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Portfolio management
Min Qin
posted

Pick several stocks for your strategy is really subjective. Can I run my strategy against a pool of stocks (index constituent for example)?

In the strategy, I can limit one stock's market value to certain percentage of the whole portfolio. So that the whole portfolio is diversify enough.

And also a pool of stocks means more opportunities.

So for a SMA Break out strategy, I want to achive something like this:

foreach (stock in pool)
if( SMA break out and avaliable fund >0)
long stock (5% of my portfolio )

Is this idea reasonable?

1 response
Grant Kiehne

Hello Min,

See https://www.quantopian.com/posts/new-feature-set-universe-is-live. Perhaps it will work for you.

Grant

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