Load portfolios as Singel strategies

Please add function to load saved .sqa portfolios as single strategies. Genetic EVO is great but with to many strategies it is ineffective and you get much better result if splitting it up by for example instrument and then loading the build portfolios on each instrument together. Today however since you have to merge them into single strategies you loose the identity of the original portfolio and cant identify it.
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  • Votes +2
  • Project QuantAnalyzer
  • Type Feature
  • Status Waiting for information
  • Priority Normal
  • Assignee Mark Fric




15.12.2018 03:28

Task created



15.12.2018 06:12

Attachment 1.jpg added



17.12.2018 22:00
This is a much more efficient way to build portfolios. I think I already posted this a couple of years ago. I figured it out after the first week running QA. The time to exhaust all possible combination can be reduced significantly. Probably 1 million years if you have many strategies :)


14.01.2019 11:56

Assignee changed from Mark Fric to Mark Fric

Priority changed from Low to Normal


Mark Fric

14.01.2019 12:28

Status changed from New to Waiting for information

mabi, can you explain how yo umean it exactly? sorry I don''t understand what you want nor how you suggest to speed up the portfolio search


15.01.2019 01:24

Simply put when you have made portfolios and say You have 100 of them and You save them with a pdf I would like to have the possibility to load them again but as single strategies and use them as part of building a new portfolio ( all 100 of them).  I am already doing this today I have made portfolios at very low correlation per instrument. So I have 100 portfolios of EuroUSd, 100 GBPusd , GBpjpy, Usdjpy made by SQx.  In order to be able to load these portfolios  as single strategies I need to first rename them so I can identify them later and then load them in chronological order one by one including keeping track of the pdf files otherwise I cant identify them any more when  I build a new portfolio out of them.  Evrytime I do  a new instrument or a new type of strategies I make new portfolios of these and save them. Later I can load everything and quickly build a new great looking portfolio within hours which otherwise would take a week at least using hughe amount of single strategies. Running Qa for this long do not work either since it finally stalls.

For example I just made 100 DE 30 portfolios . Now I wanted to see how uncorrelated these were with FX. So I spend many , many hours adding my older FX portfolios to the DE portfolios that I had to rename in a new identifiable number serie but then within  hours I had exhausted all possibilities and found that 3 smaller FX portfolios brought down the drawdown to max 1000 usd for a mixed portfolio making 2300 / month on 0.1 size. So instead of running 5000 strategies together that do not work really since QA stalls I very quickly found I great one that I am already trading live :)



03.03.2019 09:16
Voted for this task.


03.03.2019 09:34

Hello Mark/mabi

I agree with mabi's feature request. It would be really great to have the option to save the QA portfolios as a simple strategies that can be imported as so. This way will allow to reduce time when you want to create a new portfolio´s search by using any portfolio saved as a simple strategy.

  • Simple strategies: str_01, str_02, str_03, …, str_n
  • Run Portfolio Master with your setup: port_01, port_02, port_03, ..., port_n
  • Save portfolios as simple strategies: port_01 = STR_01, …,  port_n = STR_N
  • Allow to Import STR_01, ..., STR_N
  • Run Portfolio Master by using the portfolio "simple strategies"

So, let's say that I have a portfolio that behaves as I expect. I would like to have this portfolio as a basis and see what happens if new strategies are added to it. I don´t want to look from the begining using the initial strategies because I want my portfolio basis be a part of the new portfolio generation.

Hope this helps to clarify.




01.05.2019 06:09
Aswell when you say want max 4 strategies from 7 instruments which is a portfolio of 28 strategies you can do this by first doing small portfolios on each instrument and the add them as single instruments with a note it will take a week to do.  If you try to do it directly with notes QA will never find any portfolio at all even on max correlation it is to stupid.


18.10.2019 01:22
Seems this is hard to do .  Now running 1200 , EU 15 min only and QA found 100 portfolios. Previosly i ran EU H1 using 2000 strategies and have 100  portfoios of those with 12 strategies in Each at correlation 0.01.  So now i want to run these 200 portfolios in QA to find the least correlated. This is not possible today since the new portfolios created by QA using previosly created portfolios by QA do not have the info on what strategies is in them.


25.11.2020 02:55
Voted for this task.

Votes: +2

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