Scott Sanderson on Algorithmic Trading

Visit our site to listen to past episodes, support the show, and sign up for our mailing list. Summary Because of its easy learning curve and broad extensibility Python has found its way into the realm of algorithmic trading at Quantopian. In this episode we spoke with Scott Sanderson about what algorithmic trading is, how it differs from high frequency trading, and how they leverage Python for empowering everyone to try their hand at it. Brief Introduction Hello and welcome to Podcast.__init__, the podcast about Python and the people who make it great. Subscribe on iTunes, Stitcher, TuneIn or RSS Follow us on Twitter or Google+ Give us feedback! Leave a review on iTunes, Tweet to us, send us an email or leave us a message on Google+ I would like to thank everyone who has donated to the show. Your contributions help us make the show sustainable. For details on how to support the show you can visit our site at pythonpodcast.com We are recording today on December 16th, 2015 and your hosts as usual are Tobias Macey and Chris Patti Today we are interviewing Scott Sanderson on Algorithmic Trading Interview with Scott Sanderson Introductions How did you get introduced to Python? – Chris Can you explain what algorithmic trading is and how it differs from high frequency trading? – Tobias What kinds of algorithms and libraries are commonly leveraged for algorithmic trading? – Tobias Quantopian aims to make algorithmic trading accessible to everyone. What do people need to know in order to get started? Is it necessary to have a background in mathematics or data analysis? – Tobias Does the Quantopian platform build in any safe guards to prevent user’s algorithms from spiraling out of control and creating or contributing to a market crash? – Chris How is Python used within Quantopian and when do you leverage other languages? – Tobias What Pypi packages does Quantopian leverage in its platform? – Chris How do the financial returns compare between algorithmic vs human trading on the stock market? – Tobias Can you speak about any trends you see in the trading algorithms people are creating for the Quantopian platform? – Chris Picks Tobias Kinetic Sand Trivium Thrift Books Chris Threes Jessica Jones) Serial Scott Dota 2 Philosophical Investigations Logicomix Infinite Jest Keep In Touch Twitter Email GitHub Links QGrid SlickGrid Jupyter Hub Light Table CodeMirror Cython PyData NYC Talk by Scott Blaze Dask Theano TensorFlow Zipline Pyfolio PGContents SQLAlchemy Gevent quantopian.com/lectures The intro and outro music is from Requiem for a Fish The Freak Fandango Orchestra / CC BY-SA