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Analysing our Backtest - Trading Bot in Python #6

Hi everyone,

I've attached the backtest with the updated charting for the sixth episode in the Trading Bot in Python series!

Hope this helps!

Ollie

Update Backtest








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Hi Ollie,

in the alphalens research, you paid attention to the sector, and you noted that we have bad results in the financial sector.
why didn't you take it into consideration in the bot itself?

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Hi Gil,

I think he Ollie filtered out the Financial Services sector in his universe_selection:

def FilterFinancials(self, fine):
filter_financials = [f for f in fine if f.AssetClassification.MorningstarSectorCode != MorningStarSectorCode.FinancialServices]
return filter_financials

 

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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.


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