Dear All,
I am new to Quantopian and need some help.
Back tested almost all the most popular algos from Quantopian. Link: http://blog.quantopian.com/5-basic-quant-strategies-implemented-by-the-quantopian-community/
The back test criterion is: From 2014-02-25 to 2015-05-31 with $100,000 initial capital (daily data)
All of them resulted: Backtest Overall return 0.0%, which is unrealistic. It can be either some positive or negative return, but not exact 0% for all of them for all time ranges.
So, I am surely doing something wrong. Appreciate if some one can guide me the steps to do the back testing.
Steps I followed:
- Cloned Algorithm
- Go to ALGORITHMS link and click on the particular algorithm link
- Selected From date, to date, total amount and frequency (daily)
- Hit Run Full Backtest button
Thanks a ton
Anindya