diff --git a/tests/test_finance.py b/tests/test_finance.py
index 689edd77..9a63815b 100644
--- a/tests/test_finance.py
+++ b/tests/test_finance.py
@@ -28,6 +28,8 @@ import numpy as np
 
 from nose.tools import timed
 
+from six.moves import range
+
 import zipline.protocol
 from zipline.protocol import Event, DATASOURCE_TYPE
 
@@ -314,7 +316,7 @@ class FinanceTestCase(TestCase):
             alternator = 1
 
         order_date = start_date
-        for i in xrange(order_count):
+        for i in range(order_count):
 
             blotter.set_date(order_date)
             blotter.order(sid, order_amount * alternator ** i, None, None)
@@ -334,7 +336,7 @@ class FinanceTestCase(TestCase):
         order_list = oo[sid]
         self.assertEqual(order_count, len(order_list))
 
-        for i in xrange(order_count):
+        for i in range(order_count):
             order = order_list[i]
             self.assertEqual(order.sid, sid)
             self.assertEqual(order.amount, order_amount * alternator ** i)
@@ -372,7 +374,7 @@ class FinanceTestCase(TestCase):
             self.assertEqual(len(transactions), len(order_list))
 
         total_volume = 0
-        for i in xrange(len(transactions)):
+        for i in range(len(transactions)):
             txn = transactions[i]
             total_volume += txn.amount
             if complete_fill:
diff --git a/tests/test_perf_tracking.py b/tests/test_perf_tracking.py
index 09388820..f52b2ad2 100644
--- a/tests/test_perf_tracking.py
+++ b/tests/test_perf_tracking.py
@@ -24,6 +24,8 @@ import datetime
 import pytz
 import itertools
 
+from six.moves import range
+
 import zipline.utils.factory as factory
 import zipline.finance.performance as perf
 from zipline.finance.slippage import Transaction, create_transaction
@@ -431,7 +433,7 @@ class TestDividendPerformance(unittest.TestCase):
 
         pay_date = self.sim_params.first_open
         # find pay date that is much later.
-        for i in xrange(30):
+        for i in range(30):
             pay_date = factory.get_next_trading_dt(pay_date, oneday)
         dividend = factory.create_dividend(
             1,
diff --git a/tests/test_sources.py b/tests/test_sources.py
index e1096131..d801a025 100644
--- a/tests/test_sources.py
+++ b/tests/test_sources.py
@@ -16,6 +16,8 @@ import pandas as pd
 import pytz
 from itertools import cycle
 
+from six import integer_types
+
 from unittest import TestCase
 
 import zipline.utils.factory as factory
@@ -71,5 +73,5 @@ class TestDataFrameSource(TestCase):
         for event in source:
             for check_field in check_fields:
                 self.assertIn(check_field, event)
-            self.assertTrue(isinstance(event['volume'], (int, long)))
+            self.assertTrue(isinstance(event['volume'], (integer_types)))
             self.assertEqual(stocks_iter.next(), event['sid'])
diff --git a/tests/test_transforms.py b/tests/test_transforms.py
index 43df06d8..2da00e19 100644
--- a/tests/test_transforms.py
+++ b/tests/test_transforms.py
@@ -20,6 +20,8 @@ import pandas as pd
 from datetime import timedelta, datetime
 from unittest import TestCase
 
+from six.moves import range
+
 from zipline.utils.test_utils import setup_logger
 
 from zipline.protocol import Event
@@ -64,7 +66,7 @@ class TestEventWindow(TestCase):
 
         self.monday = datetime(2012, 7, 9, 16, tzinfo=pytz.utc)
         self.eleven_normal_days = [self.monday + i * timedelta(days=1)
-                                   for i in xrange(11)]
+                                   for i in range(11)]
 
