Is there a way to install quantopian locally.

Hello,

first of all I don't mean installing zipline locally because that is just the backtesting environment. I mean installing the quantopian package like in the notebooks.

5 responses

install pyfolio and alpha lens. The notebooks are Jupyter (Anaconda install has most libraries)

Does Anaconda also have quantopian. The library?

Zipline is Q's trading environment, which they've very graciously made open source. Anaconda is a comprehensive IDE for developing in Python and the most efficient route to recreate the workflow you use on Quantopian.com. The sleek workflow on Q is a GUI that seamlessly connects several libraries, which collectively are "Quantopian". Q's GUI is not available as a Py library.

With a local install, one can access certain libraries otherwise restricted through Quantopian's IDE. More importantly, if one's algo is memory intensive (perhaps you're running complex machine learning and Monte Carlo simulations, or it's just poorly written code), using Q's research environment to run backtests or walk-forward simulations will be problematic (if not impossible). Start here

If your objective is to trade your algo(s) off-platform with a broker like Interactive for example, you need Zipline Live (www.zipline-live.io) but you will need to write to that brokers API for order routing, and that's all custom coding. If this is the case, there are alternatives to using zipline-live, but I understand if your objective is to recreate an identical work flow to Quantopian that's tuned and ready to go for real world trading.

From experience, it takes a lot of custom coding and many hours of debugging before it's production ready, and you'll likely need to write code in other languages. If it's an institutional broker like BNP or GS that you're trading through, if they're not your prime broker, then you're routing through another party to get to them for execution. That other party will also have their own API spec's you'll have to adhere to. If you are routing directly to BNP or GS (or MS, JPM, etc..), then they're likely to be your prime broker, in which case you'll be using a FIX connection, which offers more security than connecting via an API, and that's a different animal all together. If you're trying to route through a retail broker other than Interactive, they will have their own requirements and spec's.....

You should search Google user groups for the Zipline-Live community. I'll step out on a limb here and guess you're new to all this, in which case, running a local instance of zipline live and creating the broker-connect to a third party's API might be a little overly-complex at this stage of your learning curve. One alternative to having zipline-live produce exhaust which complies with a third party API would be to generate the output as a csv file that is manually loaded into an execution algo suitable for tactically deploying a two-sided list with hundreds of constituents.

For instance, say you need to deploy $100mm as a$50mm X $50mm long-short book that's market neutral. How would you construct the portfolio so that you're both delta neutral (no cash exposure) and beta neutral (uncorrelated with the broad market)? Using "order optimal portfolio" with a dollar neutral constraint will not prevent the book from having beta exposure and suddenly being directionally lopsided even though it's dollar neutral. And since those beta factors are constantly adjusting throughout the day, albeit in a somewhat predictable fashion, the execution strategy plotted by the algo needs to reoptimize as fills come in and immediately issue orders to neutralize beta if something throws it off, or if a price improvement oppty presents itself and the algo takes a big bite, excess beta has to be washed off. Even if the deployment is smaller, at$1mm X \$1mm for example, the same considerations apply.

But definitely give it a shot. The best way to learn fast is through hands-on work if you're patient and not easily frustrated. If you are easily frustrated and don't have patience, you probably shouldn't be trading.

Ultimately, recreating the workflow you're seeking is going to require more than just a local installation of Zipline-live.

There are many libraries available in Anaconda with a single command if you'd prefer using conda's native library installer instead of pip install

To install a specific package such as SciPy into an existing environment "myenv":


conda install --name myenv scipy



If you do not specify the environment name, the package installs into the current environment:

 conda install scipy



Pretty easy right? So if you want to install zipline:


conda install -c Quantopian zipline


All of which can be found here:

Good luck.

Hi,
from quantopian.research import prices, symbols
==> this instruction requires that the module quantopian is installed, right ? Unless it is not possible to use it locally...

Rgds,
Ema

Hi Emmanuel,
you can use zipline package itself, when you have installed locally.
example:
If you are using this 'import quantopian.algorithm as algo' on web
if you are running on local machine use this : 'import zipline.algorithm as algo'

zipline replaces most of quantopian package calls, I am not sure if complete functionality is available in zipline, but for regular things this helps.

Thanks
Siva