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Hi,
I'm new to QC. Can you please tell me if running an algo should be slow? I am cloning and running the algo from :
https://www.quantconnect.com/tutorials/strategy-library/option-expiration-week-effect
I would expect this to take a few seconds max.
Thanks.
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Davidii111
The system is limited on a free account, you could upgrade to get more speed.
Normally a backtest takes between 30-60 seconds, if you have universes it may take longer.
Chris Andreou
Why does it talke a lot longer for me?
I would say more like 5 minutes.
I am using this strategy :
Gurumeher Sawhney
The reason as to why the runtime for the algorithm is close to 5 minutes is because of the amount of data being processed for each loop (at minute resolution). If you break down this algorithm, in each iteration we look at an OptionChain object for each subscribed option, and then OptionContracts, which are the tradeable security of options markets. Since there is more data being processed than a most equity-based algorithms, we should expect a larger runtime.
In other words, this is normal.
Chris Andreou
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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