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Hi QC, I was wandering through some of the algos on alpha streams and came across the share-class pairs trading by QuantConnect Team. Performance seems incredible but there seems to be some odd data error occurring in April and May. Is the strange performance profile due to an error of some sort? Is this an algo that can be licensed?
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Link Liang
Hi Bgrm1,
Thanks for letting us know about this bug. We have just fixed it, and it should look fine now. Meanwhile, it cannot be licensed but you could view the source code. It is open-sourced :)
Kind reminder: It is not realistic on a personal account due to fees.
Thanks for your support!
Bgrm1
Thanks Link!
Bgrm1
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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