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bubbrubb
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UNITED STATES
Joined: Jan 5, 2004
Posts: 3
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Combining Separate Screens into one Portfolio Reply to this Post
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I would really like the ability to backtest a number of screens in one portfolio - ie allocate 50% to Screen1 and 50% to Screen2, and then view the subsequent equity curve/returns. Something as simple as combining a longer term value screen with a shorter term momentum screen...

My experience is that combining a number of different(and especially low/negatively correlated) systems is the real meat of a trading system like this. . .Anyone else interested?
[Oct 21, 2004 12:27:27 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
danparquette
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UNITED STATES
Joined: Jul 27, 2004
Posts: 381
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Re: Combining Separate Screens into one Portfolio Reply to this Post
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This is something I am interested in. I posted a similiar request a while back. Title was "Merging the backtesting results of several sims to build a true portfolio".
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Dan
[Oct 21, 2004 9:38:50 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
bubbrubb
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UNITED STATES
Joined: Jan 5, 2004
Posts: 3
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Re: Combining Separate Screens into one Portfolio Reply to this Post
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I agree! I believe that this feature, combined with the ability to short would take this software from "useful" to a true killer app!

Anyone else have any thoughts?
[Oct 28, 2004 3:57:31 PM] Show Post Printable Version     [Link] Report threaten post: please login first  Go to top 
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