Hi,
And can strategies be managed and ranked, like regular assets, in portfolio of strategies? For instance, if I want to select five strategies out of hundred via ranking them by best momentum every month, then can I do it with WL?
Thank you.
Alex
And can strategies be managed and ranked, like regular assets, in portfolio of strategies? For instance, if I want to select five strategies out of hundred via ranking them by best momentum every month, then can I do it with WL?
Thank you.
Alex
Rename
Hi,
Yes, Wealth-Lab has a Strategy Rankings tool which lets you compare backtest results side-by-side for a list of Strategies applied to a portfolio or a symbol with certain settings (data and position sizing). The metrics for comparison/ranking can be chosen from the extensive list, it's powered by installed ScoreCards and shared between optimization and other tools. Check out this build highlights video:
https://www.youtube.com/watch?v=zCOB7zmksOU&t=45s
Yes, Wealth-Lab has a Strategy Rankings tool which lets you compare backtest results side-by-side for a list of Strategies applied to a portfolio or a symbol with certain settings (data and position sizing). The metrics for comparison/ranking can be chosen from the extensive list, it's powered by installed ScoreCards and shared between optimization and other tools. Check out this build highlights video:
https://www.youtube.com/watch?v=zCOB7zmksOU&t=45s
From watching the video, I understand that I rank the strategies for visual observation. Can this strategy ranking/rotation be actually backtested. This way I'd like to discover the best or worst historical metrics.
Thank you.
Thank you.
(This isn't rotation - that's a separate Strategy class.) But what do you mean by "backtesting the strategy ranking"? Writing down your ranking results every month for a comparison?
For an individual system's series of backtests, an extension is capable of doing that (see Compare Tool):
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard#screenshots
For an individual system's series of backtests, an extension is capable of doing that (see Compare Tool):
https://www.wealth-lab.com/extension/detail/finantic.ScoreCard#screenshots
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