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Taiwan Workshop

Sample algorithm.

Clone Algorithm
Backtest from to with initial capital
Total Returns
Max Drawdown
Benchmark Returns
Returns 1 Month 3 Month 6 Month 12 Month
Alpha 1 Month 3 Month 6 Month 12 Month
Beta 1 Month 3 Month 6 Month 12 Month
Sharpe 1 Month 3 Month 6 Month 12 Month
Sortino 1 Month 3 Month 6 Month 12 Month
Volatility 1 Month 3 Month 6 Month 12 Month
Max Drawdown 1 Month 3 Month 6 Month 12 Month
# Backtest ID: 56ecea98bc3d680f45436b7c
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3 responses

Say hello from Taiwan... :D

That was a quick response

This is my first quantopian algorithm strategy in today's workshop. I apply a long short equity strategy on 2007/1~2009/1, longing 50 low-beta stocks and shorting 50 large-beta stocks per month. The performance seems ... uh.... not good. Anyway, very interesting experience in using backtesting tool on quantopian platform. (At least I learned how to use API!) Thanks to our inspiring teacher, Delaney. I am very impressive to your interpretation of APT as a sort of Fourier analysis, quite genius!

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