Hello, I'm new to this forum. I've been trading for around a year now. I want to backtest some of my trading strategies. Essentially I want to: 1) Select a set of stocks (US equites) from the universe of stocks that my requirements (basically a scanner for historic data) 2) Get some data from different source from the source I would use in my first step (this is a must) I want to do my analysis on Python. So I'm looking to use Quandl for backtesting and scanning the universe of stocks, is this possible with Quandl? Can I scan and filter historic price action with Quandl data? The second data source will be pre-market data, so I need to combine the pre-market data with the quandl (after open) data and perform some smoothing techniques/paper trades. Is all this possible? Sorry for being a bit of a noob at this! Kind regards Abbas
Thanks for the response, yes I have I've looked at pipeline, zipline and Quantopian's API etc. Just wondering if I could do it on Quandl. Is there a 'pipeline' equivalent for Quandl? Also it's hard to import different APIs (I'll obviously need to import a different API for pre-market data) on Quantopian's Jupyter notebook