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Quantopian Open Hackathon Algorithms
Seong Lee
posted

Here are the different algorithms used in the presentation for the Quantopian Open Hackathon

Session 1: Momentum

Tasks:

  1. Add more securities to the algorithm to create a basket of stocks.

    • Try manually adding stocks to a list using symbols()
    • Try creating a random bundle by using set_universe()

  2. Use a more robust ordering function.

    • Try order_target_percent() or order_target_value()
    • Tip: Remember to check for open orders! Using: if get_open_orders: return

  3. Schedule a specific day or time to rebalance your portfolio schedule_function() lets you

Get stuck? Use the built-in debugger to find the error source!

Disclaimer

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.

2 responses
Seong Lee

Fundamentals sample algorithm with Quantopian Open (Credit to Naoki Nagai) Session

Tasks:

  1. Try using ROE to rank your stocks instead of revenue growth

  2. Combine both ROE and revenue growth to create an equal ranking algorithm

  3. Schedule your ordering method to run once a day

Seong Lee

Quandl sample algorithm with Quantopian Open (Credit to Jessica Stauth) Session 3

  1. Use companies in the Information Technology Sector

  2. Take the list of stocks in your universe, divide by two (randomly) and long one half and short the other

  3. Change the weights used for each security to reflect the total number of stocks in your universe so 1.0/(len of universe)

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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.