Disclaimer

Getting Started with Zipline

This tutorial shows you how to retrieve 1-minute historical sample data for US equities, analyze your data in a research notebook, and backtest a Zipline strategy that combines an end-of-day momentum factor with intraday entry timing.

Data collection

• Part 1: Historical Data Collection

Research and Backtesting

Research

• Part 2: End-of-Day Trading Rules
• Part 3: End-of-Day Analysis With Alphalens
• Part 4: Intraday Trading Rules

Zipline

• Part 5: Zipline Strategy Code
• Part 6: Zipline Backtest
• Part 7: Zipline Parameter Scans