Algorithmic Trading with Zipline
summary
Zipline is a BSD-licensed, event-driven backtester that walks historical data row by row and prevents look‑ahead bias while outputting results as Pandas DataFrames. The demo shows concrete algorithms: buy‑and‑hold on AAPL and a 50/200 dual moving‑average crossover that uses a 50‑day and 200‑day window via history and records portfolio value and metrics like Sharpe, alpha, beta and VaR. Zipline integrates matplotlib scipy statsmodels and sklearn, offers CLI and IPython magic, minute data and production use on Quantopian.com.
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chapters (14)
- 0:00Algorithmic trading intro
- 1:15Open source trading tools matter
- 3:24Trading pipeline explained
- 5:56Dangers of untested algorithms
- 8:03Zipline backtesting system
- 10:10Installing Zipline 0.7
- 11:32Basic algorithm demo
- 17:48Zipline in Jupyter
- 19:10Moving average crossover
- 25:33Quantopian platform
- 27:41Quantopian community
- 30:07Building algorithms without coding
- 31:09Zipline vs Quantopian
- 32:13Q&A: Benchmarks & backtesting
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