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QA - Weighted fitness of portfolio ranking

I would like to recommend adding portolio ranking based on weighted fitness of x number factors which could be choose by user (exactly like we have it now in SQX).
Let's say I choose couple filters like: retdd, # trades, stagnation period etc. and all they need to be taken into consideratiation to evaluate final portfolio ranking among other portfolios.

Attachments
  • Votes +1
  • Project QuantAnalyzer
  • Type Feature
  • Status Refused
  • Priority Low

History

m
#1

jpfx

14.08.2022 21:02

Task created

m
#2

jpfx

18.08.2022 10:36
Voted for this task.
TT
#3

Tamas

25.08.2022 13:00

Subject changed from Weighted fitness of portfolio ranking to QA - Weighted fitness of portfolio ranking

TT
#4

Tamas

25.08.2022 13:11

Status changed from New to Refused

Attachment image-0.png added

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This can be done by creating a new custom snippet com.strategyquant.extend.FitnessFunctions


Please study QA documentation how to create and run the snippet. If you need some help just ask our support team.

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