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!

 

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