This looks like something that should be in the FAQ (but does not appear to be): How do I get the backtester to produce a CSV of daily returns? It seems to produce a table of MONTHLY returns, but that's not quite as satisfying as it could be...
I'm sure that we will improve the backtest result pages in time. However, where we are investing right now is in the research platform. The research platform lets you load up backtest results, and then you can just do anything with them. It's just amazing how versatile and powerful the IPython notebook is. I think that you'll get more from that platform, and faster, than if we had a team of engineers doing nothing but backtest results.
Check out the recent tearsheet notebook as an example.
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Cool, thanks! This seems like the right thing! Dumb question: how do I get the magic string that identifies the algorithm? It does not seem to be displayed on the "Algorithms" list.
Hi Igor, Good to see you here! Hope things are well.
You can get the backtest ID from the URL (a bit clumsy, I know). If you are on the screen of the completed backtest, the url will look something like:
https://www.quantopian.com/algorithms/algo_hash/backtest_hash
It is the second one you need to supply to get_backtest().
Disclaimer
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.
This might be a separate thread (I would be happy to break it out as one), but when following Dan's advice, and running the notebook code on my backtest, I noted that the data is somewhat arbitrarily broken up into "backtest" and "live" data. What causes this?
Hi Igor,
Yep, we had hard-coded to split the backtest into 2 pieces, 50/50. It's a way for the user to analyze the difference in statistics for an algo across the 2 halves of a backtest.
Cheers,
Alisa
Disclaimer
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.
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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.