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Quantopian Live Shut Down

Hi,

I am new to the community and I am about to be followed by thousands of people. You see Quantopin just announced with only 30 days warning that they are killing off their entire live trading feature.

https://www.quantopian.com/posts/phasing-out-brokerage-integrations

This means all of active live traders will be flocking anywhere and everywhere to migrate their trading systems. I am already noticing a problem trying to migrate to Quant Connect, as the ram usage seems to me a major factor with using any non trivially sized universe. On quantopian my live algos universe started with 1500 or 3000 every morning before filtering down.

Does anyone have any suggestions or relevant experiences for people like me whoa are trying to migrate over from Quantopian with minute level, large universe algos who does not want to see my costs go from $0.0 on quantopian to well over $100 per month on Quant Connect once I am done adding on ram? This is at least good news for QC and other competing services as they are about to get a great many desperate, paying customers...

Update Backtest






The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.



How is the disparity between the 512 mb live trading server and the ram limit in backtesting? Do they have different ram usages or is an institutional plan required for most any algos with medium-large universes to be run live?

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Also, the data sets available on quantopian are very useful - and not available on QuantConnect...

Does quantconnect have plans to expand available services?

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My initial experiences live trading with Quantconnect nearly a year ago honestly wasn't great. The live trading connection for IB Paper glitched for the first week of my subscription and while out of market hours worked on the backtester, the order type could not be submitted on live trading unless I paid for QC to hire a contractor and implement the feature. Fortunately the owner, Jared, is very responsive and active.

With so many people leaving Quantopian, this is a really great opportunity for Quantconnect to step up.

 

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Welcome all to QC!

Derek Tishler  -- the limits are guides only. Your universe can be as you like but if you run out of RAM the system will shut down your algorithm. How much ram you use will depend what you're doing. Are you seeing RAM issues in your backtests? The base line subscription is only $20 and gives you 4GB ram -- basically a 100% mark up on a Google/AWS for providing a live data stream + Equinix hosted algorithm with 0.1ms latency.

Jacob M Shrum -- paid datasets can be imported by coding to the individual company API's. You would need to use the Custom data section to learn more about this.

Sofyan Saputra -- sorry you had a glitch. Its a hard problem to solve but we're in a "period of stability" now. About 80% of the instability comes from undocumented IB API changes. Re: Hiring a contractor -- yes you need to be a programmer to use QC.

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


@Original topic: Hah I would expect something like this April 1st, back to oligopoly practices it seems.

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As a guesture to welcome all Quantopian users the new baseline free tier is 8GB Ram allocation! Enjoy!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Does QuantConnect ever plan on selling "data packages" or something similar? A sentiment package would be nice (psychSignal, Sentdex, etc.) I'd imagine QuantConnect could lower the price of these data sets (economies of scale) and profit off of them.

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Hi Jared. Another Quantopian user here :) Just signed up to look around. Thanks for the nice gesture. I'm sure there's a lot of information already available in the forums, but given the short amount of time we all have to move things over, perhaps you can create a quick post to help Quantopian newcomers with the switch. It's hard for us to get to know QuantConnect well enough in a short period of time, and I'm sure you've already done your competitive analysis on them. So it would be easier for you to do a cheat sheet of what to look for when moving over.

For me specifically, I'm definitely looking to live trade with IB. I'm curious as to whether 512 MB for live trading is realistically sufficient. Also, would be nice to have pricing avaliable upfront for, say 1GB and 2GB before going into a custom quote scenario.

Much appreciated.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Welcome Sari Louis! 512mb is sufficient depending on what you're doing. You could manage a few hundred securities easily assuming you're not building massive vectors of data.

QP users will want to check out how we do universe selection. Its slightly different to Quantopian. The best repo of python specific examples is here:

https://github.com/QuantConnect/Lean/tree/master/Algorithm.Python

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hello everyone,
If you look around at this forum, you will see that we have had a lot of recent questions about python algorithms in QuantConnect. We have been able to answer all those questions and help people bring their algorithm from other platforms. On the other hand, we are working hard on our documentation, especially the tutorials. Please check them out.
In order to help Quantopian users, I will give my best to learn its API and make a post to show what changes you need to make.