         # Modify the end of the period slightly to exercise the
         # incomplete day logic.
@@ -75,7 +77,7 @@ class TestEventWindow(TestCase):
         # Second set of dates to test holiday handling.
         self.jul4_monday = datetime(2012, 7, 2, 16, tzinfo=pytz.utc)
         self.week_of_jul4 = [self.jul4_monday + i * timedelta(days=1)
-                             for i in xrange(5)]
+                             for i in range(5)]
 
     def test_market_aware_window_normal_week(self):
         window = NoopEventWindow(
diff --git a/zipline/algorithm.py b/zipline/algorithm.py
index 9cb42ae5..8d5baf77 100644
--- a/zipline/algorithm.py
+++ b/zipline/algorithm.py
@@ -20,7 +20,9 @@ import numpy as np
 
 from datetime import datetime
 
-from itertools import groupby, ifilter
+from itertools import groupby
+from six.moves import filter
+from six import iteritems
 from operator import attrgetter
 
 from zipline.errors import (
@@ -194,7 +196,7 @@ class TradingAlgorithm(object):
         date_sorted = date_sorted_sources(*self.sources)
 
         if source_filter:
-            date_sorted = ifilter(source_filter, date_sorted)
+            date_sorted = filter(source_filter, date_sorted)
 
         with_tnfms = sequential_transforms(date_sorted,
                                            *self.transforms)
@@ -305,7 +307,7 @@ class TradingAlgorithm(object):
 
         # Create transforms by wrapping them into StatefulTransforms
         self.transforms = []
-        for namestring, trans_descr in self.registered_transforms.iteritems():
+        for namestring, trans_descr in iteritems(self.registered_transforms):
             sf = StatefulTransform(
                 trans_descr['class'],
                 *trans_descr['args'],
diff --git a/zipline/data/benchmarks.py b/zipline/data/benchmarks.py
index bc938c0c..a0ec9756 100644
--- a/zipline/data/benchmarks.py
+++ b/zipline/data/benchmarks.py
@@ -23,6 +23,8 @@ from functools import partial
 import requests
 import pandas as pd
 
+from six import iteritems
+
 from . loader_utils import (
     date_conversion,
     source_to_records,
@@ -50,7 +52,7 @@ _BENCHMARK_MAPPING = {
 def benchmark_mappings():
     return {key: Mapping(*value)
             for key, value
-            in _BENCHMARK_MAPPING.iteritems()}
+            in iteritems(_BENCHMARK_MAPPING)}
 
 
 def get_raw_benchmark_data(start_date, end_date, symbol):
diff --git a/zipline/data/loader.py b/zipline/data/loader.py
index 64333bb3..fbbb3815 100644
--- a/zipline/data/loader.py
+++ b/zipline/data/loader.py
@@ -26,6 +26,8 @@ import pandas as pd
 from pandas.io.data import DataReader
 import pytz
 
+from six import iteritems
+
 from . import benchmarks
 from . benchmarks import get_benchmark_returns
 
@@ -239,7 +241,7 @@ Fetching data from {0}
     fp_tr.close()
 
     tr_curves = OrderedDict(sorted(
-        ((dt, c) for dt, c in tr_curves.iteritems()),
+        ((dt, c) for dt, c in iteritems(tr_curves)),
         key=lambda t: t[0]))
 
     return benchmark_returns, tr_curves
@@ -291,7 +293,7 @@ must specify stocks or indexes"""
             data[stock] = stkd
 
     if indexes is not None:
-        for name, ticker in indexes.iteritems():
+        for name, ticker in iteritems(indexes):
             print(name)
             stkd = DataReader(ticker, 'yahoo', start, end).sort_index()
             data[name] = stkd
@@ -327,7 +329,7 @@ def load_from_yahoo(indexes=None,
         close_key = 'Adj Close'
     else:
         close_key = 'Close'
-    df = pd.DataFrame({key: d[close_key] for key, d in data.iteritems()})
+    df = pd.DataFrame({key: d[close_key] for key, d in iteritems(data)})
     df.index = df.index.tz_localize(pytz.utc)
     return df
 
