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Running multiple portfolios simultaneously / extracting data

Hi all,

I'm quite new to the Quantopian IDE, so these questions might only need a really simple Yes/No answer, but I wondered if it was possible to:

(1) Run and model multiple portfolios simultaneously? For example, an equal weight portfolio and a market cap portfolio, in a way that allows us to see how they perform relative to each other (with performance stats, if possible)

(2) Extract the actual performance (return) data for a given portfolio: i.e., download the notional value of the algo portfolio (Excel, CSV etc...)

So far I have been unable to figure either of these out, so it would be great to know whether it was (or wasn't) possible.

Thanks in advance!

JM

3 responses

Hi Joel - welcome!

(1) You can kick off multiple backtests by pressing the "Run Full Backtest" button. They will run asynconrously, and you can come back when you'd like to view the results. You can then pull in the backtest object into the research environment by pressing the "analyze backtest" button. This will launch tearsheets for the strategy, analyzing the performance drivers and risk exposures.

(2) It's not possible to download the data, but you can pull it into the interactive research environment using the get_backtest() function and analyze any data -- positions, transactions, returns, etc.

Cheers,
Alisa

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Excellent, thanks for that, Alisa! I will definitely check it out.

Hi Joel,

Were you able to address your need of "Run and model multiple portfolios simultaneously?". I am in exact same need. I want to model multiple strategies and compare portfolio performance, but dont know how.

@Alisa - context.portfolio can hold only one portfolio I believe and running "Full Backtest" will run it only for this single portfolio. Or am I missing something?

Thanks,
Lax