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Summary
Because of its easy learning curve and broad extensibility Python has found its way into the realm of algorithmic trading at Quantopian. In this episode we spoke with Scott Sanderson about what algorithmic trading is, how it differs from high frequency trading, and how they leverage Python for empowering everyone to try their hand at it.
Brief Introduction
Hello and welcome to Podcast.__init__, the podcast about Python and the people who make it great.
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We are recording today on December 16th, 2015 and your hosts as usual are Tobias Macey and Chris Patti
Today we are interviewing Scott Sanderson on Algorithmic Trading
Interview with Scott Sanderson
Introductions
How did you get introduced to Python? – Chris
Can you explain what algorithmic trading is and how it differs from high frequency trading? – Tobias
What kinds of algorithms and libraries are commonly leveraged for algorithmic trading? – Tobias
Quantopian aims to make algorithmic trading accessible to everyone. What do people need to know in order to get started? Is it necessary to have a background in mathematics or data analysis? – Tobias
Does the Quantopian platform build in any safe guards to prevent user’s algorithms from spiraling out of control and creating or contributing to a market crash? – Chris
How is Python used within Quantopian and when do you leverage other languages? – Tobias
What Pypi packages does Quantopian leverage in its platform? – Chris
How do the financial returns compare between algorithmic vs human trading on the stock market? – Tobias
Can you speak about any trends you see in the trading algorithms people are creating for the Quantopian platform? – Chris
Picks
Tobias
Kinetic Sand
Trivium
Thrift Books
Chris
Threes
Jessica Jones)
Serial
Scott
Dota 2
Philosophical Investigations
Logicomix
Infinite Jest
Keep In Touch
Twitter
Email
GitHub
Links
QGrid
SlickGrid
Jupyter Hub
Light Table
CodeMirror
Cython
PyData NYC Talk by Scott
Blaze
Dask
Theano
TensorFlow
Zipline
Pyfolio
PGContents
SQLAlchemy
Gevent
quantopian.com/lectures
The intro and outro music is from Requiem for a Fish The Freak Fandango Orchestra / CC BY-SA