New here, but loving what I see so far. My stack is python/zipline/vectorbt/IB and I also use Norgate data. I'm curious why you use CSI vs. Norgate for futures? Although slow, I especially like zipline for futures backtest simulations because it deals in individual contracts and makes its own continuatiuons when needed. Before python I used Rightedge (dead), quantshare, and amibroker. A long time ago I used Tradestation but just found Easy Language too limiting.
Hi Dave. Nice coincidence; I also used RightEdge. It was a great software!.
There are more non-US markets available in CSI vs. Norgate at the moment. For example: SGX Iron Ore, Rubber, MATIF Rapeseed, Milling Wheat, Maize, Bursa Malaysia Palm Oil, etc. So I thought the wider coverage would yield more opportunities.
I settled for R tidyverse because that is the language I used at my day job, and also the language the RobotWealth guys used for strategy research. I learned a lot from them. Making the PnL calculations (backtester) in R was tricky though.
New here, but loving what I see so far. My stack is python/zipline/vectorbt/IB and I also use Norgate data. I'm curious why you use CSI vs. Norgate for futures? Although slow, I especially like zipline for futures backtest simulations because it deals in individual contracts and makes its own continuatiuons when needed. Before python I used Rightedge (dead), quantshare, and amibroker. A long time ago I used Tradestation but just found Easy Language too limiting.
Hi Dave. Nice coincidence; I also used RightEdge. It was a great software!.
There are more non-US markets available in CSI vs. Norgate at the moment. For example: SGX Iron Ore, Rubber, MATIF Rapeseed, Milling Wheat, Maize, Bursa Malaysia Palm Oil, etc. So I thought the wider coverage would yield more opportunities.
I settled for R tidyverse because that is the language I used at my day job, and also the language the RobotWealth guys used for strategy research. I learned a lot from them. Making the PnL calculations (backtester) in R was tricky though.