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rationale behind not sharing Quantopian API code?

Could a little write-up be provided on the rationale in not providing the code for various pieces of the Quantopian API. Some examples include:

Optimize API
Risk model implementation
QTradableStocksUS

My thinking is that the benefits would outweigh the risks in publishing code, and that this would extend to the SaaS model for Quantopian Enterprise users (who would be risking their own capital in using the Quantopian platform, and thus would be motivated to have a look "under the hood" for a variety of obvious reasons).

I realize that I've brought this topic up numerous times, but I have not been satisfied with the response. If the rationale can be explained, including how not sharing code is in the interest of both Quantopian Community and Quantopian Enterprise users, I will relent. It is an important topic, I feel, since the openness of the platform is one of its real pluses. Unless there is a compelling reason, the code should be available (as presumably it would be to developers at traditional hedge funds). What am I missing?

I do recognize that a lot of code has been shared, and zipline and zipline-live are supported. Also, Quantopian generally supports open-source in the software community. However, certain chunks of Quantopian API code are held back, and that is the focus of my inquiry.

4 responses

+1

Some of my strategies stop working when using QTradableStocksUS and it would be great for debugging if I could test with the source.

I'd note that the point-in-time QTradableStocksUS (QTU) potentially could be useful in taking full advantage of the new Self-Serve Data API (e.g. for computing signals offline, limiting the computations to the QTU). Are there licensing issues? Or perhaps there is not enough demand to justify the effort to create a data portal?

Also: Why are Q500US and Q1500US open source but not QTradableStocksUS?

Source: https://www.quantopian.com/help#quantopian_pipeline_filters_make_us_equity_universe

The QTU does require a paid data set (https://www.quantopian.com/data/eventvestor/mergers_and_acquisitions), so maybe the thought is that most folks wouldn't be able to use the code, even if it were shared?