Was I dreaming, or did I see somewhere that the crackerjack engineers at Q headquarters are working on allowing more extensive computations to be done, prior to market open (beyond the 50-second time-out of before_trading_start())?
If so, what sort of environment will it be? Memory? CPU cores? Parallel processing? GPU's? IBM's Watson? HAL 9000?
Thought I'd bump this up, in case it got lost in the noise. Is it true, or am a becoming delusional?
We are working to improve the platform to unlock a new slew of algorithm: statistical arbitrage. These style of algos will look at a large universe (for example, Russell 3000), apply some filters to screen out securities, and then choose which baskets to trade.
As far as the environment, we're still very much in the early design stages. You can read more here and join in the webinar for a sneak-peak and share your ideas for the implementation: https://www.quantopian.com/posts/how-to-build-a-stat-arb-strategy-on-quantopian
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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.
