Quantopian

https://www.quantopian.com/tutorials/

A trading algorithm is a computer program that defines a set of rules for buying and selling assets. Most trading algorithms make decisions based on mathematical or statistical models that are derived from research conducted on historical data.

we will use Research to explore Quantopian's datasets. Then, we will define our trading strategy and test whether it can effectively predict returns based on historical data. Finally, we will use our findings to develop and test a trading algorithm in the Interactive Development Environment (IDE).

The Pipeline API is a powerful tool for cross-sectional analysis of asset data. It allows us to define a set of calculations on multiple data inputs and analyze a large amount of assets at a time. Some common uses for the Pipeline API include:

 Selecting assets based on filtering rules

 Ranking assets based on a scoring function

 Calculating portfolio allocations

A trading universe should be as large as possible, while also excluding assets that aren't appropriate for our portfolio. For example, we want to exclude stocks that are illiquid or difficult to trade.