I have two strategies, A and B. I want to (automatically) make a new strategy C that does both A trades and B trades.
To make things concrete, say that on day 7, at the opening, A buys 100 apple shares; B buys 50 apple shares and 100 google shares. I want to automatically generate a strategy C that buys 150 apple shares and 100 google shares, so I can backtest it.
Is this possible out of the box, or do I have to write an (error prone) script to parse A and B and try to output C?
I see A+B = C...but what's really going on in-between? Are you selling anything? What are you monitoring? I'd be happy to help if you come up with a more concrete relationship.
I'm not sure I explained myself well. The reason I want to do this is simply to see how combining multiple unrelated strategies would perform. I'm not thinking about any strategies in particular, I am just now experimenting with my first one; I'm a newbie at this.
The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.
In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.
