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Last updated on 23. 4. 2026 by Kornel Mazur

Portfolio Master

Portfolio Master

Portfolio Master builds portfolios by combining strategies and ranking them based on brute force or genetic algorithms, without modifying their capital allocation.

Imagine you have 20 different futures trading strategies, but you can only trade 5 of them. Your task is to select the best portfolio of 5 strategies from the 20 available.

Alternatively, consider a scenario where you have a single strategy that performs exceptionally well across 20 different markets, but your capital limits you to trading in only 5 of those markets.

Again, you need to determine which 5 markets are the most suitable for implementing your strategy.

This is where Portfolio Master comes in.
Additionally, it's crucial to consider different sectors. You may have strategies focused on indices, precious metals, livestock, or currencies..

https://www.youtube.com/watch?v=KJ_fhFNa27k video tutorial

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StrategyQuant is analysis and strategy-development software. We are not a broker or investment advisor – we do not execute trades, hold client funds, or provide investment advice.

Risk Disclosure:
Futures and forex trading contains substantial risk and is not for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones’ financial security or life style. Only risk capital should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results.

Hypothetical Performance Disclosure:
Hypothetical performance results have many inherent limitations, some of which are described below. no representation is being made that any account will or is likely to achieve profits or losses similar to those shown; in fact, there are frequently sharp differences between hypothetical performance results and the actual results subsequently achieved by any particular trading program. One of the limitations of hypothetical performance results is that they are generally prepared with the benefit of hindsight. In addition, hypothetical trading does not involve financial risk, and no hypothetical trading record can completely account for the impact of financial risk of actual trading. for example, the ability to withstand losses or to adhere to a particular trading program in spite of trading losses are material points which can also adversely affect actual trading results. There are numerous other factors related to the markets in general or to the implementation of any specific trading program which cannot be fully accounted for in the preparation of hypothetical performance results and all which can adversely affect trading results.

Testimonial Disclosure:
Testimonials appearing on www.strategyquant.com may not be representative of the experience of other clients or customers and is not a guarantee of future performance or success.