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FOREX ?

Wondering if anyone knows if Quantopian will be supporting FOREX in the future, or if there are any workaround people have been using to backtest a FOREX strategy ?

4 responses

Bump! Interested in using FXCM with this

Bump

Sorry Im new, how does it not support forex? Can you like not import the data for currencies? Or ar indicators missing?

The online Quantopian IDE (ie algo) platform doesn't support forex. The methods, and framework in general, rely on mapping data to an existing universe of securities. Forex currencies are not in that universe. While one can import their own data, it must be mapped to an existing security for any of the data lookup features to work.

One can however, import arbitrary CSV files into the research (ie iPython notebook) environment. This could be imported forex data. Here too, none of the data lookup features will work (for the same reason they won't in the IDE) but one could use the online notebooks to manipulate the imported CSV files.

The current focus of Quantopian is to support the development of trading algorithms based on US securities. There is no plan to support currency trading.

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