markns / quantopian_algos

Several python based Algos for algorythmic trading formerly on the Quantopian platform

Quantopian_Algos

This repository consists of several python based Algos for algorythmic trading formerly on the Quantopian platform.

As Quantopian is shutting down its Quantopian community platform, Quantopian are allowing to download code (algorithms and notebooks) to continue on a local machine more easily. This repository consists of several algos which Quantopian has allowed to download.

Algo Results in the header

You will find that some of these algos have a funny stat of their name. Theses are the results from backtesting them including slippage and commisssion over a larger timeframe.

Result header:

• R = Return, eg R195 = 195%
• S = Sharpe, eg S1.19 = Sharpe of 1.19
• DD = Drawdown, eg DD13.15 = -13.5%

Slippage / Commission used:

• set_slippage(slippage.VolumeShareSlippage(volume_limit=0.025, price_impact=0.1))
• set_commission(commission.PerShare(cost=0.005, min_trade_cost=1.0))

Other contributions

Downloadable forum discussion and notebooks

• https://quantopian-archive.netlify.app/
• https://archive.org/details/quantopian-archive
• https://archive.org/download/quantopian-archive

Next Steps

• Please contact me if you would like to get in touch to share and exchange trading ideas!