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Sam $.
posted Dec 23, 2015

Hi All,

I am new to the forum and very interested in using this platform+robinhood for a low capital money management. I have by now cloned atleast half a dozen algorithms that were shared by the community. I noticed that although these algorithms did very well over long periods or even shorter periods in the past, they seem to break down for period spanning last 2-3 months i.e. they all consistently perform as well or worse than SPY500. Given the turbulence in the stock market, as well as noise in the media, I wonder if this points to something broader. Would love to hear your opinions.

S.

1 response
Alisa Deychman
Dec 23, 2015

Hi Sam,

There are many different types of strategies, depending on what the investor is looking for. There are different time horizons, where some algos are trading their 401k while others are day trading with frequent round-trip trades. There is different capital access, where some algos are trading on small funds while others are running on large amounts. Depending on your risk-tolerance, trading style, time frame, and capital you will see different results; there isn't a golden rule.

I'd recommend for you to try coding your own ideas to see how it performs in a backtest. If you like what you see, deploy it to paper trading (it's free on Quantopian) to test your idea in the current market. And then connect to the broker when you're ready.

We're creating a hedge fund with algorithms sourced from the community. We'll fund your idea and give you access to capital. If this is something you're interested in, take a look at: https://www.quantopian.com/fund

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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.

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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.