Portfolio of strategies?

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Portfolio of strategies?

posted May 9, 2017

Is there a way to test a portfolio of (multiple) strategies rather than only one at a time? If not, how can this be implemented?

2 responses

It's currently not possible to have a top-level algorithm controlling a cohort of sub-algorithms. To get around this, you can have one algorithm that encompasses each sub-strategy within the code. This may get lengthy, but it should work.

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I haven't asked my broker. But maybe they would allow multiple broker accounts. Then if I had multiple Quantopian accounts, I could trade multiple strategies. Sounds like a lot of work though. Alisa's suggestion is probably as close as you will get to what you want.

This all brings up an interesting memory for me though. Initially I was unaware that platforms like Quantopian even existed. So I was planning on writing my own automation to manage my investing. I think it would have been crude compared to what we can do on Quantopian, but that was my initial plan.

Something I have contemplated occasionally are possible ways of manually manipulating the algo without stopping it. Had some interesting ideas. Have not yet tried to code them.

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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.

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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.