |
6 responses |
15/01/2015 |
| Is fetch_csv still not allowed in Live Trading? |
11 responses |
15/01/2015 |
| Updated Terms of Use and Privacy Policy |
1 response |
15/01/2015 |
| Underperformance of Managed Funds |
2 responses |
15/01/2015 |
| Quantopian API / mobile apps |
6 responses |
15/01/2015 |
| history - newbie question |
3 responses |
14/01/2015 |
| Quantopian Open & leveraged ETFs? |
3 responses |
14/01/2015 |
| Short circuit before_trading_start? #fundamentals |
4 responses |
14/01/2015 |
| Ultimate Oscillator Indicator not initiating orders. |
1 response |
14/01/2015 |
| Custom Moving Average creation? |
3 responses |
13/01/2015 |
| Bollinger Bands |
1 response |
13/01/2015 |
| Does the Quantopian Open require a live trading account? |
2 responses |
12/01/2015 |
| New to Python/Quantopian - few questions on my algo |
9 responses |
12/01/2015 |
| Backtest Breakpoint Problem |
1 response |
11/01/2015 |
| First Post, Background info, and couple questions |
2 responses |
11/01/2015 |
| Stock chart that show your strategy entries and exit ? |
5 responses |
11/01/2015 |
| I'm new and I need help |
1 response |
11/01/2015 |
| fetch_csv limitations |
3 responses |
11/01/2015 |
| Ernie Chan (USO/GLD) Oil/Gold Pair Spread Trading at Constant Leverage |
5 responses |
11/01/2015 |
| Panda Dataframe - Convert 1 min pricing data into 3 minute pricing data? |
2 responses |
10/01/2015 |
| Internaional indices |
3 responses |
09/01/2015 |
| Making Use of Historical Fundamental Data |
1 response |
09/01/2015 |
| Does anyone have a HF strategy specifically for the Korean markets? |
no responses |
09/01/2015 |
| handle_data timeout issue |
1 response |
09/01/2015 |
| spread trading GLD and SLV etf's |
6 responses |
09/01/2015 |
| Relative Orders |
2 responses |
08/01/2015 |
| Cloned from "ETF market rotation strategy" |
1 response |
08/01/2015 |
| Trading Idea....See if someone can make it happen or if you think this is useless. |
4 responses |
08/01/2015 |
| 7 Best Community-Built Value Investing Algorithms Using Fundamentals |
no responses |
08/01/2015 |
| Newbie Question of Quote Lag and Execution Lag |
6 responses |
07/01/2015 |
| Advance-Decline Statistics |
11 responses |
07/01/2015 |
| Linear Long-Short Algo (Ernie Chan, Andrew Lo) |
2 responses |
07/01/2015 |
| Filled Price |
2 responses |
06/01/2015 |
| converting daily to minute strategy and have approximately the same results (GDX,NUGT,DUST pairs) |
7 responses |
06/01/2015 |
| Trading baskets co-integrated with SPY |
8 responses |
06/01/2015 |
| New to Quantopian! Help with momentum algorithm |
3 responses |
06/01/2015 |
| ETF market rotation strategy |
37 responses |
05/01/2015 |
| Order of data from history() and items in the data object? |
1 response |
04/01/2015 |
| Candle Patterns - research strategy |
3 responses |
04/01/2015 |
| Fundamental Algo inspired by Benjamin Graham |
1 response |
04/01/2015 |
| Getting fundamental data for specific securities |
6 responses |
04/01/2015 |
| Quantopian historical daily volume data seriously off |
30 responses |
03/01/2015 |
| Skip, avoid, bypass, ignore handle_data -- using schedule_function only? |
11 responses |
03/01/2015 |
| Mean Reversion - Any value to this strategy? |
2 responses |
03/01/2015 |
| Another attempt at stat arb |
2 responses |
03/01/2015 |
| ETF Region Rotation strategy |
16 responses |
03/01/2015 |
| Extraordinary Popular Delusions and the Madness of Crowds. |
4 responses |
03/01/2015 |
| Cash vs Returns |
7 responses |
03/01/2015 |
| Testing effectiveness of RSI |
3 responses |
02/01/2015 |
| Moving Average Optimization trading PLL |
2 responses |
02/01/2015 |
| First Algorithm, CAPM Trading |
5 responses |
02/01/2015 |
| Sell after a given time interval |
2 responses |
02/01/2015 |
| Target backtest results to raise funds? |
5 responses |
02/01/2015 |
| Determine trend using frequency of MA crossovers |
no responses |
01/01/2015 |
| Need help with stop loss |
2 responses |
01/01/2015 |
| Using #Fundamentals to identify uptrending volatile small caps |
3 responses |
01/01/2015 |
| Applying the Price/Earnings Ratio Strategy to an ETF |
2 responses |
31/12/2014 |
| Explanation of why results are so good |
5 responses |
30/12/2014 |
| Patrick O'Shaughnessy's "Millennial Money" Value Investing Algorithm #Fundamentals |
13 responses |
30/12/2014 |
| How to add more stocks |
1 response |
30/12/2014 |
| Trade Frequency and Trading Multiple Securities |
3 responses |
30/12/2014 |
| Tracking the S&P 500 using the Russell 2000 |
4 responses |
30/12/2014 |
| Very first algo I tried fails: cannot specify different execution prices for buy and sell orders |
9 responses |
30/12/2014 |
| This algorithm perform better only for a small window |
no responses |
30/12/2014 |
| Smart Money Index for your perusal |
no responses |
30/12/2014 |
| GrahamFundmantals algo - simple screening on Benjamin Graham #Fundamentals |
5 responses |
29/12/2014 |
| Trailing Stop-Loss |
30 responses |
29/12/2014 |
| My List: The Seven Sins in System Testing |
1 response |
29/12/2014 |
| algorithm not saved |
3 responses |
29/12/2014 |
| How to get biggest movers from N days ago? |
6 responses |
28/12/2014 |
| Fundamentals: how to query earnings_report data? |
6 responses |
28/12/2014 |
| Common quantitative techniques for determining trend |
5 responses |
25/12/2014 |
| Proof-reading my Python codes and logic - just a short one :) |
2 responses |
25/12/2014 |
| How to use schedule function? |
6 responses |
24/12/2014 |
| Intraday strategy - 15 minutes holding period |
5 responses |
23/12/2014 |
| More examples with TA-Lib? |
1 response |
23/12/2014 |
| TRADING COMMODITIES FUTURES |
no responses |
23/12/2014 |
| How do you create a new file? |
1 response |
22/12/2014 |
| New to Algo Trading |
2 responses |
22/12/2014 |
| fetch_csv question |
3 responses |
22/12/2014 |
| don't believe what you hear on the net :) |
1 response |
22/12/2014 |
| Can you make a custom fundamental metric? |
3 responses |
22/12/2014 |
| My first algorithm |
2 responses |
21/12/2014 |
| ETF NAV feed? |
no responses |
20/12/2014 |
| Anyone know a source for put/call ratio data for stocks |
1 response |
20/12/2014 |
| Fundamental Data from Morningstar Now Available for Backtesting |
52 responses |
19/12/2014 |
| optimization using quadratic return |
4 responses |
19/12/2014 |
| New to Python: Data Structure Help |
4 responses |
19/12/2014 |
| order_target(sid, 0) does not close out position |
2 responses |
19/12/2014 |
| history function returns NaN even when forward fill is set to true |
2 responses |
19/12/2014 |
| Suggestions on improving two-system trend algo |
1 response |
19/12/2014 |
| Do Growth Stocks Beat the Market? |
4 responses |
18/12/2014 |
| Calibration of algos? |
2 responses |
18/12/2014 |
| Calculating dollar-volume |
2 responses |
18/12/2014 |
| Fundamental data question |
4 responses |
18/12/2014 |
| why is this Long and Short SPY strategy so volatile? |
2 responses |
18/12/2014 |
| Fundamental Data Webinar happening in less than 24 hours |
no responses |
17/12/2014 |
| Found a strange result |
3 responses |
17/12/2014 |
| How are acquired companies dealt with? |
1 response |
17/12/2014 |
| Why does this code purchase the same stock twice? |
4 responses |
17/12/2014 |
| Aggressive Short-Term Trading Based On Percent |
4 responses |
16/12/2014 |
| How to filter by multiple sectors? |
4 responses |
16/12/2014 |
| Referencing fundamental data of previous period |
5 responses |
16/12/2014 |
| multiple algorithms running and the position and account object |
1 response |
16/12/2014 |
| citigroup overnight returns since 2008 crash |
4 responses |
16/12/2014 |
| Ex Japan Asia ETF Arbitrage |
10 responses |
16/12/2014 |
| Format of dataframe |
4 responses |
16/12/2014 |
| A quantitative value investing strategy using fundamental data |
21 responses |
15/12/2014 |
| How could I access previous data from function "a = b + c" through the attribute ".loc"? |
2 responses |
15/12/2014 |
| How can I get the values of VIX and VXV in an algo? To get history on Fetcher call? |
6 responses |
15/12/2014 |
| Fundamentals Morningstar Ratings |
16 responses |
15/12/2014 |
| Two Questions about IB Live Trading |
4 responses |
15/12/2014 |
| Picking stocks using Earnings per Share |
no responses |
15/12/2014 |
| How to reference buy date? |
3 responses |
15/12/2014 |
| Risk free rate in Sharpe Ratio computation |
4 responses |
15/12/2014 |
| Is there a way to select specific stock from universe? |
2 responses |
15/12/2014 |
| How Long Until Global Equities Are Available? |
3 responses |
15/12/2014 |
| This algo did 8% better |
1 response |
15/12/2014 |
| Again this algorithm doesn't work |
no responses |
15/12/2014 |
| This algo is not working |
1 response |
15/12/2014 |
| OrderSecurityOutsideUniverse Error with Fundamental Trading |
7 responses |
14/12/2014 |
| How to "chunk" minutely data into 5, 15, 78 minute bars? |
8 responses |
14/12/2014 |
| How we define performance? |
2 responses |
14/12/2014 |
| OLMAR algorithm w/ CVXOPT? |
3 responses |
14/12/2014 |
| Help with my algorithm using fundamental data |
1 response |
14/12/2014 |
| Using #Fundamentals growth ranking for healthy growth stock picking strategy |
13 responses |
14/12/2014 |
| "history" for quandl's fetched csv data |
1 response |
14/12/2014 |
| Quantopian script on Visual Studio |
3 responses |
13/12/2014 |
| help with build error, Pandas pivot_table |
1 response |
12/12/2014 |
| Sorry, me again! |
2 responses |
11/12/2014 |
| Quantopian Miscalculation? |
20 responses |
11/12/2014 |
| Community Poll: Expected Semantics of get_datetime() with a timezone argument in daily mode? |
21 responses |
10/12/2014 |
| Missed the Hedge Fund Webinar? Watch the Recording |
no responses |
10/12/2014 |
| Has something changed? stop_reached not true when stop order filled |
1 response |
10/12/2014 |
| Minutely History frame interval slicing |
17 responses |
10/12/2014 |
| Live trading failsafes |
2 responses |
10/12/2014 |
| Run Summary |
16 responses |
10/12/2014 |
| New Feature: IB Account Information Available in Algorithm |
no responses |
09/12/2014 |
| Cash Settlements In Back Testing |
4 responses |
09/12/2014 |
| Algorithm: t test using scipy |
3 responses |
08/12/2014 |
| playing with momentum |
4 responses |
08/12/2014 |
| Plot a function with the stock price? |
9 responses |
07/12/2014 |
| Claim that More than 100% of SPY gains occur overnight |
4 responses |
07/12/2014 |
| Q: dynamic universe |
2 responses |
06/12/2014 |
| Environment Variables for the Run |
14 responses |
06/12/2014 |
| Son's stock club yields different simulation results |
7 responses |
06/12/2014 |
| Zipline/Quantopian : Major discrepencies using a cross-compatible code |
8 responses |
06/12/2014 |
| New Feature Announcement: Debugger Built-in to the IDE |
10 responses |
05/12/2014 |
| TypeError Runtime exception: TypeError: unsupported operand type(s) for -: 'str' and 'str'?? |
4 responses |
05/12/2014 |
| ConnorsRSI for Leveraged ETFs including scaling and MFI safeguards |
3 responses |
05/12/2014 |
| CVXOPT module |
26 responses |
05/12/2014 |
| Limiting Purchases To Portfolio Size |
6 responses |
05/12/2014 |
| IB ticker symbols not working? |
2 responses |
05/12/2014 |
| How to assign internal history data to variables of algebra equation? |
1 response |
04/12/2014 |
| newbie question - need help with simple back test |
1 response |
04/12/2014 |
| Benchmark performance does not take % invested in account |
1 response |
04/12/2014 |
| AQR Open Data |
no responses |
03/12/2014 |
| Access historical data outside handler_data |
1 response |
03/12/2014 |
| Protip: replace TMF with BUNT when |
1 response |
03/12/2014 |
| mavg function simple or expotential? |
5 responses |
03/12/2014 |
| Hedge Negative Convexity Capture Against Rising Interest Rate |
17 responses |
02/12/2014 |
| How to retrieve all symbols of a stock exchange ? |
1 response |
02/12/2014 |
| we offer trading algorithms |
3 responses |
02/12/2014 |
| Quantopian Tutor |
2 responses |
01/12/2014 |
| Emerging Markets |
2 responses |
01/12/2014 |
| Scheduling Times of the Day to Run This Trade |
5 responses |
01/12/2014 |
| Timed Restriction On Re-Buying Stock |
5 responses |
01/12/2014 |
| How do I turn my math equation into a coded algorithm? |
4 responses |
30/11/2014 |
| MFI with apply |
4 responses |
29/11/2014 |
| Newbie looking for some help |
1 response |
28/11/2014 |
| History more than 1 sid |
2 responses |
28/11/2014 |
| Calculate daily returns for the past x days |
4 responses |
27/11/2014 |
| Help creating leveraged ETF index |
5 responses |
27/11/2014 |
| Creating an algorithm that uses fundamental data |
1 response |
26/11/2014 |
| How to get datetime from pandas history dataframe? |
4 responses |
26/11/2014 |
| Gradient of SMA using regression analysis (numpy.polyfit) |
6 responses |
26/11/2014 |
| Trading Strategy Interest |
4 responses |
26/11/2014 |
| prior close to next open comparison |
no responses |
26/11/2014 |
| IB API? |
17 responses |
25/11/2014 |
| Robotus: Buying and Selling Based on Market Sentiment |
21 responses |
25/11/2014 |
| How do I get price from a symbol? ( A variable ) |
18 responses |
24/11/2014 |
| Simple ML demo to port to QSTK |
9 responses |
24/11/2014 |
| I'm new here. And I have so many questions! |
8 responses |
24/11/2014 |
| context.portfolio.positions - how does it work |
3 responses |
24/11/2014 |
| Getting fill price of filled order? |
17 responses |
24/11/2014 |
| One Of The Most Striking Equity Market Anomalies Explained |
12 responses |
24/11/2014 |
| Runtime exception: TypeError: int() argument must be a string or a number, not 'NoneType' |
6 responses |
22/11/2014 |
| Is adjusted close price available using history()? |
8 responses |
22/11/2014 |
| NYSE and Nasdaq stock ticker symbols list ready to roll |
4 responses |
21/11/2014 |
| SMA Help needed |
23 responses |
21/11/2014 |
| StopOrder Not Entering |
1 response |
20/11/2014 |
| Global function - talib.SMA |
3 responses |
20/11/2014 |
| Quantopian live trading synchronization? |
4 responses |
20/11/2014 |
| Only long/short equities used in Quantopian? No options? |
1 response |
19/11/2014 |
| System based on Easy Volatility Investing by Tony Cooper @ Double-Digit Numerics |
82 responses |
19/11/2014 |
| Why this algo outperform SPY so much ? |
6 responses |
19/11/2014 |
| Seeking Programmer |
2 responses |
19/11/2014 |
| Fib ratios |
no responses |
18/11/2014 |
| Fading the gap algos? |
no responses |
18/11/2014 |
| EMA 50 vs 100 |
6 responses |
18/11/2014 |
| Shorting treasuries in premarket |
no responses |
18/11/2014 |
| Calculating VXV/VIX ratio |
12 responses |
18/11/2014 |
| Modeling taxation costs |
5 responses |
18/11/2014 |
| Why isnt this algorithm making any trades? What am i doing wrong? |
8 responses |
18/11/2014 |
| Developer Needed |
no responses |
17/11/2014 |
| Colllaboration Request: Need Coder for 95%+ Success Rate Trading |
5 responses |
17/11/2014 |
| Why can't a function see a variable that I declared global in a previous function |
6 responses |
17/11/2014 |
| How to add entries to a dataframe? |
5 responses |
17/11/2014 |
| Internal Bug discovered - email sent |
3 responses |
17/11/2014 |
| Quantopian calculated Sharpe ratios seem much too high and don't match the zipline risk metrics |
4 responses |
17/11/2014 |
| 40% short UGAZ and 60% short DGAZ |
1 response |
16/11/2014 |
| Intraday Gap / "New High" |
3 responses |
16/11/2014 |
| Order process - clarification of how it works... |
6 responses |
16/11/2014 |
| Example implementation of the Structural Arbitrage strategy |
2 responses |
16/11/2014 |
| interpretation of difference between minutely open_price and prior close_price? |
12 responses |
15/11/2014 |
| Seeking programmer |
2 responses |
15/11/2014 |
| Swing 5 (modified 4) – Relative Strength Index Strategy |
1 response |
14/11/2014 |
| Evidence of (futile) trading on moving average crossovers |
1 response |
14/11/2014 |
| Announcement: New schedule_function method allows you to specify when a function runs |
11 responses |
13/11/2014 |
| Multiple orders within same minute |
1 response |
13/11/2014 |
| Still learning - any critiques on code setup welcome |
1 response |
13/11/2014 |
| style=StopOrder working in backtests? |
5 responses |
13/11/2014 |
| My best buy & hold linear combination portfolio |
no responses |
12/11/2014 |
| Need help with algorithm creation |
no responses |
12/11/2014 |
| Mavg vs history discrepancy |
5 responses |
11/11/2014 |
| History command question |
2 responses |
11/11/2014 |
| backtest standard reporting, transactions and realized gains |
no responses |
11/11/2014 |
| Go long |
6 responses |
10/11/2014 |
| Negative Cash |
4 responses |
10/11/2014 |
| Kelly Criterion Sizing |
9 responses |
10/11/2014 |
| back testing running forever |
1 response |
09/11/2014 |
| IDE questions ? |
3 responses |
09/11/2014 |
| looking for source code |
2 responses |
09/11/2014 |
| How to find date to go along with calls like this( prices = history(2, '1d', 'close_price')) |
8 responses |
09/11/2014 |
| Dow Theory |
1 response |
09/11/2014 |
| Suggestions on Quant Finance books/texts? |
1 response |
08/11/2014 |
| Momentum Algorithm |
6 responses |
08/11/2014 |
| Structural Arbitrage |
6 responses |
08/11/2014 |
| Hedging |
1 response |
08/11/2014 |
| Strategy Ideas |
1 response |
08/11/2014 |
| Help with one-time trade, completely new to Quantopian programming.. |
3 responses |
08/11/2014 |
| Syncing Fetcher with your Mac |
1 response |
07/11/2014 |
| Intraday "Rolling History" |
1 response |
07/11/2014 |
| Add and remove securities using an external file, fetcher |
2 responses |
07/11/2014 |
| Is it possible to go short in Quantopian and how to close short positions ( I am new in Quantopian) |
6 responses |
07/11/2014 |
| MultiLine comments not working - bug? |
2 responses |
06/11/2014 |
| Dictionary problem - what am I doing wrong? |
4 responses |
06/11/2014 |
| *** Significant warning for FX losses if you want to live trade from European Interactive Brokers account *** |
3 responses |
06/11/2014 |
| How to automatically find good algorithms with Quantopian framework? |
5 responses |
06/11/2014 |
| Indices problem - don't understand |
3 responses |
06/11/2014 |
| How to send an email from within an algo? |
3 responses |
06/11/2014 |
| Indicators |
1 response |
06/11/2014 |
| Finding if the get_datetime() is a Monday |
3 responses |
05/11/2014 |
| My first algorithm |
10 responses |
04/11/2014 |
| RSI Hopping |
10 responses |
04/11/2014 |
| Above SPY performance with 0.80 Sharpe and Max drawdown of 23.2% since 2007 |
no responses |
04/11/2014 |
| Updated Date! Join us for a Webinar on Nov 7 at 1PM EST |
3 responses |
04/11/2014 |
| MethodCalledTooManyTimes: 0033 fetch_csv may only be invoked 5 times |
10 responses |
03/11/2014 |
| MACD signal with Volume MA signal |
3 responses |
03/11/2014 |
| Confused - no orders carried over? |
5 responses |
03/11/2014 |