We are really excited about this. Our community will be much stronger with you.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Hey, in the same boat here.  Spent quite a lot of time the past few months learning Quantopian, researching and experimenting... Now trying to figure out how to salvage that investment of time and make use of the alpha sources I've discovered (that unfortunately don't have $10m hedge-fund capacity).  I would love a Quantopian to QuantConnect migration walk-through from anybody who has insight.  I've found comparison overviews before, but 2 or 3 years old, they might not be acurate any more.

I tried to backtest the sample python algorithm that just buy-and-hold SPY and hit the memory limit and died.  :/  I assume that was a fluke?  I ran it again and it completed.  Is there a rule of thumb how many securities in your universe per MB ram to estimate capacity?

I assume that just as with Quantopian our algorithms are secret and safe from prying eyes?

One difference is Quantopian supported Robinhood brokerage integration.  Any intention to support a free brokerage such as Robinhood or Matador?

Quantopian has a research platform.  Anything similar here?  I saw something called Jupyter in the docs, but it seemed the documentation was missing.

Universe selection capabilities look good -- nice to see all the Morningstar data.  Comparible to Quantopian's pipeline.

I'm not married to Python.  I'm assuming C# has non-insignificant speed advantages?  Enough to switch over?  Python is so sloooooow.

My PC has 64gb of ram, 6 cores, yadayadayada. LEAN can be run locally, but I'll have to pay for all the data I need? From the figures I saw, that quickly becomes prohibitively expensive.  Bandwidth must be astonomical as well?  So running locally, even just for live-trading (not back-testing) is probably not viable or faster? or what? (assuming a course universe of ~500 somewhat liquid but not necessarily S&P500 securities)

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Quantopian Migrant here. I'd be interested to know the increase in accounts you all experienced today? lol.

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I came here from Quantopian. Does this site integrate with Robinhood?

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It looks like the Morningstar data on Quantconnect has a few differences from the data at Quantopian, a few metrics are available on one site and not the other but most of the fundamental data is available on both sites. Also wondering if anyone's using fundamental data from prior quarters in Quantconnect algorithms.

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Hi,

I am also from QuantOpian. I've registered here more than one year ago. Since I am a Python prgrammer and at that time the Python platform here seems not so strong as that by QuantOpian, I moved to QuantOpian.

Now the QuantOpian is going to shut down and I come back to look for an alternative. I am not sure if QuantConnect has improved its Python enviroment a little bit? :-/

I have to following questions:

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I have several linked accounts by IB and on each account I have a live algo running. I am not sure if I can do the same here by QuantConnect? How about the costs?

2.

By live trade by IB, I am not sure if I can get the realtime quotes? Or the 15m-delay ones?

3.

In one of my algos I access the CSV-files from CBOE. I am not sure if I can do the same here?

Cheers

 

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Derek Tishler - Live requires a fracation of the RAM, in backtesting we spin up multiple threads and cache a few thousand bars of data.

Viridian Hawk - 

  • Yes your IP is your own; only a few internal team members have algorithm access; when you ask for support we assign a named team member access to your account to help.
  • We don't have Robinhood integration but once they publish their API documentation we'll add it.
  • Research - yes; it should be released today :)
  • C# is roughly 2-3x faster for backtesting in QC. We get about 10-15k points/sec with python. We are mostly running at the theoretical limits though and running locally won't help. Its bottle necked by the single thread speed (synchronizing all the requested data).
  • If running locally you'll need to procure your own data; our data vendor agreements prohibit downloading data (of course). 
  • Running locally for live trading is possible and easy as we open source local data feed connections. Its just expensive and annoying to maintain.

Andrew Kunkel - We don't yet but will do when they release the API.

Thomas Chang - 

  • Yes you can run multiple parallel algorithms. Its $10/mo for a server at the moment. If we get IB to sponsor the servers they can be made free.
  • You can select to use our data (default) or IB's datafeed which is whatever you're paying them for.
  • Yes you can download external data to your algorithm in live. In backtesting I'd recommend using Custom data instead as it would be too slow.

 

 

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Jared Broad thank you for expanding on the ram usage, both literally and figuratively. I look forward to testing my algos out on the platform.

