Quant Analyzer testing speed vs SQ
2 replies
kleung88
7 years ago #116523
Hello, in order to improve the robustness testing speed, in particular WFM. I am thinking, what if I load all the SQ generated strategies, say, 4000 strategies in .CSV form and uploading them all to QA after their generations. Will I be able to have QA to eliminate all those that I need to eliminate, and give me the remaining strategies that are robustive enough ? Anyone here have similar testing experience please ?
Karish
7 years ago #142210
dont know about that but i think you should run MONTECARLO tests first and filter those 4000 strategies first, MONTECARLO should show you if your models are robust enough but to then pass them into WFM if you want
kleung88
7 years ago #142215
Noted, thanks for sharing Karish !
Viewing 2 replies - 1 through 2 (of 2 total)