Hello,
This is more a theoretical question than a request for advice with a particular algorithm.
Does either the research environment or the IDE support Monte Carlo or some kind of sensitivity analysis?
A simple example would be, I want to test a strategy that is based on the sma of a particular group of stocks. I would like to tell Quantopian to loop through a list of potential window ranges and return back the aggregated results of the algorithm using each possible window.
I feel like with a platform as mature as Quantopian, this is probably built-in somewhere and I am just not finding it. I have found old forum references indicating this used to be a possibility but when Quantopian stopped supporting zipline import TradingAlgorithm , these examples no longer work.
Any advice would be greatly appreciated.
Thanks,
Josiah