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Informal Quantopian Jam Session in Halifax

Anyone in Halifax is welcome to join an informal Quantopian "jam session" at 7:00 this evening (Wednesday, May 3) at QRA Corp, in our new location at 6080 Young Street, Suite 101, in Halifax, NS.

QRA is a software company specializing in testing and requirements for safety-critical systems. Our technical team members have diverse backgrounds in computer science, math, physics, electrical engineering, philosophy, and so forth. We are serious about software engineering.

A number of our team members are also interested in quantitative finance, so this evening I will be giving a brief introduction to the Quantopian platform. We decided to open it up to the public, so anyone in Halifax this evening is welcome to attend.

A few things to note:
- Pizza and beverages will be provided.
- If you have a laptop, bring it along.
- The intro will be basic, most people attending have not used the Quantopian platform.
- After the introduction, people will work in small groups and amongst themselves.
- Anyone familiar with Quantopian is welcome to work in their own direction.
- I will give suggestions on how to proceed, for different Quantopian experience levels.

The idea is to kick-start a Quantopian community here in Halifax, and if some interesting characters visit QRA as a side-effect, then that's great.

I hope to see some of you this evening!

Cheers,

Doug Staple
Chief Scientist and Director of Advanced Technologies
QRA Corp

9 responses

Sounds great. I will be there.

Awesome. See you there!

Great to see this get off the ground, good luck and have fun!

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Thanks, Delaney.

Folks: Here is a trivial "hello world" example from the algorithms environment:

Clone Algorithm
3
Loading...
Backtest from to with initial capital
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
# Backtest ID: 590a28b50f696b61e8cc421f
There was a runtime error.

For getting started with the pipeline API, the pipeline tutorial is a great resource. I also recommend reading through and understanding the sample mean reversion algorithm provided on the Quantopian home page:

Clone Algorithm
1
Loading...
Backtest from to with initial capital
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
# Backtest ID: 590a2adbc62b9761d2994e04
There was a runtime error.

Next, here is an example usage of get_pricing in the research environment:

Loading notebook preview...
Notebook previews are currently unavailable.

Finally, here's a bare-bones example of how to get started with the pipeline API in the research environment. Looking through these snippets, I see that the comments are really terse. This is because these are my own notes, which I didn't intend to share with anyone. The quality should be fine. Hopefully its mostly self-explanatory -- the examples are supposed to be minimal anyway, and you have me to ask questions.

Loading notebook preview...
Notebook previews are currently unavailable.

In case the front door is locked when anyone arrives, call the office at 902-422-0212 and we'll come let you in.

The next Quantopian jam session at QRA is tentatively scheduled for July 12, 2017, at 7:30. Ray Carrol will be joining us via Skype for a discussion and to answer general finance-related questions. Dr. Carrol is the Chief Investment Officer from Brenton Hill Capital -- I personally will be looking forward to asking him some questions.