diff --git a/zipline/finance/performance.py b/zipline/finance/performance.py
index 487c25de..a6dea38b 100644
--- a/zipline/finance/performance.py
+++ b/zipline/finance/performance.py
@@ -125,8 +125,6 @@ import datetime
 import pytz
 import math
 
-import zmq
-
 import zipline.protocol as zp
 import zipline.finance.risk as risk