Hi guys,
For example, I have created a portfolio of 26 strategies, but want to include more strategies in this portfolio.
I want to be able to load the 26 strategy portfolio, break this portfolio down into simple strategies, then add another 30 simple strategies to choose from.
I want every portfolio computation to include all 26 of the original strategies + the best possible combination of strategies from the additional pool of 30 strategies.
Hope this makes sense.
Thanks :)
Despite this request is the same that this one: https://roadmap.strategyquant.com/tasks/qa4_0111
I vote for it.
Developing one of these two is good enough for me :)