Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
The other two thirds of the year of live trading

Following up to https://www.quantopian.com/posts/a-year-of-live-trading , here are the other two algos I was running during that period. Note that there was evidently some backtest overfitting, despite my best efforts.

8 responses

Analysis of the vol trading algo.

Vol trading (shorting) algo.

Obligatory post text.

Notebook attempt 2, of the global ETF long-only "momentum" asset allocation.

Hang on give me a minute, it keeps trying to attach the previous notebook. Bloody hell.

There I think I got it. Some sort of caching layer of cell previews preventing the correct attachment. Probably some nosql something or other haha damn.

Why you don't use the pipeline to get the VIX? Isn't it easier? :-/

I never found pipeline vix reliable nor timely.

What you said is interessting. I used also the fetch_csv() formerly. But QuantOpian told me using the pipeline is much reliable. :-/