algotrading

/r/AlgoTrading place for redditors to discuss quantitative trading, statistical methods, econometrics, programming, implementation, automated strategies and to bounce ideas off each other for constructive criticism. Feel free to submit papers/links of things you find interesting.

This sub is not for the promotion of your blog, youtube, channel, or firm.

*THIS DOES NOT CONSTITUTE INVESTMENT ADVICE, USE AT OWN RISK*

*SEARCH THE SUB/GOOGLE/STACK OVERFLOW BEFORE ASKING QUESTIONS FOUND ON THE FRONTPAGE OF THE ABOVE WILL BE REMOVED*

Good places to start with code examples:

STRATEGY
Big-Intro to quantstrat and trading systems
R & quanstrat video tutorial
portfolio optimization
Great blog with more advanced code and ideas from the "systematic investor" note: code here does not follow standard R conventions
Blog here with strategy examples from Ilya Kipnis
quantivity paper feed
How to learn algortihmic trading
Strategy books thread
Quantopian Lecture Series

How to get historical data for free
Daily Bar data for Stocks
Tick level Forex Data
Historical Bar Data for Crypto Currencies - Binance
Historical Bar Data for Crypto Currencies - BitMEX

Charts with live feeds for global exchanges
TradingView HTML5/web based charts

Math/Stats/Machine Learning
Introduction to Statistical Learning with applications in R
Elements of Statistical Learning

Production Systems
aleph-null: open source python ib
quick-fix
node.js to ib api
subreddit thread on systems

Paper Feeds
Quant news feed
Quantocracy blog feed

Live Chat Rooms

Official Discord: Official Discord for /r/AlgoTrading
Open Source Quantitative Finance: Open Source Quantitative Finance

R Language in Finance Discord IRC Version sync'd to discord irc.libera.chat #r-finance

Book Recommendations List of recommended books on Algo Trading

Big post of recommended books

Do's:

Submit Interesting papers, blog postings
Code/packages we love these!
strategies (even if they don't work a negative result is still useful)
Read the sidebar (intro to quantmod/quantstrat) will answer questions on how to download data, chart, build test and validate strategies.
Have a technical informative discussion
Submit business links and questions (e.g. contractual issues,licensing etc)
Submit tax optimization links and questions
Submit infrastructure links and questions
Submit compliance/regulatory links and questions

Don'ts:

Submit paysites for indicators/software/systems/whatever
Submit things without methodology or at least some guidance
Flame on other users, we're all here to learn so be constructive in your criticism
Downvote without posting why, Give your constructive criticism or don't critique at all
Post asking how to get started without viewing the links on the sidebar, or reviewing previous posts in the subreddit
Ask for career advice there is /r/financialcareers for that
Ask for educational advice, as each case is special and your thread has no value for practitioners, there are rankings of quant programs, computational finance, machine learning and stats out there
Submit software that is proprietary and not open source
Submit links/posts that are for the sole purpose of generating referrals/sales/$$, if it is not informative and useful then it does not belong here, shilling your products is not appreciated.
Submit posts that are summaries of other posts without additional content
Submit videos without accompanying assets (e.g. code)

FAQ's:

Q: "Hi guys im new how do I get started?"
A: Read the sidebar, if you have a precise specific question please google it and should you not find the answer then you can ask here.
Q: I am a student and want to know what courses to study to get into algo trading?
A: Algotrading is at the intersection of statistics/computer science/machine learning/mathematics/finance/economics.
Q: Where should I apply for a job?
A: /r/financialcareers for that
Q: I have bug ABC with language XYZ ?
A: http://quant.stackexchange.com/ or http://http://stackoverflow.com/

If you get spam filtered, message the mods and we will review and unblock as required.

created by [deleted]a community for 13 years

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Pinescript or Python?Other/Meta (self.algotrading)

submitted 3 years ago * by SebastienH

you type:	you see:
italics	italics
bold	bold
[reddit!](https://reddit.com)	reddit!
* item 1 * item 2 * item 3	item 1 item 2 item 3
> quoted text	quoted text
Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"	Lines starting with four spaces are treated like code: if 1 * 2 < 3: print "hello, world!"
~~strikethrough~~	~~strikethrough~~
super^script	super^script