I'm new here. I'm looking to do the following,
- at market close, load adj close and volume of 6000-8000 securities for the last 2-3 years. (so two [700x7,000]-ish dataframes)
- run my algorithms over many hours, and generate an orders report
- execute on orders on the next opening day at desired price (if available at price).
is this possible? the last one should be easy, but so far it appears to me that Quantopian is systematically constructed to prevent you from loading large data and doing long processing.