You mentioned the performance benefit of c# in backtesting. Is there any major benefit(aside from current platform stability as python is new) to using c# over python in live trading? I am reminded of Ernest Chan's books on algoriithnic trading where he described his operation of prototyping in a scripting language, such as matlab(or python in our case), and then using a programming language like c# for live trading. Chan also mentioned colocation and execution speed. Does that play into language selection for different types of algos on your platform, or are things like IB's execution speeds more limiting than the cloud network/location and code performance? 

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I'd recommend selecting the language you're most comfortable in. Python is a first class citizen in QC with half the team dedicated to making it better and expanding on the documentation, tutorials, feature set etc (4 people -- Alex, Xiang, Xiaowei & Jing).

The LEAN engine is in C# as we can do the heavy data work quickly and maintain a single kernal across multiple languages. The bridge to python is done with PythonNet.

Realistically IB's execution time is far greater than any language difference. The only real speed difference you'll see is in backtesting where C# is 2-3x faster -- this might only matter for options/futures algorithms.

Our backtesting is done on dedicated hardware -- overclocked Intel i7-7700K OC machines running at 4.7-5GHz with NVme disks. Optimizations to the C# stack welcome to make the python go faster! 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Quantopian really shot themselves in the foot on this one. I think cutting brokerage integration was a huge mistake. I'll definitely be using Quantconnect more and Quantopian less.

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https://docs.google.com/forms/d/e/1FAIpQLSc-DNZHW3-CihmHm_e_TJRT6wn3y1vHOGPEQGE91l5EIkrYQA/viewform

Have you gotten in touch with Robinhood?  Quantopian was intergrated with them, so I assume they are open to integrations pre-public API.  PS -- their API though not officially public, is pretty easy to find.

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As promised! QuantConnect Research is now in public beta!

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Jared Broad are there plans to add talib to the python libraries?

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Lol, QC is about to take off.

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Also a Quantopian transplant.

I just find it incredible that they'd up and do away with live-trading out of nowhere like this. There's so much talk over there of 'community' and 'research' and (...), but I think the truth is that they're giving up on what they set out to accomplish - which was to build a place where the open exchange of knowledge and ideas could allow your average investor to join the algorithmic trading revolution, so that it was no longer limited to those with hedge-fund type bankrolls.

It's hard for me not to think that this is more of a "take the algos/money and run" move on their part. So bizarre and disappointing!

Oh well, I'm glad QC and IBuildPy are available. If there's anyone with experience porting Quantopian algos to QC, don't hesitate to post. :)

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Hi Kern.

About the porting, I am familiar with both platforms, but all of my development experience on Quantconnect is with C#. I've been successfully porting my better strategies to Quantconnect.

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Hi Jonathan Gomez QuantConnect has talib! Feel free to try it.

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As soon to be ex-quantopian live trader, I already feel welcome here, I truly wonder if Quantconnect is going to integrate Robin Hood too, that would make a lot of things easier, since I manage 2 portfolios on RH and moving all to other trader would be complicated.

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Hi Jared,

Thanks for the reply.

I would like to say, sinec the QuantOpian just have the Python platform, I think the QuantOpian user are also favorite on Python and prefer looking for altenative of Python platform. If you could set more man power on improving your Python platform, maybe you could win many of the QuantOpian user.

I am a programmer and I know C/C++, Java etc. But turely to say, I find Python maybe the most suitable language for handling financial datas and Python has a lot of built dunctions like talib. If I am wrong, please correct me.

 

 

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I just try to test the QuantConnect Research with link of Jared. But it takes very long and at the end I got error that the web side is not reachable. I am not sure if this has something to do with the fire wall in my company. But I have no problem by using the Resaech by QuantOpian and other platform.

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Brokerage integrations are hard but we can do it if we can get some help. First thing is as a company we need official permission from RobinHood. You as RH account holders would be the best people to ask them for this -- we've already sent in an application for API access a number of times.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Jared,

I went over pretty much all the documentation and most of the tutorials. Overall, the capabilities are really rather impressive. I've started playing around with some algorithms and the only frustration so far is the lack of an online debugger. I ended up cloning the project and debugging in Visual Studio, but online debugging--especially considering the lack of offline data--certainly would be a welcome addition to the genuinely great work you and your team have done.

