DRAWDAWN OPTION CHOICE ON START

A MUST!


SQ is wonderful, very flexible, but the biggest flaw is that it only considers TradeDD in all its calculations starting from strategy generation/filtering up to Monte Carlo tests, Optimization, etc...
All this distorts reality especially when trading instruments that have OpenDD that are much worse than TradeDD.
I don't think it would even be that complex (without having to rewrite all the functions of SQ) to add the option that could be inserted in "What to build" from the beginning and determine with it (at the user's choice) all the generation and subsequent calculations in all SQ functions.


A MUST!


Thanks Michele

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  • Votes 0
  • Project StrategyQuant X
  • Type Feature
  • Status New
  • Priority Normal

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#1

Michele Vianello

18.01.2024 10:43

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