Has anyone looked into this backtesting site? It doesnt look that good end to end for quants as they only provide pricing data.
What has me blown is that it shows their top algos are achieving sharpe ratios of 5 or higher over 15 years of data. Maybe just a marketing ploy who knows.
It is a very basic backtester indeed at present which only allows for daily rebalancing. It has potential but needs a lot of work, for my purposes at least. Mind you after the min numbing compexity and bizarre tangle of Zipline and it's dependencies perhaps simplicity is not such a bad thing. I have come to appreciate simplicity of the engine as well as the algo rules.
As to performance .....who knows. Presumably it is mostly theoretical anyway.
Call me cynical.....
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.
