Zipline
Finance and crypto
algorithmic trading
SHOW HN2013
How HN took it
5 positive, 4 neutral or asking, 0 mixed, 3 critical, out of 12 comments about the project. Thread score +0.15.
Idea: 3 for, 0 againstDocs: 0 for, 1 againstPerformance: 0 for, 1 against
The thread, comment by comment
Each row is a top-level comment and its replies, in HN's order. Select a cell to open that comment on HN.
positive neutral or mixed critical about another commenter or something else the maker
What HN said
What people liked
Open sourcing the trading code is commendable
From 2 comments
It's super cool to see these guys open source the code that runs their project.
msandford on HNQuantopian presented at the New York Software Engineers meetup last week. As somebody who has built proprietary backtesting software before, I applaud their open-source approach…
qntmfred on HN
Objections
Retail traders are at a disadvantage and will likely lose money
From 1 comment
I work at an algorithmic trading shop and have spent a fair amount of time studying equity market structure. It's great to see an open source trading platform, but I think it's…
anonDataUser on HN
Backtest results like the 4000% example are unrealistic
From 1 comment
The "Hello World" sample algorithm on Quantopian gets a 4000% return if it operates on AAPL for a year. It makes trades each minute using a "3 day volume-weighted-average-price."…
babl on HN
Title suggests live trading but project is a backtester
From 1 comment
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…
xntrk on HN
Requests
Options data with implied volatility
From 1 comment
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…
noname123 on HN
Live trading support and broker data source integration
From 2 comments
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…
edhebert on HNYou'll have to roll your own backtester though when you build your own historical DB. Or you could just PR a new data source class for Zipline that pulls data from IB. Ah, the…
jik on HN
Questions
What is the advantage over MetaTrader Expert Advisors
From 1 comment
What is the real advantage of this over Expert Advisor on Metatrader ?
tensaix2j on HN
Which brokers have good APIs
From 1 comment
If you decided to use an algorithm for real-world investing, what brokers would you recommend that have good APIs?
babl on HN
Alternatives named
Interactive Brokers
From 2 comments
Checkout http://www.interactivebrokers.com/en/main.php and http://www.lightspeed.com/
fawce on HNI 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.
ios84dev on HN
Collective2
From 2 comments
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…
noname123 on HNGiven most brokers transaction fee model, I don't think you'd want to algo trade with much less than that. Though iirc Collective2 lets you test strategies for free:…
SkyMarshal on HN
MetaTrader Expert Advisors
From 1 comment
What is the real advantage of this over Expert Advisor on Metatrader ?
tensaix2j on HN