Taking you up on the offer to give some pointers, I'm, again, trying to somewhat mimic the pipeline capabilities from Quantopian. One of the algorithms I'm looking at is a day-trading algorithm. I know having a huge universe to track every day would be very computationally expensive. However, what I'm trying to do is down-select a handful of stocks each day to track for the duration of the day. Say, for example, I am looking to start with the 500 top dollar-volume stocks and, at market open, select only 10 to track for the rest of the day--e.g. based on gap at market open. Can you point me in the direction of what would be an efficient way of doing so?

Many thanks.

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Thanks for the kind words Sari Louis 

Re Debugger -- loud and clear -- we're thinking of the best way to solve this.

Coarse universe selection is done pre-market open like you've explained; but the only difference is there's (currently) no way to track 10 after the market opens; so you would need to do that scanning after the market is open. Like this psuedo-code below,

# untested, something like this *should* work.

# initialize
self.AddUniverse(self.Universe.DollarVolume.Top(500));

self.Schedule.On(self.DateRules.EveryDay("SPY"),
self.TimeRules.AfterMarketOpen(self.spy, 1),
Action(self.gappers))

self.Schedule.On(self.DateRules.EveryDay("SPY"),
self.TimeRules.BeforeMarketClose(self.spy, 1),
Action(self.saveclose))

# ondata
def OnData(self, slice):
# save off slice.
self.__bars = slice.Bars;

# open minute gap handling
def gappers(self):
self.__gaps = { find gaps from bars -- difference between __close and __bars }
# find gap stock
for stock in gaps
# do something.

# save close prices EOD.
def saveclose(self):
self.__close = __bars;

 

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I second the debugger. Been trying to translate quantopian into Quantconnect and keep getting errors. Problem is without a helper to show me what line gives a problem I am sort of lost where to fix it. Making the debugging process easier would probably help a lot of people as far as converting their algos. There's a lot of subtle differences.

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Thanks for the reply, Jared Broad. That's pretty much what I'm doing, but the backtest is timing out because it keeps tracking and pumping data into all 500 stocks--I think. Maybe I can manage the tracked securities manually. I'll look into that now, but if you have other pointers with respect to the performance for something like that, please let me know.

P.S: I'm using C#, not Python, if that matters.

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Understood, if possible please make an example algorithm which should be working and share it with us in support. We'll dig into any slowness and either increase timeouts or fix the root cause.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


Thanks again for the reply, Jared Broad. I created the algo and I tried using the "Support" tab, but it said I can't send an email to support without upgrading--happy to do that, obviously, once I know I can get the algo to work. So I shared it with you. Not sure if that's what you meant or if there's someone else I should be sharing it with. Thanks.

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Regarding Robinhood integration:

If anyone reading this would like and easy form letter to use in asking Robinhood to work with QuantConnect, please feel free to drop the following in a support request at https://support.robinhood.com/hc/en-us/requests/new

Quantopian is shutting down their live trading support. In response to this, it seems many of
the Quantopian users who were live trading are now moving over to QuantConnect. 

One of the first questions on QuantConnect's forums has been "can we use this with Robinhood"?
The QuantConnect team has said they have applied for Robinhood API access but have not yet been
approved.

As a replacement for the Quantopian integration, please consider allowing QuantConnect to integrate
as an API beta partner. 

Thanks for being awesome and bringing trading to the next generation!

 

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Just deployed to QC live an 80% recreation of one of my live Quantopian algorithms.

Quantopian tended to have nonstop "Infrastructure problems" disconnecting your algorithm every other day. The last time I tried QC live, I couldn't even connect to IB for the first week due to a QC infrastructure bug. This time the process was much smoother without any issues. Here's to hoping successful and stable live trading on QuantConnect :).

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:) Hope we can do better! 

Interactive API servers have had alot of issues the last few months -- I understand why QP shutdown live trading -- it takes a lot of time and energy to maintain, And when their API goes down there's only so much we can do too -- and so to be safe we disconnect the algorithm after 15 minutes. 

We are going to make a work around for this though as some people are not using premarket data etc. and so would rather it attempt reconnections right up until 930am than be forced to login manually every day.

If the algorithm does disconnect we've had some luck asking IB to move your account to a different API server. Sometimes they are pinned to a buggy server which is rebooting outside of IB's assigned times.

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


I just sent my letter to RH support but they are notoriously slow so we will see if they can get their act together before sept.