diff --git a/zipline/data/loader_utils.py b/zipline/data/loader_utils.py
index 7ff58406..014a95cb 100644
--- a/zipline/data/loader_utils.py
+++ b/zipline/data/loader_utils.py
@@ -30,6 +30,8 @@ from collections import namedtuple
 
 from functools import partial
 
+from six import iteritems
+
 
 def get_utc_from_exchange_time(naive):
     local = pytz.timezone('US/Eastern')
@@ -126,7 +128,7 @@ def _row_cb(mapping, row):
     return {
         target: apply_mapping(mapping, row)
         for target, mapping
-        in mapping.iteritems()
+        in iteritems(mapping)
     }
 
 
diff --git a/zipline/data/treasuries.py b/zipline/data/treasuries.py
index a2b325e7..7b343c3a 100644
--- a/zipline/data/treasuries.py
+++ b/zipline/data/treasuries.py
@@ -21,6 +21,8 @@ import requests
 from collections import OrderedDict
 import xml.etree.ElementTree as ET
 
+from six import iteritems
+
 from . loader_utils import (
     guarded_conversion,
     safe_int,
@@ -61,7 +63,7 @@ _CURVE_MAPPINGS = {
 def treasury_mappings(mappings):
     return {key: Mapping(*value)
             for key, value
-            in mappings.iteritems()}
+            in iteritems(mappings)}
 
 
 class iter_to_stream(object):
diff --git a/zipline/finance/performance/period.py b/zipline/finance/performance/period.py
index 00368a39..0f3113d1 100644
--- a/zipline/finance/performance/period.py
+++ b/zipline/finance/performance/period.py
@@ -77,6 +77,8 @@ import numpy as np
 import pandas as pd
 from collections import OrderedDict, defaultdict
 
+from six import iteritems, itervalues
+
 import zipline.protocol as zp
 from . position import positiondict
 
@@ -164,7 +166,7 @@ class PerformancePeriod(object):
         payment has been disbursed.
         """
         cash_payments = 0.0
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             cash_payments += pos.update_dividends(todays_date)
 
         # credit our cash balance with the dividend payments, or
@@ -307,7 +309,7 @@ class PerformancePeriod(object):
             else:
                 transactions = \
                     [y.to_dict()
-                     for x in self.processed_transactions.itervalues()
+                     for x in itervalues(self.processed_transactions)
                      for y in x]
             rval['transactions'] = transactions
 
@@ -315,9 +317,9 @@ class PerformancePeriod(object):
             if dt:
                 # only include orders modified as of the given dt.
                 orders = [x.to_dict()
-                          for x in self.orders_by_modified[dt].itervalues()]
+                          for x in itervalues(self.orders_by_modified[dt])]
             else:
-                orders = [x.to_dict() for x in self.orders_by_id.itervalues()]
+                orders = [x.to_dict() for x in itervalues(self.orders_by_id)]
             rval['orders'] = orders
 
         return rval
@@ -352,7 +354,7 @@ class PerformancePeriod(object):
 
         positions = self._positions_store
 
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             if sid not in positions:
                 positions[sid] = zp.Position(sid)
             position = positions[sid]
@@ -364,7 +366,7 @@ class PerformancePeriod(object):
 
     def get_positions_list(self):
         positions = []
-        for sid, pos in self.positions.iteritems():
+        for sid, pos in iteritems(self.positions):
             if pos.amount != 0:
                 positions.append(pos.to_dict())
         return positions
diff --git a/zipline/finance/risk/cumulative.py b/zipline/finance/risk/cumulative.py
index a91841da..47a12bb4 100644
--- a/zipline/finance/risk/cumulative.py
+++ b/zipline/finance/risk/cumulative.py
@@ -24,6 +24,8 @@ import zipline.utils.math_utils as zp_math
 import pandas as pd
 from pandas.tseries.tools import normalize_date
 
