Quantopian Integrates Quandl Time-Series Datasets

Abstract

Boston-based online algorithm back-testing platform Quantopian has written to the API of Toronto, Canada-based startup financial search engine Quandi to enable quantitative analysts and researchers using its platform to run their algorithms against Quandi's collection of four million financial, economic and sociological time-series datasets. Quantopian launched the beta-test version of its platform last August as a means for quantitative analysts to back-test algorithms with long-term holdings, and rolled it out into full production in January, initially allowing end-users to run their algorithms against 10 years of historical minute-by-minute trade data for US stocks sourced from an unnamed data vendor.