I have a CSV with OHLC values of 100UK stocks, now my strategy looks for correlations between the US market and the 100UK stocks. Is there a way I can run the backtest using the OHLC from the UK stocks using Quantopian? That is I still want to use lots of the US data avaliable on Quantopian when developing the strategy but I want the universe to be my 100 UK stocks.
Possible to run backtest on stocks no currently available on Quantopian?
Welcome to Quantopian.
Here on Quantopian, you can only simulate/trade US equities and futures.
Quantopian is built on the open-source Zipline backtester. On your own rig, you can modify Zipline to trade those UK stocks. As you note, though, you won't have access to the other Quantopian data sources. Local zipline implementations are entirely bring-your-own-data.
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I've seen algorithms buy ADRs before so I did a test using the filter. Filtering for United Kingdom as the headquarter country didn't return any stocks, but filtering for London as the headquarter city returned around 20 stocks. They were mostly large companies, like Unilever, that trade on the NYSE as well as the LSE. This method doesn't provide data for trades in the British market, though.
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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.