diff --git a/.github/workflows/ci.yaml b/.github/workflows/ci.yaml
new file mode 100644
index 0000000000..dea9246647
--- /dev/null
+++ b/.github/workflows/ci.yaml
@@ -0,0 +1,49 @@
+name: Zipline CI
+
+on:
+  push:
+    branches:
+      - master
+  pull_request:
+    branches:
+      - master
+
+jobs:
+  build-and-test:
+
+    runs-on: ${{ matrix.os }}
+    strategy:
+      fail-fast: false
+      matrix:
+        os: [ubuntu-latest, macos-latest]
+        python-version: [3.5]
+    steps:
+    - uses: actions/checkout@v2
+      with:
+        submodules: 'recursive'
+    - name: Set up Python ${{ matrix.python-version }}
+      uses: actions/setup-python@v2.1.1
+      with:
+        python-version: ${{ matrix.python-version }}
+    - name: Install TA lib (ubuntu)
+      if: startsWith(matrix.os, 'ubuntu')
+      run: |
+        wget https://s3.amazonaws.com/quantopian-orchestration/packages/ta-lib-0.4.0-src.tar.gz
+        tar xvfz ta-lib-0.4.0-src.tar.gz
+        cd ta-lib
+        ./configure
+        make
+        sudo make install
+        ldconfig
+    - name: Install TA lib (macOS)
+      if: startsWith(matrix.os, 'macos')
+      run: |
+        brew install ta-lib
+    # TODO: set up pip cache
+    - name: Install requirements
+      run: |
+        python -m pip install -r etc/requirements_build.in -c etc/requirements_locked.txt
+        python -m pip install --no-binary=bcolz -e .[all] -r etc/requirements_blaze.in -c etc/requirements_locked.txt
+    - name: Run tests
+      run: |
+        nosetests tests