Quantopianproiecte

I'm seeking a talented freelancer with proven experience in Python and financial libraries deployment to set up a Zipline backtesting environment for educational purposes. This self-hosted Quantopian instance will primarily be accessed via a web interface, facilitating my project's core objective: to provide an accessible, comprehensive backtesting tool for students and educators alike. **Key Requirements:** - **Expertise in Python:** Proficiency is crucial as the entire project revolves around Python programming language. - **Experience with Financial Libraries:** Prior work with Zipline, or similar libraries, is highly desired to ensure a seamless setup process. - **Web Interface Development:** Capability to integrate or develop a user-friendly web interface for intera...

Convert my Quantopian code to Quantconnect.

Hi Sourabh I have several Quantopian python trading systems that I need to convert to Quantconnect. Can we discuss the possiblility of working together on this project? thanks, shawn.

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I am looking for an experienced developer to help me build a Backtesting platform that would be primarily used for stocks. The platform would h...such portfolio optimization, market impact, ML libraries etc The ideal candidate would have: -Large experience in designing and building algorithmic trading platforms and already built few iterations in the past. -Solid development skills and would think ahead of issues related to scalability, production environment etc. -Hands-on experience using the main open source platforms (quantconnect, quantopian, quantiacs etc) and precise knowledge of the pros and cons of each one If successfully implemented this job would lead to an ongoing project to cover continuous improvements. I am happy to discuss the project in more details around a q...

I have trading strategies in Quantopian that I need to convert to the QuantRocket platform. I'm looking for someone that is an experienced QuantRocket and Python user to help me with these conversion and setting up live trading with Interactive Brokers. You have to know how to use QuantRocket for this job.

this is the first part of the project, for now task is only to install/setup the following python libraries on a server

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Hi Carlos, have you ever done any work with algos in QuantConnect? I had an algo at Quantopian which is shutting down and would like to transfer it over to QuantConnect.

I need help to convert a functioning algo at Quantopian to QuantConnect. About 200 lines of code needs to be transferred. Must be able to implement a Rolling Window.

i'm getting an error when i try to install install qgrid with these instructions: It is failing here: with this command.!!jupyter nbextension enable --py --sys-prefix qgrid I"m using pip install. I'm

I am looking someone to set up and configure project. I will be dropping in a python algorithm but I need the api connection and underlying logic set up.

I am looking for someone write me a python code on Quantopian.

I need someone to backtest a very simple trading algorithm on Quantopian. The candidate MUST have worked on projects on trading algorithms backtesting on the Quantopian website. Please start your proposal by telling me what your favourite animal is. I need someone who can deliver the script ASAP.

Seeking experts on Quantopian, Quaniacs or QuanConnect to inspire students to learn quan Please provide the following answer when you send proposal. If no, proposal will be declined. - What are the pros/cons of Quantopian, QuanConnect and Quantiacs? - Can you effectively explain how machine learning works in these platforms to the students? Show a few backtest algorithms & how machine learning is tweaked - There are many curriculums, videos on ML in quan. How can you pique the students’ interest ?

...D, 5, 25, True, True] Use diffenrent combinations of sets (i.e. alternative parameters) for optimal entry and exit. Optimize sets with alternative parameters. Read notes in for trading heuristic. I would like this in a Jupyter notebook because I want to tinker and I find it easier using Jupyter labs. I would like to use Quantopian Zipline for backtesting and optimization. While we can use priprietary optimization we need to demonstrate it is superior to Quantopian's Zipline. Workflow: 1. add basket of securities (stocks, FX, bonds etc) 2. optimize entry and exit paramaters for ATR/ADX strategy for each underlier in the basket in a batch process, optimizing for each underlier 3. using the unique paramaters per security

hows it going, i'm looking to create a code that trades two ETFS ... UPRO and SPXU .... the stratetegy is .... if SPY is green or up three days in a row, buy 50 shares ...end of day or if at anytime the investment is up 1 percent. then the inverse... if SPY is red or down three days in a row buy 50 shares of UPRO ... and if that day ends up red, buy 100 shares of UPRO... then sell at end of day or if the investment is up 1 percent does this seem like something you could code? I was hoping to backtest it on something like or quantopian ... i have zipline but i always struggle with making it work... im slowly learning python myself, but im not good enough to create such a code yet... all that said if you have any better ideas for algo's im all ears! thanks

Hi, I have Quantopian code that I want to migrate to any live trading platform. I am having problems translating this strategy to Quantconnect/IB, pylivetrader/pipeline-live, etc. It is this strategy, which I modified: I made additional changes to my code, in sections 3 and 4. Section 3: I created different filter with additional Morningstar data. Section 4: I added some talib libraries to choose stock weights in varying technical scenarios. I wrote $100 in quote but please give your actual quote, thank you.

