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New Documentation: Alpha Release

Hey Everyone,

Today, we launched an alpha version of new Quantopian Documentation. The new documentation can be found at https://www.quantopian.com/docs or by navigating to Help —> Data Reference (this will drop you in the Data Reference section of the new docs).


Motivation

Over the years, the Quantopian platform has grown significantly. We are continuously adding more tools, features, data, and APIs that help you research and test quantitative investment strategies. With all these improvements, the breadth of the platform got to a point where we felt we could no longer effectively document everything in the format that existed on our help documentation page. As a result, we decided to re-write and reorganize the Quantopian documentation.


What’s New?

There are a lot of changes in the new documentation, the most significant of which are highlighted below.

Structure

The new documentation spans 6 sections:

  • User Guide - Explanations of the tools and environments available on Quantopian.
  • API Reference - Reference documentation for Quantopian’s APIs.
  • Data Reference - Documentation of the pre-integrated datasets available on Quantopian (this section has been available for a few months now)
  • Cookbook - Code examples and links to forum posts illustrating useful tips and tricks on Quantopian.
  • Tutorials - Step-by-step walkthroughs covering the basics of Quantopian’s APIs (have been around for a few years).
  • Lectures - Interactive notebooks teaching advanced topics in quantitative finance (have been around for a few years).

By dividing the documentation into sections, we can better organize the content in order to help you learn about the platform.

Cookbook

The cookbook is a brand new section that is designed to help example-driven learners. With example code snippets and links to high quality instructional/educational forum posts, the cookbook is a good place to look for solutions to problems that might be similar to or the same as whatever you are trying to do. The Cookbook is meant to be a constantly evolving resource. If you have example code that you think would benefit other community members, please let us know by emailing [email protected].

Search

The new documentation has a search feature (available in the upper left corner or by pressing /). The search function spans the User Guide, API Reference, Data Reference, and Cookbook. With the amount of content in the documentation, we figured a Search feature would make it easier to look up functions or topics without having to browse through the whole documentation.

More Content

The old documentation was missing several functions and tools that exist on Quantopian. We added content for several APIs that were missing documentation such as Alphalens, Pyfolio, and Pipeline (domains, dataset slicing, and missing built-in factors, among other things).


What’s Next?

The next step for the docs is to hear what you think about them. We’d love to hear what you think of the new structure, the new content, and anything else that you like or don’t like about the new documentation. Our plan is to leave the documentation in the ‘alpha’ stage for a few weeks. After that, we will promote the new documentation to be the official documentation and we will retire the old documentation. When the new documentation gets promoted, it will be clickable in the navigation bar at the top of the site.

As a reminder, the new documentation can be found at https://www.quantopian.com/docs or by navigating to Help —> Data Reference.


Acknowledgment
When we were designing the new documentation, we found Stripe's API Docs to be well suited for a technical audience and generally well designed. Many components of the new Quantopian docs were based on some of the ideas that Stripe implemented in their API Docs. Thank you, Stripe!

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

6 responses

A big shoutout on this project goes to Lucy Wu and Leo Hentschker, Quantopian interns from last summer who spearheaded this project. I'm super excited to see their work finally released!

Disclaimer

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Thanks for this!

Personally I think it would be great to have some sort of Q toolkit section as well with useful NBs and code snippets from the forum. A few from a post by Grant lists some I think are quite useful but that I couldn’t find anywhere in the new pages. They can be quite difficult to find/remember in the forum:

-An updated method to analyze alpha factors

-Checking Correlation and Risk Exposure of Alpha Factors

-Orthogolalize function

-Tackling overfitting via cross-validation over quarters

Another is the ‘Risk On’ NB. I’m sure there are others as well.

Personally I think it would be great to have some sort of Q toolkit section as well with useful NBs and code snippets from the forum.

We have a bit of this sort of content in the new Cookbook section. There's definitely room for more there though, so any other suggestions you have would be welcome!

Thank you very much!!

@Joakim, thanks for the feedback. I'm working all of the examples you shared into the next update of the docs. Currently, I'm linking to each of the posts from the Cookbook, but I'm trying to figure out how to organize them. Right now, we have an Instructional Notebooks tab and a Case Studies tab and I'm wondering where you think these ones should go. I could see the "Risk On" notebook going under Case Studies but the rest seem like they maybe warrant a new tab or maybe we need to rename the Instructional Notebooks tab.

I saw you mentioned "Q toolkit" and my concern with that name is that it's a little too close to Tools which we already use in the user guide to describe things like Pipeline, Alphalens, Self-Serve, etc. Do you have any other name ideas for this type of notebook? Some other ones on my mind are:
- Research Techniques (a little concerned here with people associating 'Research' with the Research environment)
- Popular Community Posts
- Popular Forum Posts

If we went with something like Popular Community Posts, I could see us folding in Instructional Notebooks and creating subsections, including something like "Techniques for improving your research/algorithms" which would have all the posts you suggested (and more if there are any other suggestions).

I'm rambling a bit more than usual here but I'd love to hear what you think!

Great, thanks @Jamie! Figuring out how to organize these I think can be difficult and I'm glad you're doing it and not me. :) What you suggested, e.g. 'Popular Community Posts' with subsections, I think makes sense and could work well.