Hello, I am new at Quantopian and I find the whole project and the discussion in the community really interesting.
I am wondering if it is possible to run optimization with Quantopian, for example testing different parameters for a TA implementation?
Thanks in advance and I hope this is the right place to post this question.
Hi Yak and welcome to Quantopian.
This is currently not possible on Quantopian but there is a chance that we will offer this at some point in the future (but don't hold your breath). You can check out some research I did on this using zipline -- our open-source backtester: http://blog.quantopian.com/category/optimization/
Eventually this work can be integrated into Q.
Thomas
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Thanks a lot Thomas. Zipline looks really interesting as everything around Q. Looking forward to start actively backtesting and participating in the community. Thanks for you time.
Hello Yak,
Welcome. You can run backtests in parallel in multiple browser tabs (as far as I know, there is no limit). So, if you want to do a parameter scan manually, this may save some time.
Grant
@Simon I will definitely take a look at the zipline code. I will use this post to share my efforts on optimization, maybe it will be of use to someone. Thanks
@Grant Thanks Grant, yes that was an option I was considering, even running different tabs could be automatized, but I was not sure if it was going to turn on red flags.
We do have a hard limit on how many servers that will be spun up to meet demand. If you hit that, then performance starts to degrade for everyone trying to test. We haven't yet had anyone hit that limit. If you do, we'll cross that bridge when we get to it.
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.
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.
