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Update to fluctuating stock algorithm
Wassaf Farooqi
posted Aug 24, 2012

Previous Post (I'd love to just be able to append another benchmark run to an existing post

I took Scott Sanderson's suggestions and changed the buy sell percentage to 1.15 and .90 %. Performance over the years was much better. There is still a pretty heavy period of downtime (but not as large as the previous one) where the stock is performing much better than the algorithm is willing to buy into. Next up is adding more stocks and spreading the portfolio to minimize the flatness. After that, we can start adding in some code to prevent that early slide where it just loses money while we wait for the stock to go back up.

1 response
John Fawcett
Aug 25, 2012

Nice job @Wassaf! +1 for replying with another share. Mutual funds are permitted to offer 130/30 funds - %130 long and %30 short, maybe you should try those ratios to give this a bit more leverage and see what 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.