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Re-run simulation automatically
Kanhar Munshi
posted Sep 2, 2013

I'm implementing an Artificial Neural Network, which requires me to first run the simulation, just to calculate my weights. Referred to as the Training step. Only then can I run the actual simulation, using the previously calculated weights.

This is causing me some trouble, as I can't programmatically re-run the simulation, after I loop through it once.

So my questions is: Is there a way to re-run a simulation after it finishes running, while preserving values for future simulations?

Thanks

Kanhar

2 responses
Peter Cawthron
Sep 3, 2013

Hello Kanhar,

You might want to look at zipline (see http://nbviewer.ipython.org/urls/raw.github.com/twiecki/financial-analysis-python-tutorial/master/3.%2520Backtesting%2520using%2520Zipline.ipynb) but you will need to provide your own data.

P.

Thomas Wiecki
Sep 3, 2013

Hi Kanhar,

I agree with Peter. Quantopian currently has no mechanism of doing this. Zipline -- our open-source backtester underlying Quantopian -- gives you more freedom (but no data and isn't as polished from a UI perspective).

I have done some work on optimization (which is at the core what you are trying to do), which you can find here: http://blog.quantopian.com/category/optimization/

Thomas

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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.