[See Description] Paper Trading a Strategy on Quantopian - Python for Finance 12
56UPDATED series: https://pythonprogramming.net/quantopian-trading-strategies-introduction-python-programming-for-finance/
This series has become outdated with Quantopian 2.0.
In this tutorial, we return to an older, more basic, strategy from part 8 of this series in order to talk about live-trading strategies. In our case, we're paper-trading a strategy.
Before we can paper trade a strategy, we must first run a back test against minute-data.
As we do this, we have to learn a few things about Quantopian's systems, and implications about strategies, minute data, and paper trading.
Paper trading is where we take a strategy, and "forward test" it against actual market events. We "trade" with fake money, but the market events are unique and real. Paper trading still doesn't succumb to trade delays and slippage, but will still help you root out things like overfitting to historical data.
sample code: http://pythonprogramming.net
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