I need a Quantopian trading algorithm with high sharpe ratio. It would be great if you have a ready algorithm. Need it in a week. Thank you.

Looking for a python developer who can write for Automated Trading using simple Machine Learning algorithm (Intraday) through Interactive Brokers India or Zerodha. It should be a python script not contain any web UI or GUI and needs to be able to run from linux terminal sample algo from of Quantopian

I have a trading algo, which needs some help debugging.

I'm looking for a python expert with experience using zipline, backtrader, bt, or any of the other major python backtest engines (exclusing quantopian...this has to be self-contained). I have multiple strategies that I need to have created in a backtesting script/engine to be able to run benchmark and performance stats on a monthly/quarterly basis. When you apply, please tell me your experience with python and whatever backtesting framework you've used, as well as any examples that you can provide. This initial project could turn into longer-term if we work well together.

I'm looking for a python expert with experience using zipline, backtrader, bt, or any of the other major python backtest engines (exclusing quantopian...this has to be self-contained). I have multiple strategies that I need to have created in a backtesting script/engine to be able to run benchmark and performance stats on a monthly/quarterly basis. When you apply, please tell me your experience with python and whatever backtesting framework you've used, as well as any examples that you can provide. This initial project could turn into longer-term if we work well together.

Hi there, I am looking for an experienced Python programmer to code the remaining stages of my Long/Short Equity trading algorithm. I'm looking for someone who has some financial markets experience and can operate on Quantopian. The Candidate must be available to take regular calls for progress updates as you can understand this is quite a sensitive job. You must also sign an NDA. Please let me know if you match the above criteria so I can reach out to you and provide further details. Kind Regards, Timur Sekundyak Head of Algorithmic Trading, Evince Capital

two parts: 1) there is a data problem in zipline quandl - i need it resolved or understand why there is an issue 2) take standard Turtle code and apply to btcusd and xrpusd, both daily and hourly and run portfolio backtests in both zipline/python and quantopian (same strat/markets but two different environments)

i have a aldo trading code which is written in python and by using quantopian website i want to implement this code to actual practice. need help of person with excelent coding skills like c++, python etc.

I have a trading strategy which I want to get backtest on OR AFL using their free data. I am looking for someone who has worked on quantopian or familiar with AFL language in creating a strategy. Someone who knows trading and create strategies. The strategy will have all the rules on screening stocks, entries, exits and position size calculation. Let's have a chat if you understand what I am talking about.

Looking for a Python wizard, to help me install some Packages as part of Anaconda Python. These packages are Quantopian packages that for some reason are not working, and I have been trying unsuccessfully to do it. You must be familiar with Quantopian libraries and how to install them in Anaconda.

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I want you to develop a program/feature on quantopian - using python for United States Share market to begin with. This a quant/finance based project so need some experience preferably with quantopian. I would like a program that looks through a stock ‘X’ historic prices and identifies when it the stock has increase by X% percent from previous close to open. Then it must be able to collect data on each side of these dates where it increase by X% - say two trading days before or after the X% increase. I then want only these days separated into one seperate data table. I want to compare the average trading volume in this group to original data set. We can then make two further data sets 2 days before X% increase and after for further comparison. Ideally I sh...

What I'm ...positive. So what I'm trying to do is find out what are the earliest two minutes in the first hour of trading that I either buy (if the stock is above yesterdays closing price(last minute)) or short (if the stock is below yesterdays closing price (last minute)). So it will be two separate calculations. Here is the code I have so far that collects the data #get our minute prices (using Quantopian) prices = get_pricing(['AAPL'], start_date="2017-1-1", end_date="2019-5-1", fields='close_price', frequency='minute') #change times to be the market time and not UTC time prices_et = prices.tz_convert('US/Eastern') #Use the pandas 'between_time' method to select the time range. #Fetches clo...

As a first step build a simple backtesting code using our own alpha factor file, but don't know how to read in the data.

As a first step build a simple backtesting code using our own alpha factor file, but don't know how to read in the data.

This is a school project for an introductory class in quant trading. The project involves writing the code for a basic trading strategy and testing it against the SPY. I will provide more details on the strategy and files to use as a reference once a viable candidate comes along.

...codes and has worked on algorithms using Quantopian and Quantconnect. Total strategy is about 225 lines including comment etc. Very small program. It is just a step for me to work in quanconnect. I have a small strategy written in Python using Quantopian. Now I want to rewrite the same strategy using Quantconnect. The conversion only needs library skills of Quantopian and Quantconnect. Rest of logic are already there written in Python. The stretegy includes filtering of stock by morningstar sector. Since there is no sector filter in Quantconnect, so it also requires to make an external csv file. If the csv file is automatically updated, it would be perfect. Also, you are required to simply the logic to call data faster. For example, in quantopian: ma8 = ...

