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Strategies for portfolio stocks

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alexgularte

Subscriber, bbp_participant, community, 4 replies.

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8 years ago #114026

Hello,

 

I’m using SQ to find the best strategies for portfolio of stocks.

 

Is there a limitation of 8 symbols per portfolio? Because I can’t include more than seven symbols in the Additional data for testing table..

 

And is there any functionality in SQ to help me to find the best stock combination? 

 

I would like to identificate stocks that are damaging the portfolio performance for all, or almost all, generated strategies.

 

Regards

 

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gentmat

Customer, bbp_participant, community, 234 replies.

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8 years ago #131770

1-Is there a limitation of 8 symbols per portfolio? Because I can’t include more than seven symbols in the Additional data for testing table..

* Well Yes there is limitation with SQ3 to add more  . But of what i read Mark will remove this limitation with SQ4. 

 

mmmm 

 

2-“I would like to identify stocks that are damaging the portfolio performance for all, or almost all, generated strategies.

* Yes that can be done with another product ( sister of SQ ) called Analyser . You will copy paste all result of each strategy and then add them to this program , Then use Portfolio Master . 

Lets say you have around 100 Strategies and you need only 9 because you only have small amount and u want to invest it with the best 9 strategies , You will use generic search and it will show you

the best 9 strategies combined ( best 10 or whatever list number u want ).

 

You can also check the strategies correlation so u choose the strategies that doesn’t loose money together and logically separated from each other . In that way you will deduct some drawdown . 

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Mark Fric

Administrator, sq-ultimate, 2 replies.

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8 years ago #131884

yes, SQ 3 is limited to max. 8 additional symbols for testing, but there will be no such limitation in SQ 4.

 

As for stocks that are damaging portfolio, it is really more a task for Portfolio Master in QuantAnalyzer.

I just want to remind that your purchased StrategyQuant license is valid also for QuantAnalyzer.

Mark
StrategyQuant architect

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