Hi all!
I've run the Basic Template Algorithm with a machine learning strategy. When running the CreateLeanReport, the results reflected a cumalative return from the strategy and a benchmark. See:
https://github.com/fgbschut/qc_img/blob/master/Cumulative_returns_strategy.png
Now my question is what the benchmark represents? I did not set a benchmark myself.
Hope you can help me out? Thanks!
Xin Wei
Hi Fabian,
Currently, the default benchmark is set at a 2% fixed annual return. That's what the straight gray line represents.
Just FYI, we have decided to revert benchmark from 2% fixed return to S&P 500. Please subscribe to this Github issue for the latest update.
Xin
Fabian Schut
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