I've been using QuantConnect for about 4 years now and something I've seen over the years that still hasn't been addressed is backend changes being made without any community announcements. For example, I'll run a backtest and be please with results and then start doing sensitivity analysis on some of the constraints to make sure its a robust signal and then out of nowhere my backtest results will be wildly different. This tends to happen during data maintenance or something in the backend and the initial results come back after a few hours or so.
This is happening to me as I write this actually. The thing is, I never really know if the data change is permanent or caused by some other backend process. So I sit here and I'm afraid to really build anything because I don't know which results to trust.
It would be really convenient if there was a section on these forums for QuantConnect to release “maintenance times” or “summary of recent changes” or what have you so that the community can get a sense as to what is changing, if anything, at a given point in time.
Louis Szeto
Hi Stephen
We won't change past data unless it is a problematic datapoint. Their impact should be small and will not affect much of a robust strategy.
Best
Louis
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Stephen Hyer
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.
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