I'm thinking of maybe integrating another algo with mine, allocating a certain percentage of cash to each strategy, side by side in one.
Don't know how many hundreds of fine algos have been posted on Quantopian already to date.
Can you (the person reading this) point to any algo that you consider the best you have seen so far?
I will not critique it here, will simply try it. Many thanks.
Edit: Would prefer any specific single algo.
I like this code from Jamie Lunn, modified here only a little bit in the backtest below. There are some changes on that page by others.
Screenshots are different date ranges (around 34 months) as far back as this set of securities could go (2007).
In the custom chart, the Profit_vs_Risk_Return just shows an alternate returns calc reflecting the maximum spent which was not all of the initial capital, I wasn't able to find a way to use more of the initial capital while keeping its positives. The long term test comes out to only ~13.7% per year however it seems dependable.
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.