| Quantopian corrupts simple list. Why? How to work around? |
2 responses |
03/11/2014 |
| Theano library CPU(quantopian) Vs GPU(zipline) |
no responses |
03/11/2014 |
| What is wrong with position size? |
5 responses |
03/11/2014 |
| Harry Brown's resurrection ? |
no responses |
02/11/2014 |
| Array of 11k Stock Picks with symbol, time and idea |
3 responses |
02/11/2014 |
| How to calculate Volume Moving Average |
6 responses |
02/11/2014 |
| Proper way to remove NaN Data? |
4 responses |
01/11/2014 |
| Help building a volume and price algo |
no responses |
31/10/2014 |
| Fun with the Editor and auto-save [ save-as, version control ] |
5 responses |
31/10/2014 |
| Multiple fills on LMT, MKT orders? |
2 responses |
31/10/2014 |
| universality of set_universe |
2 responses |
30/10/2014 |
| Relatively Low-Risk, 48% Above Benchmark Return Since 2002 |
4 responses |
30/10/2014 |
| Help Me Please *novice* |
2 responses |
30/10/2014 |
| S&P Sector Arbitrage |
2 responses |
30/10/2014 |
| 15 Million fund -- Quantopian is betting on you guys to produce |
59 responses |
30/10/2014 |
| Random Forest for Universe of Stock - Extension of ( Simple Machine Learning Example ) |
no responses |
29/10/2014 |
| At the risk of reprising the HFT debate... |
9 responses |
29/10/2014 |
| Clarification on Docs for handle_data()... |
4 responses |
29/10/2014 |
| How can I get the moving averages of 200 days before my algo begins? |
2 responses |
28/10/2014 |
| Meetup: Quantopian Python Programming at Stanford , Sunday Nov 2 3pm |
no responses |
28/10/2014 |
| Problem with Backtest - Bug Report |
4 responses |
28/10/2014 |
| Build Error: 47 Error Runtime exception: ValueError: cannot convert float NaN to integer |
1 response |
28/10/2014 |
| Addtitional data |
1 response |
28/10/2014 |
| Pretty sure I have messed something up |
8 responses |
28/10/2014 |
| Success stories? |
52 responses |
27/10/2014 |
| Enhancement request for history() |
2 responses |
27/10/2014 |
| Entire Universe Trading |
7 responses |
27/10/2014 |
| Strange price history in debugger? |
3 responses |
27/10/2014 |
| Q: If I get a DataFrame from history(), how do I sort it by date? |
2 responses |
27/10/2014 |
| Eurodollar Commitment of Traders as a leading indicator |
1 response |
26/10/2014 |
| Feed additional data into your algorithm from InfluxDB |
3 responses |
26/10/2014 |
| Looking to work off a clone |
2 responses |
25/10/2014 |
| Monolithic Code? |
3 responses |
25/10/2014 |
| A typo in the help doc? |
1 response |
25/10/2014 |
| How can i determine when to go long and when to go short |
3 responses |
25/10/2014 |
| Backtester: annualized return figures & ratios |
7 responses |
25/10/2014 |
| Bitcoin Trading |
2 responses |
24/10/2014 |
| debugger problem. |
12 responses |
24/10/2014 |
| NYMEX raw data |
4 responses |
24/10/2014 |
| Maintenance requirements for short positions |
3 responses |
24/10/2014 |
| Backtesting to Live Trading Progression example? |
2 responses |
24/10/2014 |
| You rarely need to click 'Save' |
1 response |
24/10/2014 |
| Getting past 30day minute data into algo |
3 responses |
23/10/2014 |
| Implementing and Launching Deep Learning Algo |
88 responses |
23/10/2014 |
| Initializing the full S&P 500 |
2 responses |
23/10/2014 |
| NEW GUY: How to log/record last buying price, so I can intergrate so algo. will only sell if current price > buying price |
5 responses |
23/10/2014 |
| zipline and quantipian |
2 responses |
23/10/2014 |
| minute data |
4 responses |
23/10/2014 |
| Inputing a short order |
1 response |
22/10/2014 |
| Average Volume Tool |
3 responses |
22/10/2014 |
| History close price with 1d frequency in minute mode |
3 responses |
22/10/2014 |
| Live trading on IB and data feed |
2 responses |
22/10/2014 |
| Preprocess/Normalize Stock Prices as an input to a statistic analysis |
2 responses |
22/10/2014 |
| Simple Neural network prediction example |
5 responses |
21/10/2014 |
| Interactive Brokers lack of transparency |
6 responses |
21/10/2014 |
| Why am I making (theoretical) money? |
1 response |
21/10/2014 |
| How to implement a personal indicator in quantopian? |
2 responses |
21/10/2014 |
| Adjustments made to cloned 'Statistical Arbitrage' algorithm |
2 responses |
21/10/2014 |
| Build Power Algoritm |
1 response |
20/10/2014 |
| Better performance with commissions added |
4 responses |
20/10/2014 |
| How to get the closing price of the last trading day. |
26 responses |
20/10/2014 |
| Conflict over multiple securities with the same symbol |
5 responses |
20/10/2014 |
| Random Forest - Percent Change Threshold |
2 responses |
20/10/2014 |
| Why does the daily data in Quantopian not match Yahoo or Google Finance? |
2 responses |
20/10/2014 |
| Getting Yesterdays Bar - Open, High, Low, and Close using history? |
3 responses |
20/10/2014 |
| Technical Analysis |
2 responses |
18/10/2014 |
| Simple Algorithm for Exploiting Market Correction: QQQ 350% Return Over 4 Years |
5 responses |
17/10/2014 |
| I think I found a glitch? |
4 responses |
17/10/2014 |
| How to do individual stock wise backtest from Universe? |
1 response |
17/10/2014 |
| How to save data permanently |
9 responses |
16/10/2014 |
| Parallelize a Single Algorithm with Zipline |
4 responses |
16/10/2014 |
| Algo Madness |
3 responses |
16/10/2014 |
| Announcing the Quantopian Managers Program |
2 responses |
16/10/2014 |
| Email Notifications for Trade Events |
2 responses |
16/10/2014 |
| Method to get historic values from fetcher data |
26 responses |
15/10/2014 |
| Why am I getting this error? |
10 responses |
15/10/2014 |
| How can I limit the number of orders in a given day without stoping the algorithm? |
2 responses |
15/10/2014 |
| Interactive Brokers: Limit-on-Close Orders |
1 response |
14/10/2014 |
| Order at market open and at market close daily strategy |
4 responses |
14/10/2014 |
| Adaptive Asset Allocation |
no responses |
14/10/2014 |
| Unexpected results having adapted Calhoun's MACD Crossover |
2 responses |
14/10/2014 |
| Sneak peek and beta access for Quantopian's future research environment |
8 responses |
13/10/2014 |
| 'dir' output from debugger? |
3 responses |
12/10/2014 |
| disable rebalancing |
1 response |
11/10/2014 |
| how to properly import cvs. file with my own time-series dataset? |
10 responses |
10/10/2014 |
| Number of owned shares? |
6 responses |
09/10/2014 |
| Why are these two moving averages different? |
6 responses |
09/10/2014 |
| How to know if a security is shortable? |
9 responses |
09/10/2014 |
| My algorithm keeps buying me into the negative of cash. |
3 responses |
08/10/2014 |
| 3 X ETF TMF/UPRO rebalanced every 90 days.... |
15 responses |
08/10/2014 |
| A lowly college student trying to become a algorithmic trader |
13 responses |
08/10/2014 |
| Support Vector Regression in Python |
no responses |
07/10/2014 |
| Volatility - Williams Vix Fix Index |
2 responses |
07/10/2014 |
| Unexpected behaviour with context.portfolio.positions[sid].amount |
4 responses |
07/10/2014 |
| Help filter out ETFs from setUniverse |
1 response |
07/10/2014 |
| Tracking positions within single handle_data call |
3 responses |
07/10/2014 |
| Using the Fear and Greed index part2 |
1 response |
06/10/2014 |
| Statistical Arbitrage 1.7 sharpe, 8% drawdown |
2 responses |
06/10/2014 |
| Runtime exception: TypeError: 'str' object is not callable |
2 responses |
06/10/2014 |
| Stopping a real money algorithm and starting a new one |
3 responses |
05/10/2014 |
| Average cash on hand during backtest |
1 response |
04/10/2014 |
| Using Fear and Greed Index |
1 response |
04/10/2014 |
| Some help would be appreciated |
1 response |
04/10/2014 |
| Feature to download transactions |
4 responses |
04/10/2014 |
| Statistical arbitrage |
9 responses |
03/10/2014 |
| Backtest results different in minute and daily mode |
13 responses |
03/10/2014 |
| Question on how to create a basic algo to compare two securities |
1 response |
02/10/2014 |
| How to retrieve historical price of one day |
1 response |
01/10/2014 |
| Problem of Bollinger Band Strategy from Ernest Chan's book |
2 responses |
01/10/2014 |
| Limit to one buy and one sell a day |
3 responses |
30/09/2014 |
| Critique my "Green Coffeehouse" |
1 response |
30/09/2014 |
| Trading Control Error |
2 responses |
30/09/2014 |
| Multiple stocks context initialisation function problem |
13 responses |
30/09/2014 |
| Robinhood Mobile Trading App (Free) |
1 response |
30/09/2014 |
| When a company gets acquired, my portfolio still owns shares of the original company. Is that right? |
14 responses |
30/09/2014 |
| stop-limit order - how does it work? |
15 responses |
30/09/2014 |
| non-volatile storage? |
2 responses |
29/09/2014 |
| editor tabsize setting |
2 responses |
28/09/2014 |
| Major Issue? Settled vs Unsettled Cash Reporting |
9 responses |
27/09/2014 |
| Is there a way to have multiple benchmarks? |
2 responses |
27/09/2014 |
| docs on 'data'. |
5 responses |
26/09/2014 |
| Some glitches with history() [or my error] |
2 responses |
26/09/2014 |
| Short leaders, Long Laggards |
1 response |
26/09/2014 |
| Various Indicators |
4 responses |
26/09/2014 |
| talib.ATR always returns NaN |
1 response |
26/09/2014 |
| Oscillators Available? |
4 responses |
25/09/2014 |
| Minimum Semi-covariance hedge ratio. |
4 responses |
25/09/2014 |
| History is now available in daily mode for backtesting! |
1 response |
24/09/2014 |
| Mean Reversion Algorithm - For Club Use |
1 response |
23/09/2014 |
| Runtime Exception of TypeError due to assignment order? |
3 responses |
23/09/2014 |
| Issue with symbols(...) |
7 responses |
23/09/2014 |
| Bugs about ta_LINEARREG in talib? |
no responses |
22/09/2014 |
| ETF 20 - Ranked by 10-Year Percent Change |
7 responses |
22/09/2014 |
| I am having problem with my first algo. |
6 responses |
21/09/2014 |
| Updated Tutorials on IPython, Pandas, and Zipline |
no responses |
21/09/2014 |
| What more shortable vehicles can be used for a hedged convexity strategy? |
26 responses |
19/09/2014 |
| Kick-starter Guide for Newbies |
2 responses |
19/09/2014 |
| Intraday moving crossovers |
no responses |
18/09/2014 |
| Is this a good rebalance algorithm or does it need work? |
4 responses |
18/09/2014 |
| Looking for a programming partner |
5 responses |
17/09/2014 |
| how to find purchase time of positions ? |
8 responses |
17/09/2014 |
| Runtime Error on Algo Identifying Pull-Back Extremes |
5 responses |
17/09/2014 |
| get_open_orders() not working as expected ? |
8 responses |
16/09/2014 |
| Average Volume and Floating Indicators |
2 responses |
16/09/2014 |
| Are stock prices reversible in time? |
3 responses |
15/09/2014 |
| How to make static daily data |
5 responses |
15/09/2014 |
| Critical Line Algorithm for Portfolio Optimization |
9 responses |
14/09/2014 |
| Interactive brokerage fees |
4 responses |
14/09/2014 |
| Long and Short |
2 responses |
13/09/2014 |
| Help building a backtest |
no responses |
13/09/2014 |
| How to Cancel All Open Orders |
1 response |
12/09/2014 |
| Option trading on UVXY |
5 responses |
11/09/2014 |
| how to detect the last bar of a backtest? (for generating a summary report) |
6 responses |
11/09/2014 |
| Pair trading strategy executes at odd times although I have specified once a day at 3.55pm |
8 responses |
10/09/2014 |
| How can a monitor remotely if my algo is running live and remote logging? |
2 responses |
10/09/2014 |
| Question about converting HFT strategy to minute bars |
2 responses |
10/09/2014 |
| How to build an intraday strategy? |
6 responses |
09/09/2014 |
| New Feature: Sortable, Filterable, Full Backtest Results Tables |
no responses |
09/09/2014 |
| Issue with 20 DMA Breakout |
3 responses |
09/09/2014 |
| A push in the right direction. |
1 response |
08/09/2014 |
| Haha - beat this |
3 responses |
08/09/2014 |
| I'm either an idiot or blind. |
1 response |
08/09/2014 |
| Backtesting performance |
3 responses |
08/09/2014 |
| Largest % Gainers |
4 responses |
08/09/2014 |
| Intraday "high" frequency basket trading strategy |
11 responses |
07/09/2014 |
| Portfolio Evaluation - PM |
1 response |
06/09/2014 |
| Inheriting portfolio performance from a previous run? |
3 responses |
05/09/2014 |
| Top Performing Stocks of Past Period |
1 response |
05/09/2014 |
| Ranking Stocks based on signal percentiles |
6 responses |
05/09/2014 |
| I am new Please give opinions and help |
1 response |
05/09/2014 |
| Order Flow |
7 responses |
05/09/2014 |
| Detecting high and low programmatically |
7 responses |
04/09/2014 |
| Collaboration Request: Need help with dividend/value algorithm |
1 response |
04/09/2014 |
| Sources for fundamental equities data? |
2 responses |
04/09/2014 |
| Explore trading through IEX with Quantopian |
6 responses |
04/09/2014 |
| Introductory Talk on Financial Analysis Tools for Python |
7 responses |
04/09/2014 |
| Risk according to Beta value. |
6 responses |
03/09/2014 |
| Long Exposure |
1 response |
03/09/2014 |
| order_value and live trading |
4 responses |
03/09/2014 |
| Find stocks with a volume spike |
2 responses |
02/09/2014 |
| Find stocks with a volume spike |
no responses |
02/09/2014 |
| Trending Strategy - Pls give your opinion regarding the return pattern |
7 responses |
01/09/2014 |
| How to stop algorithm but keep positions? |
1 response |
31/08/2014 |
| Don't know where to start. |
4 responses |
30/08/2014 |
| Cross over with t statistic on regression slope |
2 responses |
30/08/2014 |
| Code to be executed at end |
2 responses |
30/08/2014 |
| Introducing time-delay in a single "handle_data" run |
3 responses |
29/08/2014 |
| Buying a basket of stocks based on another ETF's price? |
2 responses |
29/08/2014 |
| How to detect if an order has been canceled? |
3 responses |
29/08/2014 |
| Friday Reversion |
1 response |
28/08/2014 |
| How can I sell automatically a few days later after I place a buy order? |
6 responses |
28/08/2014 |
| order_target_percent ordering too much? |
3 responses |
27/08/2014 |
| Quandl Csv Import, Simple question |
3 responses |
27/08/2014 |
| Stop Loss doesn't seem to work |
2 responses |
26/08/2014 |
| Algorithm that ranks and trades |
2 responses |
26/08/2014 |
| Options Trading - Quick simple question - I'm a newbee |
5 responses |
26/08/2014 |
| History function includes weekends |
4 responses |
25/08/2014 |
| Random selection with ratcheting price |
8 responses |
24/08/2014 |
| Difference between History and Batch Tranforms |
1 response |
23/08/2014 |
| Price/Earnings Ratio Mean Reversion Strategy |
23 responses |
23/08/2014 |
| Laguerre Moving Average |
4 responses |
22/08/2014 |
| "Dark side of technical analysis" |
8 responses |
21/08/2014 |
| Is there a way to program in shorting positions if I use indexes |
1 response |
20/08/2014 |
| Trading on stochastic indicators |
2 responses |
20/08/2014 |
| Twitter, is there code that can scan for trending tickers? and incorporate with a volume/momentum |
10 responses |
20/08/2014 |
| How are indicators like SMA calculated for thinly traded securities? |
3 responses |
19/08/2014 |
| Good-til-Cancelled orders for live trading |
1 response |
18/08/2014 |
| TrailStop Algo with 200Dma Filter, Simple Question - Thanks |
8 responses |
18/08/2014 |
| Accounting for events like IPO and Earnings |
2 responses |
16/08/2014 |
| Announcement: Quantopian Office Hours |
2 responses |
15/08/2014 |
| RSI with a Moving Average Cross component |
2 responses |
15/08/2014 |
| New to Quantopian |
3 responses |
15/08/2014 |
| Is this algorithm reasonable? ~70% returns with moving avg comparison |
2 responses |
15/08/2014 |
| Anyone see any problems with this? I'm getting insane returns. |
4 responses |
14/08/2014 |
| One Problem with Interactive Brokers |
17 responses |
14/08/2014 |
| Offline/ online ZipLine/ Quantopian --> How to detect in code? |
3 responses |
13/08/2014 |
| What is the error? It says syntax error on line 30 (marked below) |
2 responses |
13/08/2014 |
| Bollinger Bands on multiple securities |
1 response |
13/08/2014 |
| Mean Reversion Help! |
2 responses |
12/08/2014 |
| Any way to select a random symbol? |
2 responses |
11/08/2014 |
| Held orders and cancels |
4 responses |
11/08/2014 |
| Multiple Pairs Trading Algo |
4 responses |
11/08/2014 |
| Csv import, simple question |
2 responses |
11/08/2014 |
| currencies |
1 response |
10/08/2014 |
| What am I doing wrong? (SPY 50/200MA with short component) |
17 responses |
09/08/2014 |
| Multiple pair trading strategy (Problems please help!) |
18 responses |
09/08/2014 |
| Help with Basics Strategies |
5 responses |
08/08/2014 |
| portfolio with 4 index funds (75% stocks, 25% bonds). |
1 response |
08/08/2014 |
| What is going on with this algo? |
2 responses |
08/08/2014 |
| history data and backtest daily |
1 response |
08/08/2014 |
| Last Six Weeks of Minute Resolution Data From Google Finance |
no responses |
07/08/2014 |
| Where to get minute data? |
6 responses |
07/08/2014 |
| Market orders filled price |
1 response |
07/08/2014 |
| --- Error Execution timeout. |
1 response |
07/08/2014 |
| Bracket Orders |
3 responses |
07/08/2014 |
| How can we initialise the positions in the algorithm? |
2 responses |
07/08/2014 |
| Dividing Arrays / Stochastic Momentum Index |
3 responses |
06/08/2014 |
| Constant stocks allocation with dynamic inverse etf hedging |
2 responses |
06/08/2014 |
| Algorithm using RSI |
2 responses |
06/08/2014 |
| "Make a copy of this algorithm so you can explore and improve it." |
1 response |
05/08/2014 |
| Code for Exponential Moving Average. (Newcomer) |
3 responses |
05/08/2014 |
| Newcomer Question regarding stock screening to trade |
4 responses |
05/08/2014 |
| Bogle heads recommended portfolio |
1 response |
05/08/2014 |
| Feature request : limited offline mode for Quantopian |
7 responses |
05/08/2014 |
| Positive Acceleration in Thinly Traded Stocks |
2 responses |
04/08/2014 |
| Live Trading commissions - Questions |
1 response |
04/08/2014 |
| Evaluating Trading Strategies, Campbell R. Harvey, Yan Liu |
1 response |
04/08/2014 |
| Moving Strategy on 3D Printing Companies |
1 response |
02/08/2014 |
| Set Timeframe (in minute mode) |
5 responses |
02/08/2014 |
| Buy the dip, IBM |
no responses |
01/08/2014 |
| Principle Component Analysis of the Energy Sector |
5 responses |
01/08/2014 |
| How do i get my program to check security signals periodically every 2 seconds? |
7 responses |
01/08/2014 |
| AMD, buy the dip and sell on price consolidating upwards |
9 responses |
01/08/2014 |
| Kinetic Component Analysis |
23 responses |
01/08/2014 |
| Benchmark SPY Total Returns Question |
2 responses |
31/07/2014 |
| Improvements I would like to see on Quantopian |
10 responses |
31/07/2014 |
| Intraday price and time logging |
10 responses |
31/07/2014 |
| Live Trading Questions |
1 response |
31/07/2014 |
| New to Quantopian and Python - What does the main() function look like? |
5 responses |
31/07/2014 |
| ATR Zone (Support for multiple stocks) |
2 responses |
