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The cumulative loss in a portfolio

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Majid Gh

Subscriber, bbp_participant, 2 replies.

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2 weeks ago #275071

Hello
When we generate strategies and merge them together, we will have a portfolio.
So in fact, when we run these strategies on some assets, sometimes the cumulative live loss of them passes the balance and cause liquidity.
How do we evaluate the maximum cumulative loss originated by compounded strategies?

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tomas262

Administrator, sq-ultimate, 809 replies.

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1 week ago #275204

Hello,

you can simulate a portfolio by SQX using the Merge to portfolio function or in QuantAnalyzer. You can see the MAE, Drawdown value and other metrics that show what you need

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