<- Back to Tasks

Calculate the optimal coefficient of strategies

when I have 5 strategies or securities funds, I want to invest them, but I want to know according to minimize the retracement, or maximize the sortoni ratio or some other goals, with what ratio to allocate money to run these 5 strategies, or let's say invest these funds? Hope QA can simulate or calculate the strategy weights.
Attachments
  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

e
#1

eastpeace

07.04.2023 09:45

Task created

e
#2

eastpeace

15.04.2023 07:20

Attachment BLEX_TL.csv added

Attachment rsh.csv added

Attachment ZHSH_QJ.csv added

rsh.csv
rsh.csv
(8.96 KiB)
BLEX_TL.csv
BLEX_TL.csv
(26.23 KiB)
ZHSH_QJ.csv
ZHSH_QJ.csv
(2.71 KiB)
3 sample files, I want to use these three strategies to build a portfolio, and based on minimum retracement period to calculate the optimal weights of each strategy
E
#3

Emmanuel

20.12.2023 19:42
Voted for this task.
Votes: +1

Drop files to upload

or

choose files

Max size: 5MB

Not allowed: exe, msi, application, reg, php, js, htaccess, htpasswd, gitignore

...
Wait please