[{"data":1,"prerenderedAt":271},["ShallowReactive",2],{"project-5150546":3},{"id":4,"name":5,"line":6,"line_source":7,"title":8,"url":9,"domain":10,"maker":11,"posted_at":12,"year":13,"points":14,"comments":15,"rank_in_year":16,"shown_in_year":17,"top":18,"tier":19,"category":20,"subcategory":21,"format":22,"keywords":23,"reception":27,"sentiment":28,"stance_mix":29,"scored_comments":34,"aspects":35,"strip":40,"post_text":41,"what":42,"said":53,"maker_in_thread":145,"shape":157,"grid":162,"attempts":232,"same_week":233,"maker_shows":146,"maker_hidden":263,"reader_version":264,"card":265},"5150546","Zipline","algorithmic trading in open source Python","title","Show HN: Zipline - algorithmic trading in open source Python","https:\u002F\u002Fgithub.com\u002Fquantopian\u002Fzipline","github.com","fawce",1359725093,2013,157,30,109,1739,7,"notable","finance_crypto","algorithmic trading","library",[21,24,25,26],"python backtesting","open source trading","backtester","debated",0.148,{"positive":30,"neutral":31,"mixed":32,"critical":33},5,4,0,3,12,{"docs":36,"idea":38,"performance":39},{"positive":32,"critical":37},1,{"positive":33,"critical":32},{"positive":32,"critical":37},[37,30,33,37,33,37,32,32,32,30,30,32,32,32,30,32,32,32,32,32,32,33,32,32,32,32,32,32,33,30],null,{"problem":41,"audience":41,"pricing":41,"motivation":41,"time_to_build":41,"stack":43,"openness":50,"stage":51,"team_size":52},[44],{"value":45,"source":46,"evidence":47},"Python","maker",[48],{"id":49},"post","open_source","beta","team",{"praise":54,"objections":67,"requests":89,"questions":108,"alternatives":122},[55],{"value":56,"source":57,"evidence":58},"Open sourcing the trading code is commendable","commenter",[59,63],{"id":60,"by":61,"text":62},"5151699","msandford","It's super cool to see these guys open source the code that runs their project.",{"id":64,"by":65,"text":66},"5153052","qntmfred","Quantopian 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…",[68,75,82],{"value":69,"source":57,"evidence":70},"Retail traders are at a disadvantage and will likely lose money",[71],{"id":72,"by":73,"text":74},"5154150","anonDataUser","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…",{"value":76,"source":57,"evidence":77},"Backtest results like the 4000% example are unrealistic",[78],{"id":79,"by":80,"text":81},"5152775","babl","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.\"…",{"value":83,"source":57,"evidence":84},"Title suggests live trading but project is a backtester",[85],{"id":86,"by":87,"text":88},"5150919","xntrk","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…",[90,97],{"value":91,"source":57,"evidence":92},"Options data with implied volatility",[93],{"id":94,"by":95,"text":96},"5151900","noname123","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…",{"value":98,"source":57,"evidence":99},"Live trading support and broker data source integration",[100,104],{"id":101,"by":102,"text":103},"5151072","edhebert","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…",{"id":105,"by":106,"text":107},"5153336","jik","You'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…",[109,116],{"value":110,"source":57,"evidence":111},"What is the advantage over MetaTrader Expert Advisors",[112],{"id":113,"by":114,"text":115},"5162085","tensaix2j","What is the real advantage of this over Expert Advisor on Metatrader ?",{"value":117,"source":57,"evidence":118},"Which brokers have good APIs",[119],{"id":120,"by":80,"text":121},"5152012","If you decided to use an algorithm for real-world investing, what brokers would you recommend that have good APIs?",[123,133,141],{"value":124,"source":57,"evidence":125},"Interactive