Zipline and commodity trading (EPEX Spot Intraday Continuous)

31 views

Skip to first unread message

ma...@jakob-keller.de

unread,

Mar 14, 2017, 9:52:59 AM3/14/17

to Zipline Python Opensource Backtester

Hi everyone!

Has anyone evaluated applying Zipline to backtesting and/or live trading in commodities, in particular the EPEX Spot Intraday Continuous market (central European power)?

Any opinions on whether that is feasible and what the challenges would be?

Are there any obvious alternatives and what would they be?

I am fairly new to the subject, but impressed with Zipline's ease-of-use and the open source approach taken.