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Model CoinBacktestDemo
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These examples are tutorials that teach how to use AlgoQuant. Their numerical results are incidental and irrelevant to their teaching purpose. Use them to learn API calls, simulation setup, data flow and reporting. The technical examples use synthetic quick-mode data. Read a result here as an illustration of a library call, not as investment evidence.
Tutorials and quantitative model references · Pinned source · Javadoc
Harry Markowitz, Portfolio Selection (1952) explains diversification as a portfolio problem: an asset's risk cannot be judged independently of how its returns move with the other holdings. Expected portfolio return is a weighted mean; portfolio variance depends on the full covariance matrix.
The efficient set contains portfolios for which expected return cannot be improved without accepting more variance, or variance reduced without giving up expected return. An investor selects a tradeoff according to preferences and constraints. Holding many positively correlated assets need not provide much diversification.
The framework assumes the relevant return means and covariances are supplied. In practice, estimates can be unstable and constraints can materially change the answer. A solved optimization is therefore a set of weights under assumptions, not evidence of future outperformance. The original article was reviewed. Rolling calibration, rebalance schedules, costs and the dataset used here belong to the demo, not to the static 1952 formulation.
Reuses asset-allocation algorithms on a historical crypto dataset; a crypto universe and rebalancing experiment are not a reproduction of Markowitz’s original illustrations. Inspect listing dates, missing observations and constituent selection before interpreting optimizer comparisons.
Compares the different asset allocation algorithms.
Using this example. Loads the local crypto-markets CSV ZIP through JesseventCoinDataUtils and compares allocation algorithms. The dataset path is test-data/coin/crypto-markets.csv.zip; its historical coverage and constituent selection constrain the comparison.
Model and publication. Related theory and the scope of this example are distinguished below.
Implementation in this tutorial. Reuses asset-allocation algorithms on a historical crypto dataset; a crypto universe and rebalancing experiment are not a reproduction of Markowitz’s original illustrations. Inspect listing dates, missing observations and constituent selection before interpreting optimizer comparisons.
| Item | Value |
|---|---|
| Status | completed |
| Run | 39122217560 |
| UTC publication | 2026-10-18 11:43 UTC |
| Source commit | f497645628296f441e1e254127a7547d15106bbc |
| Data mode | original main defaults |
| Exit code | 0 |
| Elapsed seconds | 67.4 |
| Time limit seconds | 1800 |
| Maximum Java heap | 6g |
| AlgoQuant source commit | aba178deb0e78dc72184546a1e0934c3abce74a1 |
| NM Dev source commit | 04c12d1640fb700f52a2f7dc5cadf560040490e6 |
| Combined runtime SHA-256 | c1199a1c204cc4ffdf937b756bceacaf30bb64f35a844770490fea268742379b |
The original main returned successfully without a detected calculation error. Read its assumptions before interpreting it.
Follow the repository setup for JDK 8, Maven credentials and an external NM license. From the repository root:
mvn -U -Dmaven.test.skip=true clean package
mvn exec:java -Dexec.mainClass=tech.nmfin.algoquant.demo.model.portfoliooptimization.coin.CoinBacktestDemoThe automated run uses scripts/ModelDemoRunner.java to initialize the external license before the unchanged main, save JFreeChart windows as PNGs, and exit after main returns. It uses an isolated working directory with the repository datasets/configuration linked in. Running directly may leave desktop windows open.
11:14:32.124 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.150 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-02T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.170 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-03T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.187 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-04T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.203 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-05T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.217 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-06T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.231 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-07T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.245 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-08T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.259 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-09T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.273 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-10T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.286 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-11T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.299 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-12T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.310 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-13T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.322 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-14T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.335 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-15T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.348 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-16T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.361 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-17T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.372 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-18T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.382 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-19T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.392 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-20T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.402 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-21T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.414 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-22T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.428 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-23T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.439 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-24T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.449 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-25T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.459 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-26T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.471 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-27T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.481 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-28T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.491 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-29T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:14:32.502 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-30T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
... excerpt shortened; complete stdout is in the release archive ...
