Today we released another video in our QuantConnect University series called "The Importance of Benchmarking". We review two techniques for bench-marking and then use a relative bench mark to test the performance of the Sell in May strategy over 15 years of data.

This is the 3rd in our weekly video-blog releases. We're starting at the fundamentals of quantitative trading and will get more advanced over time.

Author

Jared Broad

May 2014