Introduction to Zipline: A Trading Library for Python
I&#x27;ve typed and deleted this post a few times trying to find a way that it doesn&#x27;t sound kind of pompous but if it helps save one person alot of money then screw it, I&#x27;ll sound pompous....<p>I get asked quite a bit on how to start doing algorithmic trading and the first thing I always tell people is don&#x27;t.<p>I think I&#x27;ve said this many times now but the number of people who come at it with the thinking &quot;I&#x27;m a computer scientist.  I&#x27;ll just fire up R or python and apply some machine learning to the markets and watch the money roll in&quot; is staggering.<p>I mean each day 100&#x27;s of Phd&#x27;s start with clean market data, more data sources than you could possibly think of and statistical back testing systems that have 1000&#x27;s of man hours put into them, trying to find a way to make money.<p>After all of that if you really want to I wrote this in response to an Ask Hacker News a little while ago<p><a href="https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=11352562" rel="nofollow">https:&#x2F;&#x2F;news.ycombinator.com&#x2F;item?id=11352562</a><p>TL&#x2F;DR
- focus on time periods greater than a day<p>- expect to lose money<p>- expect to take a year to figure out some edge in the market<p>- most decent trading strategies that a normal person can use come from economic&#x2F;market insights first and technology second.<p>The site: <a href="https:&#x2F;&#x2F;www.quantstart.com&#x2F;" rel="nofollow">https:&#x2F;&#x2F;www.quantstart.com&#x2F;</a> is also decent at bringing you up to speed on the math you&#x27;ll need to know though I believe that the material there oversells how easy it is to find a decent trading strategy.