- Reliability with IB connection. Support for IB two-factor auth.
- Data beyond 2002. Ideally to 1980s, even 1990s would be great
- Speed of backtesting
What are your top three things for Quantopian to improve on
My list would be very different as I dont have IB issues really and I would really not want 2 factor, old data would be great but doesnt stop me now to upload data in the Notebook to do tests and speed of backtesting: would be great but I just have a lot of them running at the same time and service my cafeine and social needs in the waiting times... My list and sublists would be:
1) IMPROVE DATA
- a) real time indexes: VIX, YIELDcurves, Exchange rates (pairs)
- b) ETF decomposition data
- c) Make Interactive-only data available for the backtester (so we can
continue to find alpha with other data) - d) on demand fetcher
2) IMPROVE BACKTEST PLATFORM IDE
- a) more then 5 record variables, plus be able to define static lines
- b) when an error occurs be able toi click oin the line number and jumpo to the error
- c) versioning (expolicit create new version)
3) IMPROVE LIVE TRADING
- a) option for SMS or JSON ping for every order, error, connection lost etc
- b) Option to preserve the history after a minor change (preserve history option with deployment)
- c) Annotating graphs (so you can remember events like in Google analytics)
- d) Exporting logs on real money trades (I understand one should not be able to export on backtest as you can leak your dataset, but for live trading it should be possible)
- e) Live trading on different exchanges (ASX, FTSE, DAX) as that would open up a whole new world of algo's
Dividend-adjusted price history. Drops in price following dividends lead to false signals. I would like to see price history where q adds the dividend amount statically to the stock price on the exdate so that no drop occurs until the payment date at which that amount should start compounding as if reinvested. That would be so much more useful.
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