11:15:24.062 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:24.063 [main] INFO t.n.a.m.s.rebalance.RebalancePortfolioTechnical - products with not enough data (2): [CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:24.315 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'equal' (window=P12M, rebalance=P9M)
11:15:24.629 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'bitcoin-only' (window=P3M, rebalance=P12M)...
11:15:24.629 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^IRX from the Internet from 2014-12-01T00:00 to 2018-01-31T16:00
11:15:24.658 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the Internet from 2014-09-01T00:00 to 2019-01-15T16:00
11:15:24.740 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2015-01-01T00:00
11:15:24.755 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:24.770 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:24.790 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:24.801 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:24.825 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:24.842 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:24.870 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:25.092 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'bitcoin-only' (window=P3M, rebalance=P12M)
11:15:25.092 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'equal' (window=P3M, rebalance=P12M)...
11:15:25.092 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the
... excerpt shortened ...
ng weights for rebalancing point at 2015-01-01T00:00
11:15:25.136 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:25.148 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:25.167 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:25.178 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:25.202 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:25.218 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:25.247 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:25.465 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'equal' (window=P3M, rebalance=P12M)
11:15:25.742 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'bitcoin-only' (window=P6M, rebalance=P12M)...
11:15:25.742 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^IRX from the Internet from 2014-12-01T00:00 to 2018-01-31T16:00
11:15:25.780 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the Internet from 2014-06-01T00:00 to 2019-01-15T16:00
11:15:25.810 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2015-01-01T00:00
11:15:25.824 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:25.836 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:25.855 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:25.867 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:25.891 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:25.907 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:25.936 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:25.936 [main] INFO t.n.a.m.s.rebalance.RebalancePortfolioTechnical - products with not enough data (2): [CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:26.228 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'bitcoin-only' (window=P6M, rebalance=P12M)
11:15:26.228 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'equal' (window=P6M, rebalance=P12M)...
11:15:26.228 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the Internet from 2014-06-01T00:00 to 2019-01-15T16:00
11:15:26.260 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2015-01-01T00:00
11:15:26.275 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:26.287 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:26.306 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:26.318 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:26.341 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:26.357 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:26.385 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:26.386 [main] INFO t.n.a.m.s.rebalance.RebalancePortfolioTechnical - products with not enough data (2): [CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:26.618 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'equal' (window=P6M, rebalance=P12M)
11:15:26.884 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'bitcoin-only' (window=P12M, rebalance=P12M)...
11:15:26.884 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^IRX from the Internet from 2014-12-01T00:00 to 2018-01-31T16:00
11:15:26.922 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the Internet from 2013-12-01T00:00 to 2019-01-15T16:00
11:15:26.954 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2015-01-01T00:00
11:15:26.968 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:26.980 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:26.999 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:27.010 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:27.034 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:27.050 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:27.079 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:27.079 [main] INFO t.n.a.m.s.rebalance.RebalancePortfolioTechnical - products with not enough data (2): [CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:27.328 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'bitcoin-only' (window=P12M, rebalance=P12M)
11:15:27.329 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Running algorithm 'equal' (window=P12M, rebalance=P12M)...
