Manual or non-SQ algo filter rules

Hi,

I'd like to be able to upload a list of backtested trades from strategies developed outside SQ then allow SQ to find the best trade filters to maximise returns.

Cheers

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Votes 0
Project StrategyQuant X
Type Feature
Status Refused
Priority Normal

History

notch

23.08.2018 19:59

Task created

Mark Fric

24.08.2018 08:33

Status changed from New to Refused

this is functionality of QuantAnalyzer. We will be adding more features of QA into SQ, but only after final version is released

notch

24.08.2018 11:27

Hi Mark,

Thank you.

Just in case I explained incorrectly. Yes it is possible upload trades to QA and to perform limited filtering. The filtering I am referring to is the type done by the strategy improver. I believe the improver can be extended to work with an imported list of trades. I believe it could be invaluable to the manual/discretionary trader and adds yet another value-adding differentiated feature to SQ and increases the size of the potential customer base.

Thanks again.

Votes: 0