I want to ask a question. After I submit a strategy , in the LeaderBoard I can see my strategy's BACKTEST SCORE, I want to know the BACKTEST SCORE depend on which period such as 2012/01/01~2015/01/01? Can somebody help me? Can I know this BACKTEST PERIOD? Thank you very much.
The backtest is the 2 year period leading up to your contest submission. For example, if you're submitting this month (in June), your backtest will be run from May 1, 2013-May 1, 2015. You can also see these details when you submit to the contest, and look at the Full Backtest details.
A word of caution - refrain from over-fitting your backtest. An aalgo is scored on its paper trading performance and consistency between simulation and live trading. Good luck!
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.