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Demonstrating Quantopian at PyData NYC'12.

Disclaimer

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.

8 responses

@Thomas, great talk!

Disclaimer

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.

In case someone is interested, I presented our open-source backtester zipline (http://github.com/quantopian/zipline) and Quantopian at PyData NYC'12.

Here are the slides:
http://www.slideshare.net/twiecki/pydata12-upload-14912969

Here is the accompanying IPython notebook I used:
http://nbviewer.ipython.org/3962843/

Video of Thomas' presentation is now available online as well: http://vimeo.com/53064082

Nice share ! thanks

Cloning the code yields broken sample. please update. TIA

@Sly One: The attached should work. Seems to be doing much better in daily mode.

How about re-releasing the python iNotebook, the link is dead. TIA. Yes above worked!

IPython Notebooks (similar material was covered in all of them, mostly the last example changes):

PyData NYC'12 conference:
http://nbviewer.ipython.org/3962843

Boston Python meetup:
http://nbviewer.ipython.org/4631031

NYC Finance meetup:
http://nbviewer.ipython.org/5037421