If I have neural network based algorithm already built can I test it here?
@Myron Leskiv Quantopian currently does not support the Tensorflow package. There are only specific modules which can be imported on the platform. If your algo relies on this module then one cannot test it on Quantopian. There are other ML modules which are supported. Check out the list of which are supported in algos here and in research notebooks here.
You may also want to look at a three part post which steps through implementing ML on Quantopian. The first in that series of posts can be found here https://www.quantopian.com/posts/machine-learning-on-quantopian.
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Hi!
Does Quantopian plan to support Tensorflow in the future?
Edit: I will be happy and willing to contribute to help adding Tensorflow to Quantopian :)
@Myron Leskiv -- if your already-built TensorFlow algorithm can export daily position weights in a CSV format, you can import that into Quantopian using the fetch_csv() feature and use Quantopian simply for the backtester. I have done this. Just be careful not to introduce look-ahead bias. Also, be aware that Quantopian will forward-fill CSV data, so if a position weight drops to 0 the next day, be sure the CSV contains a row for that.
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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.