30/07/2014 |
| Risk Metrics |
2 responses |
30/07/2014 |
| def initialize(context): - Called once per trading day? |
1 response |
30/07/2014 |
| Simple strategy using industry leaders in tech sector |
2 responses |
29/07/2014 |
| .properties and {dicts} and algos, oh my! |
7 responses |
29/07/2014 |
| Looking for S&P / Nasdaq / Dow system. |
1 response |
29/07/2014 |
| What version of Python does the Quantopian IDE use please? |
3 responses |
29/07/2014 |
| MA trading system with ATR zones |
8 responses |
29/07/2014 |
| Python Meetup India |
1 response |
29/07/2014 |
| Access to Transaction details and other discrepancies |
3 responses |
28/07/2014 |
| Statistics Stop Calculating, Universe Shrinks |
4 responses |
28/07/2014 |
| What happened to Estimize |
2 responses |
27/07/2014 |
| Modified sectore rebalance to add leverage and offset risk with MAs |
1 response |
27/07/2014 |
| Rebalancing after threshold |
2 responses |
27/07/2014 |
| Fetch, warmup, history -- need a working example? |
3 responses |
27/07/2014 |
| Newbie Question - Accesing different timeframes |
5 responses |
27/07/2014 |
| How to make Quantopian Python IDE's coding part full screen or just bigger |
3 responses |
27/07/2014 |
| [Collaboration Request] Looking someone interested to learn together |
2 responses |
27/07/2014 |
| Career Advice |
2 responses |
27/07/2014 |
| Using Historic Performance & Stock Fundamentals to Create a Portfolio of decent CSR Stocks |
no responses |
25/07/2014 |
| Abstracting an Algorithm from One Stock to Many |
6 responses |
25/07/2014 |
| Financial Metrics and Historicals |
1 response |
25/07/2014 |
| History function |
3 responses |
25/07/2014 |
| CSR Securities - Historic Performance (Backtests) |
24 responses |
25/07/2014 |
| Historical Financial Info |
no responses |
25/07/2014 |
| Baby steps - A novice quant’s adventure begins. |
14 responses |
25/07/2014 |
| Resource for Quantopians - A list of businesses that have good Corporate Social Responsibility and Ethical Standing - Ready to be dropped into your algorithms |
no responses |
25/07/2014 |
| Altcoin trading strategy |
4 responses |
24/07/2014 |
| history for dailys and plotting/record for minutes |
3 responses |
24/07/2014 |
| Can't use fraction exponents |
2 responses |
24/07/2014 |
| Negative Cash |
2 responses |
24/07/2014 |
| Stock IDs - Is there a list available anywhere please? |
6 responses |
24/07/2014 |
| Historical Data |
4 responses |
23/07/2014 |
| 822910.1% Return...something can't be right?? |
9 responses |
23/07/2014 |
| Algorithm Based Upon Earning Variable, Sales Percentage, and Earnings before Interest etc |
1 response |
23/07/2014 |
| Algorithms for Ethical Investors - Is there an easy(ish) way to incorporate social / environmental responsibility into an algorithm? |
10 responses |
23/07/2014 |
| Is it possible to utilize the alog's in stock markets like UAE, Saudi and Kuwait? |
1 response |
23/07/2014 |
| My first Algo on Quantopian - Handpicking stocks from various sectors and combining with 24 day portfolio rebalance |
9 responses |
23/07/2014 |
| Is there a way to backtest algorithms with India equity market? |
no responses |
22/07/2014 |
| I'm new to Quantopian, is it possible to combine strategies in one algo? |
2 responses |
22/07/2014 |
| Examples of using Bollinger Bands |
4 responses |
21/07/2014 |
| Backtest Vs. Live Trade Results |
1 response |
21/07/2014 |
| Industry Leader |
5 responses |
19/07/2014 |
| Just a quick Question |
2 responses |
19/07/2014 |
| Intraday Strategy! Help |
3 responses |
19/07/2014 |
| Volume Moving Averages |
2 responses |
18/07/2014 |
| Triangular moving average crossover |
5 responses |
18/07/2014 |
| [Collaboration Request] Looking for programmer interested in learning more about algo investing |
no responses |
17/07/2014 |
| 30min averages |
4 responses |
16/07/2014 |
| Changes in Historic Data causing Phantom Positions |
1 response |
16/07/2014 |
| Reverse and inverse backtesting |
1 response |
15/07/2014 |
| Question about value investing and underlying business metrics |
3 responses |
15/07/2014 |
| Any comment on this backtest result for JPM/GS Pairs Trading? |
3 responses |
15/07/2014 |
| Creating an MACD crossover signal with two time frames |
1 response |
15/07/2014 |
| Simple Moving Average vs Current Price Compare |
7 responses |
14/07/2014 |
| Problem with EOD closing: Runtime error |
3 responses |
14/07/2014 |
| Storing previous 20-day's prices & volumes [Code Question] |
10 responses |
14/07/2014 |
| Trading on multiple TA-Lib signals |
3 responses |
13/07/2014 |
| Feature request: multiple files instead of one large code file |
4 responses |
12/07/2014 |
| Using Quantopian Cross-Platform to Enhance Trading Signals? |
no responses |
12/07/2014 |
| How to use talib.ATR with history()? |
8 responses |
12/07/2014 |
| Questions about MA on stock split |
3 responses |
11/07/2014 |
| What is effect of increasing account balance of a real money live trading account |
7 responses |
11/07/2014 |
| Blue Chip Algo |
2 responses |
10/07/2014 |
| Simple wizards for building statistically valid models |
3 responses |
10/07/2014 |
| Price Vs. VWAP |
8 responses |
10/07/2014 |
| Code not visible in Live Trading <code> tab |
3 responses |
08/07/2014 |
| Difference between SSO and SPY 2x leverage |
5 responses |
08/07/2014 |
| Memory problems with set_universe |
no responses |
07/07/2014 |
| New to algorithmic trading and seeking expertise on what might be a wild fantasy |
4 responses |
07/07/2014 |
| VPIN(volume synchronized probability of informed trading (VPIN) |
5 responses |
07/07/2014 |
| calculate sharpe ratio--coding question |
3 responses |
06/07/2014 |
| Need help putting together simple code to determine profitability of previously suggested trades |
2 responses |
06/07/2014 |
| RSI percent rebalancing strategy |
14 responses |
05/07/2014 |
| Another way to rebalance - simple price and volume return |
1 response |
05/07/2014 |
| Market Technician Assoc. Symposium - in April |
1 response |
05/07/2014 |
| More messin' with Volatility bias, long and short now. |
3 responses |
05/07/2014 |
| Simple data panel example to help understand it. |
1 response |
05/07/2014 |
| Portofio alternative view webinar from Tucker Balch |
no responses |
05/07/2014 |
| Lunar phase |
12 responses |
05/07/2014 |
| OT low cost way to diversify |
5 responses |
05/07/2014 |
| Volatility Bias - up range / total range strategy |
27 responses |
05/07/2014 |
| Day trading strategy example - failed upside breakout |
10 responses |
05/07/2014 |
| Funky flat basket strategy - depends on consistent oscillation |
5 responses |
05/07/2014 |
| How to get benchmark and algorithm output in sync after warmup period? |
9 responses |
05/07/2014 |
| New Feature: Symbol() to Reference Securities |
no responses |
03/07/2014 |
| Link investigating data mining bias in trading systems |
no responses |
03/07/2014 |
| Does quantopian have Matlab API |
2 responses |
03/07/2014 |
| TA precomputation introducing bias?? |
1 response |
03/07/2014 |
| Response to Investify's Myth Buster article |
5 responses |
02/07/2014 |
| Calhoun's MACD Crossover |
4 responses |
02/07/2014 |
| Market Sentiment, Market mood, FinSentS signals detection |
23 responses |
02/07/2014 |
| Counter trend (limit orders, Zipline) |
5 responses |
02/07/2014 |
| What is an opportunistic algorithm? |
1 response |
02/07/2014 |
| you've got skills, I've got ideas.... |
no responses |
02/07/2014 |
| Trading Algo Question |
1 response |
01/07/2014 |
| ROC in Quantopian? |
8 responses |
01/07/2014 |
| Cointegration, RSI signals, Long Only |
5 responses |
01/07/2014 |
| S&P 500 sector fund allocator |
10 responses |
29/06/2014 |
| How do I implement an intra-day strategy? |
1 response |
28/06/2014 |
| Bernoulli change point detection |
2 responses |
28/06/2014 |
| delisted...a list? |
1 response |
26/06/2014 |
| Noob request - bitcoin momentum |
4 responses |
26/06/2014 |
| Backtest |
6 responses |
26/06/2014 |
| New here - Need help with some basic stuff |
4 responses |
25/06/2014 |
| Live algos not properly rendering on mobile |
2 responses |
25/06/2014 |
| possible to run zipline within online backtester? |
no responses |
24/06/2014 |
| Trading on the RSI of the VIX and SPY |
10 responses |
24/06/2014 |
| Commission via Interactive Broker |
1 response |
24/06/2014 |
| auto-tuning? |
12 responses |
24/06/2014 |
| Momentum Strategy with a Dynamic Universe |
5 responses |
23/06/2014 |
| Is it possible to import urllib or urllib2? |
2 responses |
23/06/2014 |
| How to get a stack trace from raised exception? |
4 responses |
23/06/2014 |
| batch_transform or history functions on portfolio data? |
2 responses |
22/06/2014 |
| Evolutionary Strategy |
8 responses |
22/06/2014 |
| Best way to determine trend relationship in stocks? (R-Squared, Beta, etc) |
4 responses |
21/06/2014 |
| New to Quantopian Community |
4 responses |
21/06/2014 |
| Searching the S&P or a large subset of it? |
2 responses |
20/06/2014 |
| Bug: "Active Live Algorithms" shows stopped algorithms |
1 response |
20/06/2014 |
| When do orders placed get "registered" |
3 responses |
20/06/2014 |
| Working with History DataFrames |
14 responses |
18/06/2014 |
| Live trading - Limiting Total Strategy Exposure |
no responses |
18/06/2014 |
| 1 minute history now available |
12 responses |
18/06/2014 |
| History Function Comparing 2 Stocks |
16 responses |
18/06/2014 |
| Some Feedback and Questions |
3 responses |
17/06/2014 |
| Why many stocks have 0 RSI value? |
10 responses |
17/06/2014 |
| Is there a way to see the number of securities in your universe |
1 response |
16/06/2014 |
| Possible to set up alerts in quantopian? |
1 response |
16/06/2014 |
| Newbie to Python - Need help in coding this simple snippet |
10 responses |
15/06/2014 |
| Moving Average of Something Other than the Close Price |
6 responses |
15/06/2014 |
| Python IDE Suggestions |
3 responses |
15/06/2014 |
| Long-only counter-trend with Zipline |
5 responses |
14/06/2014 |
| Whats the coding number for the e-mini s&p500? |
2 responses |
14/06/2014 |
| How do I trade due to opening? |
3 responses |
13/06/2014 |
| Profitable People |
7 responses |
13/06/2014 |
| Cash after acquisitions |
1 response |
13/06/2014 |
| Martingale Betting Strategy |
6 responses |
12/06/2014 |
| feature request: highcharts percent compare |
1 response |
12/06/2014 |
| security data sometimes contain nans - why? |
8 responses |
11/06/2014 |
| talib.MACD(price_history[sid]) failing for dates earlier than one year ago |
4 responses |
11/06/2014 |
| Anyone experienced with peer-to-peer decentralized markets on Bitcoin? |
no responses |
11/06/2014 |
| Suggestion for set_universe |
4 responses |
11/06/2014 |
| runtime error : SIDData' object has no attribute 'price |
1 response |
10/06/2014 |
| ValueError: sample larger than population |
1 response |
10/06/2014 |
| Dynamic Portfolio Selection with the Kelly Formula |
13 responses |
06/06/2014 |
| API + ETD Trading. |
2 responses |
06/06/2014 |
| set_long_only() behavior? |
6 responses |
06/06/2014 |
| why the data inconsistence between quantopian and google/yahoo? |
4 responses |
04/06/2014 |
| How do I write and import my own modules that I can share in my algos |
8 responses |
04/06/2014 |
| Two Factor Authentication Available for your Quantopian Account |
no responses |
03/06/2014 |
| ERROR: Computing the 1 period simple return |
4 responses |
03/06/2014 |
| order target percent short |
2 responses |
03/06/2014 |
| How do I get the properties of an event at a given time? |
4 responses |
03/06/2014 |
| Live trading: 1 account per algorithm |
2 responses |
03/06/2014 |
| machine learning and FANN |
1 response |
03/06/2014 |
| why no minute-resolution graphs? |
15 responses |
03/06/2014 |
| Newbie needs help! |
1 response |
03/06/2014 |
| Delisted / Acquired Stocks |
6 responses |
03/06/2014 |
| Quantum Game Theory in Finance |
4 responses |
31/05/2014 |
| In Minute time frame backtesting, how to buy/sell on close price? |
4 responses |
30/05/2014 |
| Moving Average |
2 responses |
29/05/2014 |
| Enhancement: Increasing the limit of manually-entered SIDs to 200 in IDE |
no responses |
29/05/2014 |
| zipline compatible script |
23 responses |
29/05/2014 |
| Long Only Strategy: allocate between bull and bear market portfolios |
12 responses |
27/05/2014 |
| Donchian Channel Breakout Strategy |
9 responses |
27/05/2014 |
| Slight Change with good return and low drawdown |
7 responses |
27/05/2014 |
| Symmetric Trading Strategy |
no responses |
27/05/2014 |
| Dividend Strategies |
1 response |
26/05/2014 |
| IDE extras |
2 responses |
26/05/2014 |
| Combine Different Machine Learning Methods |
2 responses |
26/05/2014 |
| Ehler's Stochastic. |
no responses |
25/05/2014 |
| Maximum number of ticker symbols in a back scan test? Dead Tickers, and Pre/Post Market hours trading data? |
3 responses |
25/05/2014 |
| Looking for Assistance on matching Barchart.com data for one technical indicator |
no responses |
24/05/2014 |
| Bid/Ask spread data |
17 responses |
23/05/2014 |
| long-only minimum variance portfolio using scipy.optimize.minimize |
13 responses |
23/05/2014 |
| order_target_percent question |
9 responses |
23/05/2014 |
| Covidien PLC historical data |
2 responses |
23/05/2014 |
| New Feature: Trading guards for your algorithm |
2 responses |
22/05/2014 |
| Fill Price of Market Orders |
12 responses |
22/05/2014 |
| custom universe problem |
2 responses |
22/05/2014 |
| Current open position |
1 response |
21/05/2014 |
| Arbitrage algo failure, please help! |
4 responses |
21/05/2014 |
| Collaboration on Trading System |
no responses |
20/05/2014 |
| API Tool: Time/Event Management for minute data |
4 responses |
20/05/2014 |
| New Order Types for Interactive Brokers: VWAPBestEffort, Relative Order, and Exchange Routing |
3 responses |
20/05/2014 |
| Finance Tutorials for Python or Matlab |
1 response |
19/05/2014 |
| Trouble Porting Machine Learning Strategy to Quantopian |
4 responses |
19/05/2014 |
| simple pairs strategy questions |
3 responses |
18/05/2014 |
| attempting to create custom trailing data frames |
4 responses |
18/05/2014 |
| Practice MC and Finite Difference coding projects |
3 responses |
17/05/2014 |
| Strange Bug - for loop iterates on list of 4 items, 5 times |
3 responses |
16/05/2014 |
| Tracking Backtest Commissions |
1 response |
16/05/2014 |
| How to start coding ? |
1 response |
16/05/2014 |
| Custom Slippage Model |
1 response |
16/05/2014 |
| Less is more: small and simple mixed strategies |
7 responses |
16/05/2014 |
| IDE Hotkeys |
2 responses |
15/05/2014 |
| Can you make the Stop Algorithm button a little less prominent |
no responses |
14/05/2014 |
| Current Short Sale ban |
6 responses |
14/05/2014 |
| Correct Stochastic Values |
6 responses |
14/05/2014 |
| Using foreign equities. |
3 responses |
14/05/2014 |
| Logs contradict backtest results |
1 response |
13/05/2014 |
| Issues setting up live trading |
4 responses |
13/05/2014 |
| How to use code like fetcher offline? |
7 responses |
12/05/2014 |
| Contractor Opportunity |
no responses |
12/05/2014 |
| How To Look Back To The Previous Bar |
13 responses |
11/05/2014 |
| Assigning Max-Notional to value of Total Cash in portfolio? |
4 responses |
10/05/2014 |
| directly supplying integers to data[] |
1 response |
09/05/2014 |
| Data dictionary |
1 response |
09/05/2014 |
| How to close all open position ? |
2 responses |
09/05/2014 |
| Conditional Use of history/batch_transform in Backtest |
1 response |
08/05/2014 |
| Machine Learning: Turn $10K into $2.25M in two years (+22407% returns) by trading BRK_A (Berkshire Hathaway) with Random Forest |
2 responses |
08/05/2014 |
| This DIA Sample? |
1 response |
08/05/2014 |
| Negative cash when using the fetcher and order target percentage |
5 responses |
07/05/2014 |
| Computational Complexity and Information Asymmetry in Financial Products |
no responses |
06/05/2014 |
| Fawce interview in Wilmott Magazine |
no responses |
06/05/2014 |
| full order doesn't get put in on the same day? |
2 responses |
05/05/2014 |
| Run time error help |
2 responses |
04/05/2014 |
| HIgh/low mavg crossover: tips or comments |
no responses |
03/05/2014 |
| Fetcher Execution Limit |
2 responses |
03/05/2014 |
| Limit Order Not Shown In Live Trading Dashboard |
1 response |
02/05/2014 |
| vwap(minutes) ? |
1 response |
02/05/2014 |
| An array with all SIDs availables on Quantopian |
2 responses |
02/05/2014 |
| record interpolating values? |
4 responses |
02/05/2014 |
| best trailing stop |
1 response |
01/05/2014 |
| Anyone developing strategy based on minute data? |
no responses |
01/05/2014 |
| Capital Allocation for Portfolio of Multi-Strategy and Multi-Instrument |
6 responses |
01/05/2014 |
| Stochastic + Boillinger Band Strategy |
no responses |
01/05/2014 |
| Initial / Starting values |
6 responses |
30/04/2014 |
| IbPython3 |
11 responses |
29/04/2014 |
| Using buy and hold as benchmark |
1 response |
29/04/2014 |
| minute plotting |
3 responses |
29/04/2014 |
| Is it possible to buy stock by cash and not shares? |
9 responses |
28/04/2014 |
| Stochastic Trading Algo |
4 responses |
28/04/2014 |
| questions from a newbie |
1 response |
28/04/2014 |
| any plan to provide weekly data via history() function? |
7 responses |
28/04/2014 |
| 21 and Hungry - Want to learn as much as possible |
8 responses |
28/04/2014 |
| using history() - cant pass barcount a variable? |
3 responses |
27/04/2014 |
| Zipline help - backtesting using load_from_yahoo |
1 response |
27/04/2014 |
| Rookie Q: how do I store data for consecutive ticks? |
8 responses |
27/04/2014 |
| Finding the optimal value of a parameter or set of parameters |
2 responses |
27/04/2014 |
| collab/help request - learning portfolio investment strategy |
5 responses |
26/04/2014 |
| Average price in pre-calculated risk |
no responses |
26/04/2014 |
| Execution Timeout |
3 responses |
25/04/2014 |
| Issues with dropbox, where to upload CSVs to? |
5 responses |
25/04/2014 |
| Live results vs. backtest results at a glance |
1 response |
25/04/2014 |
| Information about back-testing slippage and broker's fee? |
1 response |
25/04/2014 |
| Difficult time pulling in API (Kimono Labs) |
5 responses |
25/04/2014 |
| Tactical Bond Strategy |
15 responses |
25/04/2014 |
| Why does fetcher not read saved data to dropbox from quandl? |
2 responses |
24/04/2014 |
| Collab request on Robust Median Reversion Strategy |
53 responses |
24/04/2014 |
| Simple algo that tries to earn money on speculators |
8 responses |
24/04/2014 |
| buy/sell at known risk |
no responses |
24/04/2014 |
| Closing orders |
2 responses |
23/04/2014 |
| How to use the Fetcher from Quandl Dataset to backtest the strategy via Quantopian? |
5 responses |
23/04/2014 |
| What is the Quantopain's EMA, MACD or RSI Formula for the fixed 34-day window length? |
1 response |
22/04/2014 |
| Runtime error with record |
3 responses |
