A Beginner's Guide to Quantopian Futures API
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A Beginner's Guide to Quantopian Futures API

Learn what a futures contract is and how to make use of the Quantopian Futures API to start developing your own algo
4.4 (6 ratings)
Instead of using a simple lifetime average, Udemy calculates a course's star rating by considering a number of different factors such as the number of ratings, the age of ratings, and the likelihood of fraudulent ratings.
950 students enrolled
Created by Anthony NG
Last updated 4/2017
English
Curiosity Sale
Current price: $10 Original price: $20 Discount: 50% off
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Includes:
  • 1.5 hours on-demand video
  • 1 Article
  • Full lifetime access
  • Access on mobile and TV
  • Certificate of Completion
What Will I Learn?
  • Make use of Quantopian Futures API to start creating trading algo
View Curriculum
Requirements
  • Basic Python
Description

In this course you will learn how to utilize Quantopain Futures API to extract individual futures contract and continuous futures historical prices. At the end of the course you will be able to:

Video 1: Q Futures 1 Basics of Futures Contract

  • Describe what is a futures contract

Video 2: Q Futures 2 Futures Contract Characteristics

  • Understand and describe the basic characteristics of a futures contract

Video 3: Q Futures 3 Futures Naming Convention

  • Briefly explain the futures contract naming convention
  • Interpret information return in the futures object from calling the symbols method

Video 4: Q Futures 4 Historical Data

  • Understand the history method required inputs
  • Demonstrate how to make use of history method to request historical data
  • Requests the full doc string of history method 
  • Describe the volume characteristics of a typical futures contract

Video 5: Q Futures 5 Continuous Futures

  • Briefly explain the need for continuous futures
  • Demonstrate how to make use of continuous_future method to extract continous futures contract
  • Identify the different input parameters and describe the implications

Video 6: Q Futures 6 Individual vs Continuous Futures

  • Describe the relationship between individual and continuous futures contract volumes
  • Describe the relationship between individual and continuous futures contract prices
  • Briefly describe the differencebetween mul, add, and none adjustment types

Video 7: Q Futures 7 Offset, Term Structure

  • Discuss the use of offset of 
  • Explain the term structure of futures contracts
  • Gain deeper appreciation of the shape of futures contracts term structure
Who is the target audience?
  • Interested to learn to write their own algorithmic trading system
  • Using Quantopian Futures data to design their algo
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Curriculum For This Course
11 Lectures
01:16:29
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Introduction
1 Lecture 04:39

Introduction to the Quantopian Futures API Course Structure.

Preview 04:39
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Quantopian Ecosystem
2 Lectures 21:53

A brief introduction to the Quantopian Platform and start off with step by step guide on how to set up a Quantopian Account.

Preview 01:58

Introduction to the Quantopian Ecosystem

Preview 19:55
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Basics of Futures Contract
1 Lecture 04:21

At the end of the course you will be able to:

  • Describe what is a futures contract
Basics of Futures Contract
04:21
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Futures Contract Characteristics
1 Lecture 04:30

At the end of the course you will be able to:

  • Understand and describe the basic characteristics of a futures contract


Futures Contract Characteristics
04:30
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Futures Naming Convention
1 Lecture 07:04

At the end of the course you will be able to:

  • Briefly explain the futures contract naming convention
  • Interpret information return in the Future object from calling the symbols method
Futures Naming Convention
07:04
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Historical Data
1 Lecture 10:55

At the end of the course you will be able to:

  • Understand the history method required inputs
  • Demonstrate how to make use of history method to request historical data
  • Requests the full doc string of history method
  • Describe the volume characteristics of a typical futures contract
Historical Data
10:55
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Continuous Futures
1 Lecture 05:36

At the end of the course you will be able to:

  • Briefly explain the need for continuous futures
  • Demonstrate how to make use of continuous_future method to extract continous futures contract
  • Identify the different input parameters and describe the implications
Continuous Futures
05:36
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Individual vs Continuous Futures Contract
1 Lecture 10:05

At the end of the course you will be able to:

  • Describe the relationship between individual and continuous futures contract volumes
  • Describe the relationship between individual and continuous futures contract prices
  • Briefly describe the difference between muladd, and none adjustment types
Individual vs Continuous Futures Contract
10:05
+
Offset, Term Structure
1 Lecture 07:16

At the end of the course you will be able to:

  • Discuss the use of offset
  • Explain the term structure of futures contracts
  • Gain deeper appreciation of the shape of futures contracts term structure
Offset, Term Structure
07:16
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Bonus Lectures
1 Lecture 00:10
*** BONUS ***
00:10
About the Instructor
Anthony NG
4.4 Average rating
124 Reviews
1,858 Students
4 Courses
Algorithmic Trading Workshop Researcher and Conductor

Anthony Ng has spent the last seven years as a Senior Lecturer teaching algorithmic trading, financial data analysis, banking, finance, investment and portfolio management. He assists Quantopian, a Boston-based Hedge Fund, to conduct Algorithmic Trading Workshops in Singapore and has presented in the recent QuantCon Singapore 2016. You can find his Algorithmic Trading tutorials on his YouTube channel. Just click the YouTube icon to visit his channel.

Passionate with finance, data science and python, Anthony enjoyed researching, teaching and sharing on these topics. Anthony studied Masters of Science in Financial Engineering at NUS Singapore.