Viewing profile — dunster
dunster
HN member- Joined
- Thu, Apr 12, 2012, 5:32 PM UTC
- HN karma
- 77
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- 26 items
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About dunster
Recent public activity
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Comment #13869681
Quantopian is home to 120,000 people learning algorithmic trading, including students, data scientists, academic researchers, developers, and finance professionals. We provide a re…
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Comment #11057807
Time to go update the FAQ! The business plan changed in October '14 - evidently we missed that reference.
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Comment #11054605
Quantopian's revenue model is to build a hedge fund and charge the fund investors returns/management fees. The algorithms in the hedge fund come from the Quantopian community. We w…
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Comment #9222480
There's a slightly different methodology here, but one consistent with what you're looking for. On one line, buy-and-hold the S&P 500. Re-invest all dividends. You are 100% in the …
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Comment #9222425
The Fortune article refers to analysis done by my colleague Karen Rubin. The research was done in an IPython notebook, on the Quantopian platform. You can see (and copy) the full n…
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Comment #9153567
We have a contest every month. The next deadline is April 1, and the prize awarded on April 30th.
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Comment #9153560
We work very hard to make our interests aligned with our community members' interests. We don't literally make money from the algorithms in the contest. What we're doing is encoura…
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Comment #9153515
It's both forward-testing and backward testing. The algos have been locked since submission - some were submitted as early as 1/15, all were submitted by 2/2. That makes it both an…
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Comment #9034875
I think you're looking at the trees, and you should step back and look at the forest. The fraction of CEOs that are women is dramatically smaller than the fraction of the populatio…
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Comment #6496702
We get this question at Quantopian periodically. You retain ownership of the content you put in our system; everything you write is yours. Your intellectual property remains privat…
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Comment #6368944
Another solution is to write the algorithm but avoid the hedge fund - lots of suits, and they take most of the money. You're better off if you trade it yourself. People work for he…
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Comment #6284415
High-frequency algorithms are producing less profits. Other forms of algorithmic trading are growing.
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Comment #6284409
Very neat story. Thanks for writing it up. The nuts and bolts of this kind of operation are fascinating. I know a lot of people out there have trading ideas, but don't really know …
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Comment #5446264
Aneth. . . . you're reading our mind. Come back to Quantopian on Thursday. I think you'll like what you see. Yes, there are people who trade today and make money using algorithms. …
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Comment #5446175
The benchmark on Quantopian is indeed modeled after the S&P 500. How would the algo do in 2008? It's trivial for you to check it yourself. Click the "clone algo" button, change the…
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Comment #5445959
Cash management is built already. We track how much you have, dividend payments, all that stuff. We've built many risk measurements, too: alpha, beta, Sortino, Information Ratio, e…
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Comment #5445938
Yeah. This algo is highly leveraged - like 15X. It's possible to really lose your shirt if you trade this algo exactly. Taibo's algo is interesting as a starting point. It's not on…
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Comment #5445924
Interactive Brokers will be our first integration.
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Comment #5445792
There aren't a ton of hurdles left before we start offering "live trading" on Quantopian. We have all the pieces, we just need to stitch them together. A couple more months, I thin…
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Comment #5429705
That's a very interesting system you've built. The the thing about backtesting a strategy is that it is very easy to make a mistake in your backtester. Look ahead bias is the most …
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Comment #5107504
I'd argue that a lot of the hard parts of algo writing are solved by Quantopian. Hard: * Data. You need to test your idea. Most historical stock data (like Yahoo) excludes companie…
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Comment #5042892
You might be interested in zipline, an open source backtester written in Python. Zipline, Quantopian's open source backtester (yes, I work at Quantopian). The backtester is designe…
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Comment #4566463
We wrote a bunch, and used a bunch, so there is no straight answer. A short list: highcharts for charting, jquery and underscore for the glue, crossfilter for data filtering, boots…