22/04/2014 |
| Why Does TA-Lib Method EMA Have the Same Result as SMA? It looks not right. |
20 responses |
20/04/2014 |
| Nested SMA method algorithm |
13 responses |
20/04/2014 |
| No trade for V error |
2 responses |
20/04/2014 |
| A R&D Framework for Quantopian |
4 responses |
19/04/2014 |
| Can't import scipy |
5 responses |
18/04/2014 |
| Test a daily trading strategy using history and more than 500 stocks - API limitations |
10 responses |
18/04/2014 |
| Define custom universe via Fetcher using the new universe_func callback |
16 responses |
18/04/2014 |
| Selecting A Day of the Week |
1 response |
18/04/2014 |
| Build Error Annoyances: "Nonexistent property:sid" |
4 responses |
18/04/2014 |
| Has anyone tried to import a CSV with balance sheet data? |
no responses |
18/04/2014 |
| New method: Use set_benchmark to customize the benchmark in your backtest! |
9 responses |
18/04/2014 |
| Tips for improvement on my mean reversion pairing algo |
6 responses |
18/04/2014 |
| How to set a stop loss with a set universe? |
5 responses |
18/04/2014 |
| Live trading on minute data timeouts |
13 responses |
17/04/2014 |
| Has anyone tried to import a CSV with balance sheet data? |
1 response |
17/04/2014 |
| Paul Tudor Jones with Algos |
2 responses |
17/04/2014 |
| Creating a Universe of all of the stocks in a single index? |
5 responses |
17/04/2014 |
| Inconsistent price and stock split |
2 responses |
17/04/2014 |
| Margins |
4 responses |
17/04/2014 |
| New Beta Feature: Collaboration! (now with screenshot walk-through) |
3 responses |
16/04/2014 |
| code reuse |
3 responses |
16/04/2014 |
| Unexpected behavior with limit orders |
4 responses |
16/04/2014 |
| Ride speculation bubbles to the bottom and crash |
no responses |
16/04/2014 |
| Equal weight all sector strategy vs. SPY |
8 responses |
15/04/2014 |
| Corrections to cumulative risk metrics |
1 response |
15/04/2014 |
| India FnO |
3 responses |
15/04/2014 |
| New Beta Feature: Collaboration! |
11 responses |
14/04/2014 |
| Control Logging Threshold? |
1 response |
14/04/2014 |
| feature request: version control, branching capabilities for algos |
12 responses |
14/04/2014 |
| Several questions about building the algorithms |
4 responses |
13/04/2014 |
| Serious questions: why are so many of the algos here returning +1000% over a few years? |
11 responses |
13/04/2014 |
| Compare Minimum to Price |
3 responses |
13/04/2014 |
| Running algos for Bovespa's Stocks |
8 responses |
12/04/2014 |
| run backtest on two portfolios in parallel to manage one according to the other's NAV |
2 responses |
12/04/2014 |
| Heartbleed And IB Authentication? |
1 response |
12/04/2014 |
| How can I get daily indicator in minutely mode of backtesting and live trading? |
6 responses |
11/04/2014 |
| Trying to Understand this Backtest |
4 responses |
10/04/2014 |
| Building custom indicator in Quantopian |
2 responses |
10/04/2014 |
| How to write a custom indicator in Quantopian? |
2 responses |
10/04/2014 |
| Long only System trading need help in codeing |
39 responses |
09/04/2014 |
| Complete Newb in need of a little help... |
2 responses |
09/04/2014 |
| Macro Data |
1 response |
09/04/2014 |
| Rebalance Algo: 9 Sector ETFs |
23 responses |
09/04/2014 |
| First algo: pair trading a portfolio with a test for cointegration via Engle-Granger and Augmented Dickey Fuller |
4 responses |
08/04/2014 |
| Site Outage Tonight at 5pm EDT - April 8, 2014 |
1 response |
08/04/2014 |
| Pairs Trading with Chevron and Exxon |
8 responses |
08/04/2014 |
| Dynamic Programming for Multi-Period Portfolio Selection |
no responses |
08/04/2014 |
| Mergers and Acquisitions |
2 responses |
07/04/2014 |
| First algorithm: maximizing alpha |
3 responses |
07/04/2014 |
| Mean Reverting of Two Stocks |
3 responses |
06/04/2014 |
| Pandas |
1 response |
06/04/2014 |
| Paper Trading With Interactive Brokers - Open Beta Launch |
97 responses |
04/04/2014 |
| Why is backtest data off from other data sources? |
4 responses |
04/04/2014 |
| ta.MAX() |
1 response |
03/04/2014 |
| Error parsing csv file from dropbox |
7 responses |
03/04/2014 |
| Oanda Support |
1 response |
03/04/2014 |
| High Frequency Hyperbole |
15 responses |
02/04/2014 |
| DV2, DVB or other mean reversion indicator needed, suggestion? |
6 responses |
01/04/2014 |
| What does the timestamp mean? |
1 response |
01/04/2014 |
| 60 Minutes transcript |
3 responses |
01/04/2014 |
| IB Trading outside normal exchange hours |
1 response |
01/04/2014 |
| No Logs output in Minute Backtests |
8 responses |
31/03/2014 |
| Exiting at the close of the next day |
2 responses |
30/03/2014 |
| build error help |
8 responses |
29/03/2014 |
| Conditional to new pandas dataframe |
3 responses |
28/03/2014 |
| My first Simple moving average crossover |
1 response |
28/03/2014 |
| Anomaly in Backtester maybe ? Can this be explained? |
3 responses |
27/03/2014 |
| Get the Time of the day ( a time object of any form) when a stock attained its minimum on a given trading day. |
6 responses |
27/03/2014 |
| Anik's first algorithim |
1 response |
27/03/2014 |
| Efficient Frontier: fixing highly concentrated portfolios |
3 responses |
26/03/2014 |
| How to get started in creating a simple Python Arbitrage algorithm |
9 responses |
25/03/2014 |
| OCA orders |
2 responses |
25/03/2014 |
| exchange_time = pd.Timestamp(get_datetime()).tz_convert('US/Eastern') // Something went wrong on our end. Sorry for the inconvenience. |
10 responses |
25/03/2014 |
| charts of intraday data (where can i find it online?) |
4 responses |
25/03/2014 |
| trade SPY after 4pm? |
2 responses |
25/03/2014 |
| Use the Fetcher for ANY Quandl Dataset |
13 responses |
24/03/2014 |
| Moving Average One Month Ago |
2 responses |
24/03/2014 |
| Using Bitcoin Market Activity as a Trading Signal |
3 responses |
24/03/2014 |
| EXPERTS HELP NEEDED TO FILTERS TO REDUCE DRAWDOWN, |
2 responses |
24/03/2014 |
| Trading by Weekly Approval Rating |
2 responses |
23/03/2014 |
| possible to write a custom commission model? |
1 response |
23/03/2014 |
| Removing cash from portfolio to pay taxes |
19 responses |
23/03/2014 |
| Bug in order_target_percent |
3 responses |
23/03/2014 |
| In Live Trading with IB, does Quantopian sync up positions with IB? |
3 responses |
23/03/2014 |
| Python Lib for Research/Experimenting outside of Quantopian |
9 responses |
22/03/2014 |
| Pair Trade - Exxon and Chevron |
no responses |
21/03/2014 |
| 6 Month Return - Best Test Stock |
1 response |
21/03/2014 |
| This algorithm is not connected to Interactive Brokers. Log in to IB. Can't log into this IB account because it is already in use. |
15 responses |
21/03/2014 |
| Your algorithm v/s buy and hold strategy |
7 responses |
21/03/2014 |
| MA Crossover |
9 responses |
20/03/2014 |
| Simple Strategy Test |
1 response |
20/03/2014 |
| Competitive Securities Algorithm |
5 responses |
20/03/2014 |
| Run second-level data on zipline |
2 responses |
19/03/2014 |
| My very first algorithm... |
2 responses |
19/03/2014 |
| screen to drop securities from list by trade date? |
4 responses |
19/03/2014 |
| Unsupervised Learning: K-Means Clustering Algorithm on Daily Price Parameters |
2 responses |
18/03/2014 |
| Failed Backtests |
4 responses |
18/03/2014 |
| Question on Pair Selection for Pairs Trading |
1 response |
18/03/2014 |
| Period of Length for Cointegration Test for Pairs Trading |
1 response |
18/03/2014 |
| 5 10 20 Crossover Strategy with Leveraged ETF |
17 responses |
18/03/2014 |
| Your trading workflow and quantopian |
no responses |
18/03/2014 |
| Incredibly Simple Bitcoin Algo |
9 responses |
18/03/2014 |
| How to implement a two period algo? |
4 responses |
17/03/2014 |
| Live IB Quant key metric track BLOG 2/14 |
no responses |
17/03/2014 |
| How to order a stock using the Yahoo price |
10 responses |
17/03/2014 |
| Resources for Learning Algorithm Design? |
4 responses |
17/03/2014 |
| portfolio local to algorithm? |
3 responses |
16/03/2014 |
| what version of python does quantopian use? |
2 responses |
14/03/2014 |
| Set up a UserVoice site to better collect/prioritize feature requests |
2 responses |
14/03/2014 |
| Trading Idea - single stock method |
2 responses |
14/03/2014 |
| New Algorithms Help |
2 responses |
14/03/2014 |
| No more gambling, dart throws! Winning, proven algo. |
3 responses |
13/03/2014 |
| Real Money |
no responses |
13/03/2014 |
| Comparing Multiple Variables |
5 responses |
13/03/2014 |
| IDE Troubleshooting |
2 responses |
13/03/2014 |
| Mean Reversion |
7 responses |
13/03/2014 |
| Referencing external data. |
1 response |
13/03/2014 |
| New (experimental) feature: easier symbol lookup |
25 responses |
13/03/2014 |
| when are interday orders executed? |
3 responses |
13/03/2014 |
| Same code, same period: different results metrics |
1 response |
13/03/2014 |
| Arb with ETF and Underlying |
1 response |
12/03/2014 |
| WTI future moving average algo |
1 response |
12/03/2014 |
| Can you get 52 week-high without fetching outside data? |
3 responses |
12/03/2014 |
| List the Stocks obtained from Set Universe |
4 responses |
12/03/2014 |
| Editing a live trading algo |
4 responses |
12/03/2014 |
| Statistical Arbitrage Part II - Steady Gains |
2 responses |
12/03/2014 |
| Are there any meetups of Quantopian Community in India |
6 responses |
12/03/2014 |
| Calling Historical Prices |
1 response |
12/03/2014 |
| Realistic Commission Model For IB |
6 responses |
12/03/2014 |
| Modeling transaction fees |
2 responses |
12/03/2014 |
| Averaging Historical Stock Prices |
6 responses |
12/03/2014 |
| Mean reverting VWAP algorithm |
1 response |
11/03/2014 |
| Statistical Arbitrage Try |
2 responses |
11/03/2014 |
| Difference between Bloomberg data and Quantopian for SPY |
2 responses |
11/03/2014 |
| bug: risk metrics are miscalculated (overall metrics) |
8 responses |
11/03/2014 |
| Realised volatility function |
9 responses |
11/03/2014 |
| Help with test strategy please. |
1 response |
11/03/2014 |
| New Feature: Member to Member Messaging |
1 response |
10/03/2014 |
| Help with timeframe! |
2 responses |
10/03/2014 |
| Help with Art-Project |
4 responses |
10/03/2014 |
| Using Fetcher and Functions |
7 responses |
10/03/2014 |
| Does order_value() include commission? Possible crash if wrongly used. |
1 response |
10/03/2014 |
| Logs not getting generated (or getting lost) |
1 response |
10/03/2014 |
| defininition and uses cases for last_sale_price? |
6 responses |
09/03/2014 |
| How to closeout at EOD |
6 responses |
08/03/2014 |
| Class for tracking Margins |
4 responses |
08/03/2014 |
| Computing compounded returns |
12 responses |
08/03/2014 |
| stddev of mavg & console |
2 responses |
08/03/2014 |
| Quantopian reddit interview |
1 response |
08/03/2014 |
| Moving Average based algorithm help |
5 responses |
08/03/2014 |
| High Gains - Low Returns. Is this right? |
3 responses |
07/03/2014 |
| Fixed Slippage - Help |
1 response |
07/03/2014 |
| NoneType runtime error |
4 responses |
07/03/2014 |
| My first triplet |
1 response |
07/03/2014 |
| Common Types of Trading Algorithms |
3 responses |
07/03/2014 |
| Frustrating Experience with switching to minute backtests |
8 responses |
06/03/2014 |
| sid calling dataframe index |
9 responses |
06/03/2014 |
| Berkshire Class Ratio as a Buy Point Indicator |
4 responses |
05/03/2014 |
| Why have a daily model if it cannot go Live |
3 responses |
05/03/2014 |
| ARIMA function in statsmodels.tsa.arima_model module is giving error. |
12 responses |
05/03/2014 |
| CSS Analytics |
1 response |
05/03/2014 |
| Limit Universe by Industry or Sector? |
2 responses |
04/03/2014 |
| Beginner Question: Windows of Data |
2 responses |
04/03/2014 |
| the simplest algorithm |
3 responses |
04/03/2014 |
| Quantopian as R&D environment? |
12 responses |
04/03/2014 |
| RSI calculation |
4 responses |
04/03/2014 |
| Forex Data |
9 responses |
04/03/2014 |
| delayed order fill for SPY - why? |
11 responses |
04/03/2014 |
| I think my algorithm is spending more money than it has. |
5 responses |
04/03/2014 |
| How to get the previous day close price |
5 responses |
03/03/2014 |
| NYC 1 day conference 'for Python Quants' on March 14th |
no responses |
03/03/2014 |
| New Zealand stock exchange |
1 response |
03/03/2014 |
| Current Portfolio Value |
1 response |
02/03/2014 |
| Can't get algo to record values and calculate pivot points. |
2 responses |
02/03/2014 |
| constructing sid from int? |
11 responses |
02/03/2014 |
| DUK price not adjusted during stock split |
5 responses |
02/03/2014 |
| multi-security portfolio collaboration strategies? |
1 response |
01/03/2014 |
| calls to handle_data - every minute under live trading? |
11 responses |
01/03/2014 |
| Size constraints on CSV files imported using fetcher? |
1 response |
01/03/2014 |
| poor (or erratic) performing large-volume ETFs? |
4 responses |
01/03/2014 |
| Ernie Chan's EWA/EWC pair trade with Kalman filter |
40 responses |
01/03/2014 |
| VWAP vs MAVG? |
1 response |
01/03/2014 |
| How to sell short? |
9 responses |
28/02/2014 |
| error - UnboundLocalError: local variable 'order_id' referenced before assignment |
5 responses |
28/02/2014 |
| Why does batch_transform behave like this? |
20 responses |
27/02/2014 |
| Backtests showing markedly different results with $100mm instead of $10mm |
2 responses |
27/02/2014 |
| Exit after X days? |
14 responses |
26/02/2014 |
| Ravenpack/Deltix conference slides |
no responses |
26/02/2014 |
| Grid-searching for profitable cointegrating portfolios? |
28 responses |
26/02/2014 |
| Help with partial profits & stop-loss |
2 responses |
26/02/2014 |
| algo time out? |
3 responses |
25/02/2014 |
| Playing around with Quant |
no responses |
25/02/2014 |
| excellent blog post on NAS Trading |
no responses |
25/02/2014 |
| Paid service for implement the strategy |
1 response |
25/02/2014 |
| Limit Order execution at varying prices |
23 responses |
25/02/2014 |
| ETA on Dividend Data to Algos |
3 responses |
24/02/2014 |
| Why unusually high result? |
3 responses |
24/02/2014 |
| Diversified portfolio, monthly rebalance for live trading |
25 responses |
23/02/2014 |
| commodity futures |
6 responses |
23/02/2014 |
| Cross-Sectional Strategies (Ernest Chan), please help! |
6 responses |
21/02/2014 |
| hack for intra-minute price discovery? |
5 responses |
21/02/2014 |
| history feature ...are there plans for minute history and for daily backtest? |
2 responses |
21/02/2014 |
| Does anyone know where to find reliable intra-day trading strategies? |
2 responses |
20/02/2014 |
| Common data analysis issues |
no responses |
20/02/2014 |
| Date constrained trading: HELP! |
8 responses |
20/02/2014 |
| Any forex trading support? |
1 response |
20/02/2014 |
| How to specify Short Sell interest and complex commission calculation? |
1 response |
20/02/2014 |
| Quandl Python API |
5 responses |
19/02/2014 |
| how to cancel all open orders? |
12 responses |
19/02/2014 |
| margin questions |
3 responses |
18/02/2014 |
| Statistical Analysis of the January Effect |
1 response |
18/02/2014 |
| Usage & Syntax Of STOP Orders |
46 responses |
18/02/2014 |
| sid for Nasdaq Composite Index and Nasdaq 100 |
2 responses |
18/02/2014 |
| Momentum Algo Based on # of Days |
4 responses |
18/02/2014 |
| Historical SP500 stocks based on market cap... |
3 responses |
18/02/2014 |
| DIA Trend Within Trend |
1 response |
18/02/2014 |
| Why cancel orders at end of day? |
12 responses |
18/02/2014 |
| DIA Trend Within Trend |
9 responses |
17/02/2014 |
| Question on Stock Prices when Executing Trades |
2 responses |
17/02/2014 |
| Handling Of Orders That Cannot Be Filled By Broker |
5 responses |
17/02/2014 |
| Why doesnt this buy? two lines of code |
4 responses |
17/02/2014 |
| Algorithm with Aroon from TA-LIB |
8 responses |
17/02/2014 |
| Batchtransform, history day vs. minute |
10 responses |
16/02/2014 |
| market-closed gap trade |
47 responses |
16/02/2014 |
| Example about how to trade at market close and clear position at tomorrow open...And Bug report |
1 response |
16/02/2014 |
| @Jessica Stauth Question about trade at specified time |
1 response |
16/02/2014 |
| confused with order execution time |
9 responses |
15/02/2014 |
| Quantopian API - timestamp information lost? |
5 responses |
15/02/2014 |
| how could i buy at close and sell at next day open? |
16 responses |
15/02/2014 |
| Retrieving historic minute data |
2 responses |
15/02/2014 |
| Monte Carlo Methods in Finance |
5 responses |
15/02/2014 |
| documentation question about slippage |
1 response |
14/02/2014 |
| Talib EMA documentation question |
9 responses |
14/02/2014 |
| general questions about initializing cash and margins |
1 response |
14/02/2014 |
| How is the portfolio allocation adjusted? |
4 responses |
14/02/2014 |
| Help with code |
8 responses |
14/02/2014 |
| order command question |
1 response |
14/02/2014 |
| get event data as pandas dataframe? |
3 responses |
14/02/2014 |
| For the chartists among you (if you have not already seen these pdfs) |
1 response |
14/02/2014 |
| small questions about the limitations of quantopian |
1 response |
13/02/2014 |
| documentation small question |
1 response |
13/02/2014 |
| Bug: wrong stats from dead stocks |
5 responses |
13/02/2014 |
| Intraday strategy - Gap play, please help! |
14 responses |
13/02/2014 |
| Installing Zipline |
2 responses |
12/02/2014 |
| What criteria determines if backtest is successful? |
4 responses |
12/02/2014 |
| Help with algo! |
5 responses |
11/02/2014 |
| Sample Algo (VWAP) with variable short/long volumes |
6 responses |
10/02/2014 |
| Sample Algo (VWAP) with variable short/long volumes |
no responses |
10/02/2014 |
| Code data dependency |
4 responses |
10/02/2014 |
| Quant Strategies Implemented by the Quantopian Community |
no responses |
10/02/2014 |
| Dividend Adjustments |
8 responses |
09/02/2014 |
| Code Import |
4 responses |
09/02/2014 |
| Charting Historical data and overlaying multiple stocks |
4 responses |
08/02/2014 |
| Trade at the open slippage model |
21 responses |
07/02/2014 |
| Position Entry Date |
9 responses |
07/02/2014 |
| Possible Real Money Bug |
4 responses |
06/02/2014 |
| Trying to find the highest, or max value within a window, getting an error |
6 responses |
06/02/2014 |
| custom money flow index (MFI) w/ history API |
8 responses |
05/02/2014 |
| Black-Scholes |
5 responses |
05/02/2014 |
| Parabolic Time Price System |
3 responses |
05/02/2014 |
| Swing trade between two ETFs |
1 response |
05/02/2014 |
| Help requested. I'm hesitant to use the system, having learned some Python, but not being a nubee to trading |
7 responses |
04/02/2014 |
| Visualizing Implied vs Realized Volatility |
no responses |
04/02/2014 |
| Stopping and Starting Algorithms |
3 responses |
04/02/2014 |
| data[context.security].stddev(30) |
4 responses |
04/02/2014 |
| Limit Order, Market order, How real is this? |
14 responses |
03/02/2014 |
| How to customize the benchmark/Trading Environment? |