+from six import iteritems
+
 from . risk import (
     alpha,
     check_entry,
@@ -359,7 +361,7 @@ algorithm_returns ({algo_count}) in range {start} : {end} on {dt}"
 
         return {k: None
                 if check_entry(k, v)
-                else v for k, v in rval.iteritems()}
+                else v for k, v in iteritems(rval)}
 
     def __repr__(self):
         statements = []
diff --git a/zipline/finance/risk/period.py b/zipline/finance/risk/period.py
index 2e7867f5..e002165d 100644
--- a/zipline/finance/risk/period.py
+++ b/zipline/finance/risk/period.py
@@ -20,6 +20,8 @@ import math
 import numpy as np
 import numpy.linalg as la
 
+from six import iteritems
+
 from zipline.finance import trading
 
 import pandas as pd
@@ -131,7 +133,7 @@ class RiskMetricsPeriod(object):
         }
 
         return {k: None if check_entry(k, v) else v
-                for k, v in rval.iteritems()}
+                for k, v in iteritems(rval)}
 
     def __repr__(self):
         statements = []
diff --git a/zipline/gens/composites.py b/zipline/gens/composites.py
index df2f1677..67c3bd66 100644
--- a/zipline/gens/composites.py
+++ b/zipline/gens/composites.py
@@ -15,6 +15,8 @@
 
 import heapq
 
+from six.moves import reduce
+
 
 def _decorate_source(source):
     for message in source:
diff --git a/zipline/gens/utils.py b/zipline/gens/utils.py
index 5cfdc01b..585f5ce1 100644
--- a/zipline/gens/utils.py
+++ b/zipline/gens/utils.py
@@ -21,16 +21,18 @@ from hashlib import md5
 from datetime import datetime
 from zipline.protocol import DATASOURCE_TYPE
 
+from six import iteritems, b
+
 
 def hash_args(*args, **kwargs):
     """Define a unique string for any set of representable args."""
     arg_string = '_'.join([str(arg) for arg in args])
     kwarg_string = '_'.join([str(key) + '=' + str(value)
-                             for key, value in kwargs.iteritems()])
+                             for key, value in iteritems(kwargs)])
     combined = ':'.join([arg_string, kwarg_string])
 
     hasher = md5()
-    hasher.update(combined)
+    hasher.update(b(combined))
     return hasher.hexdigest()
 
 
diff --git a/zipline/protocol.py b/zipline/protocol.py
index d2a65f16..44825d17 100644
--- a/zipline/protocol.py
+++ b/zipline/protocol.py
@@ -13,6 +13,8 @@
 # See the License for the specific language governing permissions and
 # limitations under the License.
 
+from six import iteritems, iterkeys
+
 from . utils.protocol_utils import Enum
 
 # Datasource type should completely determine the other fields of a
@@ -171,7 +173,7 @@ class BarData(object):
         del self._data[name]
 
     def __iter__(self):
-        for sid, data in self._data.iteritems():
+        for sid, data in iteritems(self._data):
             # Allow contains override to filter out sids.
             if sid in self:
                 if len(data):
@@ -179,25 +181,25 @@ class BarData(object):
 
     def iterkeys(self):
         # Allow contains override to filter out sids.
-        return (sid for sid in self._data.iterkeys() if sid in self)
+        return (sid for sid in iterkeys(self._data) if sid in self)
 
     def keys(self):
         # Allow contains override to filter out sids.
         return list(self.iterkeys())
 
     def itervalues(self):
-        return (value for sid, value in self.iteritems())
+        return (value for sid, value in iteritems(self))
 
     def values(self):
         return list(self.itervalues())
 
     def iteritems(self):
         return ((sid, value) for sid, value
-                in self._data.iteritems()
+                in iteritems(self._data)
                 if sid in self)
 
     def items(self):
-        return list(self.iteritems())
+        return list(iteritems(self))
 
     def __len__(self):
         return len(self.keys())
diff --git a/zipline/sources/test_source.py b/zipline/sources/test_source.py
index 099e31a7..2380e6c1 100644
--- a/zipline/sources/test_source.py
+++ b/zipline/sources/test_source.py
@@ -19,10 +19,13 @@ A source to be used in testing.
 
