Greetings Dear Quantopian!
I am a non-Professional Financial Engineer, and I have been experimenting lately with one of my strategy. I attach a screenshot of the simple backtest (kindly see URL link below). The instrument I trade is Alibaba Group Holding Ltd. I do not trade more than 2 stocks per day and the period is 1st January 2016 until 31 August 2016. I would appreciate any comments for the trading risk metrics because I plan to deploy it for real trading.
Thank you
I think I have managed to control the leverage so far. It does not exceed 0.80 at any case.
Kindly take a look at this new screenshot:
Thank you
What are the spikes in April and May? Are those specifically the events that you are targeting? If not, I would be worried that those are a glitch, or won't be repeated.
Thank you Simon for your prompt!
In fact, regardless how many times I try to replicate the backtest (simple or full), the same spikes are occurring at nearly the same time frames. I suppose it is not a random event from my strategy, rather than it is a decision derived from the historical data + their processing.
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