QuantRocket is the first end-to-end, professional-grade platform for deploying Zipline strategies to live markets
1-minute US stock data: Survivorship-bias-free 1-minute US stock data is included, with history back to 2007. Just sync the data bundle to your deployment, and you’re ready to go. Complement with real-time data from Interactive Brokers or Alpaca for live trading. Learn more.
Research environment: Develop your Zipline strategies interactively in the integrated research environment, with support for related open-source libraries including Alphalens, Pyfolio, and QGrid. Learn more.
Pipeline Fundamentals: Pipeline support for multiple datasets including Sharadar fundamentals, institutional holdings, and S&P 500 constituents; Reuters financials and estimates; and securities master data. Learn more.
Multiple Brokers: Execute your strategies with Interactive Brokers or Alpaca. Learn more.
Futures support: Trade futures with Zipline using Interactive Brokers for data and execution. Learn more.
Multi-strategy, multi-account: Trade multiple strategies in multiple accounts, or even with multiple brokers, with different allocations for each. QuantRocket keeps it all straight. Learn more.
With easy deployment to the cloud, QuantRocket provides everything you need for backtesting and live trading with Zipline.
See Zipline example strategies in the Code Library or check out the Zipline docs