Welcome to Alpha Complier

by Peter Harrington

Posted on Aug. 12, 2017, 2:17 p.m.

TLDR; Code, strategies, and analysis for Quantitative Investing

Hi I am Peter Harrington,

This blog chronicles all the mistakes I have made in Quantitative trading, and tries to steer the reader away from these mistakes.

In the fall of 2016 I wrote a compiler to take arbitrary mathematical expressions and compile them into code that can be run on Quantopian's platform. A number of people were interested in using this compiler so I threw together a primitive website to share the tool. In the process of testing the compiler I needed more control of the code than was available on Quantopain. So I started to use the open source Zipline, and wrote the tools I wanted. Recently I have seen others interested or ask how to solve similar problems, however I felt that there wasn't a place to post the material, so I threw together this blog to share code, strategies and some peripheral material for quantitative investing.

Update: October 2017

Quantopian has shut down live trading support. Myself and a few other developers spent time getting Zipline-live ready, and now you can trade with that software.

Thanks for reading

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Hi this is Peter Harrington's spot for discussing all things related to quantitative finance. Mostly focusing on how to build your own system and strategy. I focus on Long/Short equity and futures, but am open to learning about other assets and strategies.