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Quantopian expands online platform to include futures

First Published 28th April 2017

Community members can develop algorithms using 15 years of data on US futures contracts.

John Fawcett, Quantopian

John Fawcett, Quantopian

Boston - Quantopian, the free online platform for education and creation of investment algorithms, has announced the addition of U.S. futures to their platform, allowing for the creation of investment algorithms that trade futures contracts.

The addition of futures, including a getting-started tutorial, hands-on lectures, and access to 15 years of data on 72 futures contracts in a research environment, is the first major expansion beyond U.S. equities of the Quantopian platform. Access to futures is free to everyone using Quantopian.

"Futures opens a new market to be explored by our community, for our members to learn and find profitable algorithms," said CEO John 'Fawce' Fawcett. "Our first step to democratize finance was in U.S. equities, and futures is the second."

The available futures data includes daily and minute-level detail on open, high, low, close, and volume data and is collected from electronic trade data dating back to 2002.

Backtesting of algorithms developed on the Quantopian platform and using futures is available on April 28, 2017. Futures data is available in the Quantopian research environment.

"In addition to providing extensive data, Quantopian also will be adding significant resources to our online platform so anyone can learn how to develop strategies utilizing futures," Fawcett said. The new release includes a tutorial to help visitors get started researching futures strategies and free online lectures about important concepts in futures. Quantopian also now offers a paid one-day workshop covering futures trading which debuts today at QuantCon 2017 in New York City.

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