Welcome to Alpha Complier
Posted on Aug. 12, 2017, 2:17 p.m.
TLDR; Code, strategies, and analysis for Quantitative InvestingHi 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 2017Quantopian 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