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Your future Quantopian

How do you picture the Quantopian of the future?

I'll chip in ...

Full backtest
When done, there's a page containing all result metrics in condensed form so it can all be screen-cap-saved and/or shared.
A Save-As button saves all of that information as text AND ALONG WITH IT the backtest code AND using a default filename containing key metrics starting with returns, thus sortable locally (and alpha, beta, sharpe et. al.). You train it--tell it--what metrics you want included for those file names.

A tab next to Logs & Runtime Errors tabs says TradeInfo and one can sign up in clicking that for more detailed logging with orders & fills and cost basis and pnl (even after close and I've already written all of the code for those and more), and any of us can write plugins for it, receiving 50% of the subscription fee for each plugin.

Checkbox for the main chart to log cash, to be aware of margin, the most common exercise in mistaken exuberance.

Title box longer so it doesn't cut off long backtest titles.
Nevertheless, there's still room to move all second-row buttons up to first row for more editing area.
'Find' no longer covers the top arrow of the scrollbar.

All timestamps everywhere can be set as Eastern time. tailorable to mere %m-%d and minute (1-390) of the trading day, for example.
Your order for 56057 shares of AKG failed to fill by the end of day and was canceled.
... shortened to:
AKG filled 45946/56057 eod cancel

"Other than that", as my 80-yr old neighbor says often, it's tough to find much to complain about.

I'm sure your ideas will include things that never crossed my mind.

2 responses

I often use backtests in place of a version control system and to A/B different approaches/variations to an algorithm.

  1. It would be nice to have some more advanced tools to compare/analyze the difference between two backtests. E.g. at a glance see how stats like sharpe, beta, specific returns, etc. compare. Also, maybe some metric to see if the improvement is within a margin of error and thus possibly insignificant/overfit?
  2. Currently whenever I want to revert to a previous version of an algo I have to go to the activity->code tab of the backtest, copy the code into a text editor, replace all the illegal blank line characters with spaces, copy that back into the clipboard, navigate back to the IDE and paste it. It would be nice to be able to be able to revert the active source code in the IDE back to the code from some backtest with the click of a button.

I would quite like to see more detail in the tearsheets:

  1. A breakdown of the average volume/market cap of the stocks you're holding on each day weighted by weight, to give you an idea of where the profits are coming from. If the majority of your profits are coming from low market cap stocks, it's unrealistic etc.
  2. The Alphalens tearsheet of the pipeline the backtest is run on included in the backtest tearsheet, would save me some time in working out where the alpha is and what I could change next. Different time frames, specific sectors etc.