Am I misunderstanding how to use order_target_percent?
This is a simple algo that goes long DSX 100% and shorts SBLK 100% with a net exposure of 0.
on 2012-10-15 SBLK reverse splits 1:15 and the algorithm's order_target_percent goes haywire.
Can someone help me understand what's happening here? I feel like the amounts are small enough that I shouldn't need to vwap order or anything fancy, but I'm not clear what's going on here.
Oh. It appears for some reason SBLK is stored not split adjusted, whereas most stocks are stored split adjusted in backtests.
I checked on the C reverse split and the NFLX split. Neither are reflected in the price data.
Hi Robert,
Good catch! It turns out this is a bug and we will get to fixing it as soon as possible.
Cheers,
Jamie
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Hi Jamie,
Any timeline on when you'll have a fix for this? Thanks!
Still broken in daily data.
Best,
Robert
The fix has been made. The split is now correctly being applied
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.
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.
