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Custom Benchmark or 2nd Portfolio

My algo invests in monthly increments with a set dollar amount. I don't think the default benchmark is a good comparison. Any suggestions as to what I can do? Is there a built in benchmark or is there a way to set up an alternate portfolio that will buy an etf like the SPY?

1 response

Are you adding to your capital each month? Sort of like your retirement savings, making monthly deposits to it? If that's what you're after, unfortunately Quantopian doesn't handle that too well. Quantopian is designed to start with a specified capital amount and simulate it going forward. We don't support cash additions or withdrawals.

In a more general sense, the help doc will help you set a custom benchmark.

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