(This one is f*cked up, scroll down to see working versions of this algorithm)
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Two comments:
- Your algo buys, but it never sells. That's fine, of course, if that's your goal. But I wanted to be sure.
- You have a bug in your code, and the result is that it buys and buys and buys - it borrows uncontrollably! In line 17, change the min_notional to max_notional. The result is an algo that makes a huge purchase in spring 2011, and that's pretty much all it does.
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Alright, I did notice the little "max_notional" missing here, but thank you anyway :) .
I did some iterations, including fixing a syntax error excluding sell orders to be put on more than once, which gives that. Well, I'd like to get your advices and some tips and tricks on how to improve it :)
Thanks!
PS:
Alright, I reworked it a little bit, and thought that GOOG wasn't a good stock to begin with (because of the low volatility it had on the past two years), so I reworked it a little bit, involved selling and took AAPL as the used stock.
I improved it again a little bit, and fixed (many) errors. Please give me advices on what I'm doing right/wrong ! I'm new here :)
PS : I'd also like to incorporate this algorithm ( https://www.quantopian.com/posts/global-minimum-variance-portfolio ) into the above one, can anyone help me a bit to do this?
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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.