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How to filter 400 strategies in QA for a final result of 50

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David_Robot

Customer, bbp_participant, community, 9 replies.

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1 year ago #280270

Hello, I need to know how I can filter 400 strategies generated in SQ in the QA Master Portfolio to reach a result of 30 to 50 final strategies. QA shows that the calculation takes trillions of days. Is there another faster way to get the result?

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tomas262

Administrator, sq-ultimate, 2 replies.

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1 year ago #280287

Hi,

do you mean you would trade 50 strategies at the same time? That is a lot of options

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David_Robot

Customer, bbp_participant, community, 9 replies.

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1 year ago #280306

I have read that it is good to have that amount to generate robustness to the portfolio in a global way, since there will always be some overoptimized strategies and thus the portfolio absorbs the inefficiency of the few overoptimized strategies.
Maybe I could reduce it to about 30. But my idea would be to get to 50 in some other less slow way. Perhaps loading in QA from 100 to 100 and looking for portfolios of 12 strategies and finally putting them together. But I understand that each 100 should be mixed like the initial 400. It would be a good idea? Thanks!

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loonly

Customer, bbp_participant, community, sq-ultimate, 4 replies.

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1 year ago #280316

Using Portfolio Master not an option?

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