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Open Feature request MC-2086

Portfolio Backtesting - execute optimization for each member symbol individually

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Description

It would be great, that when we optimize on Portfolio product, the optimization engine to optimize individually for each symbol. This would produce separate param values for each symbol.
Currenly, all are optimized in the same time, and we only get one set of param values for all the symbols.

Steps to reproduce this issue

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Issue basics
  • Type of issue
    Feature request
  • Category
    Usability
  • Targeted for
    Not determined
  • Status
    Not Reviewed
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  • Severity
    Normal
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