Automated Returns / Starting Point

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Automated Returns / Starting Point

edited Nov 29, 2016

Finance Theory Seeking Help Tools and Tips Portfolio Optimization Lectures

I'm a little bit new to the game of algorithm trading, but am fascinated beyond all ends. I wanted to ask the community a few questions about getting started/profitability.

-What is the best starting point to learn the coding side? (Python tutorials or elsewhere)
-How common is it that a programmer will write a low maintenance code that can realize gains over a given time period?
-How steep is the learning curve to get on par with the pros who do it in the industry?
-How long would it take for a beginner to develop and implement a strategy?

Any help would be much appreciated, as I'm sure you all know much more than I do on the matter.

1 response

Yves Hilpsich's notebooks on Github related to the book Python for Finance by Yves It's a good book to get a start and learn some of the key tools (numpy and pandas). Yves graciously put his code on github, see link. Also see his website fpq.io, he does trainings as well, worth it if you're serious on learning python specifically for finance. If you have a strong math background and are beyond going back to school, you might want to check out the CQF (Certificate in Quantitative Finance) Program.
I think your imagining a money printing machine.
The industry is extremely competitive. Judging from your Q's you've a long way to go my friend, but not impossible. Dream big!
It is fairly simple to code up a simple strategy and make trades. It is more difficult to find a strategy that perfoms well historically, a bit of data mining will do the trick. It is nearly impossible to make a trading strategy that will outperform a broad market index fund in the real market over any significant future period of time, risk adjusted of course.

Best

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.