Can I learn to code by just using Quantopian?

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I've never done any coding in Python or any other language but would like to write my own algos. Should I learn to code through codeacademy or another similar service or is it possible to learn by using the resources on quantopian and by dissecting existing algos listed here on quantopian?

I would obviously prefer the latter but don't know if that's a realistic method if I want to write profitable algos.

I appreciate any feedback!

10 responses

Blue Seahawk

Welcome. I learn best in messing around with code examples. Here's some code that demonstrates a few useful principles, try cloning this and changing things and see how that goes.

Clone Algorithm

196

Backtest from to with initial capital

Cumulative performance:

Total Returns

Alpha

Beta

Sharpe

Sortino

Max Drawdown

Benchmark Returns

Volatility

Returns	1 Month	3 Month	6 Month	12 Month

Alpha	1 Month	3 Month	6 Month	12 Month

Beta	1 Month	3 Month	6 Month	12 Month

Sharpe	1 Month	3 Month	6 Month	12 Month

Sortino	1 Month	3 Month	6 Month	12 Month

Volatility	1 Month	3 Month	6 Month	12 Month

Max Drawdown	1 Month	3 Month	6 Month	12 Month

# Sample algorithm
#
# The context object can be used in the other functions in your algorithm.
def initialize(context):
    symbols('AAPL', 'TSLA')

# The data object contains your security info for any bar with market activity for it.
def handle_data(context, data):
    # Your algorithm logic here.

    # Current cash available in the account
    cash_now = context.portfolio.cash
    
    for sec in data:             # sec stands for security
        if get_open_orders(sec): # Skip bar if there are open orders for this security
            return

        price  = data[sec].price
        costb  = context.portfolio.positions[sec].cost_basis  # cost for previous buys
        shares = context.portfolio.positions[sec].amount      # number of shares owned
        mavg   = data[sec].mavg(30)                           # mavg = moving average

        if price < .99 * mavg:                   # price is lower than usual
            cash_allocated = cash_now / 6        # Using some part of available cash for buy
            to_buy = int(cash_allocated / price) # Number of shares to buy
            if to_buy > 0:
                log.info('Buy {} {}'.format(to_buy, sec.symbol))
                order(sec, to_buy)               # Buy

        elif shares and price > 1.4 * costb:     # price is up, take profit
            log.info('Sell {} {}'.format(shares, sec.symbol))
            order_target(sec, 0)                 # Sell all of the shares

    # The record() function allows you to chart anything you like.
    record(cash = cash_now)

Nyan Paing Tin

Hey Jesse,

I didn't know any Python before I started using Quantopian. I have pretty good experience with Matlab, however. I just learned Python just to use in Quantopian and now it is my favorite language. Take a look at the following class. I got a pretty good foundation of Python from this class. The materials are really good and it is free !

https://www.edx.org/course/introduction-computer-science-mitx-6-00-1x-0

Charlie Hacker

video course Google gives to their new python developers: https://developers.google.com/edu/python/

Lionel

Go here to see how you use apply Python for robotics, finance, data analysis ,etc . I'm also a newbie to coding .

http://pythonprogramming.net/dashboard/

Alisa Deychman

and here are some Quantopian tutorials to learn the API. Good luck!

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Jesse Yeats

Thanks for all the feedback! I'll definitely check out all of these resources.

Grant Kiehne

Jesse,

I learned Python exclusively by using Quantopian (with a bit of reading, googling, etc.).

Enjoy!

Grant

Michael Alfonso

These resources are awesome, thanks. I too am a new programmer and have been using Codecademy (although it starts slowing down in content and cleanliness) and Learn Python the Hard Way (Free online).

Seong Lee

I personally learned to code almost exclusively through Quantopian.

I'm writing up a step-by-step breakdown of the process so stay tuned for that!

Seong

Disclaimer

Grant Kiehne

Hello Jesse,

I suggest getting access to the Q research platform, as well as trying out the browser-based backtester. You just need to submit a dirt-simple algo to the Q Open contest (could even be a buy and hold of SPY...I'll write it for you, if you want, but if you end up winning, you owe me a beer).

Also, I'd suggest giving the backtest debugger a try. It basically drops you into a command prompt, so you can fiddle around.

Grant