Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Small cap max Sharp portfolio

Small cap ($300 mil + market cap, max Sharp Portfolio)

Go to Backtest

2 responses

You are borrowing too much.

Anytime the leverage reads over 1.0, you are borrowing money and will pay an interest rate for it.
This algo performs well but it borrowed a substantial amount of money,

Thanks I will fix it soon.