Brokers",[126,129],{"id":127,"by":11,"text":128},"5152052","Checkout http:\u002F\u002Fwww.interactivebrokers.com\u002Fen\u002Fmain.php and http:\u002F\u002Fwww.lightspeed.com\u002F",{"id":130,"by":131,"text":132},"5152067","ios84dev","I think interactive brokers is one of the common choices for people who don't have the resources\u002Fmoney to get direct exchange connections or similar.",{"value":134,"source":57,"evidence":135},"Collective2",[136,137],{"id":94,"by":95,"text":96},{"id":138,"by":139,"text":140},"5152703","SkyMarshal","Given 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:…",{"value":142,"source":57,"evidence":143},"MetaTrader Expert Advisors",[144],{"id":113,"by":114,"text":115},{"comments":31,"answered":146,"key":147},2,[148,151,154],{"id":149,"text":150},"5153494","The unrealistic aspect of that backtest is the total leverage - the algorithm ends up borrowing something like $700k on an initial balance of $10k. Why not prevent this borrowing…",{"id":152,"text":153},"5152063","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…",{"id":155,"text":156},"5160571","Very cool to hear from you, and to learn that Bloomberg is open minded about new models. I'd love to learn more - my email is on my profile if you want to drop me a line.",{"commenters":158,"max_depth":159,"maker_replies":31,"first_comment_mins":160,"lifespan_hours":161},23,6,81,61,[163,165,169,173,175,177,179,182,185,187,189,190,192,195,196,197,198,199,202,205,208,210,211,214,217,218,219,222,226,228],[72,32,37,164,73,32],"project\u002Fcritical\u002Fnone",[166,37,30,167,168,32],"5152281","project\u002Fpositive\u002Fnone","gourneau",[170,37,33,171,172,32],"5153708","project\u002Fneutral\u002Fnone","yellow",[86,146,37,174,87,32],"project\u002Fcritical\u002Fdocs",[101,146,33,176,102,32],"project\u002Fneutral\u002Fidea",[79,33,37,178,80,32],"project\u002Fcritical\u002Fperformance",[180,33,32,181,95,32],"5153350","other\u002Fneutral\u002Fnone",[183,33,32,181,184,32],"5154223","stcredzero",[149,33,32,186,11,37],"project\u002Fneutral\u002Fdesign",[64,31,30,188,65,32],"project\u002Fpositive\u002Fidea",[94,30,30,188,95,32],[152,30,32,191,11,37],"project\u002Fneutral\u002Fpricing",[193,30,32,181,194,32],"5152955","apaprocki",[155,30,32,181,11,37],[60,159,30,188,61,32],[120,18,32,181,80,32],[127,18,32,181,11,37],[200,18,32,201,80,32],"5152184","other\u002Fneutral\u002Fpricing",[203,18,32,181,204,32],"5152623","gusfoo",[206,18,32,181,207,32],"5152640","smrtinsert",[209,18,32,181,95,32],"5153260",[105,18,33,171,106,32],[212,18,32,181,213,32],"5155278","hogu",[215,18,32,201,216,32],"5155172","foobarqux",[138,18,32,181,139,32],[130,18,32,181,131,32],[220,18,32,181,221,32],"5153324","fnordfnordfnord",[223,224,32,181,225,32],"5154048",8,"nilkn",[113,227,33,176,114,32],9,[229,230,30,167,231,32],"5152427",10,"YoavShapira",[],[234,239,244,249,254,259],{"id":235,"name":236,"points":237,"category":238},"5166346","Subtle Patterns Bookmarklet",347,"dev_tools",{"id":240,"name":241,"points":242,"category":243},"5168401","verifiedfacts.org",181,"other",{"id":245,"name":246,"points":247,"category":248},"5170182","Hacky",163,"consumer_social",{"id":250,"name":251,"points":252,"category":253},"5176630","Chime",161,"productivity",{"id":255,"name":256,"points":257,"category":258},"5156813","Hipster Snake",156,"games",{"id":260,"name":261,"points":262,"category":253},"5154464","Socrates",121,false,"v2",{"id":266,"name":5,"line":6,"ai":263,"cat":20,"year":13,"points":14,"comments":15,"rec":27,"s":267,"top":18,"kw":268,"maker":11,"domain":10,"tier":19,"attempts":32,"strip":269,"url":9,"mix":270,"praise":56,"objection":69,"sub":21},5150546,0.15,[21,24,25,26],"153131000550005000000300000035",[30,31,32,33],1794036503778]