I was reviewing the nowcasting video posted on youtube and thought it was very useful but noticed after cloning the code the backtest results were a lot different from what I saw on the video. The video showed over 100% return while the cloned code had a return of only 32%. I wanted to ask if there was a change made to the code from the video that I didn't notice or possibly some other reason for such a large difference. I want to make sure I understand how the service works.
Thanks,
Troy Cox
Shile Wen
Hi Troy,
There was only one line that was changed in the code (on line 25, the EqualWeightingPortfolioConstruction's constructor was empty in the video), but with this change, the backtest results barely changed. It is possible that the Tiingo data may have been patched with different values, causing the difference in the results.
Best,
Shile Wen
Troy Cox
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