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Interview with co-founder of The Crowd’s Line

still here :)

plug, but our system provides very fast access to price, fundamentals, estimates, etc: https://factset.quantopian.com

Hi, I'm the founder of Q. You're right about the turnover, though it is a multi-faceted trade-off. While increasing the trading frequency accelerates the accumulation of data, it also increases drag from transaction costs and that tends to lower a strategy's capacity.

Here is a post and video that talks about many of the criteria we use to evaluate algorithms: https://www.quantopian.com/posts/how-to-get-an-allocation-wr...

I agree, this is the most important issue for innovation in MA.