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Hi Team
Do benchmarks generate the total return? If not, is there a way of making the benchmark returning the total return without affecting the prices used when making a history call?
Thanks
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Jack Simonson
Hi,
The benchmark will not affect total returns calculations for the strategy equity, but it is what's used to measure beta and alpha against. Also, the benchmark doesn't affect a history call unless you specifically add the benchmark ticker in the history call. If this doesn't address your concerns, can you be more specific or attach some code/a backtest that you're working on? This will allow us to better help debug any issues or answer any questions you might have.
Flame
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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