Live data from Hacker News

Viewing profile — dunster

dunster

HN member
Joined
Thu, Apr 12, 2012, 5:32 PM UTC
HN karma
77
Public activity
26 items

About dunster

Work at Quantopian. Live in Arlington, MA.

Recent public activity

  1. comment
    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…

  2. comment
    Comment #11057807

    Time to go update the FAQ! The business plan changed in October '14 - evidently we missed that reference.

  3. comment
    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…

  4. story
  5. comment
    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 …

  6. comment
    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…

  7. comment
    Comment #9153567

    We have a contest every month. The next deadline is April 1, and the prize awarded on April 30th.

  8. comment
    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…

  9. comment
    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…

  10. comment
    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…

  11. comment
    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…

  12. comment
    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…

  13. comment
    Comment #6284415

    High-frequency algorithms are producing less profits. Other forms of algorithmic trading are growing.

  14. comment
    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 …

  15. comment
    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. …

  16. comment
    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…

  17. comment
    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…

  18. comment
    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…

  19. comment
    Comment #5445924

    Interactive Brokers will be our first integration.

  20. comment
    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…

  21. comment
    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 …

  22. story
  23. comment
    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…

  24. comment
    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…

  25. comment
    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…