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algorithmic-trading

Where can I find extra resources on how to use Quantopian?


I am sure you all know Quantopian (I love it!!).

Even though I am pretty good with Python, I am still having trouble writing a full algorithm (I am trying to write one using Fundamentals data).

I have successfully used pipeline to get the stocks that I want, but am having trouble with writing the buys and the sells. Specifically, how to tell the program to buy this stock with some logic behind it and how to sell (the same or some other) stock.

I have gone through tons of resources, checked out other users' algorithms, went through both Quantopian and non Quantopian resources but still having trouble. Do you have any suggestions for other resources?

P.S. the link above is this guy 'sentdex'. His tutorials are the best!! It would have been fine if Quantopian didn't upgrade their systems, so unfortunately his tutorials are out of date now.


Solution

  • Background Knowledge:

    • Building up intuition can be tough. I found the books written by Ernie Chan to be most helpful when looking to complement my cs + math background with domain knowledge. Going through the process of translating portions of his books from MATLAB to Python was especially helpful.


    Quantopian Specific Material:

    • Following strategies written by James Christopher will be worth your while. This algo in particular should serve as a great reference
    • The lecture series also has a number of gems that will aid in building up the fundamentals necessary to do meaningful work on the platform.


    Last But Not Least:

    • Use the community section as a learning tool and take advantage of the fact that it is the only place where you can engage with almost 100k quants in one coherent place. The "algotrading" subreddit isn't bad - that said it can occasionally feel like chewing on sand as many posts are misinformed.


    Disclaimer: I interned at Quantopian in the Fall.