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quantopian.txt
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# quantopian main page
https://www.quantopian.com/
https://www.quantopian.com/faq
https://www.quantopian.com/help
# add account
https://www.quantopian.com/account#trading
# github home
https://github.com/quantopian
https://github.com/quantopian/zipline
http://zipline.io/
# Contribution Requests
https://github.com/quantopian/zipline/wiki/Contribution-Requests
# quantopian algos - old
https://github.com/quantopian/quantopian-algos
# Zipline in the Cloud - code for presentation by Thomas Wiecki
# describes Bayesian Optimization via Gaussian Processes
http://nbviewer.ipython.org/github/twiecki/zipline_in_the_cloud_talk/blob/gh-pages/Zipline%20in%20the%20Cloud%20--%20PyData%2013.ipynb
# Jessica Stauth - VP Quant Strategy @quantopian
https://www.quantopian.com/users/50f97faeaa4b3d78fd0000ee
# Alisa Deychman
https://www.quantopian.com/posts/assigning-max-notional-to-value-of-total-cash-in-portfolio
# Grant Kiehne - active user
https://www.quantopian.com/users/4f005d1b5e32ee000b000001
https://github.com/gkiehne/quantopian
https://www.quantopian.com/posts/finite-state-machine-in-python
# Anony Mole - sounds experienced
https://www.quantopian.com/users/50e91684917ddce675000101
https://www.quantopian.com/posts/another-way-to-rebalance-simple-price-and-volume-return
# censix on quantopian
https://www.quantopian.com/users/51349dedd08eef63e500012a
# Peter Cawthron - active user
https://www.quantopian.com/users/50b24ec26d284c0200000088
# Alexander Izydorczyk - student at Wharton
https://www.quantopian.com/users/505cd9730106e00002000057
http://blog.quantopian.com/upgrade-capital-competitor-alexander-izydorczyk/
https://www.linkedin.com/pub/alexander-izydorczyk/59/907/863
https://www.quantopian.com/posts/can-naivebayes-tell-us-anything-about-momentum-trading#51265f83f9d6c327a00001ff
# code for machine learning training and validation sets
https://www.quantopian.com/posts/machine-learning
http://blog.quantopian.com/upgrade-capital-competitor-neal-basumullick
# Upgrade Capital is a talent scout - partnership with Fortress
http://upgradecapital.com/
http://blog.quantopian.com/algorithm-development-competition-with-upgrade-capital/
# good strategies
http://blog.quantopian.com/5-basic-quant-strategies-implemented-by-the-quantopian-community/
https://www.quantopian.com/posts/mebane-faber-relative-strength-strategy-with-ma-rule
https://www.quantopian.com/posts/rules-based-sector-rotation-strategy-based-on-mebane-faber-research
https://www.quantopian.com/posts/ernie-chans-ewa-slash-ewc-pair-trade-with-kalman-filter
https://www.quantopian.com/posts/modern-portfolio-theory-minimum-variance-portfolio
# building custom indicator
https://www.quantopian.com/posts/building-custom-indicator-in-quantopian
# Random Forest
https://www.quantopian.com/posts/machine-learning-turn-$10k-into-2-dollars-dot-25m-in-two-years-plus-22407-percent-returns-by-trading-brk-a-berkshire-hathaway-with-random-forest
# paper trading
https://www.quantopian.com/help#overview-papertrading
# live trading
https://www.quantopian.com/posts/paper-trading-with-interactive-brokers-open-beta-launch
# algo simple monthly rebalance
https://www.quantopian.com/posts/diversified-portfolio-monthly-rebalance-for-live-trading
# Live results vs. backtest results at a glance
https://www.quantopian.com/posts/live-results-vs-backtest-results-at-a-glance
# fetcher from Quandl
https://www.quantopian.com/posts/how-to-use-the-fetcher-from-quandl-dataset-to-backtest-the-strategy-via-quantopian#535866dc2715c337bf0000be
# major contributor: Eddie Hebert
https://github.com/ehebert
# major contributor: Thomas Wiecki
https://github.com/twiecki
# Tutorial scripts for PyData Boston 2013
https://github.com/twiecki/financial-analysis-python-tutorial
# Pandas replication of Google Trends paper
https://github.com/twiecki/financial-analysis-python-tutorial/blob/master/2.%20Pandas%20replication%20of%20Google%20Trends%20paper.ipynb
# PyMC3 Bayesian fitting and estimation of statistical models to data
https://github.com/twiecki/pymc3_talk
# Theano Python compiler for multi-dimensional arrays
http://deeplearning.net/software/theano/
https://pypi.python.org/pypi/Theano
# A community for developers and users of Python data tools
http://pydata.org/
# PyrexGsl provides a Pyrex interface for the GNU Scientific Library (GSL).
# Pyrex is a language for writing code that mixes Python and C data types, and compiles it into a C extension module for Python.
http://wwwteor.mi.infn.it/~pernici/pyrexgsl/pyrexgsl.html
https://sites.google.com/a/brown.edu/lncc/home/members/thomas-wiecki
http://twiecki.github.io/
# The ideal system
user can define strategies in R language
screening on fundamental data
econometric time series data
strategies can consume a variety of time series data
price quotes and ticks
price bars OHLC
sentiment indicators
Google trends
aggregations
VWAP
median
regularization
validation in rolling window
be tested