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What package is recommended to process indicators once per week for a large (3000ish) stock universe?
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Jared Broad
Hi Levi; do you need fundamental data or is it just price indicators?Â
If just price indicators a B4 should be able to handle it, if fundamental data as well I'd recommend a B8 to speed up your backtesting. 3000 sets of morning star data is very heavy and backtesting could take several hours.Â
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.
Levi Freedman
Yes it is fundamentals. How do I get a B8?
Also, am I missing something - I cant find enterprise value as a field?
Ryan Riordon
Hello Levi,
You can find the options for various nodes and their costs here:
https://www.quantconnect.com/pricing?organization=f8f1cbcd4a7ee2833a2a413474bec989Â
Jared,
Can you please comment briefely on the % increase in speed roughly achieve by going from the community, to B2-8 to B4-12 to B8-16. I don't want an exact answer because there are many variables. Can I expect roughly like a 50% increase from one to another? If you don't know this information that's fine, just say so.
Derek Melchin
Hi Ryan,
Each level of a node is incrementally faster, however, there is no precise answer to the gains. It depends on what the code is doing.
Algorithms like the OP will do better since with that many fundamental data sources it can fully utilize all the cores. However if the main algorithm thread is "blocking", e.g. taking a long time to send an order or log a message, it can slow the whole process down.
Best,
Derek Melchin
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.
Ryan Riordon
Derek,
Thank you for the response.
Levi Freedman
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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