I've recently been playing around with statsmodel a lot... of particular interest is ARMA models.. - I was quite eager to test it out here except I've run into 2 problems
1) ARMA computations are actually quite computationally expensive - especially if you are attempting to try multiple models .. Even relatively basic ARMA computations appear to time out (or just run indefinitely) on the Quantopian platform.. any chance that the time out limit could be raised?
2) This is more a feature request than anything.. but it would be very nice if R2Py or something similar could be added as a module to the platform.. http://rpy.sourceforge.net/rpy2/doc-2.3/html/high-level.html
This would effectively allow us to use R, rather than python exclusively. I'm not certain what the requirements for Quantopian would be on the back end or if this is even possible