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Tag Archives: quant

Backtesting – Is Zipline Dead? Or does it just need a reload?

In the past year, that is by far the most common question I get. Now that Quantopian went the way of the Dodo, is Zipline dead? Should we switch to a different backtesting engine? The short answer is that the rumors of Zipline’s demise are exaggerated, but let’s take it from the start. My 2019 book Trading Evolved focuses on ...

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A Brand New Analysis Toolkit

We’ve got some exciting news! We’re finally ready to share a new project that we’ve been working on for some time! It’s a brand new, modern trading analysis website aiming to help you improve your trading and expand your knowledge. We’ve been meaning to make a new and modern trading site for some time now. After all, what sense does ...

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Complex Backtesting in Python – Part II – Zipline Data Bundles

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A Very Different Kind of Trend Model

Trend following is all about following the price. Typically the only input we need for a trend following model is the price. But what if I told that we could make a kind of trend following model which does not use the price direction as an input at all? It also has no stops and no targets. In this article, ...

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Advanced Equity Momentum Model

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Setting up your own quant environment – Database

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