Introduction to Zipline: A Trading Library for Python

Post by [deleted] » Tue, Jul 26, 2016, 2:25 AM UTC

chollida1 wrote: post #54

smnscu wrote: post #52

Earlier quoted context omitted.

Random idea, but what if you could combine market data with news articles, and (obviously only for the past few years) data from blogs/reddit/hn/twitter/etc.? Sometimes there is fascinating insight to be learned in obscure places on the Internet (hn itself being a great example); I imagine a system that would collect and analyze that kind of information would be quite interesting, despite the huge amount of noise. Su…

Glib answer.... You'd get really mad at Anne Hathaway http://www.theatlantic.com/technology/archive/2011/03/does-a... Longer answer, this has been done for 10+ years. Bloomberg will sell you a sentiment annotated news feed for 5 figures a month if you'd like to try.

Post by [deleted] » Tue, Jul 26, 2016, 3:00 AM UTC

Enzolangellotti wrote: post #98

Fomite wrote: post #87

Earlier quoted context omitted.

In fairness, if someone told me they were going to make a killing on free webmail supported by ads and data mining, I think "How on earth do you intend to complete with Google?" would be a perfectly legitimate question.

In fairness, by that logic nothing would ever get done. Microsoft? You're never going to win over IBM. Xerox? You'll always be ancillary to Kodak. GM? Ford is already there. The Fugger's Banking company? Good luck against the Venetians and the Florentines. Same old story. At the end of the day, you either try something new or you don't.

Post by abrookewood » Tue, Jul 26, 2016, 3:01 AM UTC

canttestthis wrote: post #3

chollida1 wrote: post #2

I've typed and deleted this post a few times trying to find a way that it doesn't sound kind of pompous but if it helps save one person alot of money then screw it, I'll sound pompous.... I get asked quite a bit on how to start doing algorithmic trading and the first thing I always tell people is don't. I think I've said this many times now but the number of people who come at it with the thinking "I'm a computer sci…

I never understood this. If its possible to be a profitable independent day trader, and we know it is because many are, then it should be possible to code the rules you follow and become a profitable algo trader.

Post by sseveran » Tue, Jul 26, 2016, 3:09 AM UTC

cloudjacker wrote: post #93

sseveran wrote: post #77

Earlier quoted context omitted.

What you really want is more transparent data. There are plenty of data points but they are not easily accessible.

and I think the lack of this perpetuates market inefficiencies. I think insights into CDS can be a leading indicator into equities and equity futures, yet CDS are restricted to OTC markets in the US anyway, I'm sure this is its own discussion

Post by brianwawok » Tue, Jul 26, 2016, 3:31 AM UTC

hobo_mark wrote: post #15

chollida1 wrote: post #2

I've typed and deleted this post a few times trying to find a way that it doesn't sound kind of pompous but if it helps save one person alot of money then screw it, I'll sound pompous.... I get asked quite a bit on how to start doing algorithmic trading and the first thing I always tell people is don't. I think I've said this many times now but the number of people who come at it with the thinking "I'm a computer sci…

Can't find the original comment but somebody wrote here time ago that some HFs let you run on their infrastructure (keeping 85/90% of any profits) if you can prove to have a valid strategy. Just out of curiosity, I could not find any other information about this, is it a thing that actually happens?