Creation of Portfolio with WalkForward OOS trade ?
Is it possible to create a Portfolio with WalkForward OOS trade ?
With it, we could see the OOS global results of multiple strategies WF test, this would be very helpful.
5 days ago #274538
As far as I know there is no way to test portfolios in SQX.
It would be fantastic if you could test strategy ideas across multiple assets at the same time.
You can setup a work flow to test a strategy on an asset then cross-check on other assets, however it will not give you the cumulative results of those tests.
It will simply tell you if it passed your selected requirements in the cross check.
You also can not build rotational strategies with SQX. Thought I’d mention that as well.
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