I got 27k on RH that I would really rather not move to IB. My algo trades frequently and this would be a huge loss of profiablility. Jared, you should consider using RH's unofficial API as a workaround until RH gets it's act together, it's not like they restrict it, it's out in the open for anyone to use.

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Hi Jared Broad (and, I'm staritng to gather, Alexandre Catarino :)),

Still having trouble with the backtest timing out per the message above. I had shared the algorithm with you, but also posted it here:

https://www.quantconnect.com/forum/discussion/2393/top-gainers-for-day-trading/

Any help would be appreciated.

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Hi all,

Another migrant from Quantopian here. I see some familar names here as I saw them in Quantopian forum. I haven't tried to recreate my algos based on QC API yet but I will do so soon. Can anyone (we) start a forum where all of migrants from Quantopian post tutorials, trials, errors, examples of algorithms like we all did in Quantopian? So that we can speed up our migration to QC smoothly. I guess this one is a kind of doing it but we need more help, right? 

Anyway, it's so painful for all of us and we need to move forward, I guess here in QC. 

BTW, I heard that QC is not supporting live trading for institutions yet, is it right? 

Thanks. 

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Hi June, I'm a quantopian migrant as well. You will find much information about converting code in this thread. -Further, per Jared in another thread somewhere, advised that they do in fact support live trading for institutions. 1) There is no limitation to the account value that your algorithm can handle, and 2) They mentioned that if you do need to set up institutional trading to contact them because they might be able do something special for you. - I recall something along the lines of cutting the cost if you have 50 or more private servers?

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Hi Jared And Everyone

Another active live individual trader trying to figure out what to do after Quantopian stopping support effective 29th Sept. 

I have a strategy currently running in Quantopian environment for live trading through Interactive Broker. Can I collaraborate with anyone on this community who can help me getting the same algo work in QuantConnect using Phyton. I am having hard time to figure out the libraries used in Quantconnect which corresponds to libraries in Quantopian. 

I can share the algo and collaborate with someone willing to help me. 

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@Sujoy, Here at QC, there are many Quantopian migrants including me. I believe that QC people and we can help you (and all the Quantopian migrants) rebuild your (our) algos here using Python as we've been helped. First, pleae find this:

https://www.quantconnect.com/forum/discussion/2317/migrating-from-quantopian-to-quantconnect

This forum is a great start and also find other forums where many Q&As were posted. And then, if you have more questions, post them, we all can help you (us). Hope this help.  :) 

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Hello all, new here, and on the front end of the learning curve... Finally have some time on my hands to devote to grasping algo trading, and visited Quantopian only to realize they were no longer supporting live trades... Actually, QuantConnect was the first company I discovered about a year ago but at the time they didn't support Python, which is the language I'm most familiar with.  Currently, I trade (manually) with RH, and contacted them regarding the timing release of their API. Vague response from them (below), but they did send a survey link to request beta access to their API. As I mentioned, I'm new, so I'll be in the tutorial section for the time being. By the time I have some chops, maybe an API will be rolling out.  Good to be here!

Robinhood Response...

Thanks so much for reaching out!

We don't have a publicly available API right now, but you're welcome to fill out this survey to request to work with us as a beta partner.

We'll reach out to you directly if we'd like to work with you, and recommend you follow us on social media for any potential future announcements of a widely available API.

Let us know if you have any further questions!

Sincerely,
The Robinhood Team
robinhood.com

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> "I am new to the community and I am about to be followed by thousands of people "

Well, I guess Derek Tishler was right. After just a couple of month there are now 41,354 Quants on Quantconnect. I wish all the best to both Quantconnect and Quantopian as they have different and interesting goals and they can happily coexist.  It's a pity not being able to share the technology between the two platforms though, but diversification is an asset, isn't it?  ;) As a retail trader is really good to have a platform like Quantconnect designed around retail trading and being open source  too, thanks for all the effort Quantoconnect. Especially thanks for: 

https://www.quantconnect.com/forum/discussion/2400/avoiding-vendor-lock-in-running-lean-on-your-server


It's time saving and a quality assurance thing the fact that we can subscribe to your platform instead of being affected by all the problems of running live trading by ourselves but it's good to know that we are not locked-in in case something goes wrong.

 

thanks again

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