Compute portfolios

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mabi

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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

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