I was wondering if it would be possible to have multiple benchmarks when I am doing a backtest. It would be nice if I could compare my algorithm to a stock the algorithm is trading and to SPY at the same time. Is there a way to do this currently?
In the backtest, you can only set 1 benchmark which by default is SPY. If you want to use a custom benchmark using another security, then you can use set_benchmark in the initialize() function. For more details, take a look at the help doc: https://www.quantopian.com/help#overview-setbenchmark
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Hello Michael,
Manually, you can run multiple backtests in separate browser tabs, at the same time. Just use set_benchmark to change the benchmark for each. I gather that the research environment (under development) may allow a comparison of the various results; for now, you'll need to make the comparison manually.
Grant
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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.