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Running multiple portfolios simultaneously / extracting data
Joel Mitchell
edited

Hi all,

I'm quite new to the Quantopian IDE, so these questions might only need a really simple Yes/No answer, but I wondered if it was possible to:

(1) Run and model multiple portfolios simultaneously? For example, an equal weight portfolio and a market cap portfolio, in a way that allows us to see how they perform relative to each other (with performance stats, if possible)

(2) Extract the actual performance (return) data for a given portfolio: i.e., download the notional value of the algo portfolio (Excel, CSV etc...)

So far I have been unable to figure either of these out, so it would be great to know whether it was (or wasn't) possible.

Thanks in advance!

JM

3 responses
Alisa Deychman

Hi Joel - welcome!

(1) You can kick off multiple backtests by pressing the "Run Full Backtest" button. They will run asynconrously, and you can come back when you'd like to view the results. You can then pull in the backtest object into the research environment by pressing the "analyze backtest" button. This will launch tearsheets for the strategy, analyzing the performance drivers and risk exposures.

(2) It's not possible to download the data, but you can pull it into the interactive research environment using the get_backtest() function and analyze any data -- positions, transactions, returns, etc.

Cheers,
Alisa

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Joel Mitchell

Excellent, thanks for that, Alisa! I will definitely check it out.

Laxmikant Chitare

Hi Joel,

Were you able to address your need of "Run and model multiple portfolios simultaneously?". I am in exact same need. I want to model multiple strategies and compare portfolio performance, but dont know how.

@Alisa - context.portfolio can hold only one portfolio I believe and running "Full Backtest" will run it only for this single portfolio. Or am I missing something?

Thanks,
Lax

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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.