Setting Up A Backtest

• Data Sources
  • Norgate Data for stocks
  • CSI Data for futures
  • Quandl is a FREE data source
• Backtesting Engine
  • Zipline by Quantopian
    • Major downside of zipline is that is only aware of a single world currency. Back testing securities with multiple currency denominations will not work.
    • Works with both equities and futures
    • Should have its own Python environment as specific versions of libraries are required
• Troubleshooting Python, Anaconda, and Zipline Install
  • You may run into version capability issues (I am using Python 3.5)
  • To create an Anaconda environment in Python 3.5 with Zipline installed complete the following:
    • In your ‘root’ environment:
      • conda install nb_conda
    • In your ‘Zip35’ environment:
      • conda install ipykernel
      • conda install tornado=4.5.3 (compatibility downgrade)
      • conda install pywin32

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