It would be helpful to be able to call/schedule another code session, and not have to immediately wait for the return. Also, the execution time budget, and context frequency for the child session could be relaxed.
Hi Mike,
Do you think you could elaborate on this request a bit? I'm having a hard time deciphering what you're asking! Are you referring to parallel processing? Or perhaps running multiple backtests?
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Hi Jamie,
I have a design for an algorithm that uses a parent structure in another format. The parent makes discrete decisions and calculations, and interacts with the market for ordering and listing. The child receives a broadcast from the parent, and builds a construct that refers to a longer timeframe, and extended key structure. This child issues a report back to the parent, which is used to validate its trades.
I don't need this for the near-term, but single instance modeling leaves a lot out of toolbank.
Hi Mike,
It sounds like you're looking for a portfolio management system - tracking and training multiple sub-algorithms from a master account. This structure isn't supported in our current architecture. Each algorithm in an independent portfolio and they can't cross-communicate. This feature has been requested a few times, but right now we're working on building new API features (Pipeline), growing the research platform, adding new asset classes (futures are on the way), and constructing our fund. Hope this helps share our roadmap and what's coming down the line.
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.
Ok. I'm new, so I'm just beginning to understand the Qf environment and roadmap.
But, I'm discussing one portfolio.
The individual algorithm is the single portfolio, there isn't an option to create a parent/child structure of multiple algos. Does this help clarify?
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.