[See Description] Programming for Finance Part 2 - Creating an automated trading strategy

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Published on June 27, 2015 2:13:48 PM ● Video Link: https://www.youtube.com/watch?v=_nMoCsPI-IA

Duration: 10:55

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UPDATED 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This series has become outdated with Quantopian 2.0.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 break down the major elements to creating and testing an automated trading strategy, using Quantopian, which is mainly the pairing of Python with Zipline.

The basic required elements to all trading strategies through Python's zipline module are initialize and handle_data methods.

The initialize method is used for setting any global parameters (stored in the context variable), and is run once at the very beginning of the algorithm. The handle_data method is run once per time series window, which is either one day, or one minute with Quantopian.

OOP Crash course: http://pythonprogramming.net/object-oriented-programming-crash-course-tkinter/

Python Dictionaries: http://pythonprogramming.net/dictionaries-tutorial-python-3/

Pandas with Python tutorials: http://pythonprogramming.net/dashboard/#tab_dataanalysis


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