Can someone from Quantopian specifically explain to me why the results are so different for the same algorithm with the same start day.
Why has the whole history been rewritten on 2018-12-27?
Below are backtest results made on 2018-12-25
Why has the whole history been rewritten on 2018-12-27?
Vladimir,
Without seeing an attached backtest, it's difficult to debug this issue. Could you either attach a backtest exhibiting the problem or email it in to [email protected] so our support team can take a look?
If not, can you give me a bit more detail about the algo? For instance, does it use external datasources via Fetcher or the new Self-Serve data feature? If not, which data does it depend on? My first instinct is that we may have gone back and corrected a missing corporate action that could have changed the behavior. However, I wouldn't expect that to be the case two days in a row so there could be a bug somewhere.
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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.