How do I turn my math equation into a coded algorithm?

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How do I turn my math equation into a coded algorithm?

posted Nov 30, 2014

I created a math equation but how to code it to work in quantopian? In a nutshell, what does this process look like?

4 responses

Hello Jeff,

What is the math equation? Quantopian uses Python (along with some API add-ons described on the help/FAQ pages). A variety of Python modules can be imported.

Basically, when backtesting, you have the opportunity to trade every market day or every market minute (depending on the data frequency you select). In live trading, only minutely trading is available (although you can trade less frequently by restricting the algo).

If you haven't already, I'd recommend reading the help/FAQ docs. entirely, and then trying some of the example algos.

Grant

Thanks Grant I will look it into the sources you've mentioned. It's a basic linear algebra equation using OHLC variables.

Something from numpy/scipy/pandas should do the trick. See http://www.scipy.org/.

Appreciate it!

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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.