In [7]:
bt = get_backtest('5de1dad91c024e4be64ac397')
Dropped 0.1% entries from factor data: 0.1% 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.