1 response |
03/02/2014 |
| How to get order filled immediately? |
3 responses |
02/02/2014 |
| Building screeners/tops/stats |
10 responses |
02/02/2014 |
| Where is Quantopian headed? |
4 responses |
02/02/2014 |
| help with etf pairs trading algorithm |
4 responses |
01/02/2014 |
| how to share an algorithm |
2 responses |
01/02/2014 |
| Entry Signals |
18 responses |
01/02/2014 |
| Backtester Change: Updated Benchmark |
7 responses |
31/01/2014 |
| pandas warning? |
3 responses |
31/01/2014 |
| Meta Optimization and Portfolio Selection |
1 response |
30/01/2014 |
| How to create a Break-Out model? |
11 responses |
30/01/2014 |
| Transaction Costs/Slippage |
1 response |
30/01/2014 |
| Order Target Percent |
3 responses |
29/01/2014 |
| My algorithm won't sell shares, only buy. Check my code? |
1 response |
29/01/2014 |
| Sample using History and Stochastics |
8 responses |
28/01/2014 |
| Help me write simple algorithm |
1 response |
27/01/2014 |
| Difficulty building custom CSV file |
14 responses |
27/01/2014 |
| Zero curve code |
3 responses |
27/01/2014 |
| history API version of scikits-learn example ("finding co-fluctuating stocks") |
no responses |
26/01/2014 |
| Record Moving Average of stock ratio |
5 responses |
26/01/2014 |
| Sell vs Short |
22 responses |
25/01/2014 |
| Setting Min Price and Min Volume Filters |
6 responses |
25/01/2014 |
| Selecting of a universe based on daily traded volume and higher stock price |
8 responses |
24/01/2014 |
| Identifying Optimal Stop Loss |
no responses |
24/01/2014 |
| KCG and TNH sids broken? |
11 responses |
23/01/2014 |
| Tactically short gamma (synthetic via ETFs) |
15 responses |
22/01/2014 |
| batch transform w/ set_universe hangs - what am I doing wrong? |
3 responses |
22/01/2014 |
| MA Strategy - Simple |
2 responses |
22/01/2014 |
| Leveraged ETFs |
no responses |
22/01/2014 |
| A few questions regarding platform |
6 responses |
22/01/2014 |
| Applying Leverage |
2 responses |
21/01/2014 |
| Kalman Filter |
3 responses |
21/01/2014 |
| Options Trading |
4 responses |
21/01/2014 |
| load_bars_from_yahoo values differ from quantopian values.... |
6 responses |
21/01/2014 |
| How can i replace the benchmarks with local files? |
2 responses |
21/01/2014 |
| A question about split adjustments |
1 response |
21/01/2014 |
| Hedging Equities |
8 responses |
20/01/2014 |
| Is Small Beautiful? |
no responses |
20/01/2014 |
| Tutorials? |
6 responses |
19/01/2014 |
| Garbage in, garbage out (biases in data analysis) |
no responses |
19/01/2014 |
| Custom P&L measurement does not reflect backtest results |
6 responses |
19/01/2014 |
| moving average crossover |
2 responses |
19/01/2014 |
| Build error with no details |
2 responses |
19/01/2014 |
| Wonky algorithm / benchmark returns |
6 responses |
19/01/2014 |
| What would it take for you to invest real money with an algorithm? |
2 responses |
18/01/2014 |
| Restricted Sharing |
1 response |
18/01/2014 |
| Testing on a larger scale |
13 responses |
18/01/2014 |
| Calculating M.A. and St.Dev. of variables |
18 responses |
18/01/2014 |
| Where to see latest changes on the backend? |
1 response |
18/01/2014 |
| Backtesting - Optimization Methods |
2 responses |
18/01/2014 |
| help dealing with missing bars |
1 response |
17/01/2014 |
| Stability of Principal Components |
5 responses |
17/01/2014 |
| CSV File For Minute Data Event Series Error |
8 responses |
17/01/2014 |
| Swallowing the Python - a backwards approach to learning the language |
4 responses |
17/01/2014 |
| Mebane Faber 200 DMA model with dow jones 2004 components |
5 responses |
16/01/2014 |
| Real-time inflation index for sector rotation strategy |
3 responses |
16/01/2014 |
| Perhaps some help interpreting what I've done |
10 responses |
16/01/2014 |
| Fetcher Newbie Question |
2 responses |
16/01/2014 |
| Benchmark |
1 response |
16/01/2014 |
| Modelling Sports Data |
7 responses |
15/01/2014 |
| Trying to understand history() |
1 response |
14/01/2014 |
| Does Trade data sometimes go missing? |
2 responses |
14/01/2014 |
| Save A Variable |
1 response |
13/01/2014 |
| Black-Litterman |
30 responses |
13/01/2014 |
| Hello / Newbie Questions |
1 response |
12/01/2014 |
| Intra-Day Equity Trading Ideas |
1 response |
12/01/2014 |
| Multiple stocks (limited to S&P 500 only) |
1 response |
11/01/2014 |
| Signals' Values different from other tools - how can you trust them? |
12 responses |
10/01/2014 |
| variable as record series name |
7 responses |
10/01/2014 |
| Global Minimum Variance Portfolio Using Exponential Smoothing |
7 responses |
10/01/2014 |
| Monte Carlo simulation |
3 responses |
10/01/2014 |
| Markowitz Portfolio Construction |
20 responses |
09/01/2014 |
| ? |
1 response |
09/01/2014 |
| Multi-strategy aggregator |
1 response |
09/01/2014 |
| The Investment Strategy Based on Attention--Zirong You |
4 responses |
08/01/2014 |
| Method for identifying Overbought vs Oversold conditions for Equities |
7 responses |
08/01/2014 |
| Optimal Portfolio Choice - Quick Intertemporal Hedging Backtest |
12 responses |
07/01/2014 |
| Trading Algorithm Performance vs Buy and Hold |
4 responses |
07/01/2014 |
| What are the major sources of retail positioning / open positions ? |
4 responses |
07/01/2014 |
| Updated Privacy Policy and Terms of Use |
no responses |
06/01/2014 |
| Where do I start? |
2 responses |
06/01/2014 |
| Sending MKT and MOC orders before markets open on daily bars |
5 responses |
06/01/2014 |
| Margin Requirements |
5 responses |
05/01/2014 |
| Beginner assistance |
2 responses |
05/01/2014 |
| Loading files other than CSV. |
8 responses |
05/01/2014 |
| Full list of security sid's? |
2 responses |
05/01/2014 |
| Dividend Algo |
1 response |
05/01/2014 |
| How should acquired companies be handled? |
1 response |
04/01/2014 |
| How can I get a security object? |
2 responses |
03/01/2014 |
| How to analyze historical prices? |
7 responses |
03/01/2014 |
| Is there a way to utilize the mavg method from .CSV data? |
1 response |
03/01/2014 |
| Controlling Multiple Algos |
4 responses |
02/01/2014 |
| Questions from Gary and David |
1 response |
02/01/2014 |
| Beginner: Where to start learning more? |
2 responses |
31/12/2013 |
| Some suggestion of benchmark |
3 responses |
31/12/2013 |
| avoid NaNs w/ history API - most efficient approach? |
6 responses |
31/12/2013 |
| Profit-taking |
6 responses |
31/12/2013 |
| Sorting through securities |
4 responses |
30/12/2013 |
| Daily data underestimates beta |
1 response |
30/12/2013 |
| own data |
1 response |
29/12/2013 |
| General Back Tracing Question |
4 responses |
27/12/2013 |
| Dual Exponential Moving Averages trading SPY and SH |
1 response |
26/12/2013 |
| history API: NaN in result dataframe |
6 responses |
26/12/2013 |
| finding percentage of year complete? |
1 response |
24/12/2013 |
| Regression Slopes |
2 responses |
23/12/2013 |
| screen for highly volatile but uncorrelated stocks? |
4 responses |
21/12/2013 |
| Is there any way to look at stock fundamentals? |
1 response |
21/12/2013 |
| Is there any way to look at stock fundamentals? |
6 responses |
21/12/2013 |
| NoTradeDataAvailable |
2 responses |
20/12/2013 |
| Graphs - Suggestion |
no responses |
20/12/2013 |
| Odd Lots |
2 responses |
20/12/2013 |
| how do I get the benchmark return inside the algorithm? |
1 response |
19/12/2013 |
| Introducing new stocks into a model |
4 responses |
19/12/2013 |
| No Trade Data Available - Minute bar - in the middle of a back test period. |
3 responses |
19/12/2013 |
| OLMAR 3.0 using new order and history features |
21 responses |
19/12/2013 |
| Ernie Chan's EWA/EWC pair trading |
8 responses |
19/12/2013 |
| Request for Next Trading Day Focused SP500 L/S Strategy Ideas |
no responses |
18/12/2013 |
| Weird problem in implementing EWA/EWC pair trading: different prices in Logs and Full Backtest |
3 responses |
18/12/2013 |
| Newbie - zscore and index deviation |
2 responses |
18/12/2013 |
| How to implement a volume surge |
6 responses |
17/12/2013 |
| Help(Intraday backtest): How to get Highest high of today and yesterday ? |
9 responses |
17/12/2013 |
| Hello, New to Quantopian, please kindly help |
2 responses |
17/12/2013 |
| Minute Data, Minimum Variance |
1 response |
17/12/2013 |
| Pair Trading Strategy - AAPL/QCOM |
1 response |
17/12/2013 |
| Understanding the Profit and Loss Distribution of Trading Algorithms |
1 response |
17/12/2013 |
| Why good daily backtests fail at minute backtests? |
14 responses |
15/12/2013 |
| Why doesn't TALIB allow you to get indicators on Weekly prices as opposed to just Daily? |
3 responses |
14/12/2013 |
| set_universe command |
1 response |
14/12/2013 |
| Why can't I use 'Series'? |
2 responses |
14/12/2013 |
| Post-mortem of 2013-11-15 security breach |
3 responses |
13/12/2013 |
| My first algo: ema crossing and request for help |
4 responses |
13/12/2013 |
| Rules based sector rotation strategy based on Mebane Faber research |
7 responses |
12/12/2013 |
| New Features: History and New Order Methods |
8 responses |
12/12/2013 |
| What data does quantopian use? (SPY, SH) |
no responses |
11/12/2013 |
| Coursera: Mathematical Methods for Quantitative Finance |
1 response |
11/12/2013 |
| Issue with posting code in forum |
2 responses |
10/12/2013 |
| Keeping algorithm from adding in additional cash for purchases? |
3 responses |
10/12/2013 |
| New Sample Algorithm |
34 responses |
10/12/2013 |
| Calculation of Cumulative Max Drawdown |
1 response |
09/12/2013 |
| My PyArb stat arb module |
2 responses |
09/12/2013 |
| Securities Code |
1 response |
09/12/2013 |
| Improved Minimum Variance Portfolio |
19 responses |
09/12/2013 |
| Trading Candle Patterns |
2 responses |
08/12/2013 |
| testing an alorithm |
no responses |
08/12/2013 |
| Insufficient stock history for specified backtest timeframe |
1 response |
08/12/2013 |
| Minimum Variance Portfolio |
8 responses |
08/12/2013 |
| Strange Result |
1 response |
07/12/2013 |
| problem w/ history API & pandas rolling mean |
8 responses |
07/12/2013 |
| The classic GLD and GDX pair trading |
1 response |
07/12/2013 |
| Epic fail for stat-arb |
23 responses |
06/12/2013 |
| long-only SPY w/ similarity metric indicator |
no responses |
06/12/2013 |
| history API - how to order sids? |
1 response |
06/12/2013 |
| Is there an output data file which is generated via backtester? |
7 responses |
06/12/2013 |
| Contrarian strategies: how to constitute a pfolio based on P/E & P/B |
1 response |
05/12/2013 |
| portfolio_value property on the portfolio object |
1 response |
05/12/2013 |
| running Zipline locally on windows 7 machine |
1 response |
05/12/2013 |
| Adding ATR trailing stop to algo |
14 responses |
05/12/2013 |
| Bond Etf's vs Spy Dollar neutral strategy |
6 responses |
04/12/2013 |
| 3 parameter fitting strategy |
4 responses |
04/12/2013 |
| Minimum Variance Portfolio on selected stocks |
5 responses |
04/12/2013 |
| How to enter "short" order logic into algo? |
6 responses |
04/12/2013 |
| FEAR & GREED DIA VS GLD PAIR SPREAD TRADE |
15 responses |
03/12/2013 |
| IVV - Core S&P 500 ETF VS Bond ETF Dollar neutral strategy |
9 responses |
03/12/2013 |
| Change Benchmark, Add breakpoints, TA-Lib beta function (relative index)? |
8 responses |
03/12/2013 |
| Calculation Of Algo Return Vs. Benchmark Return |
no responses |
02/12/2013 |
| Mean Reversion Strategy with GLD & USO |
7 responses |
02/12/2013 |
| Using data from the previous bar? |
1 response |
02/12/2013 |
| Intraday Trades |
11 responses |
02/12/2013 |
| Trading idea: Buy on last day of month and sell first day of month end of day [under construction] |
4 responses |
02/12/2013 |
| Quantopian |
2 responses |
02/12/2013 |
| How to get hold of open/ close prices from load_from_yahoo ? |
1 response |
01/12/2013 |
| Erratic results |
3 responses |
01/12/2013 |
| Having some trouble with sklearn |
1 response |
01/12/2013 |
| Interesting stuff from a Microsoft Developer regarding Python development |
5 responses |
30/11/2013 |
| Does ZipLine in GitHub reflect latest code changes of Quantopian? |
2 responses |
30/11/2013 |
| Augmented Dickey-Fuller test - useful? |
2 responses |
30/11/2013 |
| 7D SMA of Sentiment as an overbullish or overbearish indicator |
5 responses |
29/11/2013 |
| How do I shift the moving average of an imported CSV chart? |
16 responses |
28/11/2013 |
| Bond Etf's vs Spy Dollar neutral strategy |
no responses |
28/11/2013 |
| How to delete posts? |
no responses |
28/11/2013 |
| How to Buy IPO's |
2 responses |
28/11/2013 |
| Help with an SP&500 ATR Strategy |
15 responses |
28/11/2013 |
| Help with my simple algorithm |
1 response |
27/11/2013 |
| Sid/Ticker Set |
5 responses |
27/11/2013 |
| GLD vs. GDX |
2 responses |
26/11/2013 |
| Pairs trading algorithm |
12 responses |
26/11/2013 |
| $GLD/$IAU Pairs trading template |
4 responses |
25/11/2013 |
| Online "ide" eats code |
3 responses |
25/11/2013 |
| First Algo, would appreciate citique. |
3 responses |
25/11/2013 |
| 2 period RSI strategy |
3 responses |
25/11/2013 |
| Modern Portfolio Theory - Minimum Variance Portfolio |
18 responses |
25/11/2013 |
| Trading using simple P/E values and momentum |
1 response |
24/11/2013 |
| Help with fetch_csv versus read_csv |
6 responses |
24/11/2013 |
| Trading Strategy: Capitalize on panic in the SPY - please review |
no responses |
24/11/2013 |
| SPY & SH, minute data |
80 responses |
24/11/2013 |
| How can one perform live trading on Indian Market(NSE) |
1 response |
24/11/2013 |
| Exporting Results of Quantopian Backtests |
1 response |
24/11/2013 |
| Help to run a simple strategy |
6 responses |
24/11/2013 |
| modified "Simple Passive Momentum Trading with Bollinger Band" |
9 responses |
23/11/2013 |
| Williams %R |
4 responses |
23/11/2013 |
| How to benchmark against other strategies |
1 response |
23/11/2013 |
| posting graphics on Quantopian? |
2 responses |
22/11/2013 |
| Fun with averages - newbie needs feedback :) |
13 responses |
22/11/2013 |
| Cross Above or Cross below in the moving average |
6 responses |
22/11/2013 |
| What is a trading event? |
7 responses |
21/11/2013 |
| Stop Order and TA-LIB Questions |
2 responses |
21/11/2013 |
| What am I doing wrong with using Relative Strength Indicator for a Universe of Stocks -94287607.6% Return |
3 responses |
21/11/2013 |
| A Jump Start Template |
no responses |
20/11/2013 |
| DJIA historical stock data |
2 responses |
20/11/2013 |
| Debug algo based on Sample SPY |
2 responses |
19/11/2013 |
| Noob: How make a strategy that profit in bitcoin? |
6 responses |
19/11/2013 |
| Simple Passive Momentum Trading with Bollinger Band |
3 responses |
18/11/2013 |
| rotational strategy based on return over last (X) days |
1 response |
18/11/2013 |
| Greetings and Some Suggestions |
2 responses |
18/11/2013 |
| Welcome back guys !!! |
1 response |
18/11/2013 |
| Help writing algorithm |
3 responses |
18/11/2013 |
| What's the meaning of the backtest result ? |
4 responses |
14/11/2013 |
| Simple "Moving Average Ratio" Strategy |
23 responses |
13/11/2013 |
| Get ready to live trade with Quantopian: sample algo for daily rebalance |
8 responses |
13/11/2013 |
| How to calculate moving average price with dynamic days ? |
10 responses |
13/11/2013 |
| Divergence of price and indicators |
4 responses |
13/11/2013 |
| Ideas Thread |
2 responses |
12/11/2013 |
| Debug this algo based on the Sample SPY |
2 responses |
12/11/2013 |
| New to Quantopian and got a couple of questions |
4 responses |
11/11/2013 |
| Newbie needs help |
2 responses |
11/11/2013 |
| Theano? Is there a plan to make it available? |
1 response |
11/11/2013 |
| TA-Lib Volume Error |
3 responses |
09/11/2013 |
| A 'Dynamic' Universe Via set_universe |
1 response |
09/11/2013 |
| paper trading questions |
7 responses |
09/11/2013 |
| Running zipline in python client - transforms do not work? |
3 responses |
07/11/2013 |
| Help to develop a simple algorithm |
2 responses |
07/11/2013 |
| What are the best steps/strategies to perform cross-validation on time series data? |
1 response |
06/11/2013 |
| Batch Transform help |
7 responses |
06/11/2013 |
| Augmented Dickey-Fuller (ADF) test, SPY & SH dollar-volume |
8 responses |
06/11/2013 |
| working with starcluster / zipline / Ipython |
4 responses |
06/11/2013 |
| What are required for the live trading? |
2 responses |
05/11/2013 |
| Using the Fetcher with Quandl |
7 responses |
04/11/2013 |
| Open Price v. Close Price |
7 responses |
03/11/2013 |
| Can you arbitrarily change portfolio.cash |
1 response |
03/11/2013 |
| Calculating Sharpe Ratio |
9 responses |
03/11/2013 |
| confused by fetcher and rename_col |
3 responses |
01/11/2013 |
| Need help selecting prices on an arbitrary day |
2 responses |
01/11/2013 |
| Best ways to leverage this platform |
2 responses |
01/11/2013 |
| Help a student in writing his senior thesis! |
3 responses |
01/11/2013 |
| security issue |
no responses |
01/11/2013 |
| Why do I get "Error" on this line? |
2 responses |
01/11/2013 |
| Adding Penny Stocks |
3 responses |
01/11/2013 |
| is there a limit to the number of SIDs that can be referenced? |
6 responses |
01/11/2013 |
| What Are "Total Returns?" |
8 responses |
31/10/2013 |
| Following the 'Big Players' |
2 responses |
30/10/2013 |
| Dynamic Hedging Strategy with a Synthetic Protective Put position (Help Requested) |
no responses |
30/10/2013 |
| Black Box Trading - sample algorithm explanation |
4 responses |
28/10/2013 |
| List of SIDs |
3 responses |
28/10/2013 |
| Tool for Fundamental Algos in Zipline |
3 responses |
28/10/2013 |
| Checking data on the next bar |
1 response |
26/10/2013 |
| Trading Strategy Using Markov Chains |
2 responses |
26/10/2013 |
| Determining price direction using exponential and log-normal distributions |
12 responses |
26/10/2013 |
| Optimisation In Backtesting |
6 responses |
25/10/2013 |
| Quantopian on 'VentureBeat', 02-Oct-2013 |
2 responses |
25/10/2013 |
| Proposed changes to Fetcher and universe selection |
17 responses |
25/10/2013 |
| SPY & SH algorithm - please review |
21 responses |
25/10/2013 |
| Handling data from prior to the first trading day. Theres a Yahoo CSV tool here too. |
5 responses |
24/10/2013 |
| Yahoo financial data |
4 responses |
24/10/2013 |
| Beating Market Consistently by Trading on Technical Information? |
10 responses |
24/10/2013 |
| Blog of potential interest |
1 response |
24/10/2013 |
| Feature Request: Lookup Of SID By Symbol |
1 response |
24/10/2013 |
| Using Economic Indicators in your algorithms (Beginner's algorithm with fetcher) |
2 responses |
23/10/2013 |
| TA-LIB RSI using something other than close price? |
14 responses |
23/10/2013 |
| odd lots? |
10 responses |
22/10/2013 |
| Quantopian-sponsored Meetup Series - want to meet the Quantopian team in a city near you? |
5 responses |
22/10/2013 |
| TA-lib and Simple Transform data question |
1 response |
22/10/2013 |
| Simulating Bitcoin Call Option Prices using Black Scholes Model |
