Quantopian Notes (1)

Don’t bother just to be better than your contemporaries or predecessors. Try to be better than yourself.

William Faulkner
  • Basic Concepts

    1. Algorithm Trading: A trading algorithm is a computer program that defines a set of rules for buying and selling assets.
    2. Research Environment: A Jupyter Notebook Environment in Quantopian. And you can use this environment to access and analyze historical datasets available in the platform.

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      from quantopian.research import prices, symbols,returns
    3. Alternative Data: In Quantopian, besides pricing and volume data, it also includes fundamental, stock sentiment analysis, macroeconomic indicators and so on. For the stock sentiment analysis, you can use the sentimental data from the platform called PsychSignal

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      from quantopian.pipeline.data.psychsignal import (
      aggregated_twitter_withretweets_stocktwits, #Psychsignal data from Twitter and Stocktwits.
      stocktwits, #Psychsignal data from Stocktwits.
      twitter_noretweets, #Psychsignal data from Twitter (no retweets).
      twitter_withretweets, #Psychsignal data from Twitter (with retweets).
      )
    4. Pipeline API: A tool for wrangling data from multiple sources. You can select assets, rank assets as well as get the allocation of the portfolio.

  • API Glossary