QUANTCONNECT COMMUNITY
Today we released another video in our QuantConnect University series called "The Importance of Benchmarking". We review two techniques for bench-marking and then use a relative bench mark to test the performance of the Sell in May strategy over 15 years of data.
This is the 3rd in our weekly video-blog releases. We're starting at the fundamentals of quantitative trading and will get more advanced over time.
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Jared Broad
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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