 import pytz
 
-from itertools import cycle, ifilter, izip
+from itertools import cycle
+from six.moves import filter, zip
 from datetime import datetime, timedelta
 import numpy as np
 
+from six.moves import range
+
 from zipline.protocol import (
     Event,
     DATASOURCE_TYPE
@@ -68,9 +71,9 @@ def date_gen(start=datetime(2006, 6, 6, 12, tzinfo=pytz.utc),
     # during trading hours.
     # NB: Being inside of trading hours is currently dependent upon the
     # count parameter being less than the number of trading minutes in a day
-    for i in xrange(count):
+    for i in range(count):
         if repeats:
-            for j in xrange(repeats):
+            for j in range(repeats):
                 yield cur
         else:
             yield cur
@@ -90,7 +93,7 @@ def mock_prices(count):
     Utility to generate a stream of mock prices. By default
     cycles through values from 0.0 to 10.0, n times.
     """
-    return (float(i % 10) + 1.0 for i in xrange(count))
+    return (float(i % 10) + 1.0 for i in range(count))
 
 
 def mock_volumes(count):
@@ -98,7 +101,7 @@ def mock_volumes(count):
     Utility to generate a set of volumes. By default cycles
     through values from 100 to 1000, incrementing by 50.
     """
-    return ((i * 50) % 900 + 100 for i in xrange(count))
+    return ((i * 50) % 900 + 100 for i in range(count))
 
 
 class SpecificEquityTrades(object):
@@ -204,7 +207,7 @@ class SpecificEquityTrades(object):
             sids = cycle(self.sids)
 
             # Combine the iterators into a single iterator of arguments
-            arg_gen = izip(sids, prices, volumes, dates)
+            arg_gen = zip(sids, prices, volumes, dates)
 
             # Convert argument packages into events.
             unfiltered = (create_trade(*args, source_id=self.get_hash())
@@ -213,7 +216,7 @@ class SpecificEquityTrades(object):
         # If we specified a sid filter, filter out elements that don't
         # match the filter.
         if self.filter:
-            filtered = ifilter(
+            filtered = filter(
                 lambda event: event.sid in self.filter, unfiltered)
 
         # Otherwise just use all events.
diff --git a/zipline/test_algorithms.py b/zipline/test_algorithms.py
index e4a05fdd..ab14f55b 100644
--- a/zipline/test_algorithms.py
+++ b/zipline/test_algorithms.py
@@ -74,6 +74,8 @@ The algorithm must expose methods:
 from copy import deepcopy
 import numpy as np
 
+from six.moves import range
+
 from zipline.algorithm import TradingAlgorithm
 from zipline.finance.slippage import FixedSlippage
 
@@ -191,7 +193,7 @@ class TooMuchProcessingAlgorithm(TradingAlgorithm):
     def handle_data(self, data):
         # Unless we're running on some sort of
         # supercomputer this will hit timeout.
-        for i in xrange(1000000000):
+        for i in range(1000000000):
             self.foo = i
 
 
diff --git a/zipline/transforms/batch_transform.py b/zipline/transforms/batch_transform.py
index 41bfa203..02436d83 100644
--- a/zipline/transforms/batch_transform.py
+++ b/zipline/transforms/batch_transform.py
@@ -26,6 +26,12 @@ from numbers import Integral
 
 import pandas as pd
 
+from six import (
+    string_types,
+    itervalues,
+    iteritems
+)
+
 from zipline.utils.data import RollingPanel
 from zipline.protocol import Event
 
