catalyst/docs/index.rst

.. Zipline documentation master file, created by
   sphinx-quickstart on Wed Feb  8 15:29:56 2012.
   You can adapt this file completely to your liking, but it should at least
   contain the root `toctree` directive.

.. module:: zipline

*******************************************
Zipline: The Open Source Backtesting Engine
*******************************************

Python is quickly becoming the glue language which holds together data science
and related fields like quantitative finance. Zipline is a new, BSD-licensed
quantitative trading system which allows easy backtesting of investment
algorithms on historical data. The system is fundamentally event-driven and a
close approximation of how live-trading systems operate. Moreover, Zipline
comes "batteries included" as many common statistics like
moving average and linear regression can be readily accessed from within a
user-written algorithm. Input of historical data and output of performance
statistics is based on Pandas DataFrames to integrate nicely into the existing
Python eco-system. Furthermore, statistic and machine learning libraries like
matplotlib, scipy, statsmodels, and sklearn support development, analysis and
visualization of state-of-the-art trading systems.

Zipline is currently used in production as the backtesting engine powering
<Quantopian.com>_  free, community-centered platform that allows
development and real-time backtesting of trading algorithms in the web browser.
Zipline was released at PyData NYC'12.

Contents
========

.. toctree::
   :maxdepth: 4

   installation.rst
   overview.rst
   modules.rst
   messaging.rst
   extensions.rst


Indices and tables
==================

* :ref:`genindex`
* :ref:`modindex`
* :ref:`search`