Feature request: Multiple strategy backtester

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danilo
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Feature request: Multiple strategy backtester

Postby danilo » 25 Sep 2010

Should be nice to have a multiple strategy backester that allow to test at once an arsenal of well test strategies. Given the possibility to perform a multiple strategy optimization (with walk forward capability). Please find attached, as sample, the Bloomberg's implementation. I think that MC can do much better! (with more metrics).

Regards,
Danilo
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Bloomberg BTST.pdf
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Dave Masalov
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Re: Feature request: Multiple strategy backtester

Postby Dave Masalov » 01 Oct 2010

Dear Danilo,

Your feature request has been forwarded to the developers.


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