In [7]:
bt = get_backtest('5ddae29e3df3be4b64cf8a15')
Dropped 0.3% entries from factor data: 0.3% in forward returns computation and 0.0% in binning phase (set max_loss=0 to see potentially suppressed Exceptions).
max_loss is 35.0%, not exceeded: OK!


Thanks to David Sargent, Max Margenot, Josh Payne, and Luca Scarabello for useful feedback on an earlier draft.