Good Afternoon Quantopians,
Since joining Quantopian about a year ago, I've created about eight strategies, and was wondering if a feature that allows users to test multi strategies at the same time could be implemented in the future . It would look something like this :
CASH : $100,000
Strategy Allocation
Strategy A : 30 %
Strategy B : 20%
Strategy C : 50 %
Backstest and see the results of the combination. What do you guys think ?
Cheers
Lionel
I ran into the same problem today, and I just found a solution using the research platform.
There is a function called
get_backtest()
, the help doc is here. So basically you can pull up as many of backtests as you want, and you can analyze the combination of strategies using pyfolio
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