4 responses |
21/10/2013 |
| Dollar Value Averaging |
4 responses |
21/10/2013 |
| Can someone look at my implementation please? |
3 responses |
21/10/2013 |
| How is initial capital used? |
3 responses |
21/10/2013 |
| Feature Request: Display HH:MM In Log Entries In A Minutely Backtest |
1 response |
17/10/2013 |
| Missing Data Issues |
3 responses |
16/10/2013 |
| Sharpe ratio, other risk metrics change; Slippage in Live Trading |
2 responses |
16/10/2013 |
| The Awesome Algorithm - Trade at the end of the day |
1 response |
16/10/2013 |
| thinly traded stocks - why no gaps? |
24 responses |
16/10/2013 |
| When you first came across Quantopian, how did you learn the basics? |
8 responses |
15/10/2013 |
| Clocking our algos... |
1 response |
15/10/2013 |
| Trading Strategy: Statistical Arbitrage and Mean Reversion |
5 responses |
14/10/2013 |
| TA-Lib Candle Patterns: Help Wanted |
1 response |
14/10/2013 |
| Candle Pattern: 'Upside-Gap Two Crows' |
no responses |
13/10/2013 |
| Paying broker's trade fees... code snippet... |
4 responses |
13/10/2013 |
| Can I Use A Buy-Stop Order? |
10 responses |
12/10/2013 |
| OLMAR w/ NASDAQ 100 & dollar-volume |
33 responses |
12/10/2013 |
| TA-Lib Pattern Recognition |
1 response |
12/10/2013 |
| First days going live... errors and blanks... |
3 responses |
11/10/2013 |
| Smoothed Prices, Multiple SIDs And TA-Lib For MA Cross-Over |
no responses |
11/10/2013 |
| Margin Call Watch. |
2 responses |
10/10/2013 |
| Permanent Portfolio (Beginner's algorithm to learn the system) |
8 responses |
10/10/2013 |
| Examples of Parameter Optimization? |
28 responses |
10/10/2013 |
| Accessing data via fetcher (Fund cloning algorithm) |
14 responses |
10/10/2013 |
| Compare multiple Securities against an algorithm? |
6 responses |
10/10/2013 |
| Interesting papers |
8 responses |
10/10/2013 |
| Share Your Best Performing Algo, 2002 - 2012 |
8 responses |
10/10/2013 |
| Importing Date Lists for Earnings Dates, etc [AAPL Keynotes] |
1 response |
09/10/2013 |
| Question about calling a url in python |
2 responses |
09/10/2013 |
| Newbie ?: Why aren't trades shown? |
2 responses |
08/10/2013 |
| All Season Fund - Scotts Investments. Daily rebalancing with fixed target weights |
12 responses |
08/10/2013 |
| Context or Inhering from TradingAlgorithm |
2 responses |
07/10/2013 |
| Working With Local Data, Downloading the Database |
4 responses |
06/10/2013 |
| Momentum stock filter |
2 responses |
05/10/2013 |
| Benchmark Has Returns For Day 1 - Why? |
9 responses |
04/10/2013 |
| Algorithm and Benchmark index for dummies. |
1 response |
04/10/2013 |
| tried with min back test error occured stumped help please ?????? |
1 response |
04/10/2013 |
| Confused by @batch_transform |
4 responses |
03/10/2013 |
| changed the opening balance to $10,000 but the first trade was 1/4 million... |
1 response |
03/10/2013 |
| Skewness as a Trend Signal |
2 responses |
02/10/2013 |
| Simple Classifier Trading for Predicting Long/Short Positions. |
6 responses |
02/10/2013 |
| Neural Network that tests for mean-reversion or momentum trending |
12 responses |
02/10/2013 |
| DeMark Indicators: Anyone Using These Or Interested In Them? |
3 responses |
02/10/2013 |
| Feature Request: Personal Messaging Amongst Members |
2 responses |
02/10/2013 |
| Trading Strategy: Mean-reversion |
22 responses |
02/10/2013 |
| "Chance of U.S. government default less than 10 percent, economists say: Reuters poll" |
1 response |
02/10/2013 |
| Free Seminar: MATLAB for Quantitative Research and Analytics (London, 13th November, 2013) |
no responses |
01/10/2013 |
| Using R from within Python in Quantopian |
2 responses |
30/09/2013 |
| Looping to compare all stocks to pick highest gainer |
5 responses |
30/09/2013 |
| Favorite technicals and combinations thread: |
no responses |
30/09/2013 |
| Working with a team using quantopian? |
3 responses |
30/09/2013 |
| TAlib throws AttributeError when fetched data is present |
2 responses |
29/09/2013 |
| Help me write this Simple algorithm? |
2 responses |
28/09/2013 |
| How do i change the Sid? |
1 response |
28/09/2013 |
| Initializing the portfolio |
5 responses |
28/09/2013 |
| A listing of available data sources? |
9 responses |
27/09/2013 |
| Draft Proposal of New Data History API |
53 responses |
27/09/2013 |
| Help needed: How to apply TA-lib to fetched data? |
3 responses |
26/09/2013 |
| Find rank of current day return against past x days |
9 responses |
25/09/2013 |
| Can Google Trends search queries contribute to risk diversification? |
11 responses |
24/09/2013 |
| FYI: ta-lib Pre-Compiled Binary Available |
12 responses |
24/09/2013 |
| Fun with BBRY |
1 response |
23/09/2013 |
| Equity curve "straightness" measures |
no responses |
23/09/2013 |
| Quantopian 'Search' Feature - Of Limited Use As Presently Implemented? |
no responses |
23/09/2013 |
| Question regarding an ability to use user define tickers data source |
8 responses |
23/09/2013 |
| Running Optimizations |
6 responses |
23/09/2013 |
| batch transform confusion |
8 responses |
22/09/2013 |
| Ernie Chan is giving a (so far) excellent talk at the MATLAB Virtual Conference right now |
10 responses |
19/09/2013 |
| Why does the data in handle_data have different dates for some securities? |
6 responses |
19/09/2013 |
| Can someone help me figure out the Quantopian code needed for my first algorithm? |
8 responses |
17/09/2013 |
| conversion from Ninja script to Python |
no responses |
17/09/2013 |
| Perfect Predictions Plus Noise |
no responses |
17/09/2013 |
| Need a little python help... |
5 responses |
17/09/2013 |
| My first algorithm - MACD crossover |
4 responses |
16/09/2013 |
| Hurst Exponent |
52 responses |
16/09/2013 |
| Artificial Neural Networks for Prediction |
4 responses |
15/09/2013 |
| Simple 'Sanity Check' For Algos? |
3 responses |
14/09/2013 |
| MA cross-over w/ RSI |
49 responses |
14/09/2013 |
| live data feed? |
8 responses |
14/09/2013 |
| Reinvestment and the risks related |
no responses |
14/09/2013 |
| Missing Data? |
5 responses |
13/09/2013 |
| Timeframes discussion |
25 responses |
13/09/2013 |
| Would Anyone Like To Share Performance Stats On Minutely Algos? |
7 responses |
12/09/2013 |
| (Minor) Bug In Display Of Custom Data |
1 response |
11/09/2013 |
| Help Needed: TA-Lib |
2 responses |
11/09/2013 |
| TA-Lib questions |
2 responses |
11/09/2013 |
| UI Editing Issue |
1 response |
10/09/2013 |
| Moving average crossover versus benchmark |
7 responses |
10/09/2013 |
| European market using fetcher |
3 responses |
10/09/2013 |
| Batch Transform In Minute Backtests |
5 responses |
09/09/2013 |
| Market on close orders |
4 responses |
09/09/2013 |
| DLM(dynamic linear model) implementation |
3 responses |
09/09/2013 |
| Help Needed: Daily Indicators In A Minutely Backtest |
8 responses |
09/09/2013 |
| Minutely Backtesting, Compute Cost Etc. |
4 responses |
08/09/2013 |
| Do the Algorithms generaly have If/Then rules or criteria incorporated in them?? |
1 response |
08/09/2013 |
| Algo and High Frequency Trading - Basic questions to get me started.. |
5 responses |
08/09/2013 |
| Global market rotation strategy buggy implementation |
58 responses |
07/09/2013 |
| bug w/ security_end_date? |
2 responses |
07/09/2013 |
| How Can I Tell If It's The Last Period Of A Backtest? |
6 responses |
07/09/2013 |
| using serial autocorrelation/momentum of strategy returns to adjust bet size? |
3 responses |
06/09/2013 |
| List Of NASDAQ 100 SIDs To Use In Your Algo |
23 responses |
06/09/2013 |
| Question On Benchmark Returns |
1 response |
06/09/2013 |
| Unspecified Error With Multiple SIDs |
2 responses |
05/09/2013 |
| Checking that trade data exists for a security |
2 responses |
05/09/2013 |
| Issue with timestamps |
7 responses |
05/09/2013 |
| I di a longer dated test and this algo doesn't seem to work all that well. |
3 responses |
05/09/2013 |
| how to get yesterday's close? |
6 responses |
05/09/2013 |
| log.info() problem |
7 responses |
05/09/2013 |
| A sample Dip Buying System - Need help with error |
23 responses |
04/09/2013 |
| Anyone recreated Stan Weinstein's "Profit in Bull & Bear Markets" algo? |
11 responses |
03/09/2013 |
| Request for a starting point on Sector Rotation Strategies |
2 responses |
03/09/2013 |
| Re-run simulation automatically |
2 responses |
02/09/2013 |
| stock price 30 days ago? |
7 responses |
02/09/2013 |
| How to retrieve order filled price? |
3 responses |
02/09/2013 |
| Differences between Quantopian & Wealthlab |
no responses |
01/09/2013 |
| 50/200MA Crossover Strategy SPY, no short component |
3 responses |
01/09/2013 |
| ZeroDivisionError |
7 responses |
01/09/2013 |
| Where do I start? |
3 responses |
01/09/2013 |
| Weeeee, selling unlimited shares! 4 million percent growth! |
12 responses |
01/09/2013 |
| My first algorithm test. |
no responses |
31/08/2013 |
| SPY/BND z-score trade |
9 responses |
30/08/2013 |
| 2 Minute Portfolio |
1 response |
30/08/2013 |
| Mean Reverting Strategy - broken |
no responses |
30/08/2013 |
| error w/ record function |
5 responses |
29/08/2013 |
| missing performance thumbnails on backtest posts? |
1 response |
29/08/2013 |
| Trading on Golden Cross - Please Help |
2 responses |
29/08/2013 |
| Runtime error with vwap |
no responses |
28/08/2013 |
| Help with fetcher and filling NAN values |
10 responses |
28/08/2013 |
| Backtester Changes Coming, Sharpe Ratio Calculation Change |
9 responses |
27/08/2013 |
| Issue with RSI |
11 responses |
27/08/2013 |
| First Algorithm: Berkshire A/B Arbitrage |
2 responses |
27/08/2013 |
| Pairs trading Implementation |
3 responses |
26/08/2013 |
| Record : TypeError: Non-numeric value 0 2008-01-02 00:00:00+00:00 inf |
3 responses |
25/08/2013 |
| How do I refer to bollinger bands? |
2 responses |
25/08/2013 |
| MACD in Hour periods |
2 responses |
24/08/2013 |
| VIX Put Call Ratio |
2 responses |
23/08/2013 |
| Fetcher problems |
7 responses |
23/08/2013 |
| calculation period and Timestamp |
1 response |
23/08/2013 |
| Using poisson distribution to predict price change |
3 responses |
23/08/2013 |
| Mega Cap Companies of S&P 500 - Moving Average - Long Only |
2 responses |
22/08/2013 |
| Any ML algo? |
2 responses |
22/08/2013 |
| Are the past webinars archived anywhere? |
1 response |
22/08/2013 |
| Please give me feedback! Capturing momentum in the difference between the moving averages |
5 responses |
21/08/2013 |
| Course on Computational Investing |
4 responses |
21/08/2013 |
| Question Regarding the Benchmark |
13 responses |
21/08/2013 |
| comparing 3 day old stochrsi with current stochrsi |
4 responses |
21/08/2013 |
| Changes to TALib API, Output Names |
no responses |
20/08/2013 |
| Sector Rotation Strategy.... |
15 responses |
20/08/2013 |
| Some trouble with Fetcher syntax |
3 responses |
20/08/2013 |
| How to use RETURNS() ? |
2 responses |
19/08/2013 |
| relatively simple Income investing idea |
no responses |
19/08/2013 |
| Daily or Minute testing? |
2 responses |
18/08/2013 |
| Help on Live Trading and opening an Interactive Brokers account? |
no responses |
18/08/2013 |
| bug follow up |
6 responses |
17/08/2013 |
| Please give me feedback on Moving average algo based on fluctuations |
4 responses |
16/08/2013 |
| Python binning? |
10 responses |
16/08/2013 |
| Please help with Set universe! |
10 responses |
16/08/2013 |
| Using Insider Trading as a Signal |
4 responses |
15/08/2013 |
| Returns and Dollar P/L questions |
4 responses |
15/08/2013 |
| Cant access Webinar.. |
1 response |
15/08/2013 |
| Errors |
5 responses |
15/08/2013 |
| Buying and Selling at the same price without slippage |
1 response |
14/08/2013 |
| Cloud power |
1 response |
14/08/2013 |
| Problems with data feed's prices |
10 responses |
13/08/2013 |
| Question on Paper trading |
3 responses |
13/08/2013 |
| In Live trading is there an open order expiry timeline? |
4 responses |
13/08/2013 |
| Live Paper Trading |
1 response |
13/08/2013 |
| Some code from Ernie Chan's new book implemented in Python |
36 responses |
13/08/2013 |
| Help Needed With 'Fetcher' |
2 responses |
13/08/2013 |
| Fetcher Question |
4 responses |
12/08/2013 |
| First Algo Testing |
3 responses |
12/08/2013 |
| Profitable Mean Reversion After Large Price Drops |
24 responses |
12/08/2013 |
| Put Call Ratio Help |
5 responses |
11/08/2013 |
| Paper trade $1,000.00 minimum capital base? |
10 responses |
11/08/2013 |
| Fetcher - Signal imports and how to access columns not labeled 'price' |
1 response |
11/08/2013 |
| Any Plans To Support TA-Lib Candlestick Pattern Recognition? |
2 responses |
11/08/2013 |
| Why can't I use context.portfolio in initialize() |
5 responses |
09/08/2013 |
| ta.MACD values don't match Google or Yahoo finance charts? |
14 responses |
09/08/2013 |
| Institutional ownership by stock feed? |
7 responses |
09/08/2013 |
| get_early_closes function |
2 responses |
08/08/2013 |
| Would like some help coding strategy...MACD, RSI, W%R, Stochastic.... |
12 responses |
07/08/2013 |
| Shifting the moving average... |
3 responses |
06/08/2013 |
| Cum dividend versus Ex dividend |
2 responses |
06/08/2013 |
| Using Python and converting Tabs to whitespace. |
3 responses |
05/08/2013 |
| Why the live paper trading always says Market Closed |
2 responses |
05/08/2013 |
| Is it possible to do live trading with a daily trading frequency? |
9 responses |
04/08/2013 |
| Updated Round Numbers Strategy |
2 responses |
04/08/2013 |
| Force Index |
8 responses |
03/08/2013 |
| Logging and closing price, am I'm missing something? |
10 responses |
02/08/2013 |
| Dividends and algorithm |
4 responses |
02/08/2013 |
| Actual Trading |
9 responses |
02/08/2013 |
| Commodity futures multiplier |
2 responses |
02/08/2013 |
| Data variable |
6 responses |
01/08/2013 |
| I got a 80% return with a simple modification of the sample algorithm. |
4 responses |
01/08/2013 |
| Value at Risk - Historical Simulation |
5 responses |
01/08/2013 |
| Minor website changes today |
2 responses |
31/07/2013 |
| Error in log files? |
7 responses |
31/07/2013 |
| Accessing the latest data in a batch transform |
10 responses |
31/07/2013 |
| Algo trading course notes |
3 responses |
31/07/2013 |
| Python Newbie Question |
4 responses |
31/07/2013 |
| Help with Zipline |
2 responses |
30/07/2013 |
| Question on calculated max drawdown |
4 responses |
30/07/2013 |
| Turtle Trading Strategy |
63 responses |
30/07/2013 |
| Newbie Question-Testing Imported data as if was SID |
no responses |
30/07/2013 |
| Newbie Question-Backtesting Imported Data |
2 responses |
30/07/2013 |
| warm-up for backtests? |
3 responses |
29/07/2013 |
| Help - Exception: inputs are all NaN |
11 responses |
29/07/2013 |
| SPY 200MA Backtest w/short |
11 responses |
29/07/2013 |
| MA Crossover Backtest QQQ |
no responses |
29/07/2013 |
| 200MA SPY Backtest |
3 responses |
28/07/2013 |
| "Browser too old" |
2 responses |
28/07/2013 |
| Calculating Slope or Magnitude of a Trend? |
4 responses |
28/07/2013 |
| Use a trailing stop loss |
4 responses |
28/07/2013 |
| Matlab |
5 responses |
27/07/2013 |
| Moving averages help! |
7 responses |
26/07/2013 |
| Daily volumes |
1 response |
26/07/2013 |
| Curriculum of study/books |
18 responses |
26/07/2013 |
| Unknown Issue With Algo |
4 responses |
26/07/2013 |
| Backtesting - Evaluating Algorithms - Are we doing it the right way? |
4 responses |
26/07/2013 |
| Live Trading runtime error, no details |
4 responses |
24/07/2013 |
| sid all market? |
1 response |
24/07/2013 |
| Volatility breakout v0.2 with Portfolio |
9 responses |
24/07/2013 |
| Using DAX as a leading indicator for S&P |
2 responses |
23/07/2013 |
| Template: Limiting Leverage (by Brandon Ogle and Dan Sandberg) |
5 responses |
23/07/2013 |
| Automate strategy |
6 responses |
23/07/2013 |
| Quantopian portfolio limit |
5 responses |
23/07/2013 |
| List of all S&P 500 stocks |
5 responses |
22/07/2013 |
| Testing Survivorship bias |
3 responses |
19/07/2013 |
| Position object does not have amount property? |
1 response |
19/07/2013 |
| market-on-close (MOC) orders? |
28 responses |
19/07/2013 |
| How can I use commodity futures data like CME copper or LME copper for backtest? |
6 responses |
18/07/2013 |
| Quantopian's Sharpe ratio does not match MorningStar/Yahoo |
15 responses |
18/07/2013 |
| The concept of time in Quantopian |
4 responses |
18/07/2013 |
| Using the CNN Fear & Greed Index as a trading signal |
38 responses |
18/07/2013 |
| Trading details for Google Trends Search |
no responses |
18/07/2013 |
| Momentum Trade (AAPL) |
1 response |
18/07/2013 |
| Candlestick Patterns |
7 responses |
17/07/2013 |
| can lamda be used to look back? |
6 responses |
16/07/2013 |
| Template: Limit Leverage in Your Algos |
23 responses |
16/07/2013 |
| Problem With Algo - Build Error with no Deatails |
3 responses |
16/07/2013 |
| Alternative Editor |
4 responses |
16/07/2013 |
| Log length |
6 responses |
16/07/2013 |
| Algorithm at a disadvantage |
15 responses |
16/07/2013 |
| Pausing my trading until n-many days into the backtest |
13 responses |
16/07/2013 |
| Initiating order at Open which initiates other orders when filled |
1 response |
16/07/2013 |
| How an Indian citizen can trade through Quantopian/Interactive Brokers |
2 responses |
16/07/2013 |
| Shorting in pairs |
3 responses |
16/07/2013 |
| Question about Log files and algorithm |
6 responses |
16/07/2013 |
| How can I find Swing Trading Algorithms here? |
5 responses |
16/07/2013 |
| New feature: TA-Lib support |
14 responses |
15/07/2013 |
| Problems with algo - data block is not recognized?? |
9 responses |
15/07/2013 |
| Simple Pair |
6 responses |
15/07/2013 |
| help needed with EUR/USD algo |
4 responses |
14/07/2013 |
| Simple MAV.Wrong results |
4 responses |
13/07/2013 |
| IDE has stopped working |
1 response |
13/07/2013 |
| Algo adding target to current_price instead of subtracting... |
1 response |
12/07/2013 |
| Pattern matching strategy |
9 responses |
11/07/2013 |
| Ticker changes |
5 responses |
11/07/2013 |
| Is this even close to correct? |
24 responses |
10/07/2013 |
| a few basic questions... |
4 responses |
09/07/2013 |
| Reply to Todd Koorbusch |
no responses |
09/07/2013 |
| Difference/features between Quantopian and MetaTrader etc |
4 responses |
09/07/2013 |
| How would I modify this Moving Average Algo to execute on today's closing price instead of the next day's close |
6 responses |
09/07/2013 |
| Fading the Gap Algo Bug? |
2 responses |
09/07/2013 |
| How do you generate ideal buy/sell/hold signals which require looking at future data |
5 responses |
09/07/2013 |
| Algorithms and their titles are now encrypted in our database |
no responses |
09/07/2013 |
| Stops |
1 response |
09/07/2013 |
| scrapy would be nice |
2 responses |
09/07/2013 |
| Berkshire Hathaway Not Available? |
7 responses |
08/07/2013 |
| Implementing BackPropagation - Questions |
no responses |
08/07/2013 |
