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The historical datas are so different between IDE and Research that the backtesting result is also quite different.
Thomas Chang
edited Apr 1, 2018

I've read the discussion here:
https://www.quantopian.com/posts/research-updates-get-pricing-and-jupyter-notebook-upgrade

It tells:"This means that get_pricing now uses the same data source as Pipeline and the backtester. It also means that the data loaded by get_pricing is point-in-time split- and dividend-adjusted...."

I have built a simple example both with IDE and the notebook research. I find the price chart are quite different. And the backtesting result are also quite different.

Fron the attached backtesting and the notebook, one can tell the difference.

1 response
Thomas Chang
Apr 1, 2018

Here is the notebook. See the difference by chart and the sharpe ratio.

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