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Quantopian 2.0 Tutorial Series

Hi there, my name is Harrison and I frequently do Python programming tutorials on PythonProgramming.net and YouTube.com/sentdex. All tutorials are free in both text and video forms.

My latest series is Python for Finance, which makes heavy use of Quantopian.

I start the series off with a simplistic introduction to using Python + Pandas + Matplotlib to get stock data, visualize stock data, and to manipulate this data. This is all done locally, just to get us comfortable with tools that we’re going to use on Quantopian.

From here, we get into Quantopian for building, researching, and analyzing trading strategies.

If you would like to check it out, the series starts here: Python for Finance introduction

If you are already familiar with Pandas and want to jump straight into the strategies and using Quantopian for back-testing and research: Algorithmic trading and research with Quantopian

Table of Contents for the Quantopian-specific content:

  1. Testing trading strategies with Quantopian. Platform Introduction
  2. Placing an Order
  3. Schedule Function
  4. Research Introduction
  5. Pipeline
  6. Alphalens for analyzing Factors
  7. Backtesting Alpha Factors
  8. Pyfolio
  9. Coming up with a more realistic strategy
  10. Finding multiple alpha factors
  11. Combining alpha factors
  12. Portfolio Optimization with Optimize API

Part 1 through 3 are for a basic algorithm introduction.
Part 4-8 cover more of the research and strategy basics side of things, using a slightly modified version of Jamie McCorriston’s “How to Get an Allocation: Writing an Algorithm for the Quantopian Investment Management Team” webinar code.
Part 9 through 12 cover more of a typical workflow for devising a multi-factor trading strategy.

The respective notebooks are available for download individually per tutorial, and sample code is all posted. I have gone ahead and attached the most instructive notebook from the series (from parts 4-8), but this notebook does not cover any of the algorithms, nor does it cover part 9-12 where we actually go through and find a few factors, test those, combine those, test those, use optimize API...etc.

If you have any questions, comments, or suggestions, feel free to leave them below.

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13 responses

Harrison,

Great work! WOW. Keep it up.

Big fan of yours. Can wait to learn some more. Thanks

Great Help!!!

I used your videos to help me get my first algo going... I have to go back for more..

Thanks..

Thank you!

Thank you so much!

Your +=1 subscription has been so helpful!!! It's such a great value too!!!

Thank you!

Excellent - this is great, thanks (Frank Keane)

Thank you!

Great work Harrison, I've watched most of your videos to help me get started. Keep it up!

Description in last cell of part4 should probably be formatted with a code block.

Great & Thx~ :)

Thank you for your work Harrison, I've been following your videos on youtube ever since I started looking at Quantopian. Honestly I wish you worked for Quantopian, because you do a great job of explaining things! Best regards!