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Show HN: Zipline - algorithmic trading in open source Python

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Re: Show HN: Zipline - algorithmic trading in open source Python

#3
post #2

The topic of this post seems a little off. The description of zipline on its github page is "financial backtester for trading algorithms written in Python" which is a bit different.

I'm one of the co-maintainers of the project.

You're right that there is a chasm between backtesting and actual trading.

The title may be a little future thinking, we are working on adapting the event/stream-based backtesting engine to drive live trading.

Updating the description to help declare intended goals of being a wider algorithmic trading suite.

Re: Show HN: Zipline - algorithmic trading in open source Python

#5
This looks pretty good. You already have competitors out there like Collective2. It'd be nice if you guys can get options data with IV; it's probably harder to get data licenses for historical options data but it'll differentiate you guys from the rest of the competition.

Re: Show HN: Zipline - algorithmic trading in open source Python

#8

This looks pretty good. You already have competitors out there like Collective2. It'd be nice if you guys can get options data with IV; it's probably harder to get data licenses for historical options data but it'll differentiate you guys from the rest of the competition.

The data is more expensive, but the other challenge is the complexity and volume of the data. Our thought is to build an end-to-end system on equity and then add other instrument types.

Re: Show HN: Zipline - algorithmic trading in open source Python

#9
post #6

If you decided to use an algorithm for real-world investing, what brokers would you recommend that have good APIs?

I think interactive brokers is one of the common choices for people who don't have the resources/money to get direct exchange connections or similar.

Re: Show HN: Zipline - algorithmic trading in open source Python

#10
post #7
post #6

If you decided to use an algorithm for real-world investing, what brokers would you recommend that have good APIs?

Checkout http://www.interactivebrokers.com/en/main.php and http://www.lightspeed.com/

Thanks for the tip. Looks like they have a 10k minimum balance.
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