dunster

8 ms·

1.
by dunster 10y ago
Quantopian is home to 120,000 people learning algorithmic trading, including students, data scientists, academic researchers, developers, and finance professionals. We provide a research platform, market simulation, and data for free. We
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by dunster 11y ago
Time to go update the FAQ! The business plan changed in October '14 - evidently we missed that reference.
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by dunster 11y ago
Quantopian's revenue model is to build a hedge fund and charge the fund investors returns/management fees. The algorithms in the hedge fund come from the Quantopian community. We work with the best algorithm writers on our platf
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Machine Learning – Comparing Multi Output Estimators for Intraday Close Price(quantopian.com)
3 points by dunster 11y ago|0 comments
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by dunster 12y ago
There's a slightly different methodology here, but one consistent with what you're looking for. On one line, buy-and-hold the S&P 500. Re-invest all dividends. You are 100% in the market at all times. On the other line, buy-
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by dunster 12y ago
The Fortune article refers to analysis done by my colleague Karen Rubin. The research was done in an IPython notebook, on the Quantopian platform. You can see (and copy) the full notebook here: https://www.quantopian.com/po
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by dunster 12y ago
We have a contest every month. The next deadline is April 1, and the prize awarded on April 30th.
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by dunster 12y ago
We work very hard to make our interests aligned with our community members' interests. We don't literally make money from the algorithms in the contest. What we're doing is encouraging hundreds and thousands of new people t
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by dunster 12y ago
It's both forward-testing and backward testing. The algos have been locked since submission - some were submitted as early as 1/15, all were submitted by 2/2. That makes it both an in-sample and out-of-sample test. Yes, the
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by dunster 12y ago
I think you're looking at the trees, and you should step back and look at the forest. The fraction of CEOs that are women is dramatically smaller than the fraction of the population that are women. There is no qualitative explanation
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by dunster 13y ago
We get this question at Quantopian periodically. You retain ownership of the content you put in our system; everything you write is yours. Your intellectual property remains private and your own. You can read more about our policies in ou
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by dunster 13y ago
Another solution is to write the algorithm but avoid the hedge fund - lots of suits, and they take most of the money. You're better off if you trade it yourself. People work for hedge funds because hedge funds provide mentorship and r
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by dunster 13y ago
High-frequency algorithms are producing less profits. Other forms of algorithmic trading are growing.
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by dunster 13y ago
Very neat story. Thanks for writing it up. The nuts and bolts of this kind of operation are fascinating. I know a lot of people out there have trading ideas, but don't really know how to implement them. If you just finished the post
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by dunster 13y ago
Aneth. . . . you're reading our mind. Come back to Quantopian on Thursday. I think you'll like what you see. Yes, there are people who trade today and make money using algorithms. They are few and far between, mostly because the toolset
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by dunster 13y ago
The benchmark on Quantopian is indeed modeled after the S&P 500. How would the algo do in 2008? It's trivial for you to check it yourself. Click the "clone algo" button, change the time range of the test, and click "Run Backtest." Que
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by dunster 13y ago
Cash management is built already. We track how much you have, dividend payments, all that stuff. We've built many risk measurements, too: alpha, beta, Sortino, Information Ratio, etc. Risk management is far more complex. Risk management
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by dunster 13y ago
Yeah. This algo is highly leveraged - like 15X. It's possible to really lose your shirt if you trade this algo exactly. Taibo's algo is interesting as a starting point. It's not one that that you just take off the shelf and start trading
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by dunster 13y ago
Interactive Brokers will be our first integration.
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by dunster 13y ago
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I think. In the beginning, at least, it will be leveraged throug
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by dunster 13y ago
That's a very interesting system you've built. The the thing about backtesting a strategy is that it is very easy to make a mistake in your backtester. Look ahead bias is the most common mistake. Another challenge is the data. Are you test
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How Our Meetup Got Hijacked(blog.quantopian.com)
17 points by dunster 14y ago|0 comments
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by dunster 14y ago
I'd argue that a lot of the hard parts of algo writing are solved by Quantopian. Hard: * Data. You need to test your idea. Most historical stock data (like Yahoo) excludes companies that went bankrupt or were bought or otherwise disappeare
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by dunster 14y ago
You might be interested in zipline, an open source backtester written in Python. Zipline, Quantopian's open source backtester (yes, I work at Quantopian). The backtester is designed to also be a trading engine. You feed zipline data in "eve
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by dunster 14y ago
We wrote a bunch, and used a bunch, so there is no straight answer. A short list: highcharts for charting, jquery and underscore for the glue, crossfilter for data filtering, bootstrap for components, codemirror for the IDE, handlebars for
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by dunster 14y ago
If you find Quantblocks interesting, you should also look at Quantopian. (www.quantopian.com) We're geared a bit more towards programmers. Rather than use blocks, our members develop their algorithms in Python. We have an in-browser IDE w