Found a forum post on Quantopian with an aggregate of recent strategies which I found interesting; specifically, the strategies (PEAD) focusing on time periods around earnings news since it is now earnings season.
Many of the strategies are based on academic papers, which are also worth a read for additional background on the topic. Again, kudos to Quantopian and all the great work they are doing to promote algorithmic trading!
I have been following the Chat with Traders podcast for ideas and particularly enjoyed their series with Quantopian.
The series gets into the details on alpha factors, portfolio optimization and machine learning which are all core concepts in algorithmic trading.
Kudos to Aaron for this interview and Chat with Traders, please keep up the great work!
I recently started researching algorithmic trading and got interested in the Quantopian platform, which includes a full development research, learning and development environment.
I have been using the platform for market research with the following tools:
1. Lectures & Tutorials – Lessons are presented with iPython notebooks
2. Extensive Data API’s – Utilized for backtesting
3. Development Environment – Develop and test algorithms
It is an impressive platform, and one that I highly recommend!
Please check back for more updates as I post more news on my progress.