I am looking for someone to merge a python algorithm from Quantopian to QuantConnect.

...codes and has worked on algorithms using Quantopian and Quantconnect. Total strategy is less than 200 lines including comment etc. Very small program. It is just a step for me to work in quanconnect. I have a small strategy written in Python using Quantopian. Now I want to rewrite the same strategy using Quantconnect. The conversion only needs library skills of Quantopian and Quantconnect. Rest of logic are already there written in Python. The stretegy includes filtering of stock by morningstar sector. Since there is no sector filter in Quantconnect, so it also requires to make an external csv file. If the csv file is automatically updated, it would be perfect. Also, you are required to simply the logic to call data faster. For example, in quantopian: ma...

We have a very tight timeframe we need this to be delivered in however we are available 24 hours to assist. The goal is to take time stamped data e.g. 1,000 line csv file with currency pair(EUR/USD), entry date and time, entry price, stop loss, take profit, type of position (long/short). Using this data to create a simulation which will present a sim...market result (win or loss). The point of this is that we have timestamp data from various strategies we have developed but we are wanting to add a level of human confluence to this to enable higher profitability. Any other questions will be answered. Overall not to complicated of a task but will need to be done very very quickly. We can also discuss budget further. Ideally this will be done on Quantopian but open to other avenue...

I want someone to code a simple code on Quantopian. Here is the basic structure: Investment Universe - US Equities 1) Select companies based on an upper and lower Enterprise Value bound (EV) 2) Apply following filters: a) Do not include OTC, MPL & Trust b) Sector IS NOT 'FINANCIAL' or 'UTILITIES' (Morning star sectors classifications) c) Piotroski F Score > 4 d) Altman Z Score > 1.81 e) Current Ration > 1 f) Interest Coverage > 5 g) Share price > $1 h) Last 2 months average volume > 20,000 4) Rank selected stock on EV/EBIT 5) Buy Top 20 stocks 6) Variable re-balancing frequency (option to change Monthly, Quarterly & Annual) 7) Return calculation to be on daily closing price basis

Hi all, I have an idea I would like to develop on quantopian. Looking to hire anyone with python experience, developing a strategies on quantopian and above all someone I can trust. In simple terms this is how it's laid out: Start with an empty portfolio. Define black swan as +- 1.5% on daily S&P returns. Use the Q1500 as the basket for stocks. In the occurrence of a positive black swan event go long in the highest beta equities (top 5%) and short the lowest beta equities (bottom 5%). In the occurrence of a negative black swan event short highest beta equities (top 5%) and long lowest beta equities (bottom 5%). If two consecutive black swan events occur rebalance the portfolio and if it's a switch will have to exit the positions and take profit/...

Looking for a Tutor for 1 or 2 hours to create a very basic Quantopian Trading Algo. Rate Negotiable. Thanks Carlos

Hi Sam, can you program in quantopian? not sure how this site works

One who understands Python codes. One who has worked on algorithms using Quantopian and Quantconnect. Total strategy is about 200 lines including comment etc. The logic exists, that doesn't need to be created, rather I'd like to have the Quantopian strategy moved into Quantconnect.

Hi Dinh Hong P., I noticed your profile Hi Pavel F., I noticed your profile do you know how to build a site in python django quantopian? I am looking for a machine learning site that gets better with time and rules....

Hi Pavel F., I noticed your profile do you know how to build a site in python django quantopian? I am looking for a machine learning site that gets better with time and rules....

Hi Sourabh J., I would like to get my signals entered into the Quantopian contest but do not know Python. I saw your profile and was wondering if you'd like to chat about it given your experience. I'll be available Saturday 9am-12pm pacific time, or 8am-6pm Mon thru Fri. Thanks.

I need a simple Python algorithm in quantopian. The Algorithm should be able to use own data from a provided CSV (not US stocks). It’s important that it’s own CSV data. Provide also a short documentation of how to deploy the code. Here are some hints that might help: !topic/zipline/-XT2pbnbz7s

Need to get help on building a decent algorithm for . I have python background and need some financial info/knowledge to complement the trading. When applying, tell me what's alpha so I know you understand English. Or I will ignore your bid since you are a bot.

Hello, I am currently starting up an Algorithmic/Traditional hedge fund and need a steady consultant to help with tasks such as running codes from python/mac platforms and transferring to quantopian for backtesting. I need a coder who can debug systems and write algorithms with instructions. Basically an all around Python expert. All work can be done remotely via Teamviewer, email and message communication. (web scraping may be required)