| Coke vs Pepsi: An Integration Trade |
4 responses |
08/07/2013 |
| Question about get_order() |
5 responses |
08/07/2013 |
| SPY 50/200 SMA crossover |
7 responses |
07/07/2013 |
| Algo Not Selling |
7 responses |
07/07/2013 |
| Risk/Return metrics - suggestion |
no responses |
06/07/2013 |
| Question on Return/BenchmarkReturn table - Is this correct? |
4 responses |
06/07/2013 |
| Need algorithm to filter financial data from SEC filings from all stocks exchanges |
1 response |
06/07/2013 |
| One Trade a Day |
16 responses |
06/07/2013 |
| Question about live trading? |
3 responses |
06/07/2013 |
| Lipstick / Nail polish Index |
1 response |
06/07/2013 |
| Need help writing Algo??? |
1 response |
06/07/2013 |
| Twitter instead of Google Analytics using keyword debt |
1 response |
05/07/2013 |
| Standalone application and/or API to interface with external application?? |
8 responses |
05/07/2013 |
| Dealing with time |
3 responses |
05/07/2013 |
| sid procedure |
6 responses |
04/07/2013 |
| github repository |
3 responses |
04/07/2013 |
| How would I check for a gap up or gap down to previous day's close |
3 responses |
03/07/2013 |
| Newbie Question - Security Data |
5 responses |
03/07/2013 |
| Learning Python? |
9 responses |
03/07/2013 |
| Basic Algorithmic Trading Question and Concern |
1 response |
02/07/2013 |
| New Properties on sid() Object |
no responses |
02/07/2013 |
| Simple Monthly Relative Strength Strategy by DaveG |
10 responses |
02/07/2013 |
| Offline Development |
2 responses |
02/07/2013 |
| Working through algo bugs |
2 responses |
02/07/2013 |
| Duplicate Stock Symbol BND |
5 responses |
01/07/2013 |
| Help with error on 1st algorithm |
6 responses |
01/07/2013 |
| How to create different time intervals? |
6 responses |
28/06/2013 |
| Deriving trading signals from SeekingAlpha.com |
2 responses |
28/06/2013 |
| live trading w/ Interactive Brokers - lessons learned? |
6 responses |
28/06/2013 |
| TA-Lib |
4 responses |
27/06/2013 |
| Looking for a BRANCH/SKIP code |
4 responses |
27/06/2013 |
| Problem with Live Trading |
3 responses |
26/06/2013 |
| problem opening quantopian.com |
5 responses |
26/06/2013 |
| Distributing an order and ordering with a limit |
no responses |
25/06/2013 |
| Paper trading/sentiment analysis |
3 responses |
25/06/2013 |
| Problem with video tutorial |
1 response |
25/06/2013 |
| Anyone know how to code for cup and handle pattern? |
5 responses |
25/06/2013 |
| Backtest.org |
2 responses |
25/06/2013 |
| Is there a list of tickers and their respective SIDs? |
1 response |
25/06/2013 |
| Price lookup |
6 responses |
24/06/2013 |
| 50/200 SMA Golden Cross |
9 responses |
24/06/2013 |
| Paper Trading Tech Stock Momentum |
14 responses |
23/06/2013 |
| How to get a security object (or sid) for a data loaded via fetcher |
6 responses |
23/06/2013 |
| Initialization with Existing Portfolio of Securities |
3 responses |
21/06/2013 |
| Slow Trade Long Only 60 Day Hold Strategy |
21 responses |
21/06/2013 |
| measuring money flows? |
15 responses |
21/06/2013 |
| Is there a way to view the priceline(s) and or indicators (rather than just portfolio performance..) |
1 response |
21/06/2013 |
| Help With Stock Returns |
4 responses |
20/06/2013 |
| Custom Slippage: Modeling Transaction Costs for Algorithmic Strategies |
1 response |
20/06/2013 |
| Problem with fetcher_csv? |
6 responses |
20/06/2013 |
| Quantopian data with Zipline? |
33 responses |
20/06/2013 |
| Understanding Fetcher, Batch transforms & Yahoo Data better |
3 responses |
19/06/2013 |
| First trading date |
8 responses |
18/06/2013 |
| Trending Up / Trending Down |
no responses |
18/06/2013 |
| Technical Indicators in Python |
4 responses |
18/06/2013 |
| Deriving trading signals from Wikipedia page views (new feature!) |
14 responses |
17/06/2013 |
| Ivy Portfolio 200-SMA |
4 responses |
17/06/2013 |
| problem understanding context.portfolio.cash and capital_used |
11 responses |
16/06/2013 |
| SPY & SH, z-score indicator |
11 responses |
15/06/2013 |
| batch_transform custom field question |
4 responses |
14/06/2013 |
| Attempted a MACD two lines cross over strategy. |
3 responses |
14/06/2013 |
| Long SPY. This strategy is based off the sample. |
1 response |
14/06/2013 |
| SPDR S&P Aerospace & Defense ETF (XAR) trend? |
1 response |
14/06/2013 |
| Jessie Spaulding's Automated Trading story |
no responses |
14/06/2013 |
| Mark Fisher's ACD Method |
no responses |
13/06/2013 |
| Binary Options |
2 responses |
13/06/2013 |
| Turtle Trading Algo |
2 responses |
13/06/2013 |
| Need help with backtest error, works in IDE |
3 responses |
13/06/2013 |
| What exactly is last_sale_price? |
4 responses |
13/06/2013 |
| Backtest portfolio choice |
2 responses |
12/06/2013 |
| Bug in my code? |
8 responses |
12/06/2013 |
| Suggestion: add more timeframes |
5 responses |
12/06/2013 |
| Access previous data (last day, last 5 days, etc.) |
1 response |
12/06/2013 |
| Top shared algos |
2 responses |
12/06/2013 |
| Halloween cycle |
no responses |
12/06/2013 |
| Log formatting |
4 responses |
12/06/2013 |
| How can I print on the log the name of the security (not the sid)? |
4 responses |
12/06/2013 |
| Portfolio cash and capital_used suggestion |
6 responses |
12/06/2013 |
| S&P500 sid? |
6 responses |
12/06/2013 |
| Feature Request: IPython Notebook |
3 responses |
11/06/2013 |
| Day and Night |
5 responses |
10/06/2013 |
| S&P500 constituents |
9 responses |
09/06/2013 |
| GLD & GDX algorithm |
8 responses |
09/06/2013 |
| OrderNonSecurity? |
2 responses |
08/06/2013 |
| Has anyone found any success using Fourier Transforms or Fourier Series to predict market movements |
12 responses |
07/06/2013 |
| How I would beat S&P with a small portfolio |
10 responses |
07/06/2013 |
| Partial Buys/Sells? |
8 responses |
06/06/2013 |
| beat SPY by buying & selling SPY |
9 responses |
04/06/2013 |
| Trading Strategy Ideas thread |
236 responses |
04/06/2013 |
| Question regarding data |
4 responses |
03/06/2013 |
| Job salaries in Algo Trading vs. SoftEngg |
1 response |
03/06/2013 |
| Some Indicators |
2 responses |
03/06/2013 |
| moving average crossover help |
2 responses |
02/06/2013 |
| Buy/Sell on Open/Close |
4 responses |
02/06/2013 |
| Calculating up and down days |
7 responses |
02/06/2013 |
| Maximum Sharpe Ratio Portfolio |
no responses |
01/06/2013 |
| problem w/ stddev? |
6 responses |
01/06/2013 |
| feature update: community email subject lines changed |
1 response |
31/05/2013 |
| Question about TA-Lib |
4 responses |
29/05/2013 |
| Beginner Question: Accumulating Custom Fields for Batch Transforms |
6 responses |
29/05/2013 |
| NYT on the dangers of data mining |
2 responses |
28/05/2013 |
| Equities fundamental data |
7 responses |
28/05/2013 |
| cost of borrowing on margin |
1 response |
28/05/2013 |
| Papers about risk managment in algorithmic trading systems? |
1 response |
27/05/2013 |
| multiple stocks and stock screening |
6 responses |
27/05/2013 |
| Ernie Chan's new book is out! |
6 responses |
27/05/2013 |
| plotting question |
5 responses |
25/05/2013 |
| Google Search Terms predict market movements |
111 responses |
24/05/2013 |
| Big Move Monday |
1 response |
24/05/2013 |
| Place helper functions in custom script |
3 responses |
23/05/2013 |
| trading earnings surprises with Estimize data |
38 responses |
22/05/2013 |
| hey there to everyone.... have a questionin regards to sid. how do y |
4 responses |
22/05/2013 |
| Instead of a better day, how about a better security to rotate into for the 'Sell in May' plan? |
no responses |
21/05/2013 |
| Empty SIDData Objects |
4 responses |
21/05/2013 |
| Get the past price?? |
3 responses |
19/05/2013 |
| Relationship between backtesting data and future performance |
5 responses |
19/05/2013 |
| Algorithms for Small Investment Amounts |
10 responses |
18/05/2013 |
| Did you sell in May? Bad move! |
1 response |
17/05/2013 |
| QUESTIONS REGARDING BID/ASK SPREAD |
2 responses |
16/05/2013 |
| test 5.9.13 |
no responses |
16/05/2013 |
| An excellent arbitrage opportunity |
4 responses |
15/05/2013 |
| Help with runtime error |
5 responses |
15/05/2013 |
| batch transform w/ set_universe - problem? |
26 responses |
15/05/2013 |
| New Features! Paper Trading! Live Trading! |
21 responses |
14/05/2013 |
| Fixed version of Ernie Chan's "Gold vs. gold-miners" stat arb |
21 responses |
14/05/2013 |
| Automated Investing Algorithm |
3 responses |
13/05/2013 |
| Refresh Period Bug? |
22 responses |
12/05/2013 |
| New Nature paper: "Quantifying Wikipedia Usage Patterns Before Stock Market Moves" |
3 responses |
11/05/2013 |
| batch transform, minute data? |
no responses |
11/05/2013 |
| New Order Types! (And Backtester Changes) |
8 responses |
11/05/2013 |
| unexplained error |
7 responses |
10/05/2013 |
| code no longer running |
3 responses |
10/05/2013 |
| Preloading batch transform window so trading starts sooner |
2 responses |
09/05/2013 |
| Multiple backtests loop |
6 responses |
09/05/2013 |
| How to sell stocks that no longer meet universe criteria? |
3 responses |
09/05/2013 |
| Upcoming Features, Backtester Changes |
15 responses |
08/05/2013 |
| NaN's in batch transform output? |
2 responses |
08/05/2013 |
| StdDev |
7 responses |
08/05/2013 |
| set_universe bug with minute data? |
6 responses |
07/05/2013 |
| Access elements returned from batch transform |
5 responses |
07/05/2013 |
| how to deal with an OrderSecurityOutsideUniverse error? |
5 responses |
07/05/2013 |
| Is there an error in my sample algorithm? |
3 responses |
06/05/2013 |
| Is Anyone Using The Hurst Exponent? |
5 responses |
06/05/2013 |
| Another system for someone else to try |
11 responses |
06/05/2013 |
| How would I create a condition for day of the week? |
4 responses |
05/05/2013 |
| Grand Community Wish List |
17 responses |
03/05/2013 |
| Display Variables |
no responses |
02/05/2013 |
| Slippage Mode |
no responses |
01/05/2013 |
| Backtesting sells too much? |
3 responses |
01/05/2013 |
| Need some help with this strategy |
6 responses |
30/04/2013 |
| Can I change the benchmark? |
4 responses |
30/04/2013 |
| universe similarity analysis |
1 response |
30/04/2013 |
| error w/ window length of 90? |
3 responses |
30/04/2013 |
| Planned Features for Community Voting |
6 responses |
30/04/2013 |
| Fifty-Minute Bollinger Band System ( from J Altucher) |
3 responses |
29/04/2013 |
| Quant Algos in The Wild |
no responses |
29/04/2013 |
| yet another feature request |
7 responses |
29/04/2013 |
| Quantopian Price Data - Actual Close or Adjusted Close? |
3 responses |
28/04/2013 |
| Resource Usage Monitoring |
12 responses |
28/04/2013 |
| Any dashboard to show list of all shared algorithms |
5 responses |
27/04/2013 |
| Trading in the minute |
2 responses |
26/04/2013 |
| Batch Transform |
no responses |
25/04/2013 |
| Par For |
7 responses |
25/04/2013 |
| Register Multiple handel_data like fucntions with different frequencies |
7 responses |
25/04/2013 |
| Inspect / Watch Variables |
1 response |
25/04/2013 |
| Pre Trade Transaction Cost Estimate and Margin Impact |
no responses |
25/04/2013 |
| Help Needed With Batch Transform |
35 responses |
24/04/2013 |
| Configuration |
4 responses |
24/04/2013 |
| Upcoming features |
5 responses |
24/04/2013 |
| Combining Algorithms / Predicting stocks with Black-Scholes |
2 responses |
23/04/2013 |
| Robustness of strategy with respect to parameters |
4 responses |
22/04/2013 |
| Machine Learning |
2 responses |
22/04/2013 |
| Exponential Moving Average - But When Do We Get TA-Lib? |
22 responses |
21/04/2013 |
| output of one batch transform as the input of another? |
3 responses |
21/04/2013 |
| paper - "A Dissimilarity Measure for Comparing Subsets of Data: Application to Multivariate Time Series" |
no responses |
20/04/2013 |
| help w/ batch transform problems |
7 responses |
20/04/2013 |
| Made me think of you guys. |
1 response |
19/04/2013 |
| Organize Code into Reusable Libs and Functions and Programmatically Access / Manipulate Algos |
no responses |
19/04/2013 |
| John Ehlers' Fischer Transform |
1 response |
19/04/2013 |
| Beginner's Guide to Quantitative Trading by QuantStart |
no responses |
19/04/2013 |
| Feature request - multiple runs for testing non-deterministic algorithms |
2 responses |
19/04/2013 |
| ARMA Timing Out & R2Py |
15 responses |
18/04/2013 |
| Is it possible (or planned) to allow users to export data for further analysis? |
8 responses |
18/04/2013 |
| Time to "sell in may and go away"? |
30 responses |
18/04/2013 |
| SPLV short term mean reversion |
2 responses |
17/04/2013 |
| Interesting Question-"Hooray for The Quants" |
5 responses |
17/04/2013 |
| Further Experiments with Randomness |
5 responses |
17/04/2013 |
| Newbie question (S&P 500 data) |
1 response |
17/04/2013 |
| Algo |
5 responses |
16/04/2013 |
| runtime error when using set_universe with batch_transform? |
5 responses |
16/04/2013 |
| Auto Adjusting Stop Loss |
5 responses |
15/04/2013 |
| Anyway to import Bitcoin data? |
15 responses |
15/04/2013 |
| Error Thrown By Older RSI Algo... |
3 responses |
15/04/2013 |
| Financial Statements for stocks? |
2 responses |
15/04/2013 |
| do I have to do everything in the browser? |
4 responses |
14/04/2013 |
| Bollinger Bands With Trading |
18 responses |
14/04/2013 |
| What are the benefits of this algo? |
2 responses |
14/04/2013 |
| Ability to specify offset of bars |
4 responses |
14/04/2013 |
| Bollinger Bands |
1 response |
14/04/2013 |
| fethcher, post_func & Accessing Calculations In handle_data |
4 responses |
14/04/2013 |
| Converting Quantopian Python scripts into JavaScript? |
3 responses |
14/04/2013 |
| help w/ universe sort algorithm |
5 responses |
13/04/2013 |
| Quantopian Live Integration - Frequency Of Data Available To Algorithms |
22 responses |
12/04/2013 |
| Round Numbers Strategy: Google - or is still Apple? |
1 response |
12/04/2013 |
| Round Numbers Strategy Implementation |
6 responses |
12/04/2013 |
| Looking at momentum of big 3 tech |
1 response |
12/04/2013 |
| How do you share an algorithm? |
1 response |
12/04/2013 |
| Getting sid programmatically |
10 responses |
11/04/2013 |
| Sliding Linear Regression |
7 responses |
11/04/2013 |
| after-hours trading (or associate external after-hours price data with existing sids so i can trade against it) |
no responses |
11/04/2013 |
| How to retrieve the prices of previous days? |
2 responses |
10/04/2013 |
| Brent/WTI Spread Fetcher Example |
14 responses |
10/04/2013 |
| is it possible to create new SID after fetch_csv |
no responses |
10/04/2013 |
| Are index quotes available? |
1 response |
10/04/2013 |
| Time Based Algo |
1 response |
10/04/2013 |
| Auto Parallelisation of Code |
no responses |
10/04/2013 |
| fetch_csv with minutes FX data |
13 responses |
10/04/2013 |
| Advance Order Types |
no responses |
09/04/2013 |
| Live Trading |
5 responses |
09/04/2013 |
| How to track a stock w/out a given SID? |
10 responses |
08/04/2013 |
| Interpreter only recognizes three functions |
6 responses |
08/04/2013 |
| odd behavior - OLMAR algorithm & commissions |
6 responses |
08/04/2013 |
| Quantopian or Zipline? |
1 response |
08/04/2013 |
| fetch_csv on forex data file returns parsing error |
3 responses |
08/04/2013 |
| KeyError: order |
2 responses |
08/04/2013 |
| Exporting data/variables |
2 responses |
08/04/2013 |
| I borked it |
7 responses |
07/04/2013 |
| Simple and good Idea (Just learning Phyton ) |
1 response |
06/04/2013 |
| Is this right? Standard Deviation Trade |
3 responses |
06/04/2013 |
| Machine Learning |
6 responses |
05/04/2013 |
| Min and Max notionals not working |
2 responses |
05/04/2013 |
| algo idea from history squared |
1 response |
05/04/2013 |
| Ranking and Trading on "Days to Cover" |
5 responses |
05/04/2013 |
| Python Vs. Lua |
4 responses |
05/04/2013 |
| z-score route to Bollinger Bands |
no responses |
05/04/2013 |
| High Frequency |
23 responses |
04/04/2013 |
| Open and Close price of day when Backtesting using Minute Data |
2 responses |
04/04/2013 |
| Problem accessing my created pandas DataFrame |
4 responses |
03/04/2013 |
| Newbie to Quantopian |
5 responses |
03/04/2013 |
| returns of 48634.07% with sample algorithm? |
1 response |
03/04/2013 |
| Possible bug in data transform |
2 responses |
03/04/2013 |
| Playing around with Bollinger Bands. |
3 responses |
03/04/2013 |
| New Feature: Fetcher! |
36 responses |
02/04/2013 |
| FOREX Algorithm Help |
no responses |
02/04/2013 |
| DCA with ETFs, need some assistance please. |
4 responses |
01/04/2013 |
| Programming Language |
5 responses |
31/03/2013 |
| Expanding the universe of instruments + future road map + general retail punter quant trading in the real world |
2 responses |
31/03/2013 |
| Bollinger Bands |
7 responses |
30/03/2013 |
| How to identify stocks with the highest fluctuation but steadiest average? |
4 responses |
30/03/2013 |
| Drawdown vs Returns |
14 responses |
30/03/2013 |
| How To Access Previous Day Open or Close?? |
2 responses |
29/03/2013 |
| set_universe with mavg - what am i doing wrong here? |
3 responses |
29/03/2013 |
| Data Length |
no responses |
29/03/2013 |
| Quality of Quantopian's data? |
4 responses |
29/03/2013 |
| pattern recognition algorithm |
3 responses |
29/03/2013 |
| Plugable Stats |
4 responses |
29/03/2013 |
| Quantopian Optimization Capabilities |
1 response |
28/03/2013 |
| TradingAlgorithm conventions |
1 response |
28/03/2013 |
| Global Minimum Variance application to ETFs |
no responses |
27/03/2013 |
| Am I doing this right? |
1 response |
27/03/2013 |
| Second Attempt at ML - Stochastic Gradient Descent Method Using Hinge Loss Function |
10 responses |
26/03/2013 |
| Quantopian Backtesting In Comparison to Reality |
3 responses |
26/03/2013 |
| Newbie question: What did I just do? |
1 response |
25/03/2013 |
| Possible Help with Order type |
2 responses |
25/03/2013 |
| Iterative Batch Transforms |
6 responses |
24/03/2013 |
| similarity metrics applied to GLD & GDX |
1 response |
23/03/2013 |
| Zipline in the cloud: Optimizing financial trading algorithms |
6 responses |
22/03/2013 |
| Batch Average True Range |
8 responses |
22/03/2013 |
| Reinforcement Learning with Quantopian |
3 responses |
21/03/2013 |
| set_universe question |
5 responses |
21/03/2013 |
| Quantopian in the real world |
41 responses |
21/03/2013 |
| Newbie: Accessing Risk Metrics in zipline |
1 response |
21/03/2013 |
| Factor Test |
no responses |
19/03/2013 |
| How do I access ETF flows or creation/redemption data ? |
7 responses |
19/03/2013 |
| what am i doing wrong? |
2 responses |
19/03/2013 |
| High Risk, High Gain? - Sorting the Universe |
no responses |
18/03/2013 |
| Portfolio Returns |
5 responses |
16/03/2013 |
| Is Quantopian server side code open source ? |
1 response |
15/03/2013 |
| Newbie without any idea of programming |
2 responses |
15/03/2013 |
| A very basic set_universe example to refer to with a Zipline issue. |
1 response |
15/03/2013 |
