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yeah the algo looked like it was just highly leveraged version of the benchmark. The benchmark, which you can get a better look at if you remove the algos chart
by xntrk 14y ago
yeah the algo looked like it was just highly leveraged version of the benchmark. The benchmark, which you can get a better look at if you remove the algos chart looks a lot like SPX or some other US index (at least when you eyeball it).
I would like to see this run against 2008s market and see what would happen.
- dunster 14y agoThe benchmark on Quantopian is indeed modeled after the S&P 500. How would the algo do in 2008? It's trivial for you to check it yourself. Click the "clone algo" button, change the time range of the test, and click "Run Backtest." Question answered!
- Domenic_S 14y ago> I would like to see this run against 2008s market and see what would happen. Disaster. I'm only in Nov and at -200% return, 88% drawdown. Ouch. Edit: spoke too soon: -453% vs -45.3% bench in nov.