I'm looking for a library of trading algorithms to start with. I know that there are many strategies published by some magazines and forums. I haven't found any library of them, where one can pick out generic strategies for FX, certain technics for quantitative trading etc. in order to combine and advance them...
Hi Max,
There are certainly lots of good examples posted all over the forums such as here and here, as well as some basic examples posted in the help documentation. There's also a Getting Started tutorial video series to help you understand some of the basics of coding an algorithm on the platform!
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Hi, thx for your responses. I'm looking for a library of proven and tested algos that worked in the past. They do not necessarily need to be implemented in Quantopian. Something like, the best in 2013,14,15... I know that magazines and forums exchange trading strategies, and that there are general categories for trading algos. I'm not sure if there is any good source/library for such algos, so far I haven't found any. I believe it would be best to check out what worked in the past, and then analyze what has changed in most recent time, using a combination of different categories of algos, markets etc. after retesting and modifying them. There is no need to re-invent the wheel....
There are some interesting codes on well received algos here so you may find something to start with and modify. If you're looking for a get rich quick scheme then unfortunately you will find none. I can only recommend self education and discovery.
I thought there were some libraries that are sorted by categories of algos. For instance, type of market, trading style, strategies that work for sidewards, up, down etc. I won't focus on a single algorithm but on a combination of algos for markets/market conditions with some fundamental expectation what can happen. I do not believe that there is still anything hidden that isn't found. For me it's about using algos, in a way that there is diversification and hedging in an overall strategy that seeks to produce a constant rate of trades long/short/markets. I would mostly be interested in very simple, basic algos, but some that say what they can do, where they are good or bad...
Here are some such lists:
http://numericalmethod.com/quantitative-trading-strategies/
http://quantpapers.com/
http://quantpedia.com/
http://www.oxfordstrat.com/resources/
https://www.cxoadvisory.com/blog/
http://alvarezquanttrading.com/blog/
And of course, SSRN has hundreds of ideas.
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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.