| Bull/Bear Beta strategy |
3 responses |
15/03/2013 |
| Machine Learning from Streaming Data |
10 responses |
14/03/2013 |
| new to quantopian with questions about first samples. |
6 responses |
13/03/2013 |
| Live Trading Opportunities |
no responses |
12/03/2013 |
| Standard Deviation Trade |
1 response |
11/03/2013 |
| Modified Perceptron Trading Algo Using set_universe |
1 response |
11/03/2013 |
| Global Minimum Variance Portfolio |
29 responses |
11/03/2013 |
| Live trading game |
7 responses |
08/03/2013 |
| Stock ID's |
2 responses |
08/03/2013 |
| Online sources for algo trading ? |
3 responses |
07/03/2013 |
| bug w/ context.stocks (list vs. set) & batch transform? |
6 responses |
07/03/2013 |
| bug report |
2 responses |
06/03/2013 |
| First Attempt at Machine Learning - Perceptron Algorithm Using past 30 Days of Trading Data |
12 responses |
05/03/2013 |
| New Feature - Record and Plot Variables |
14 responses |
05/03/2013 |
| show me how plz? |
1 response |
04/03/2013 |
| Help wanted: Quant Telecommuter |
no responses |
01/03/2013 |
| valuation of algorithms |
4 responses |
01/03/2013 |
| OLMAR with Universe |
10 responses |
01/03/2013 |
| error with stddev? |
6 responses |
28/02/2013 |
| New Feature! set_universe Is Live |
2 responses |
28/02/2013 |
| pattern recognition based on zlib |
2 responses |
28/02/2013 |
| Balance Basket Paper & Algos |
2 responses |
27/02/2013 |
| Benchmark Algorithm |
no responses |
27/02/2013 |
| Tutorials |
1 response |
27/02/2013 |
| Optimization? |
1 response |
26/02/2013 |
| help w/ batch transform |
4 responses |
26/02/2013 |
| Hello from PyData |
8 responses |
26/02/2013 |
| kalman filter |
4 responses |
25/02/2013 |
| Forex data ? |
96 responses |
23/02/2013 |
| Can user install any python lib which is available within user's profile ? |
1 response |
23/02/2013 |
| "market open" flag? |
2 responses |
23/02/2013 |
| batch transform decorator with clean_nans=False? |
19 responses |
23/02/2013 |
| quantopian workflow to learning |
2 responses |
23/02/2013 |
| data for offline exploration |
2 responses |
23/02/2013 |
| zlib available |
16 responses |
22/02/2013 |
| Probability Matching: what drives the market? |
3 responses |
21/02/2013 |
| I love this Algorithm. |
2 responses |
21/02/2013 |
| Portfolio management |
1 response |
21/02/2013 |
| Moving Average Algorithm - Basic Questions |
2 responses |
21/02/2013 |
| Selling AAPL whenever possible |
1 response |
20/02/2013 |
| Using random in a simple example |
4 responses |
20/02/2013 |
| Indicator Library |
5 responses |
19/02/2013 |
| How do I keep this from making my portfolio seriously overdrawn? |
1 response |
19/02/2013 |
| Log: Combine strings and variables |
3 responses |
18/02/2013 |
| JavaScript developer looking for some help |
no responses |
18/02/2013 |
| Issue Displaying Backtest Results |
6 responses |
18/02/2013 |
| Basic Question on the context object |
4 responses |
18/02/2013 |
| Can NaiveBayes tell us anything about Momentum Trading? |
10 responses |
17/02/2013 |
| How could I invest in the market the algorithm that I've created? |
8 responses |
17/02/2013 |
| I want to understand the detail, where can I find the info |
2 responses |
16/02/2013 |
| Back to Simplicity: Another way to calculate average |
6 responses |
15/02/2013 |
| Show my Realtime Forex Data Startup to Quantopian |
2 responses |
14/02/2013 |
| Trading costs |
4 responses |
13/02/2013 |
| entry and exit on time triggers |
4 responses |
13/02/2013 |
| Calculation of the backtester's "risk metrics" (sharpe etc) |
9 responses |
13/02/2013 |
| Proposal for specifying window length |
9 responses |
12/02/2013 |
| Changed average to 2 day instead of three, 2013 earnings tripled |
1 response |
12/02/2013 |
| Segaran's Non-Negative Matrix Factorization Implementation |
3 responses |
11/02/2013 |
| Details on Benchmark's Algorithm |
1 response |
11/02/2013 |
| Mebane Faber Relative Strength Strategy with MA Rule |
23 responses |
11/02/2013 |
| Bull or Bear, not too complicated |
5 responses |
10/02/2013 |
| Exporting transaction/return details from a backtest |
4 responses |
07/02/2013 |
| Coursera's Computational Investing Class Begins Feb 22 |
12 responses |
07/02/2013 |
| Logarithmic y-axis please |
4 responses |
06/02/2013 |
| Mebane Faber's Relative Strength Strategy for TAA |
7 responses |
06/02/2013 |
| Looking for folks working at an RIA |
2 responses |
06/02/2013 |
| total return / dividends |
13 responses |
06/02/2013 |
| Prior day's close |
9 responses |
06/02/2013 |
| Welles Wilder's ADX - Average Directional Index (technical indicator implementation) |
45 responses |
06/02/2013 |
| Factor data |
3 responses |
06/02/2013 |
| Sell in May: SPY |
no responses |
06/02/2013 |
| Mebane Faber's Tactical Asset Allocation |
23 responses |
05/02/2013 |
| interesting returns |
1 response |
05/02/2013 |
| Inverse volatility weighting for traditional stock/bond portfolios |
5 responses |
05/02/2013 |
| With Coke (KO) the run is less attractive than AAPL |
no responses |
04/02/2013 |
| Batch transform question / problem? |
2 responses |
04/02/2013 |
| How to limit borrowing? |
2 responses |
04/02/2013 |
| Random long Apple system (aka the dangers of foresight bias) |
1 response |
03/02/2013 |
| More detailed compile errors? |
4 responses |
03/02/2013 |
| All in - All Out strategy |
no responses |
03/02/2013 |
| Max Dama on Automated Trading (pdf) |
3 responses |
03/02/2013 |
| Momentum Trade |
5 responses |
02/02/2013 |
| Inferring latent states using a Gaussian Hidden Markov Model |
16 responses |
02/02/2013 |
| order fulfillment latency? |
2 responses |
02/02/2013 |
| average time interval of price increase |
no responses |
02/02/2013 |
| Weekly Rebalance |
2 responses |
01/02/2013 |
| The "Hello World" algorithm makes a 4000% return? |
9 responses |
01/02/2013 |
| Transaction History |
1 response |
01/02/2013 |
| International Tickers |
3 responses |
01/02/2013 |
| Newbie Question - Would it be possible to include external indicators into an algorithm? |
20 responses |
31/01/2013 |
| NYC Meetup Group for Algo Trading Newbies |
3 responses |
31/01/2013 |
| initial claims theory |
3 responses |
31/01/2013 |
| Theory Of Anti-Gravity (with Overdraft Control) |
1 response |
31/01/2013 |
| advice request - copy-&-paste external data into algorithm editor? |
no responses |
31/01/2013 |
| risk measures vs. performance metrics |
2 responses |
31/01/2013 |
| trailing trigger |
2 responses |
30/01/2013 |
| Debugging and tracking variables step-by-step |
1 response |
30/01/2013 |
| Tick Data |
2 responses |
29/01/2013 |
| My overdraft |
5 responses |
29/01/2013 |
| OLMAR implementation - fixed bug |
72 responses |
29/01/2013 |
| Do you have any facilities for backtesting against a changing basket of securities? |
1 response |
28/01/2013 |
| High Frequency Spot Forex |
9 responses |
27/01/2013 |
| Empiritage's Volatility-Based Asset Allocation |
5 responses |
26/01/2013 |
| How can I look up the sid of indexes? |
2 responses |
26/01/2013 |
| How is this different? |
7 responses |
26/01/2013 |
| What are people's workflows for researching systems? |
9 responses |
25/01/2013 |
| silly, very slow system to try out some stuff |
no responses |
25/01/2013 |
| Experiment on Simple Probabilistic Model |
1 response |
25/01/2013 |
| Presentation at the Boston Python Meetup |
3 responses |
25/01/2013 |
| Reverse Stock Splits? |
1 response |
24/01/2013 |
| How can I add Add KO and PEP to Benchmark the results are not good. and I only see one Graph |
3 responses |
24/01/2013 |
| New questions! |
3 responses |
24/01/2013 |
| testing on dailies doesn't make sense |
20 responses |
24/01/2013 |
| Questions on the API from a beginner |
6 responses |
24/01/2013 |
| Simple Mean Reversion Strategy |
8 responses |
24/01/2013 |
| Implementation of "Leveraged ETFs" rebalancing exploitation strategy |
4 responses |
24/01/2013 |
| First impressions (kelly sizing, NaN) |
8 responses |
23/01/2013 |
| Anyone here work in a London/UK based hedge fund? |
1 response |
23/01/2013 |
| Linear Regression Coefficient to Capture the Trend |
8 responses |
21/01/2013 |
| update, OLMAR algorithm - daily data & full backtester |
4 responses |
19/01/2013 |
| finite-state machine in Python? |
13 responses |
17/01/2013 |
| Volatility Capping Strategy |
4 responses |
14/01/2013 |
| Graphical Custom Reporting? |
8 responses |
13/01/2013 |
| Quantopian business model & governance? |
5 responses |
12/01/2013 |
| Mirroring hedge fund holdings via 13F reports |
8 responses |
10/01/2013 |
| Standard deviation based system (including standard deviation based TP and SL) |
11 responses |
09/01/2013 |
| Looking at all securities |
6 responses |
08/01/2013 |
| August 2007 quant equity crisis? |
4 responses |
06/01/2013 |
| Simple dual vwap with percentage based "take profit" and "stop loss" |
4 responses |
05/01/2013 |
| How to weight backtest for inflation, change-back to home currency, tax and dividends? |
3 responses |
05/01/2013 |
| Using algorithms for actual buying/selling signals? |
1 response |
04/01/2013 |
| My experiment |
1 response |
04/01/2013 |
| A few questions from a noob =) |
26 responses |
03/01/2013 |
| Most profitable Algorithms on Quantopian? |
6 responses |
02/01/2013 |
| building hft alfo fore forex and precious metals |
5 responses |
01/01/2013 |
| order submission at end of trading day? |
4 responses |
28/12/2012 |
| batch transform testing - trailing window updated minutely |
20 responses |
26/12/2012 |
| Buy & Hold of SPY on profitable months |
1 response |
23/12/2012 |
| Simply Buy |
13 responses |
21/12/2012 |
| feature-Event Study Functionality |
no responses |
20/12/2012 |
| feature request - "Download Log Output" button |
6 responses |
15/12/2012 |
| this is amazing |
11 responses |
14/12/2012 |
| We’re Back |
1 response |
14/12/2012 |
| Daily Data Bars and Minute Daily Bars |
17 responses |
11/12/2012 |
| priority, plotting & universe selection? |
10 responses |
11/12/2012 |
| Average daily volume and option expiration analysis (v3) |
4 responses |
09/12/2012 |
| Off by 1 minute? |
10 responses |
09/12/2012 |
| code example, multi-security batch transform moving average |
10 responses |
08/12/2012 |
| help w/ batch transform & multiple sids |
5 responses |
07/12/2012 |
| batch transform decorator w/ global variables? |
4 responses |
07/12/2012 |
| batch transform w/ refresh_period=0 hangs |
6 responses |
07/12/2012 |
| Quick bug fix of "Batch-transform version of scikits-learn example ("finding co-fluctuating stocks")" |
9 responses |
07/12/2012 |
| Batch-transform version of scikits-learn example ("finding co-fluctuating stocks") |
23 responses |
06/12/2012 |
| Getting volume estimates for last 200 days |
3 responses |
06/12/2012 |
| log quota test |
3 responses |
05/12/2012 |
| mavg(days) transform details? |
13 responses |
05/12/2012 |
| update, OLMAR implementation |
4 responses |
02/12/2012 |
| 1st attempt: finding co-fluctuating stocks |
8 responses |
02/12/2012 |
| TDSequential and other Tom DeMark indicators |
2 responses |
30/11/2012 |
| Dual Moving averages clone w/ major indices |
7 responses |
30/11/2012 |
| Close price for minute and daily data |
3 responses |
30/11/2012 |
| Buy low Sell high |
7 responses |
29/11/2012 |
| This Week's Concept: Trading on Max and Min |
1 response |
29/11/2012 |
| Feature request: Strategy version control |
5 responses |
29/11/2012 |
| full API documentation date? |
5 responses |
28/11/2012 |
| transaction times incorrect in full backtest |
8 responses |
27/11/2012 |
| Single trade in AAPL should give AAPL's return |
2 responses |
27/11/2012 |
| paper on pairs trading |
2 responses |
25/11/2012 |
| help with order problem |
8 responses |
24/11/2012 |
| help with algorithm - moving average optimization |
5 responses |
21/11/2012 |
| order and instrument types |
3 responses |
21/11/2012 |
| code execution speed & memory usage? |
8 responses |
21/11/2012 |
| New Feature: Batch Transforms! |
8 responses |
20/11/2012 |
| Dual Moving Averages version 0.3 |
9 responses |
19/11/2012 |
| order timing in portfolio |
1 response |
19/11/2012 |
| OHLC Bar with data frequency (date, minute, hour) as input |
no responses |
16/11/2012 |
| Information About a Bug in our Backtester |
1 response |
15/11/2012 |
| restrict full backtest to daily data? |
10 responses |
14/11/2012 |
| Multi-SID Example Algorithm |
6 responses |
13/11/2012 |
| discuss the sample algorithm |
23 responses |
13/11/2012 |
| Some Changes in the Quantopian API |
5 responses |
13/11/2012 |
| AIMDAL (MY NEW BLOGS) |
no responses |
13/11/2012 |
| TRAILING STOP ALGORITHM (VOLATILITY ADJUSTED FORMULA) |
1 response |
13/11/2012 |
| Moving Average Crossover |
4 responses |
12/11/2012 |
| Community Wiki or Knowledge Base |
6 responses |
12/11/2012 |
| Williams %R |
1 response |
11/11/2012 |
| ideas for algorithms |
2 responses |
11/11/2012 |
| XBRL Data - $20k prize |
no responses |
11/11/2012 |
| Strategy optimization |
12 responses |
10/11/2012 |
| On-line Portfolio Selection from Grant K |
21 responses |
09/11/2012 |
| Multi-strategy example |
19 responses |
08/11/2012 |
| Khan Academy - Example of Short Selling |
no responses |
08/11/2012 |
| Patched version of sample algorithm, per Charles Park's bugfix |
no responses |
07/11/2012 |
| Welcome screen - bug? |
2 responses |
07/11/2012 |
| Python classes implementing True Range and Average True Range indicators |
1 response |
07/11/2012 |
| Average True Range Basic Implementation |
3 responses |
06/11/2012 |
| time frame based indicator |
2 responses |
06/11/2012 |
| "Papertrading" for Coursera Computational Finance Homework |
3 responses |
05/11/2012 |
| share algorithms to be re-written for Quantopian? |
15 responses |
03/11/2012 |
| Different kinds of data sources? |
10 responses |
02/11/2012 |
| Some questions about Quantopian |
9 responses |
02/11/2012 |
| Beta of a stock |
3 responses |
30/10/2012 |
| help with runtime error |
8 responses |
28/10/2012 |
| Re: z-score based buy/sell -- wider portfolio removes beta but also alpha |
3 responses |
22/10/2012 |
| z-score based buy/sell |
2 responses |
22/10/2012 |
| RSI attempt, general questions and feedback |
14 responses |
21/10/2012 |
| help with datetime error |
3 responses |
20/10/2012 |
| Indicies and other meta-data |
1 response |
19/10/2012 |
| code available for transforms? |
2 responses |
17/10/2012 |
| Forum search? |
6 responses |
16/10/2012 |
| end of simulation method? |
9 responses |
14/10/2012 |
| algorithm execution based on list of minutes |
3 responses |
14/10/2012 |
| Benchmark trading strategy |
2 responses |
13/10/2012 |
| A variation of Fred Monroe's variation of Henry Brown's permanent portfolio |
10 responses |
13/10/2012 |
| date-constrained algorithm execution |
7 responses |
12/10/2012 |
| submit orders based on list of dates |
1 response |
12/10/2012 |
| Backtesting Thoughts |
13 responses |
12/10/2012 |
| minute bar data - open/close prices or just price available? |
1 response |
11/10/2012 |
| R.I.P Harry Brown - where's my t-shirt? |
7 responses |
10/10/2012 |
| High/Low price values |
14 responses |
09/10/2012 |
| Basic Trailing Stop Implementation |
1 response |
08/10/2012 |
| simple day-based buy & sell |
11 responses |
06/10/2012 |
| trigger buy/sell at specified times? |
6 responses |
04/10/2012 |
| Order not triggering |
8 responses |
02/10/2012 |
| public access to Quantopian data? |
11 responses |
28/09/2012 |
| Forex data |
10 responses |
26/09/2012 |
| Quantopian goals/direction? |
51 responses |
25/09/2012 |
| cross-correlation, SPY & SH? |
6 responses |
25/09/2012 |
| Updated Multi-SID Example Algorithm |
2 responses |
24/09/2012 |
| Multi-SID Example Algorithm w/ SPY only |
3 responses |
23/09/2012 |
| spectrogram generation? |
5 responses |
19/09/2012 |
| Writing code across multiple files |
7 responses |
19/09/2012 |
| Multi-SID Example Algorithm |
3 responses |
17/09/2012 |
| feature request - access to other results? |
7 responses |
16/09/2012 |
| sid error |
7 responses |
15/09/2012 |
| support for statistical sampling? |
3 responses |
14/09/2012 |
| accessing previous bars |
4 responses |
13/09/2012 |
| Slippage |
8 responses |
09/09/2012 |
| exhaustive pairs trade screen? |
2 responses |
08/09/2012 |
| Upcoming Feature: Daily Bars, feedback needed! |
9 responses |
07/09/2012 |
| John Hunter |
no responses |
06/09/2012 |
| Taxing events |
1 response |
06/09/2012 |
| Incomplete pair trading algo: intercept, adfuller, ARMA |
4 responses |
06/09/2012 |
| First attempt at a "peak detector" = Broker's Dream |
7 responses |
05/09/2012 |
| Triple MA crossover: great performance (without trading Apple) |
9 responses |
05/09/2012 |
| Just experimenting with the backtesting |
2 responses |
04/09/2012 |
| NYSE coeintegrated stocks R script |
7 responses |
04/09/2012 |
| CVXvsXOM |
6 responses |
02/09/2012 |
| SID limit of 10 |
4 responses |
02/09/2012 |
| co-integration != correlation |
1 response |
01/09/2012 |
| universe selection |
14 responses |
31/08/2012 |
| Momentum |
5 responses |
31/08/2012 |
| Loading sid in bulk |
3 responses |
31/08/2012 |
| changed Wassaf's long-term algo to use an ETF |
10 responses |
30/08/2012 |
| Naive pair trading AAPL/SBUX |
14 responses |
30/08/2012 |
| simple local min/max on SPY ETF |
no responses |
30/08/2012 |
| Feature request - logging API. |
4 responses |
29/08/2012 |
| Simple local min / max algo with nearly 600% return on AAPL over 10 years |
4 responses |
29/08/2012 |
| Fixed variable names; bug or feature? |
2 responses |
29/08/2012 |
| Blind vwap trades |
1 response |
25/08/2012 |
| Cannot run backtest against some stocks |
3 responses |
25/08/2012 |
| Warnings/Errors not shown on build screen? |
3 responses |
24/08/2012 |
| Ernie Chan's "Gold vs. gold-miners" stat arb |
15 responses |
24/08/2012 |
| Dual Moving Averages version 0.2 |
2 responses |
24/08/2012 |
| Update to fluctuating stock algorithm |
1 response |
24/08/2012 |
| A simple algorithm purchasing on a fluctuating stock |
2 responses |
24/08/2012 |
| Quantopian Engineering Team Update - Speedups for Transforms |
1 response |
23/08/2012 |
| Amazon musings |
no responses |
23/08/2012 |
| Share useful code snippets and how-tos! |
1 response |
23/08/2012 |
| Change vwap(3) to (1) |
24 responses |
23/08/2012 |
| Dual Moving Average with much shorter time window: more volatility |
no responses |
22/08/2012 |
| DMA over longer period. Not so subpar after all! |
4 responses |
22/08/2012 |
| Some utility functions for Dual Moving Average |
no responses |
21/08/2012 |
| Dual Moving Average: subpar performance. |
13 responses |
21/08/2012 |
| Smooth data for IAC |
no responses |
21/08/2012 |
| dans first algo |
5 responses |
21/08/2012 |
| Feature requests! What changes would you like to see? |
192 responses |
21/08/2012 |
| Did you find a bug? Sorry about that! Please tell us about it here. |
23 responses |
21/08/2012 |
| 200,000% return - yeah, right! |
9 responses |
21/08/2012 |