Quantopian Integrates Quandl Time-Series Datasets
Boston-based online algorithm back-testing platform Quantopian has written to the API of Toronto, Canada-based startup financial search engine Quandl to enable quantitative analysts and researchers using its platform to run their algorithms against Quandl's collection of four million financial, economic and sociological time-series datasets.
Quantopian launched the beta-test version of its platform last August as a means for quantitative analysts to back-test algorithms with long-term holdings
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