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When working on dividend/income generating strategies, it would be great to get some metrics for backtesting. On the "Overview" tab on a backtest there is nothing that mentions yield or dividends received.
Has anyone created anything useful in this scenario?
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Shile Wen
Hi Mark,
Thank you for the suggestions. Furthermore, it is possible to handle dividend events, and this Dividend Algorithm is a good example.
Best,
Shile Wen
Mark hatlan
Thanks Shile. I guess for now I would have to create logs to show anything for yield. Perhaps a portfolio level statistic would something QuantConnect can add in the future.
Mark hatlan
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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