Quant finance is a competitive field. If you don't see the big picture, you're dead in the water. Drone sees everything. Drone is two things. First, it is a python library that connects Zipline – Quantopian’s open source equity back-testing engine – with Bloomberg. Second, it is a visualization front-end for Zipline. This allows you to visualize the performance of a back-tested strategy. In its web-app incarnation, Drone allows a user to select a basket of securities over a date range, fetch the relevant data from Bloomberg, and examine the performance of that basket visually. In its code base incarnation, Drone allows users to use Bloomberg as a data source for Zipline and visualize their back-tests locally – users can write their own Python algorithms using the standard Zipline library before calling our app to visualize the results. Drone is built with R, shiny (R’s web app), and Python.

Share this project:
×

Updates