11:15:27.329 [main] INFO t.n.a.d.h.yahoo.YahooEODCacheFactory - reading Yahoo! data for ^GSPC from the Internet from 2013-12-01T00:00 to 2019-01-15T16:00
11:15:27.360 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2015-01-01T00:00
11:15:27.375 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2015-01-01T00:00 (size = 2): [CoinProduct[BTC/USD], CoinProduct[XRP/USD]]
11:15:27.386 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2016-01-01T00:00
11:15:27.405 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2016-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:27.417 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2017-01-01T00:00
11:15:27.441 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2017-01-01T00:00 (size = 1): [CoinProduct[BTC/USD]]
11:15:27.457 [main] INFO t.n.a.m.strategy.rebalance.RebalancePortfolio - Calculating weights for rebalancing point at 2018-01-01T00:00
11:15:27.486 [main] INFO t.n.a.data.historicaldata.coin.CoinDataProvider - filtered coin products at 2018-01-01T00:00 (size = 5): [CoinProduct[BTC/USD], CoinProduct[ETH/USD], CoinProduct[XRP/USD], CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:27.487 [main] INFO t.n.a.m.s.rebalance.RebalancePortfolioTechnical - products with not enough data (2): [CoinProduct[BCH/USD], CoinProduct[ADA/USD]]
11:15:27.767 [main] INFO t.n.a.m.p.s.OptimizationAlgorithmComparisonSimulation - Finished algorithm 'equal' (window=P12M, rebalance=P12M)
11:15:28.047 [main] INFO t.n.a.execution.report.SimulationResultsExporter - Saving to /home/runner/work/algoquant/algoquant/target/model-results/CoinBacktestDemo/work/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv...
11:15:28.156 [main] INFO t.n.a.execution.report.SimulationResultsExporter - Saving to /home/runner/work/algoquant/algoquant/target/model-results/CoinBacktestDemo/work/log/CoinBacktestDemo.2026.10.18,11.15.28.executions.csv...
11:15:28.162 [main] INFO t.n.a.execution.report.SimulationResultsExporter - Saving to /home/runner/work/algoquant/algoquant/target/model-results/CoinBacktestDemo/work/log/CoinBacktestDemo.2026.10.18,11.15.28.trades.csv...
11:15:28.172 [main] INFO t.n.a.execution.report.ValueHistoriesExporter - Saving to /home/runner/work/algoquant/algoquant/target/model-results/CoinBacktestDemo/work/log/CoinBacktestDemo.2026.10.18,11.15.28.weights.csv.zip...
Observations are recorded events in file order, not a continuous market-price series; quantities are not signed exposure.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.executions.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
Observations are recorded events in file order, not a continuous market-price series; quantities are not signed exposure.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.executions.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
One axis per measure; raw units and report definitions retained. Empty Product selects aggregate account rows.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
Observations are recorded events in file order, not a continuous market-price series; quantities are not signed exposure.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.trades.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
Observations are recorded events in file order, not a continuous market-price series; quantities are not signed exposure.
Derived from files/log/CoinBacktestDemo.2026.10.18,11.15.28.trades.csv using the precision available in that file. Download plotted data. Undefined or malformed cells are omitted, never replaced by zero.
Download CoinBacktestDemo.zip contains stdout, stderr, the execution record, checksums and any exported CSV/chart files.
| Export | Bytes |
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files/charts/chart-01.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P12M,P12M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P12M,P3M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P12M,P6M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P12M,P6M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P1M,P12M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P1M,P12M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P1M,P3M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P1M,P6M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P3M,P12M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P3M,P12M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P3M,P3M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P3M,P6M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P3M,P6M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P6M,P12M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P6M,P3M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P6M,P6M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P6M,P6M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P9M,P12M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P9M,P12M).png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P9M,P3M) monthly returns.png |
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files/log/20261018111455/Portfolio Optimization Algorithms (P9M,P6M) monthly returns.png |
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files/log/CoinBacktestDemo.2026.10.18,11.15.28.executions.csv |
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files/log/CoinBacktestDemo.2026.10.18,11.15.28.measures.csv |
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files/log/CoinBacktestDemo.2026.10.18,11.15.28.trades.csv |
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files/derived-charts/charts.json |
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files/derived-charts/derived-01.csv |
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Read the reported units: optimizer weights, model-fit coefficients, forecast correlations and simulated P/L are different outputs. Synthetic runs demonstrate the API rather than historical market returns. Inspect undefined values and open positions instead of replacing them with zero. Chart exports visualize exactly this run.
For model assumptions, original publications and adaptation limits, use the literature guide.