Hi, I'm new to Quantopian. I'm not a computer software expert but I do have plenty of experience creating sophisticated mathematical models using Mathematica by Wolfram Research. In fact, I have developed several models using Mathematica's ability to dynamically download real time data . Unfortunately, there is no way to do any actual trading directly within Mathematica. How can I transfer my previous work in Mathematica to this platform? I would like to take full advantage of Mathematica's advanced mathematical and statistical computation power and combine it with the trading capabilities of Quantopian. How would you suggest someone with Mathematica, experience (and some old FORTRAN and BASIC knowledge) get started with this platform?
Qauntopian and Wolfram Mathematica: Getting Started and Interfacing
Hello Kerry,
One approach (which has some serious drawbacks), would be to try to integrate Mathematica and zipline (see https://www.quantopian.com/help#zipline and https://github.com/quantopian/zipline). You'd have to supply your own data, and you wouldn't have a path to migrate to the Quantopian online backtester, and eventually trade live.
There is functionality to upload data, via fetcher (see https://www.quantopian.com/help#overview-fetcher and https://www.quantopian.com/help#api-fetchcsv). So, if your Mathematica models could be applied offline, then you could upload the results and use them for backtesting and trading.
The bottom line is that if you are gonna use Quantopian, you'll have to pick up some basic Python. Personally, I've picked up Python solely by using Quantopian (and doing some reading on the side). Previously (years ago), I had worked in BASIC, FORTRAN, C/C++, Maple, MathCAD, etc., and now use MATLAB routinely.
Regarding porting your work to Python, note that there are lots of sophisticated modules supported (see https://www.quantopian.com/help#ide-module-import). You can request others, as well.
Grant
Welcome to Quantopian! I'd suggest to get acquainted with the basics of Python to learn how to port your strategy from Mathamatica to Quantopian. There are some great online resources at: CodeAcademy, Udacity, Coursera, and Learn Python the Hard Way. You can also take a look at the tutorial's below to learn how to use the platform and it's built-in functions.
Quantopian Tutorial with Sample Momentum Algorithm - Lesson 1: The basics of the IDE
https://www.quantopian.com/posts/quantopian-tutorial-with-sample-momentum-algorithm-lesson-1-the-basics-of-the-ide
Quantopian Tutorial with Portfolio Rebalance Algorithm: Lesson 2 - Universe, Fetcher, and Schedule_function
https://www.quantopian.com/posts/quantopian-tutorial-with-portfolio-rebalance-algorithm-lesson-2-universe-fetcher-and-schedule-function
Quantopian Tutorial: Lesson 3 - Basic Fundamentals with Piotroski Score, Growth Stocks, and Uptrending Volatile Small Cap Algorithms
https://www.quantopian.com/posts/quantopian-tutorial-lesson-3-basic-fundamentals-with-piotroski-score-growth-stocks-and-uptrending-volatile-small-cap-algorithms
When you're ready, I'd suggest to explore the Pandas, Numpy, Math, and Scipy libraries, they have powerful mathematical operations. As you're learning, feel free to ask questions along the way!
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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.