The Idea Stream Nowcasting code produces different results from what was shown on the Youtube video

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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 

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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

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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.


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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