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Inheriting portfolio performance from a previous run?
J. Shagam
posted Sep 5, 2014

In live trading, sometimes it's necessary to modify an algorithm, which of course resets the context, which my algorithm mostly accounts for.

It also resets the performance data, so when I look at the live trading dashboard, Quantopian shows my algorithm as having lost 2.6% since it started, based on short-term losses on its long-term holdings; however, the overall performance of the algorithm (or at least of the portfolio being managed by it) is actually a gain of 5%.

Would it be possible to have a way of seeing the entire portfolio history while Quantopian was running any version of an algorithm on an account, rather than just the current run? Not that it makes any difference in the end amount, but I think a 5% gain (against a roughly 0% SPY benchmark) looks a lot more impressive than a 2.6% loss against the same benchmark. :)

3 responses
Blue Seahawk
Sep 7, 2014

For gaging returns, something to consider: https://www.quantopian.com/posts/print-run-summary

J. Shagam
Sep 7, 2014

I don't really need that, since I can just total up my portfolio+cash and divide by my initial investment. I'd just like that to be more automatic, and for it to show up in my history graph and so on.

Alisa Deychman
Sep 9, 2014

Hi J, you've hit upon a current limitation of our beta :)

When you stop a live algorithm, make code changes, and restart it, it is then considered a "new algorithm". Your metrics, logs, and algorithm history is not carried over. When you restart the algorithm, it will display a new start-date with your metrics are calculated from the new date. This is a tricky question for us and one that we're thinking about!

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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.