Dear Sir,
My system generates 200 long names and 200 short names and their corresponding weights within US large cap everyday in csv file. I plan to use Market on Close for execution. I dont need any further computation at quantopian platform.
Do you know how to upload this trade list into quantopian in the most simple way each day for me to test on paper trading?
Thank you
L
Hi Chang,
The best way to upload your own private data is through our My Data feature, which will allow you to access your daily trade list directly in pipeline. First you'll upload your historical data and map the columns to specific types and then you'll have the option to set up the continuous upload of your "live" daily data.
The long short equity algorithm lecture is a good example that leverages a publicly available dataset.
You'll want to replace the following stocktwits import with your specific dataset and then update or replace the sentiment_score with a reference to your dataset column (adjusting the SimpleMovingAverage factor as needed).
from quantopian.pipeline.data.psychsignal import stocktwits
sentiment_score = SimpleMovingAverage(
inputs=[stocktwits.bull_minus_bear],
window_length=3,
) I know you've been working through this request with the support team, but I wanted to make sure the rest of the community understood how to upload their own data and access it in an algorithm.
If you are interested in joining the alpha, please tell us more about your data and your use case here.
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.