QUANTCONNECT COMMUNITY
Hi,
I am running an algorithm with daily resolution using SPY500 constituents, and has been running very fast.
To have more accurate results I switched to QC500 rather than hardcoding the historical constituents. However, it runs very slow. Is there a way to make it calculate the fundamentals in a lower frequency. I suspect this calculation causes the algorithm to perform that slow. I am fine to do this once a month.
Thanks,
Dario
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
QuantConnect™ 2024. All Rights Reserved
|
|
Share New Research 
Varad Kabade
Hi Dario Teodori,
We recommend adding the following in the initial line of the coarse filter method:
you can set the frequency accordingly. In the above, the frequency of the universe selection would be yearly.
Best,
Varad Kabade
Dario Teodori
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 QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect 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. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
To unlock posting to the community forums please complete at least 30% of Boot Camp.
You can continue your Boot Camp training progress from the terminal. We hope to see you in the community soon!