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Just the other week Quantopian introduced a big update to the backtest analysis screens that should make it easier than ever to write algorithms for the contest. When you press 'Run Full Backtest', you'll now see which contest criteria are met and which require additional work.
Learn more about the updates and how they can help you write a better algorithm during this free, webinar led by Abhi Kalyan, Quantopian's Product Manager. Register now at: https://register.gotowebinar.com/register/7197010980397362177
We’ve added many new metrics and analyses to the full backtest page, to give you more insight into your algorithm's performance and exposure. A number of metrics were previously displayed as single point values. However, single point values don’t give you a good picture of how those metrics responded to changes in the market. Beta-to-SPY, Sharpe Ratio, and Max Drawdown are now timeseries plots instead of single point values, so you can see how those values changed over the course of a backtest.
About the Speaker:
Abhijeet Kalyan is a product manager at Quantopian, currently working on improving the backtesting experience. Recently, Abhi also helped launch tab complete in the IDE, and the risk model in algorithms and research. He previously studied software engineering at McGill University, and can write this bio in verse if you ask nicely.
Quantopian is a crowd-sourced quantitative investment firm. We inspire talented people from around the world to write investment algorithms. Quantopian provides capital, data, a research environment, and a development platform to algorithm authors (quants). We offer license agreements for algorithms that fit our investment strategy, and the licensing authors are paid based on their strategy's individual performance.
We provide everything a quant needs to create a strategy and profit from it. With over 195,000 members in more than 190 countries, that range from students to professionals, Quantopian’s community is continuing to grow every day.
For more information go to: https://www.quantopian.com/