Zipline, Pandas, and IPython Notebook: A Pythonic Toolbox for Quants

Why Python?

• Clear, concise, readable syntax.
• Interactive shell is great for exploring data.
• Strong support for stream-based programming allows for natural expression of out-of-memory computation.
• Easy to interface with C/Fortran, directly or via Cython
• Large, dedicated community for scientific, numerical and high performance computing.
  • numpy
  • scipy
  • pandas
  • ipython

The Toolbox

1. ###IPython and IPython Notebook
   • Takeaways:
     • IPython is a Better Python Shell™
     • IPython Notebook allows you to create saveable and shareable interactive sessions.
2. ###Pandas
   • Takeaways:
     • Pandas provides powerful data structures for tabular and time series data.
     • If you understand Series, you understand DataFrame and Panel.
3. ###Zipline
   • Takeaways:
     • Zipline is the open source backtesting engine that powers Quantopian.
     • Anything you want to do on Quantopian that doesn't require our data, you can do with Zipline.

Research on Quantopian

• Takeaways:
  • Quantopian is bringing together the full toolbox, in one place, with access to our curated data sets and APIs for analyzing your Quantopian algorithms.