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Forex data

Hi,

Does Quantopian also have access to data from the forex markets?

Mani

10 responses

@mc - not yet, but it comes up often.

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Thanks for the reply. Was just curious.

Would you want to place forex trades, or are you interested in having it available purely as data?

both of course! You also need to include volume in the FX data, for at least the 6 majors.

@vishal, how would you rank futures, options, forex in order of importance for addition on Quantopian?

options are a completely different animal... we need to start talking about vol surfaces, expirations, etc.

futures are a necessity, then FX. I would suggest that you first add the data, then measure the usage.

options are usually in last place when we talk to users, but FX and futures are pretty evenly requested. Are you saying futures are a necessity structurally, or just that you really want futures?

they are both a necessity structurally, and something I want. FX too.

What I am interested in right now is the data and perhaps the ability to paper trade to test out strategies. There has a been a lot of academic work done in the area of forex and I am curious to see how it actually holds up in real life.

Forex, please!