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How can I test different values for a variable in one run?

I am super new with Quantopian. What I am trying to do is to find the best "fit" for my model. Is there anyway I can optimize "X" (ie. with values from 1-10) without manually testing all alternatives?

Any tip will be appreciated,

3 responses

Hi Yair,

Welcome to Quantopian! You can do something like this in the research environment. Check out this post by Justin Lent where he shares a notebook on parameter optimization.


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Thanks a lot

Note that you can run as many algo variants as you want, in parallel, by launching them manually. So, if you have a long-running algo, this may be the way to go. Note that you can pull backtest results into the research environment using get_backtest() described on the help page and in the research environment help docs.

One way to do this without having to edit code is to randomly select the values of "X" so that each time the algo is run, a different value of "X" is chosen (e.g. pick values in the range 1-10). Then, it is simply a matter of clicking "Run Full Backtest" to launch each of your N variants.