Compute portfolios
0 replies
mabi
7 years ago #115689
Hi,
Say you have 200-500+ strategies. Now it is end of November and i want to optimise a portfolio for December using strategies that worked 30 years back in time. Could it be possible to have QA find only portfolios that have had 100 % profitable specific months. Do not know if this would be beneficial more then that you know the Odds are in your favour by 30 /1 which would feel pretty good.
Mabi