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It would be very interesting to see the chart of actual trading next to a similar chart generated by the Quantopian backtester. Very impressed with the product
by minimax 13y ago
It would be very interesting to see the chart of actual trading next to a similar chart generated by the Quantopian backtester.
Very impressed with the product btw. Good work.
- jstauth 13y agoThat's a great question, I've been working up a more detailed analysis of implementation shortfall (and thinking about ways to make this automated) - but your question prompted me to post a quick comparison here that you can look at for some current results: https://www.quantopian.com/posts/live-results-vs-backtest-results-at-a-glance https://www.quantopian.com/posts/live-results-vs-backtest-re... Full disclosure, I work for Quantopian and I wrote this strategy.