Hi, I am having trouble implementing a basic trading strategy. If I have a CSV with three columns, Symbol, Date, & Score, how do I backtest trades placed on the dates in the Date for securities in the Symbol Column based on the Score column. Just a quick outline would be very helpful. Thank you.
Hi Dean,
You can find a couple of examples in the documentation. In short, the backtester automatically associates data from your Score column to its corresponding sid based on the Symbol column, and it makes the data available on the date specified by your Date column.
Below is a quick example of an algorithm that imports NASDAQ 100 constituent data, and rebalances its portfolio based on the imported symbols.
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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.