Spot Trade

Please try again or contact Quantopian support. Already a Quantopian member? Turn off more accessible mode. When I use the order command in quantopian it places order based on the existing security and not the feed data I have provided! In addition, the material offers no opinion with respect to the suitability of any security or specific investment.

BREAKING DOWN 'Forex Spot Rate' The forex spot rate is the most common transaction in the forex market, more so than an FX forward and FX swap. The global forex spot .

Historical Gold Charts

Am i missing something in the implementation? You will need to specify a 'dummy' SID. This may help you a little but I've hardly used 'fetcher' myself. Actually there's a problem with SID 2. Coz it will always map to existing securities. Can I create an underlying with a new sid? I couldn't find it in quantopian docs as it says that sid will always map to some existing security in the quantopian database. When I use the order command in quantopian it places order based on the existing security and not the feed data I have provided!

Quantopian only supports US securities at present. With your Forex data you would have to simulate your own orders, position values, remaining cash etc. We're interested in supporting this later on, as well as adding additional data sources. However, at the present we're developing full functionality to support US securities. This is a commonly received request and we're listening! The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of , as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein.

If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.

Sorry, something went wrong. Try again or contact us by sending feedback. Hello, You will need to specify a 'dummy' SID. There was an error loading this backtest. Backtest from to with initial capital. Returns 1 Month 3 Month 6 Month 12 Month. Alpha 1 Month 3 Month 6 Month 12 Month. Beta 1 Month 3 Month 6 Month 12 Month.

Sharpe 1 Month 3 Month 6 Month 12 Month. However, since forex data has a slightly different structure than equities, you will have to do a little more work to make sure the simulation behavior is valid. The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of , as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein.

If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal.

Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. Do you know if anyone tried this before and willing to share some code to give me a head start? Will the back tester support tick data? We wrote this guide for new data sources: I've done tick sources myself, and I can vouch for the system handling them in equity land.

However, I haven't tried any forex sources. As you will see from the link above, there is a TYPE expected for events can be a bar, or a tick as well as other fields. You will most likely need to create a new event type for forex events. Presumably, this is what you mean by running from the command line? Or would zipline still be running on a remote server?

Zipline is the core backtesting library that we run on Quantopian servers. It provides a cmd line only interface for running simulations, but you need to bring your own data byod: So does that mean that I can download the back-testing code and run python 2. Yes, and you can see an introduction here: I'm trying to work with Forex data, I've somewhat got it running but it's ignoring the data that is outside of regular market hours for equities.

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What is a 'Spot Trade' A spot trade is the purchase or sale of a foreign currency, financial instrument or commodity for instant delivery. Most spot contracts include physical delivery of the. Forex trading involves significant risk of loss and is not suitable for all investors. Full Disclosure. Spot Gold and Silver contracts are not subject to regulation under the U.S. Commodity Exchange Act. High Frequency Spot Forex. Elliott S. posted. Share Share on Twitter Share on Facebook Share on LinkedIn I am a newbie in this forum and would like to explore creating a high frequency statistical arb spot forex program I can read/write python although I am not an expert by any means.