TOO GOOD TO BE TRUE???

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TOO GOOD TO BE TRUE???

posted Apr 6, 2017

Sentiment analysis based predictions

2 responses

Jamie Veitch (Azure Hawk)

Two things I noticed:

set_slippage(slippage.FixedSlippage(spread=0))

That doesn't tend to lead to realistic backtests unless you plan on trading on Robinhood.

context.security_list = symbols('AAPL', 'GOOG', 'BA', 'MRK', 'WMT', 'INTC', 'PG', 'JPM')

By selecting these stocks you're exposing yourself to some look-back bias, although all these companies have had a good time recently, you didn't know back in 2016 that that would be the case, I would suggest picking stocks from a universe, or perhaps randomly selecting a few.

@Sanna
I cloned your algo and run it. But the RETURN is ZERO. No any transaction happens.

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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.