Feature - What-If scenarios Feature - Money Management Simulation

Use Portfolio Master in Quant Analyzer to Build Optimal Portfolios



Let's say you have 20 different strategies, but your account size allows you to trade only 5 of them.
So you have to choose which 5 of these 20 strategies to trade - in other words how to build an optimal portofolio of 5 strategies that will have the best possible profit with minimal worst case drawdown.

Another example from diversified futures world - you have a good trading system that works on a broad range of markets and a capital of $ 50k. Let's say there are 20 markets available for trading.

We know $ 50k is not enough money to trade twenty markets, but it could be possible to trade 5 or 6 markets with this account.
The question is how to optimally choose these five or six markets from the list of twenty.
With diversification in mind, we should pick markets from different sectors - currency, stock index, interest rate, energy, grain, meat, softs, etc.
But which market from every sector should we pick to get the best results?

The Solution - Portfolio Master

Portfolio Master examines every combination of strategies/markets and chooses the portfolio that produces the best Return / Drawdown ratio (or other ranking criterion of your choice).

Advanced features

Strategy correlation analysis

One of the key to diversification is to avoid trading correlated strategies. Portfolio Master allows you to easily filter out portfolios with too correlated strategies.

Sectors support

Filtering portfolios by sectors is usable when you have many strategies trading on one symbol / market or market sector, and you want to limit your portfolio to only a certain allowed number of strategies per sector.
Read more about using sectors in portfolios


Portfolio Master is extendable

You can create your own ranking fitness function, or your own method to compute correlation in the embedded QuantEditor.



Portfolio Master tool is included in the Pro version of Quant Analyzer.


Feature - What-If scenarios Feature - Money Management Simulation
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High Risk Investment Warning: Trading foreign exchange and/or contracts for differences on margin carries a high level of risk, and may not be suitable for all investors. The possibility exists that you could sustain a loss in excess of your deposited funds and therefore, you should not speculate with capital that you cannot afford to lose. Information provided is only general advice that does not take into account your objectives, financial situation or needs. It must not be construed as personal advice.