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Research parameter optimization question
Umar Hasan
posted Sep 27, 2015
Seeking Help Getting Started Research Portfolio Optimization

Hi - how do I 'get_pricing' for research projects when using a universe instead of identified sids? A few examples below, but all of specific sid's identified - I tried the for sid in data but no luck. Would appreciate being pointed to any research projects floating around that I could clone to get me in the right direction.

https://www.quantopian.com/posts/sensitivity-analysis-aka-parameter-optimization-of-pair-trade-input-parameters?c=1
https://www.quantopian.com/posts/feature-request-provide-the-ability-to-schedule-multiple-backtests-with-different-parameters
https://www.quantopian.com/posts/finding-the-best-moving-averages-short-long-for-cross-over-trading-strategy
https://www.quantopian.com/posts/finding-the-best-moving-averages-now-with-2012-testing-period

2 responses
James Christopher
Sep 27, 2015

While there is no set_universe function Research doesn't have the size limit placed on you in the IDE so you can look at a very large number of securities. Look at this post for a example of creating a large universe in Research by attempting to
Simulate common market indices like S&P 500, Russell 3000.

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Umar Hasan
Sep 29, 2015

thank you sir!

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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.