Portfolio Master: mandatory strategies to be included with each portfolio computation

Hi guys,

Can you please add a feature to Portfolio Master that adds the option for each computation to include a set of mandatory strategies.



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 :)

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  • Votes +8
  • Project QuantAnalyzer
  • Type Feature
  • Status New
  • Priority Low

History

JK
#1

Insanity82007

09.05.2020 10:17

Task created

JK
#2

Insanity82007

09.05.2020 10:17
Voted for this task.
JK
#3

Insanity82007

09.05.2020 10:20
I also realise that I can load the 26 strategy portfolio, merge to a single strategy and then include this along with the other 30 strategies, but because the equity curve of this 26 strategy portfolio is vastly different from any of the other strategies, it may lead to correlation issues down the track.
o
#4

Enric

09.05.2020 11:49
Voted for this task.
o
#5

Enric

09.05.2020 11:51

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 :)


h
#6

hankeys

10.05.2020 07:14
Voted for this task.
l
#7

ludvick

10.05.2020 22:26
Voted for this task.
m
#8

Martin

16.08.2020 12:53
Voted for this task.
TM
#9

BlueFightingCat

06.10.2020 13:41
Voted for this task.
TM
#10

BlueFightingCat

06.10.2020 13:41
Great idea. Voted as well.
b
#11

gin

09.11.2020 21:57
Voted for this task.
b
#12

bentra

12.05.2022 20:52
Voted for this task.

Votes: +8

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