A Beginner's Guide to Quantopian Futures API
MP4 | Video: AVC 1280x720 | Audio: AAC 44KHz 2ch | Duration: 1.5 Hours | Lec: 11 | 268 MB
Genre: eLearning | Language: English Learn what a futures contract is and how to make use of the Quantopian Futures API to start developing your own algo
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
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