
Ask HN: Why would anyone share trading algorithms and compare by performance? - westurner
I was speaking with a person years my senior awhile back, and sharing information about the Quantopian platform (which allows users to backtest and share trading algorithms); and he asked me &quot;why would anyone share their trading algorithms [if they&#x27;re making any money]?&quot;<p>I tried &quot;to help each other improve their performance&quot;. Is there a better way to explain to someone who spends their time reading forums with no objective performance comparisons over historical data why people would help each other improve their algorithmic trading algorithms?
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westurner
Catalyst, like Quantopian, is also built on top of Zipline; but for
cryptocurrencies. [https://enigmampc.github.io/catalyst/example-
algos.html](https://enigmampc.github.io/catalyst/example-algos.html)

Zipline (backtesting and live trading of algorithms with initialize(context)
and handle_data(context, data) functions; with the SPY S&P 500 ETF as a
benchmark)
[https://github.com/quantopian/zipline](https://github.com/quantopian/zipline)

Pyfolio (for objectively comparing the performance of trading strategies over
time)
[https://github.com/quantopian/pyfolio](https://github.com/quantopian/pyfolio)

...

"Community Algorithms Migrated to Quantopian 2"
[https://www.quantopian.com/posts/community-algorithms-
migrat...](https://www.quantopian.com/posts/community-algorithms-migrated-to-
quantopian-2)

\- "Reply to minimum variance w/ contrast" seems to far outperform the S&P
500.

