Wondering if anyone knows if Quantopian will be supporting FOREX in the future, or if there are any workaround people have been using to backtest a FOREX strategy ?
Wondering if anyone knows if Quantopian will be supporting FOREX in the future, or if there are any workaround people have been using to backtest a FOREX strategy ?
Sorry Im new, how does it not support forex? Can you like not import the data for currencies? Or ar indicators missing?
The online Quantopian IDE (ie algo) platform doesn't support forex. The methods, and framework in general, rely on mapping data to an existing universe of securities. Forex currencies are not in that universe. While one can import their own data, it must be mapped to an existing security for any of the data lookup features to work.
One can however, import arbitrary CSV files into the research (ie iPython notebook) environment. This could be imported forex data. Here too, none of the data lookup features will work (for the same reason they won't in the IDE) but one could use the online notebooks to manipulate the imported CSV files.
The current focus of Quantopian is to support the development of trading algorithms based on US securities. There is no plan to support currency trading.
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.