Just getting started with this and it would be super helpful if someone would show me the correct way to convert this stock example to a futures example. I would love to see it using the future "/cl" (light sweet oil)
Can someone show me how to convert this "Getting Started" algorithm from a stock to a Continuous Futures?
Hi Bridger,
There are a lot of resources on our website to help you with this. For example, take a look at our example Pairs Trade Futures Algorithm: https://www.quantopian.com/lectures/example-pairs-trading-on-futures. Basically, the idea is to instantiate a continuous futures object in the initialize instead of your SIDs, get them into some kind of list like context.security_list in the algo that you posted, get the data in the same way that you did before and then use the same ordering scheme or if you prefer, the Order Optimizer (help here https://www.quantopian.com/help#optimize-api).
If you have any specific questions about code, post snippets below and I can answer questions.
Thanks!
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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.