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Can I backtest a model that uses HSI stock data and trades HSI futures?

Hello, I am wondering if I could run a backtest of my HSI futures model here on Quantopian. The issue is that it requires historical and real-time data for the HSI index, HSI stocks, and HSI futures, which are not currently offered by Quantopian as a native data set.

I wonder if I could simply upload my own data sets in order to run a backtest and therefore get the strategy approved?

Thanks for your help.
Cameron Wild.

3 responses

Hello Cameron,

Quantopian currently supports US equities and futures only. If you have your own historical pricing datasets for HSI you could try using our open source backtester Zipline to evaluate your strategies. You can find its documentation and some examples on how to use it here.

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Thanks Ernesto.

Hi
With domains including HK_Securities and CN_Securities, how do we include a list of HK and Chinese securities into the data pipeline?

George Ng