It would be nice to add all risk metrics (Total Returns, Alpha, Beta, Sharpe, Sortino, Information Ratio, Volatility, Max Drawdown) in the list of all backtests ran for an algorithm. At the moment only overall return is shown.
it would be handful to see all the metrics to quickly spot the differences between many backtests. At the moment we have to manually open each backtest to see the details and record the metrics to compare them.
Thanks!
@Luca
We have an open issue, as this has been requested before, so I'll add your plus one too it. In the meantime, while probably not helpful for quickly differentiating backtests, try using Research to import the backtest and then run a Pyfolio analysis on them.
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Thanks James, I am already using Pyfolio and it works great. Still I find my request a reasonable improvement to the user experience.
I understand the hedge fund is Q main goal and it is probably sucking all the resources and only little is left for improvement to the Quantopian platform itself. As Quantopian is already great and amazing as it is, I understand this and similar requests are left at the end of the "task to be done" list. But if there was a dedicated page (I know there is a thread but it's not enough) for feature requests and working in progress requests it would be easy for users to keep track of what is going on and to not report the same requests many time (especially for new users like me that didn't see the first time a request was made).
I am a new user but I can already see features periodically requested (or just an update request). Example:
- forex
- futures/options
- new slippage/commission model
- Etrade integration
- Robinhood integration
- ...
Having visibility to ongoing/to-be-done tasks would be great.
I love Quantopian by the way ;) Thanks for this platform.
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.
