Back

Understanding Key Performance Values from Alpha Insights

Hi All,

I'm trying to understand the KPIs from the Key Performance table of an Alpha. I read the documentation but still not clear. In particular, I'd like to understand Mean Insight Value and Estimated Alpha Value. If I get a $0 Mean Insight Value, but a decently positive Estimated Alpha Value, how can I interpret that? It seems to depend on the timeframe chosen for the backtest. I guess what I'm trying to understand is how to get an estimated monthly value of my algorithms before submitting them.

Thank you very much for the amazing work.

Update Backtest







0

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.


Hi Ha,

I posted this question a few months ago and here's the link to the thread for you to check out:

https://www.quantconnect.com/forum/discussion/4439/understanding-key-performance-values-from-alpha-insights/p1

Hope it helps!

Emilio

0

Update Backtest





0

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.


Loading...

This discussion is closed