Support for Korean Market?

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Support for Korean Market?

posted Jun 11, 2015

Hi, I am intested in Quantopian web based trading algorithm service, so I tried a very basic test here with Sample algorithm.
But I found that Korean market is not supported in the symbol. I'd like to double check.
Do you support Korean market data ? or if not, do you have any plan to do?

for example,
I've got two Korean market values from yahoo finance

SK Securities Co., Ltd. (001510.KS) -KSE  Watchlist 1,545.00 Down
5.00(0.32%) http://finance.yahoo.com/q;_ylt=AhNTUu0ZlxYiPPgnzHW2gi0nv7gF;_ylc=X1MDMjE0MjQ3ODk0OARfcgMyBGZyA3VoM19maW5hbmNlX3dlYl9ncwRmcjIDc2EtZ3AEZ3ByaWQDBG5fZ3BzAzEEb3JpZ2luA2ZpbmFuY2UueWFob28uY29tBHBvcwMxBHBxc3RyAwRxdWVyeQMwMDE1MTAuS1MsBHNhYwMxBHNhbwMx?p=http%3A%2F%2Ffinance.yahoo.com%2Fq%3Fs%3D001510.KS%26ql%3D0&uhb=uhb2&fr=uh3_finance_vert_gs&s=001510.KS

another example from Korean market, (KOSDAQ), Korean venture driven market similar to NASDAQ in US.
Mgame Corp. (058630.KQ) -KOSDAQ  Watchlist 7,060.00 Down 40.00(0.56%) 10:21PM EDT http://finance.yahoo.com/q;_ylt=AhNTUu0ZlxYiPPgnzHW2gi0nv7gF;_ylc=X1MDMjE0MjQ3ODk0OARfcgMyBGZyA3VoM19maW5hbmNlX3dlYl9ncwRmcjIDc2EtZ3AEZ3ByaWQDBG5fZ3BzAzEEb3JpZ2luA2ZpbmFuY2UueWFob28uY29tBHBvcwMxBHBxc3RyAwRxdWVyeQMwNTg2MzAuS1EsBHNhYwMxBHNhbwMx?p=http%3A%2F%2Ffinance.yahoo.com%2Fq%3Fs%3D058630.KQ%26ql%3D0&uhb=uhb2&fr=uh3_finance_vert_gs&s=058630.KQ

3 responses

Hi YoungSang, currently only US equities are supported if you would like to use Quantopian's data and online IDE. However, you can check out Zipline, our open sourced backtesting engine if you'd like to develop your strategies locally with your own data sources.

Have not you guys supported this Korean market?

Yes, Quantopian supports over 40 global exchanges including the Korea Exchange, Korea KONEX. See https://www.quantopian.com/docs/data-reference/overview#supported-countries for the complete list of supported exchanges. However, backtesting is only available using US equities. Non-US markets are only supported in the notebook research environment using pipeline to fetch data. You will not be able to backtest using Korean stocks.

It's a two step process identifying non-US equities. Take a look at this post for the steps needed (https://www.quantopian.com/posts/identifying-the-ticker-symbols-for-global-equity-indian-market). Look especially at the notebook. You will need to change the pipeline domain from India (IN_EQUITIES) to Korea (KR_EQUITIES) but otherwise it will work for Korean stocks.

The research approach is to develop pipeline factors in a notebook and then test the efficacy of those factors using Alphalens

Hope this helps.

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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.

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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.