Assignee changed from Mark Fric to Mark Fric
Priority changed from Low to Normal
Status changed from New to Waiting for information
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 :)
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.
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.
Thanks