A Beginner’s Guide to Quantopian Futures API – Anthony Ng

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A Beginner’s Guide to Quantopian Futures API

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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Course Curriculum

Introduction

• Introduction (4:39)

Quantopian Ecosystem

• Setting Up a Quantopian Account (1:58)
• Quantopian Ecosystem (19:55)

Basics of Futures Contract

• Basics of Futures Contract (4:21)

Futures Contract Characteristics

• Futures Contract Characteristics (4:30)

Futures Naming Convention

• Futures Naming Convention (7:04)t

Historical Data

• Historical Data (10:55)

Continuous Futures

• Continuous Futures (5:36)

Individual vs Continuous Futures Contract

• Individual vs Continuous Futures Contract (10:05)

Offset, Term Structure

• Offset, Term Structure (7:16)