@@ -187,7 +193,7 @@ class BatchTransform(object):
         # enter the batch transform's window IFF a sid filter is not
         # specified.
         if sids is not None:
-            if isinstance(sids, (basestring, Integral)):
+            if isinstance(sids, (string_types, Integral)):
                 self.static_sids = set([sids])
             else:
                 self.static_sids = set(sids)
@@ -195,7 +201,7 @@ class BatchTransform(object):
             self.static_sids = None
 
         self.initial_field_names = fields
-        if isinstance(self.initial_field_names, basestring):
+        if isinstance(self.initial_field_names, string_types):
             self.initial_field_names = [self.initial_field_names]
         self.field_names = set()
 
@@ -230,7 +236,7 @@ class BatchTransform(object):
         Point of entry. Process an event frame.
         """
         # extract dates
-        dts = [event.datetime for event in data._data.itervalues()]
+        dts = [event.datetime for event in itervalues(data._data)]
         # we have to provide the event with a dt. This is only for
         # checking if the event is outside the window or not so a
         # couple of seconds shouldn't matter. We don't add it to
@@ -238,7 +244,7 @@ class BatchTransform(object):
         # sid keys.
         event = Event()
         event.dt = max(dts)
-        event.data = {k: v.__dict__ for k, v in data._data.iteritems()
+        event.data = {k: v.__dict__ for k, v in iteritems(data._data)
                       # Need to check if data has a 'length' to filter
                       # out sids without trade data available.
                       # TODO: expose more of 'no trade available'
@@ -419,7 +425,7 @@ class BatchTransform(object):
         # extract field names from sids (price, volume etc), make sure
         # every sid has the same fields.
         sid_keys = []
-        for sid in event.data.itervalues():
+        for sid in itervalues(event.data):
             keys = set([name for name, value in sid.items()
                         if isinstance(value,
                                       (int,
diff --git a/zipline/transforms/mavg.py b/zipline/transforms/mavg.py
index 6168c23f..bdd66223 100644
--- a/zipline/transforms/mavg.py
+++ b/zipline/transforms/mavg.py
@@ -15,6 +15,8 @@
 
 from collections import defaultdict
 
+from six import string_types
+
 from zipline.transforms.utils import EventWindow, TransformMeta
 from zipline.errors import WrongDataForTransform
 
@@ -31,7 +33,7 @@ class MovingAverage(object):
     def __init__(self, fields='price',
                  market_aware=True, window_length=None, delta=None):
 
-        if isinstance(fields, basestring):
+        if isinstance(fields, string_types):
             fields = [fields]
         self.fields = fields
 
diff --git a/zipline/transforms/ta.py b/zipline/transforms/ta.py
index 54752fb8..aa1c2deb 100644
--- a/zipline/transforms/ta.py
+++ b/zipline/transforms/ta.py
@@ -19,6 +19,9 @@ import numpy as np
 import pandas as pd
 import talib
 import copy
+
+from six import iteritems
+
 from zipline.transforms import BatchTransform
 
 
@@ -45,7 +48,7 @@ def zipline_wrapper(talib_fn, key_map, data):
     for sid in data.minor_axis:
         # build talib_data from zipline data
         talib_data = dict()
-        for talib_key, zipline_key in key_map.iteritems():
+        for talib_key, zipline_key in iteritems(key_map):
             # if zipline_key is found, add it to talib_data
             if zipline_key in data:
                 values = data[zipline_key][sid].values
diff --git a/zipline/utils/test_utils.py b/zipline/utils/test_utils.py
index a4c679f8..0dec5cec 100644
--- a/zipline/utils/test_utils.py
+++ b/zipline/utils/test_utils.py
@@ -1,6 +1,8 @@
 from logbook import FileHandler
 from zipline.finance.blotter import ORDER_STATUS
 
+from six import itervalues
+
 
 def setup_logger(test, path='test.log'):
     test.log_handler = FileHandler(path)
@@ -57,7 +59,7 @@ def assert_single_position(test, zipline):
                 for order in update['daily_perf']['orders']:
                     orders_by_id[order['id']] = order
 
-    for order in orders_by_id.itervalues():
+    for order in itervalues(orders_by_id):
         test.assertEqual(
             order['status'],
             ORDER_STATUS.FILLED,