Hi,
Here are the IPython NB slides of my PyData'13 talk on zipline:
http://twiecki.github.com/zipline_in_the_cloud_talk
Thomas
Zipline in the cloud: Optimizing financial trading algorithms
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Hi Thomas,
After attending youe talk at Pydata I tried to run the dual moving average example given here https://github.com/quantopian/zipline
And get into this error
Traceback (most recent call last):
File "dualmoving.py", line 31, in
data = load_from_yahoo()
File "build/bdist.macosx-10.8-intel/egg/zipline/utils/factory.py", line 357, in load_from_yahoo
AttributeError: 'Index' object has no attribute 'tz_localize'
Am I missing something?
Hi Shrikar,
Hope you enjoyed the talk.
It might be an outdated pandas so you might want to try upgrading that. There's also a zipline mailing list where we normally discuss zipline specific issues:
https://groups.google.com/forum/#!forum/zipline
Thomas
Disclaimer
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.
Agree with Jon, great talk. Cloud computing and clusters are definetely the way to go and give me a lot to explore. I ran with zipline some genetic optimizations, very promising results, but it warmed up "a bit" my laptop.
Thanks for the feedback.
@Jon: The reason Quantopian syntax is a little different is that we do some magic to make it more use-friendly. For example, you can just use transforms on Quantopian while in zipline they have to be registered. I'm one that wants to have the syntax stay close together. At one point Eddie wanted to write an automatic conversion tool which would be quite handy.
@Xavier: Sounds interesting. Can you upload the code somewhere for me to check out (can be very prototype)?
Disclaimer
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.
Sure I posted a gist: https://gist.github.com/Gusabi/5250534 (I added also the file where I use it). It is based on a code from Collective Intelligence book, but still very prototype indeed. I'm just beginning to have a command line interface for zipline robust enough for this kind of experiment, so I should be able very soon to explore further these very exciting possibilities
The video of my talk was uploaded now, view it at: http://vimeo.com/63273425
Disclaimer
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.