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What default benchmark index is used to evaluate a performance of a strategy

Is it the s&p 500? May be this was posted earlier in a post somewhere?
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None is specified yet -- we've been thinking about it a while and welcome suggestions. We could fairly easily send back the S&P, though an average of the underlying portfolio might be more accurate?
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How about (for Equities at least) I think it would be a good for users to include S&P 500 Index ((s)he has a flat to include or otherwise), while you have the default average of the underlying portfolio???
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I like to use the Russell 2000 too, is there any way to get a dropdown for a few benchmark options?
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Kai + Joyanta,

I also find myself using several different benchmark's when doing analysis over the short term and long term and it's also clear that different types of engineers will be using different benchmarks. This is certainly a functionality that we will add to our list of features to add and hope to bring it to you guys soon :)

Thanks for keeping us innovating, progressing and building the features that you want!

Simon Burns
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Thanks Simon! Good to see QC innovating with us as we progress with out algorithms, I personally use the Russell 2000 so don't forget about that one!
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Kai I agree. Russell 2000 actually a better one in many cases.
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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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