pypi.python.org
zipline 1.0.1 : Python Package Index
https://pypi.python.org/pypi/zipline
RSS (latest 40 updates). RSS (newest 40 packages). Zipline 1.0.1. Zipline-1.0.1.tar.gz. A backtester for financial algorithms. Zipline is a Pythonic algorithmic trading library. It is an event-driven system that supports both backtesting and live-trading. Zipline is currently used in production as the backtesting and live-trading engine powering Quantopian. A free, community-centered, hosted platform for building and executing trading strategies. See our open requests. And our general guidelines. Zipline...
github.com
GitHub - quantopian/zipline: Zipline, a Pythonic Algorithmic Trading Library
https://github.com/quantopian/zipline
Zipline, a Pythonic Algorithmic Trading Library. Use Git or checkout with SVN using the web URL. Add estimates quarter loader to pipeline. Allow multiple blotters for serialization. Fasterer get opens and closes. Fix dividend boundary conditions. Fix packet gen metadata. Get open orders error. Minute panel daily history. Pandas index union fix. Rolling panel new index. Schedule func type error. Aug 20, 2016. From quantopian/exch full synthetic. ENH: Expose exchange full on all Asset types. Mar 18, 2016.
blog.quantopian.com
Are you liquid? Capacity limitations of trading algorithms
http://blog.quantopian.com/capacity-limitations-of-trading-algorithms
Back to all posts. Capacity limitations of trading algorithms. March 30, 2015. Tl;dr: In this blog post I run several simulations using Zipline. To show what happens when we add more capital to an algorithm, and keep adding capital until we see capacity limitations. Unfortunately, we just can't assume that our orders are always going to be filled at a certain price, particularly if we are trading in low-cap stocks. Will make our strategy look much better than in reality it would be. Zipline. At the core,...
conf.startup.ml
Bloomberg SF 5/12/16 — Startup.ML Conf
https://conf.startup.ml/ml-trading
ML @ Community Banks. ML @ Community Banks. Expert Speakers and Hands-on Workshops. Active Practitioners of Quantitative Trading Methods. Feb 11, 2016. Feb 11, 2016. Shota Ishii, State Street GX Investment Labs. Feb 11, 2016. Feb 11, 2016. Feb 11, 2016. Feb 11, 2016. Mar 21, 2016. Mar 21, 2016. Gary Kazantsev, Bloomberg. Mar 21, 2016. Mar 21, 2016. Mar 21, 2016. Mar 21, 2016. Mar 25, 2016. Mar 25, 2016. Arshak Navruzyan, Startup.ML. Mar 25, 2016. Mar 25, 2016. Mar 25, 2016. Mar 25, 2016. Dec 31, 2015.