Latest news from QuantStart QuantCon Quantopian

(Last Updated On: April 18, 2016)

Latest news from QuantStart QuantCon Quantopian

People kept send me this so it is for sure noteworthy:
This is a quick update to let you know what has been happening in the last few months, as it has been an exciting time behind the scenes of the site.
Firstly, I spoke at the Quantopian QuantCon conference in New York last week. The conference was absolutely fantastic, with a brilliant speaker line-up and many fascinating talks. It was great to finally meet many of the QuantStart community in person and I believe everybody had a fun time.
I want to thank John “Fawce” Fawcett, Kelly Elstrom and Thomas Wiecki in particular, as well as the rest of the Quantopian team and the volunteers that helped make the event really special. Emmanuel Derman and Manoj Narang put on exceptional keynote talks, and I also thoroughly enjoyed Andreas Clenow’s primate-themed discussion!
Secondly, I wanted to update you about the current state of the new Advanced Algorithmic Trading book. Originally my goal with the book was to emphasise a good number of trading strategies using simpler, vectorised or “for-loop” style backtests in Python and R. However, I soon realised that the transaction costs associated with many of them would dramatically change the profitability of the strategies.
Hence I decided in order to allow a much more “real world” assessment of the strategies/portfolios described in the book, that I would work hard to get QSTrader, the open-source backtesting and live trading framework that I’ve started, to a point that the strategies in the book could be tested to a much higher degree of realism.
While it has meant that the book has taken a little longer to write, it does mean that the results associated with the strategies will be far closer to what will be experienced in live trading, which is ultimately what we all care about!
I’m going to be making a partial update to the book within the next week (and I’ll email again when I do), which will contain some new content as well as discussion on the new backtesting system. In time, you will be able to use QSTrader and the strategies within the book to construct some realistic backtesting and live trading implementations.
I’d also like to mention that I’m beginning to see some great contributions to QSTrader, through Github, and if you want to contribute, then feel free to jump over to the QSTrader Github issues list and start suggesting improvements and/or submit pull requests.

 

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About caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs