Brad, that type of thing we definitely plan on making available. Taking a step back, we think of algo trading as going in three loose phases.
- Get a dataset that you think might have something useful. Explore it. Slice, dice, hack, fold, spindle, mutilate until you find something that makes you go "ah ha, there's something."
- Write the algo that exploits the data discovery. Backtest the algo and further assess that you really have a viable idea.
- Trade the algo with real money.
When Quantopian started, we built #2 first. We're working hard on #3. When we're ready, we're going to circle back and do #1. When we do that, we'll be able to do something like you describe - we still have the data, but you have the analysis.
The thing that I haven't figured out how to do is how to make logging easier/more powerful in #2.
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