Monday, November 12, 2012

Quantopian and project Zipline

Quantopian is a Boston-based software startup that happens to employ three good friends of mine. Their product is an engine with a very user-friendly interface to developing, testing, and iterating on stock trading algorithms, as part of an active community of fellow traders. Here's a 30-second overview video:



Naturally, when their product became publicly-available, I wanted to try it out. Trading has always been an area of mild interest to me, not so much that I got obsessed with it, but interesting. That said, I thought to myself I'd try it out in order to help my friends with (hopefully) useful feedback.

To my surprise, I found the product more addictive than I expected. Being able to think of trading algorithms, implement them quickly using only a web browser, and then have them run against 10 years worth of stock data to see how they'd perform -- that's pretty amazing. And it's all done in minutes.

If you have any interest in trading at all, or just want to play to see the user experience, you should check it out.

But then the company did something even cooler. They decided to open-source the engine itself, called Zipline, because part of their (excellent) manifesto is to make this sort of tool available and accessible to everyone, not just traders at big fancy hedge funds or investment houses.

The Zipline readme file has all the information you need to use it, get the code, etc. It's pretty impressive stuff.

I worked with them a little bit on how and where to open-source it, license choice, and more. But the main dude behind it is Thomas Wiecki, who presented Zipline at the recent PyData conference in New York City. (Here is the conference talk description and his slides, for the curious.)


Pydata12 upload from twiecki

To me, when a young company that's not yet figured out its entire scalable business model does something like this, it says a lot about the company's character. They're giving back to the community, they really want to live up to their manifesto, and they know where to focus.

Nicely done, Quantopian. I'm happy to have helped with this project.


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