Would anyone else like to be able to see algorithm performance returns on a log graph? Maybe a toggle button between log/linear in the backtester? Visually speaking, I think it would be a game changer for long-term (> 10 yrs) comparisons.
Cumulative returns shown on a log scale is included in the Pyfolio output. One can go to 'notebook' on the backtest output and run the displayed cell.
Thank you Dan. The tear sheets are invaluable.
Personally I seldom ever choose to view returns on a linear scale. I think log scale is more true to exposing what every investor/quant should be worried about: rate of return.
Do you think Quantopian would ever consider the convenience of a log scale view right in backtester without having to generate a tearsheet?
Hi Stephen,
Thanks for your feedback. This is helpful for us. Right now, we do not have plans to add a logarithmic scale to this particular chart. The analysis screens are primarily designed with the creation of strategies for the contest and as such linear scale is appropriate. As others have pointed out, you have flexibility to analyze your returns in other fashions within the Research notebooks.
Many thanks,
Josh
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.
Please sign in or
join Quantopian to
post a reply.
Need help?
Contact support.
Company
Learn & Support
Notices
Follow Us
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.