Show HN: Optimized trading algorithms using IPython parallel and ec2

Cool technical presentation, but trying to optimize moving average trading strategies is a fool's game - you might find a set of parameters that work in all out-sample/cross-validation tests, but there's still a good chance it'll lose money in actual trading going forward - market paradigms can shift, unforeseen world events, t-cost/slippage higher than what the model accounted for (especially with more frequent rebalancing), etc.<p>If you actually want to trade moving average strategies, your best best is just to diversify and run several different strategies across a variety of parameter sets and across various sectors/asset classes, without trying to overly optimize a single strategy

I noticed you got close prices from Yahoo that you are using for your backtest. If you get the close prices in real life and optimize, when are you going to trade?<p>You have to deal with intraday prices now. Got those? Well they are not split or dividend adjusted. Good luck.

An interesting course on using software algorithms for stock analysis and trading can be found at Coursera: <a href="https://www.coursera.org/course/compinvesting1" rel="nofollow">https://www.coursera.org/course/compinvesting1</a><p>That course also uses Python as programming language in the examples. Short description from that URL: "Find out how modern electronic markets work, why stock prices change in the ways they do, and how computation can help our understanding of them. Build algorithms and visualizations to inform investing practice."

Fascinating from a technical perspective, but how does it add value to the world beyond the search for increasingly complex ways to make money?

Very cool! My question is, how do you use something like Zipline to actually <i>execute</i> trades.

I can't scroll down the code on slide 8.

Beautiful presentation; really loving all the stuff built on top nbviewer.<p>As an aside, I think an enterprise-quality zipline solution could be a worth a pretty fat chunk of $$ especially considering that the budget for KX and its support is generally &#62; 1M per year per firm. (Yes, there's complex logistics and legal issues)<p>I believe seeing on github some requests for h5 support -- this + support could potentially be a big inroad...

Finally got it to load. Don't know what the problem was. I kept getting a blank page (wouldn't even let me right-click). Cracked open the dev tools, and the DOM was there, and all of the resources were loading. No clue what the problem was.<p>[ Running: Chromium Version 26.0.1386.0 Ubuntu 12.10 (177362) ]

This was a great talk, find it on pyvideo.org in a few days